Research classified by Journal of Economic Literature (JEL) codes

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

2025

• Sangyup Choi & Jongho Park & Kwangyong Park, 2025. "US Monetary Policy, Exchange Rates, and Delayed Portfolio Adjustments," Working papers 2025rwp-240, Yonsei University, Yonsei Economics Research Institute.
• Eichfelder, Sebastian & Knaisch, Jonas David & Schneider, Kerstin, 2025. "Bonus depreciation as instrument for structural economic policy: Effects on investment and asset structure," arqus Discussion Papers in Quantitative Tax Research 288, arqus - Arbeitskreis Quantitative Steuerlehre.
• Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2025. "The low-carbon transition, climate commitments and firm credit risk," SAFE Working Paper Series 442, Leibniz Institute for Financial Research SAFE.
• Latino, Carmelo & Pelizzon, Loriana & Riedel, Max & Wang, Yue, 2025. "Mutual funds' appetite for sustainability in European Auto ABS," SAFE Working Paper Series 448, Leibniz Institute for Financial Research SAFE.
• Becker, Annette & Hottenrott, Hanna & Mukherjee, Anwesha, 2025. "Founder personality and scaling decisions in entrepreneurial firms," ZEW Discussion Papers 25-014, ZEW - Leibniz Centre for European Economic Research.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025. "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers 463, Department of Economics - University of Zurich, revised Mar 2025.
• Noureddine Benlagha & Wael Hemrit, 2025. "Responses of stock market volatility to COVID-19 government interventions: evidence from Asian emerging stock markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(2), pages 342-364, March.
• Katharina Holzheu & Tobias Wekhof, 2025. "Bank-Advisor Certification and Willingness to Pay for Sustainable Finance Products," CER-ETH Economics working paper series 25/396, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Christopher Anderson, 2025. "Regulating Bank Portfolio Choice Under Asymmetric Information," Finance and Economics Discussion Series 2025-009, Board of Governors of the Federal Reserve System (U.S.).
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023. "Sequential Search for Corporate Bonds," NBER Working Papers 31904, National Bureau of Economic Research, Inc.
  • Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025. "Sequential Search for Corporate Bonds," Working Papers 25-08, Federal Reserve Bank of Philadelphia.
• Alexander E. Abramov & Maria I. Chernova & Andrey G. Kosyrev, 2025. "Private and Collective Direct Investments in Popular Shares of Russian Companies," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 8-26, February.
• Matteo Orlandini & Sebastiano Michele Zema & Mauro Napoletano & Giorgio Fagiolo, 2025. "A Network Approach to Volatility Diffusion and Forecasting in Global Financial Markets," GREDEG Working Papers 2025-19, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Bonnefon, Jean-François & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2025. "The moral preferences of investors: Experimental evidence," Journal of Financial Economics, Elsevier, vol. 163(C).
  • Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022. "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers 29647, National Bureau of Economic Research, Inc.
  • Jean-François Bonnefon & Augustin Landier & Parinitha Sastry & David Thesmar, 2025. "The moral preferences of investors : Experimental evidence," Post-Print hal-04935328, HAL.
• André, Eric, 2014. "Optimal portfolio with vector expected utility," Mathematical Social Sciences, Elsevier, vol. 69(C), pages 50-62.
  • Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," AMSE Working Papers 1308, Aix-Marseille School of Economics, France, revised 11 Feb 2013.
  • Eric André, 2025. "Optimal portfolio with vector expected utility," Working Papers hal-02313341, HAL.
  • Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-01474246, HAL.
  • Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
• Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2022. "Risk-taking and skewness-seeking behavior in a demographically diverse population," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 83-104.
  • Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2021. "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," TSE Working Papers 21-1267, Toulouse School of Economics (TSE), revised Jul 2022.
  • Douadia Bougherara & Lana Friesen & Céline Nauges, 2025. "Risk-Taking and Skewness-Seeking Behavior in a Demographically Diverse Population," Working Papers hal-04972016, HAL.
  • Douadia Bougherara & Lana Friesen & Céline Nauges, 2022. "Risk-taking and skewness-seeking behavior in a demographically diverse population," Post-Print hal-03739823, HAL.
  • Douadia Bougherara & Lana Friesen & Céline Nauges, 2021. "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," Discussion Papers Series 650, School of Economics, University of Queensland, Australia.
• Ørpetveit, Andreas, 2025. "Competition and incentives in the mutual fund industry: Evidence from product development strategies," Discussion Papers 2025/13, Norwegian School of Economics, Department of Business and Management Science.
• Ørpetveit, Andreas, 2025. "Investment universe-level returns to scale and active fund management," Discussion Papers 2025/14, Norwegian School of Economics, Department of Business and Management Science.
• D’Innocenzo, Enzo & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2025. "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Working Paper Series 446, Sveriges Riksbank (Central Bank of Sweden).
• Eltun Yulat Ibrahimov & Qasim Ilqar Tagiyev, 2025. "Building of Wealth in the Cyber World: Secrets of Digital Investment," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 49-54, March.
• Fatima Muhammad Abdulkarim & Hamisu Sadi Ali & Ibrahim Muhammad Muye & Mosab I. Tabash, 2025. "Portfolio Diversification Opportunities For Nigeria’S Islamic (Shariah) Stock Investors With Their Major Trading Partners," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 11(1), pages 199-216, March.
• Afees A. Salisu & Dinci J. Penzin & Yinka S. Hammed, 2025. "Health Crisis And Currency Risk: Fresh Evidence From New Data Sets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 28(1), pages 1-14, April.
• Le blanc, Julia & Slacalek, Jiri & White, Matthew N., 2025. "Housing Wealth Across Countries: The Role of Expectations, Institutions and Preferences," JRC Working Papers in Economics and Finance 2025-01, Joint Research Centre, European Commission.
• Keming Li, 2025. "Does Innovation Relieve Corporate Financial Distress?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 41-76, March.
• Pearlean Chadha & Jenny Berrill, 2025. "The Indirect Diversification Benefits of Investing in Japanese Firms: An Alternative Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 117-145, March.
• Ana Sofia Monteiro & Helder Sebastião & Nuno Silva, 2025. "Prediction and Allocation of Stocks, Bonds, and REITs in the US Market," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1191-1230, March.
• Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia, 2025. "Can Machine Learning Explain Alpha Generated by ESG Factors?," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1457-1477, March.
• Anthony Bellofatto & Marie-Hélène Broihanne & Catherine D’Hondt, 2025. "Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 39(1), pages 1-45, March.
• Thomas Gehrig & Leopold Sögner & Arne Westerkamp, 2025. "Extending the demand system approach to asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 39(1), pages 133-166, March.
  • Gehrig, Thomas & Sögner, Leopold, 2022. "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers 17743, C.E.P.R. Discussion Papers.
• Gopal K. Basak & Pranab Kumar Das & Allena Rohit, 2025. "A model of contagion without trading relations," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-34, February.
• Rabab Abouarab & Tapas Mishra & Simon Wolfe, 2025. "Spotting Portfolio Greenwashing in Environmental Funds," Journal of Business Ethics, Springer, vol. 197(4), pages 811-839, April.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2025. "Listed Real Estate as an Inflation Hedge Across Regimes," The Journal of Real Estate Finance and Economics, Springer, vol. 70(2), pages 189-239, February.
• Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025. "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 163-189, January.
• Meng-Jou Lu & Matúš Horváth & Xingjia Wang & Wolfgang Karl Härdle, 2025. "Spectral risk for digital assets," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 537-574, February.
• Jian Chen & Ahmad Haboub & Ali Khan & Syed Mahmud, 2025. "Investor clientele and intraday patterns in the cross section of stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 757-797, February.
• Yu-Hong Liu & I-Ming Jiang & Mao-Wei Hung, 2025. "Optimal timing and proportion in two stages learning investment," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1001-1027, April.
• Prodosh Eugene Simlai, 2025. "Investor sophistication, investor sentiment, and cash-based operating profitability," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1079-1103, April.
• Keith Anderson & Anup Chowdhury & Moshfique Uddin, 2025. "Piotroski's Fscore under varying economic conditions," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1261-1307, April.
• Dandan Wang & Jörg Prokop, 2025. "Gender homophily and local bias in equity crowdfunding," Small Business Economics, Springer, vol. 64(3), pages 805-836, March.
• Nagy, Attila Zoltán, 2025. "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 465-487.
• Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2025. "Event-Driven Changes in Return Connectedness Among Cryptocurrencies," CESifo Working Paper Series 11658, CESifo.
  • Peter Albrecht & Evzen Kocenda, 2025. "Event-Driven Changes in Return Connectedness among Cryptocurrencies," KIER Working Papers 1113, Kyoto University, Institute of Economic Research.
• Deniz Altun & Gizem Varol, 2025. "TOPSIS Approach in the Financial Performance Evaluation of Selected Firms From the NASDAQ Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 112-131, April.
• Oğuz Şimşek & Serkan Çankaya, 2025. "Effect of Esg Scores on Portfolio Performance: Evidence From Developing (E-7) Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 35-63, April.
• Valentin Haddad & Paul Huebner & Erik Loualiche, 2025. "How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing," American Economic Review, American Economic Association, vol. 115(3), pages 975-1018, March.
• Corina-Graziella BÂTCĂ-DUMITRU & Daniela-Nicoleta SAHLIAN & Cleopatra ȘENDROIU, 2025. "Budgetary Management of Investments," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 6(1), pages 16-26, January.
• David Rareș TITULEASA COSTACHE & Pompei MITITEAN, 2025. "The Impact of Foreign Direct Investment on Economic Development," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 6(3), pages 15-27, March.
• Evrim TURGUTLU & Pınar NARİN EMİRHAN, 2025. "Dynamics of Causality between Real Estate and Stock Prices: Evidence from Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 127-139.
• Erdi BAYRAM & Rabia AKTAŞ, 2025. "Portfolio Construction with Postmodern Portfolio Theory Framework," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 27-43.
• Serkan Ünal & Yasemin Yurtoğlu, 2025. "BIST 100 Endeksi Borsa İstanbul’un Genel Performansını Yansıtıyor mu?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 832-853.
• Ranjan Kumar DASH & Anatolijs KRIVINS & Valters KAZE, 2025. "Economic Evaluation of Land in Agribusiness: Soil Fertility Factor," Access Journal, Access Press Publishing House, vol. 6(1), pages 25-45, November.
• Adil Haniev & Viktoriya V. Suhih, 2025. "Analysis of the Impact of ESG Initiatives on the Financial Performance of Shareholders in Russian Companies," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 24(1), pages 319-343.
• Ante, Lennart & Saggu, Aman, 2025. "Quantifying a firm's AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings," Technological Forecasting and Social Change, Elsevier, vol. 212(C).
  • Lennart Ante & Aman Saggu, 2025. "Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings," Papers 2501.01763, arXiv.org.
• Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022. "Growing the Efficient Frontier on Panel Trees," NBER Working Papers 30805, National Bureau of Economic Research, Inc.
  • Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2025. "Growing the Efficient Frontier on Panel Trees," Papers 2501.16730, arXiv.org, revised Feb 2025.
• Dimiter Shalvardjiev, 2025. "Asset Hedging via Digital Asset Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 63-88.
• Tasrim, Pahmi & Ansri Jayanti & Andi Irfan & Andi Alim, 2025. "Optimizing Capital Structure and Company Financial Performance: A Field Theory Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 21-36.
• Cristina Angelico & Enrico Bernardini, 2025. "Banks' carbon pledges: amazing or a maze?," Questioni di Economia e Finanza (Occasional Papers) 906, Bank of Italy, Economic Research and International Relations Area.
• Federico Apicella & Andrea Colabella & Angelo Nunnari & Francesco Pipitone, 2025. "Households' portfolio composition 2010 – 2023: evidence from the Financial Accounts and from the Survey of Household Income and Wealth," Questioni di Economia e Finanza (Occasional Papers) 910, Bank of Italy, Economic Research and International Relations Area.
• Fabrizio Ferriani & Sabina Marchetti, 2025. "The micro-determinants of portfolio gyrations in mutual funds: evidence from machine learning models," Questioni di Economia e Finanza (Occasional Papers) 913, Bank of Italy, Economic Research and International Relations Area.
• Oscar Botero-Ramírez & Andrés Murcia & Mauricio Villamizar-Villegas, 2025. "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Borradores de Economia 1309, Banco de la Republica de Colombia.
• Giulio Cornelli & Leonardo Gambacorta & Tommaso Oliviero & Koji Takahashi, 2025. "Mutual funds and climate news," BIS Working Papers 1243, Bank for International Settlements.
• Tsvetelina Nenova, 2025. "Global or Regional Safe Assets: Evidence from Bond Substitution Patterns," BIS Working Papers 1254, Bank for International Settlements.
• Yuet Chau & Karamfil Todorov & Eyub Yegen, 2025. "ETFs as a disciplinary device," BIS Working Papers 1261, Bank for International Settlements.
• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2025. "Financial Advice and Household Financial Portfolios," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 87(2), pages 382-413, April.
  • Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 2020009, The University of Sheffield, Department of Economics.
  • Brown, Sarah & Bucciol, Alessandro & Montagnoli, Alberto & Taylor, Karl, 2021. "Financial Advice and Household Financial Portfolios," IZA Discussion Papers 14301, Institute of Labor Economics (IZA).
  • Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 15/2020, University of Verona, Department of Economics.
• Sai Ma & Shaojun Zhang, 2025. "Housing risk and the cross section of returns across many asset classes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 53(2), pages 326-351, March.
  • Ma, Sai & Zhang, Shaojun, 2020. "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series 2020-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Leanne Nam, 2025. "Intergenerational Spillovers: The Impact of Labor Market Risk on the Housing Market," CRC TR 224 Discussion Paper Series crctr224_2025_636, University of Bonn and University of Mannheim, Germany.
• Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Cambridge Working Papers in Economics 2512, Faculty of Economics, University of Cambridge.
• Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Janeway Institute Working Papers 2506, Faculty of Economics, University of Cambridge.
• Richard Watt, 2025. "When Harry Met Kelly: An Overlooked Result in the Classical Theory of Optimal Capital Growth," Working Papers in Economics 25/08, University of Canterbury, Department of Economics and Finance.
• Le Blanc, Julia & Slacalek, Jiri & White, Matthew N., 2025. "Housing wealth across countries: the role of expectations, institutions and preferences," Working Paper Series 3021, European Central Bank.
  • Julia Le Blanc & Jiri Slacalek & Matthew N. White, 2025. "Housing Wealth Across Countries: The Role of Expectations, Institutions and Preferences," CESifo Working Paper Series 11621, CESifo.
• Peter Albrecht & Evzen Kocenda, 2025. "Event-Driven Changes in Return Connectedness among Cryptocurrencies," KIER Working Papers 1113, Kyoto University, Institute of Economic Research.
  • Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2025. "Event-Driven Changes in Return Connectedness Among Cryptocurrencies," CESifo Working Paper Series 11658, CESifo.
• Christian Fieberg & Lars Hornuf & Maximilian Meiler & David J. Streich, 2025. "Using Large Language Models for Financial Advice," CESifo Working Paper Series 11666, CESifo.
• Lars Hornuf & David J. Streich & Niklas Töllich, 2025. "Making GenAI Smarter: Evidence from a Portfolio Allocation Experiment," CESifo Working Paper Series 11862, CESifo.
• Uluc Aysun, 2025. "Maturity mismatches and the transmission of term premium shocks through bank lending," Working Papers 2025-01, University of Central Florida, Department of Economics.
• Fabio Alessandrini & Eric Jondeau & Lou-Salomé Vallée, 2025. "From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond Investments," Swiss Finance Institute Research Paper Series 25-22, Swiss Finance Institute.
• Marco Ceccarelli & Stefano Ramelli & Anna Vasileva & Alexander F. Wagner, 2025. "The Political Economy of Green Investing: Insights from the 2024 U.S. Election," Swiss Finance Institute Research Paper Series 25-36, Swiss Finance Institute.
• Romulo Alves & Philipp Krueger & Mathijs A. van Dijk, 2025. "Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?," Swiss Finance Institute Research Paper Series 25-41, Swiss Finance Institute.
• Angie Andrikogiannopoulou & Philipp Krueger & Shema Frédéric Mitali & Filippos Papakonstantinou, 2025. "Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers," Swiss Finance Institute Research Paper Series 25-43, Swiss Finance Institute.
• Francisco Javier González Pueyo, María José Pérez-Santamarina Atienzar, 2025. "Los mercados privados de capitales," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Castro-Iragorri, Carlos & Parra-Diaz, Manuel, 2025. "Stability focused end to end frameworks for risk budgeting portfolios," Documentos de Trabajo 21367, Universidad del Rosario.
• Maria Debora Braga & Luigi Riso & Maria Grazia Zoia, 2025. "The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis," DISCE - Working Papers del Dipartimento di Politica Economica dipe0044, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Alexander Kriwoluzky & Christoph Schneider, 2025. "Bitcoin Is Not the New Gold," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 15(9), pages 55-60.
• Alexander Kriwoluzky & Christoph Schneider, 2025. "Bitcoin ist nicht das neue Gold," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 92(9), pages 119-124.
• Martijn Boermans & Tomás Carrera de Souza & Robert Vermeulen, 2025. "Quantitative easing and preferred habitat investors in the euro area bond market," Working Papers 826, DNB.
• Daniel Dimitrov, 2025. "Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes," Working Papers 827, DNB.
• Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 231(C).
  • Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," MPRA Paper 123534, University Library of Munich, Germany.
  • Naijia Guo & Charles Ka Yui Leung & Shumeng Zhang, 2025. "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," ISER Discussion Paper 1274, Institute of Social and Economic Research, The University of Osaka.
• Perras, Patrizia & Wagner, Niklas, 2025. "Give me a break: What does the equity premium compensate for?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
• Hagenberg, Thomas C., 2025. "Transaction-level transparency and portfolio mimicking," Journal of Accounting and Economics, Elsevier, vol. 79(1).
• Argyropoulos, Christos & Panopoulou, Ekaterini & Vrontos, Spyridon, 2025. "Downside risk and hedge fund returns," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Huang, Yichu & Bose, Udichibarna & Li, Zeguang & Liu, Frank Hong, 2025. "Trading without meeting friends: Empirical evidence from the wuhan lockdown in 2020," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025. "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Sheng, Jiliang & Yang, Yanyan & Yang, Jun, 2025. "Optimal delegation contract with portfolio risk," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam & Cakici, Nusret, 2025. "A factor model for the cross-section of country equity risk premia," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025. "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Zhuang, Zhuang & Hsin-han Shen, Carl & Yao, Juan, 2025. "Conflict of interest to declare? A study of individual-controlled funds in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Ulrych, Urban & Vasiljević, Nikola, 2025. "Global currency hedging with ambiguity," Journal of Banking & Finance, Elsevier, vol. 172(C).
• Cheng, Tzu-Chang Forrest & Huang, Hsuan-Hua & Lin, Tse-Chun & Yang, Tzu-Ting & Zhu, Jian-Da, 2025. "Windfall gains and stock market participation: Evidence from shopping receipt lottery," Journal of Banking & Finance, Elsevier, vol. 172(C).
• Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025. "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, vol. 173(C).
  • Brendan K. Beare & Juwon Seo & Zhongxi Zheng, 2022. "Stochastic arbitrage with market index options," Papers 2207.00949, arXiv.org, revised Jan 2025.
• Lu, Zhongjin & Pyun, Chaehyun, 2025. "Dissecting the return-predicting power of risk-neutral variance," Journal of Banking & Finance, Elsevier, vol. 173(C).
• Bernile, Gennaro & Bonaparte, Yosef & Delikouras, Stefanos, 2025. "Stock market experience and investor overconfidence: Do investors learn to be overconfident?," Journal of Banking & Finance, Elsevier, vol. 174(C).
• Tang, Lin & Zhuo, Zhi & Zou, Hong, 2025. "When expectations of implicit government guarantees diminished, do retail stock investors run away?," Journal of Banking & Finance, Elsevier, vol. 175(C).
• Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 231(C).
  • Naijia Guo & Charles Ka Yui Leung & Shumeng Zhang, 2025. "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," ISER Discussion Paper 1274, Institute of Social and Economic Research, The University of Osaka.
  • Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," MPRA Paper 123534, University Library of Munich, Germany.
• Wasiuzzaman, Shaista & Pg Hj Ahmad, Ak Md Saiful Luqman, 2025. "Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency," Journal of Economics and Business, Elsevier, vol. 133(C).
• Rodriguez, Harold & Colombo, Jefferson, 2025. "Is bitcoin an inflation hedge?," Journal of Economics and Business, Elsevier, vol. 133(C).
  • Rodriguez, Harold & Colombo, Jefferson, 2024. "Is bitcoin an inflation hedge?," MPRA Paper 120477, University Library of Munich, Germany.
• Khorrami, Paymon & Zentefis, Alexander K., 2025. "Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk," Journal of Economic Theory, Elsevier, vol. 223(C).
• Perotti, Enrico & Terovitis, Spyros, 2025. "Achieving safety: Personal, private, and public provision," Journal of Economic Theory, Elsevier, vol. 224(C).
  • Perotti, Enrico & Terovitis, Spyros, 2024. "Achieving Safety: Personal, Private and Public Provision," CEPR Discussion Papers 19405, C.E.P.R. Discussion Papers.
• Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao, 2025. "Robustness and dynamic sentiment," Journal of Financial Economics, Elsevier, vol. 163(C).
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• Wood, Katherine & Pyun, Chaehyun & Pham, Hieu, 2025. "Beyond Green Labels: Assessing Mutual Funds’ ESG Commitments through Large Language Models," Finance Research Letters, Elsevier, vol. 74(C).
• Mounir, Amine, 2025. "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, vol. 74(C).
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025. "Is faster information transmission always better?," Finance Research Letters, Elsevier, vol. 75(C).
• Li, Yue & Zhao, Xiaoxia & Yang, Xinfang, 2025. "ESG performance and corporate environmental investment: Incentive or inhibition?," Finance Research Letters, Elsevier, vol. 75(C).
• Kruthof, Garvin & Müller, Sebastian, 2025. "Can deep reinforcement learning beat 1N," Finance Research Letters, Elsevier, vol. 75(C).
• Du, Qianqian & Kong, Dongmin & Li, Yanglin & Ye, Kuicheng, 2025. "Customer ratings and firm value: Evidence from big data analysis of online consumption in China," Finance Research Letters, Elsevier, vol. 75(C).
• Wan, Runqing & Xing, Bingxin Ann, 2025. "Can switching between predictive models and the historical average improve bond return predictability?," Finance Research Letters, Elsevier, vol. 75(C).
• Wang, Wenhao & Cai, Feifei & Hong, Ziyi & Liu, Ruiqi & Zhang, Qingyi, 2025. "A profitable currency portfolio strategy: Learning from connectedness," Finance Research Letters, Elsevier, vol. 76(C).
• Zhu, Sha & Fu, Hai & Wei, Yu & Shang, Yue & Chen, Xiaodan, 2025. "Are brown stocks valuable to green stocks? Evidence from China," Finance Research Letters, Elsevier, vol. 76(C).
• Bajra, Ujkan Q. & Aliu, Florin & Prenaj, Vlora, 2025. "Connectivity of green financial assets under geopolitical risks and market-implied volatility," Finance Research Letters, Elsevier, vol. 76(C).
• Grigis, Federico & Ortobelli Lozza, Sergio & Vitali, Sebastiano, 2025. "Computing agents' reputation within a network," Games and Economic Behavior, Elsevier, vol. 150(C), pages 312-333.
• Neugebauer, Tibor & Sadrieh, Abdolkarim & Selten, Reinhard, 2025. "Taming selten's horse with impulse response," Games and Economic Behavior, Elsevier, vol. 150(C), pages 71-92.
• Nguyen, Harvey & Pham, Anh Viet & Pham, Man Duy (Marty) & Pham, Mia Hang, 2025. "Climate change and corporate credit worthiness: International evidence," Global Finance Journal, Elsevier, vol. 64(C).
• Shi, Huai-Long & Chen, Huayi, 2025. "Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China," Global Finance Journal, Elsevier, vol. 64(C).
• Byrka-Kita, Katarzyna & Czerwiński, Mateusz & Ferris, Stephen P. & Preś-Perepeczo, Agnieszka & Wiśniewski, Tomasz, 2025. "CEO casting call: Investor attention to corporate leadership appointments," Global Finance Journal, Elsevier, vol. 64(C).
• DeCoste, Joseph, 2025. "Comovement and S&P 500 membership," Global Finance Journal, Elsevier, vol. 65(C).
• Bush, Georgia & Cañón, Carlos, 2025. "Capital flows: The role of investment fund portfolio managers," Journal of International Economics, Elsevier, vol. 154(C).
• Peng, Xingchun & Luo, Liuling, 2025. "Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 302-324.
• Yang, Yang & Wang, Guojing & Yao, Jing & Xie, Hengyue, 2025. "A generalized tail mean-variance model for optimal capital allocation," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 157-179.
• Fießinger, Felix & Stadje, Mitja, 2025. "Mean-variance optimization for participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 230-248.
• Chen, Lv & Li, Danping & Wang, Yumin & Zhu, Xiaobai, 2025. "Equilibrium intergenerational risk-sharing design for a target benefit pension plan," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 275-299.
• Jan Hanousek Jr. & Jan Hanousek & Konstantin Sokolov, 2023. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2023-92, Mendel University in Brno, Faculty of Business and Economics.
  • Jan Hanousek, Jr. & Jan Hanousek & Konstantin Sokolov, 2025. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2025-101, Mendel University in Brno, Faculty of Business and Economics.
• Daniel Pastorek & Peter Albrecht, 2025. "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics 2025-99, Mendel University in Brno, Faculty of Business and Economics.
• Yu-Wei Ma & Wee-Yeap Lau & Tien-Ming Yip, 2025. "Influence of ESG Rating on Stock Price Behavior: Evidence from Malaysian Public-Listed Companies," Capital Markets Review, Malaysian Finance Association, vol. 33(1), pages 87-104.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," NBER Working Papers 33351, National Bureau of Economic Research, Inc.
• Robert Novy-Marx & Mihail Z. Velikov, 2025. "AI-Powered (Finance) Scholarship," NBER Working Papers 33363, National Bureau of Economic Research, Inc.
• Hee Seo Han & David Hirshleifer & Jinfei Sheng & Zheng Sun, 2025. "Trading in Twilight: Sleep, Mental Alertness, and Stock Market Trading," NBER Working Papers 33477, National Bureau of Economic Research, Inc.
• Brian Greaney & Andrii Parkhomenko & Stijn Van Nieuwerburgh, 2025. "Dynamic Urban Economics," NBER Working Papers 33512, National Bureau of Economic Research, Inc.
• Ravi Jagannathan & Iwan Meier & Valeri Sokolovski, 2025. "Dirty Business: Transition Risk of Factor Portfolios," NBER Working Papers 33535, National Bureau of Economic Research, Inc.
• Gillian Brunet & Eric Hilt & Matthew S. Jaremski, 2025. "‘Invest!’: Liberty Bonds and Stock Ownership over the Twentieth Century," NBER Working Papers 33541, National Bureau of Economic Research, Inc.
• Abhishek Bhardwaj & Abhinav Gupta & Sabrina T. Howell & Kyle Zimmerschied, 2025. "Does Fund Size Affect Private Equity Performance? Evidence from Donation Inflows to Private Universities," NBER Working Papers 33596, National Bureau of Economic Research, Inc.
• Toomas Laarits & Jeffrey Wurgler, 2025. "The Research Behavior of Individual Investors," NBER Working Papers 33625, National Bureau of Economic Research, Inc.
• Ege Y. Ercan & Steven N. Kaplan & Ilya A. Strebulaev, 2025. "Interim Valuations, Predictability, and Outcomes in Private Equity," NBER Working Papers 33637, National Bureau of Economic Research, Inc.
• Bryan Gutierrez Cortez & Victoria Ivashina & Juliana Salomao, 2025. "Performance Capital Flows in DC Pensions," NBER Working Papers 33693, National Bureau of Economic Research, Inc.
• knut Anton Mork & Frida Nymark Engelstad, 2025. "Dynamic Spending and Portfolio Decisions with an Internal Soft Habit," Working Paper Series 20125, Department of Economics, Norwegian University of Science and Technology.
• Luisa Dressler & Ross Warwick, 2025. "Corporate income tax, investment, and the Net-Zero Transition: Issues for consideration," OECD Taxation Working Papers 73, OECD Publishing.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025. "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, vol. 23(1), pages 499-547.
• Simon T Bodilsen, 2025. "Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 384-399.
• Andreas Johansson & Riccardo Sabbatucci & Andrea Tamoni, 2025. "Tradable Risk Factors for Institutional and Retail Investors," Review of Finance, European Finance Association, vol. 29(1), pages 103-139.
• Jungkyu Ahn, 2025. "Margin constraints and asset prices," Review of Finance, European Finance Association, vol. 29(1), pages 141-168.
• Maximilian Germann & Lukas Mertes & Martin Weber & Benjamin Loos, 2025. "Trust and delegated investing: a Money Doctors experiment," Review of Finance, European Finance Association, vol. 29(1), pages 75-102.
• Gordon Y Liao & Tony Zhang, 2025. "The Hedging Channel of Exchange Rate Determination," The Review of Financial Studies, Society for Financial Studies, vol. 38(1), pages 1-38.
• Kristy A E Jansen, 2025. "Long-Term Investors, Demand Shifts, and Yields," The Review of Financial Studies, Society for Financial Studies, vol. 38(1), pages 114-157.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2025. "War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 457-506.
• José Mustre-del-Río & Juan M Sánchez & Ryan Mather & Kartik Athreya, 2025. "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 564-604.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2025. "News Diffusion in Social Networks and Stock Market Reactions," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 883-937.
  • David Hirshleifer & Lin Peng & Qiguang Wang, 2023. "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers 30860, National Bureau of Economic Research, Inc.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2025. "Valuing Financial Data," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 938-980.
• Mattia Landoni & Stephen P Zeldes, 2025. "Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?," The Review of Financial Studies, Society for Financial Studies, vol. 38(4), pages 1014-1066.
• Kevin Mullally & Andrea Rossi, 2025. "Moving the Goalposts? Mutual Fund Benchmark Changes and Relative Performance Manipulation," The Review of Financial Studies, Society for Financial Studies, vol. 38(4), pages 1067-1119.
• Ron Kaniel & Pingle Wang, 2025. "Unmasking Mutual Fund Derivative Use," The Review of Financial Studies, Society for Financial Studies, vol. 38(4), pages 1120-1166.
  • Kaniel, Ron & Wang, Pingle, 2022. "Unmasking Mutual Fund Derivative Use," CEPR Discussion Papers 17755, C.E.P.R. Discussion Papers.
• Augustin Landier & Stefano Lovo, 2025. "Socially Responsible Finance: How to Optimize Impact," The Review of Financial Studies, Society for Financial Studies, vol. 38(4), pages 1211-1258.
• Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2025. "Effects of Credit Expansions on Stock Market Booms and Busts," The Review of Financial Studies, Society for Financial Studies, vol. 38(5), pages 1502-1544.
• Mahtab Athari & Atsuyuki Naka & Abdullah Noman, 2025. "Forecasting stock returns with sum-of-the-parts methodology: international evidence," Journal of Asset Management, Palgrave Macmillan, vol. 26(1), pages 91-114, February.
• Hassan Zada & Mirzat Ullah & Kazi Sohag, 2025. "Examining the role of jumps on the returns and integrated volatility of emerging Asian stock markets during global financial crises and Covid-19: an application of the swap variance jump approach," Journal of Asset Management, Palgrave Macmillan, vol. 26(1), pages 30-43, February.
• Malick Fall, 2025. "Portfolio optimization in deformed time," Journal of Asset Management, Palgrave Macmillan, vol. 26(2), pages 176-185, March.
• Kevin Birk & Stefan Jacob & Marco Wilkens, 2025. "What attracts sustainable fund flows? Prospectus versus ratings," Journal of Asset Management, Palgrave Macmillan, vol. 26(2), pages 216-237, March.
• Maneesh Gupta & Vipul Kumar Singh & Pawan Kumar, 2025. "Resilience of green bonds in portfolio diversification: evidence from crisis periods," Journal of Asset Management, Palgrave Macmillan, vol. 26(3), pages 298-315, May.
• Javier Vidal-García & Marta Vidal & Laura Molero González & Juan E. Trinidad-Segovia, 2025. "Global tournaments," Risk Management, Palgrave Macmillan, vol. 27(1), pages 1-13, February.
• Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 231(C).
  • Naijia Guo & Charles Ka Yui Leung & Shumeng Zhang, 2025. "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," ISER Discussion Paper 1274, Institute of Social and Economic Research, The University of Osaka.
  • Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," MPRA Paper 123534, University Library of Munich, Germany.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2025. "Integration, Contagion and Turmoils; Evidence from Emerging markets," MPRA Paper 123775, University Library of Munich, Germany, revised 25 Feb 2025.
• Okere, Charles & Ubi-Abai, Itoro, 2025. "Investment response to business environment and governance: evidence from select quoted companies in Nigeria," MPRA Paper 123957, University Library of Munich, Germany.
• Jinno, Masatoshi, 2025. "An Elementary Approach to GPIF Investment Allocation Optimization: A Basic Risk-Return Evaluation Perspective," MPRA Paper 124093, University Library of Munich, Germany.
• Dwumfour, Richard Adjei & Pan, Lei & Nsafoah, Dennis, 2025. "Dynamic spillovers and portfolio optimization in tourism, Fintech, and cryptocurrency," MPRA Paper 124157, University Library of Munich, Germany.
• Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
  • Christoph Kaufmann & Jaime Leyva & Manuela Storz, 2025. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Papers w202502, Banco de Portugal, Economics and Research Department.
• Othman Bouabdallah & Pascal Jacquinot & Ante Šterc, 2025. "Tax Structures and Fiscal Multipliers in HANK Models," Working Papers w202508, Banco de Portugal, Economics and Research Department.
• Botero-Ramírez, Oscar David & Murcia, Andrés & Villamizar-Villegas, Mauricio, 2025. "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Working papers 112, Red Investigadores de Economía.

2024

• Mohammad Alvin Prabowosunu & Reza Yamora Siregar & Rosi Melati & Rizky Rizaldi Ronaldo & Devan Hadrian, 2024. "Identifying Risk-Taking Behavior and Prudent Asset Allocation in Pension Funds in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 70, pages 17-33, June.
• Dewi Tamara & Anita Maharani, 2024. "How Millennials Make Investment Decisions: Financial Literacy and Financial Behavior," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 70, pages 132-146, December.
• Marty-Jörn Klein & Gabriela Chmelíková & Jozef Palkovič, 2024. "The Risk Awareness of Sovereign Wealth Funds in Relation to ESG Assets: Do Biggest World Institutional Investors Act Sustainably?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 10(1), pages 5-24.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024. "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, vol. 32(2), pages 17-33.
• Ling-Foon Chan & Calvin W.H. Cheong & A.N. Bany-Ariffin, 2024. "Corporate Diversification of Real Estate Investment Trusts (REITs) In A Post-Pandemic World: Lessons from Malaysia and Singapore," Capital Markets Review, Malaysian Finance Association, vol. 32(2), pages 49-68.
• Tien-Ming Yip & Wee-Yeap Lau, 2024. "Nexus between ESG Practice and Firm Performance: Are there any Stylised Facts?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 61(2), pages 199-213, December.
• Hassan A Butt & Lucas Dille & Brian Nichols, 2024. "Impact of Non-Normality of Returns on the Informational Efficiency of Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, vol. 50(1), pages 53-85.
• Laurens Cherchye & Bram De Rock & Dieter Saelens, 2024. "Financial portfolio performance of Belgian households : a nonparametric assessment," Working Paper Research 448, National Bank of Belgium.
• Lin William Cong & Shiyang Huang & Douglas Xu, 2024. "The Rise of Factor Investing: "Passive" Security Design and Market Implications," NBER Working Papers 32016, National Bureau of Economic Research, Inc.
• Stavros Panageas & Nicolae Garleanu, 2017. "Finance in a Time of Disruptive Growth," 2017 Meeting Papers 1570, Society for Economic Dynamics.
  • Nicolae B. Gârleanu & Stavros Panageas, 2024. "Finance in a Time of Disruptive Growth," NBER Working Papers 32184, National Bureau of Economic Research, Inc.
• Francesco D'Acunto & Michael Weber, 2024. "Why Survey-Based Subjective Expectations Are Meaningful and Important," Annual Review of Economics, Annual Reviews, vol. 16(1), pages 329-357, August.
  • Francesco D’Acunto & Michael Weber, 2024. "Why Survey-Based Subjective Expectations are Meaningful and Important," NBER Working Papers 32199, National Bureau of Economic Research, Inc.
• Boddin , Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2024. "A Housing Portfolio Channel of QE Transmission," CEPR Discussion Papers 18876, C.E.P.R. Discussion Papers.
  • Dominik Boddin & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2024. "A Housing Portfolio Channel of QE Transmission," NBER Working Papers 32211, National Bureau of Economic Research, Inc.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2024. "Employer 401(k) Matches for Student Debt Repayment: Killing Two Birds with One Stone?," NBER Working Papers 32443, National Bureau of Economic Research, Inc.
• Jonathan Reuter & Antoinette Schoar, 2024. "Demand-side and Supply-side Constraints in the Market for Financial Advice," NBER Working Papers 32452, National Bureau of Economic Research, Inc.
• Wenxin Du & Amy W. Huber, 2024. "Dollar Asset Holdings and Hedging Around the Globe," NBER Working Papers 32453, National Bureau of Economic Research, Inc.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024. "Inflation and Trading," CESifo Working Paper Series 11580, CESifo.
  • Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
• Taha Choukhmane & Tim de Silva, 2024. "What Drives Investors' Portfolio Choices? Separating Risk Preferences from Frictions," NBER Working Papers 32476, National Bureau of Economic Research, Inc.
• Gorkem Bostanci & Guillermo Ordoñez, 2024. "Business, Liquidity, and Information Cycles," NBER Working Papers 32501, National Bureau of Economic Research, Inc.
• Lawrence J. Jin & Cameron Peng, 2024. "The Law of Small Numbers in Financial Markets: Theory and Evidence," NBER Working Papers 32519, National Bureau of Economic Research, Inc.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024. "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," Working Paper Series 2024-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024. "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers 32568, National Bureau of Economic Research, Inc.
• Abramson, Boaz & Van Nieuwerburgh, Stijn, 2024. "Rent Guarantee Insurance," CEPR Discussion Papers 19216, C.E.P.R. Discussion Papers.
  • Boaz Abramson & Stijn Van Nieuwerburgh, 2024. "Rent Guarantee Insurance," NBER Working Papers 32582, National Bureau of Economic Research, Inc.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024. "Emotions and Subjective Crash Beliefs," NBER Working Papers 32589, National Bureau of Economic Research, Inc.
• David Agorastos & Rowena Gray & Ronan Lyons & Allison Shertzer, 2024. "The Price of Housing in the United States, 1890–2006," Working Papers 24-12, Federal Reserve Bank of Philadelphia.
  • Ronan C. Lyons & Allison Shertzer & Rowena Gray & David N. Agorastos, 2024. "The Price of Housing in the United States, 1890-2006," NBER Working Papers 32593, National Bureau of Economic Research, Inc.
• Bram van der Kroft & Juan Palacios & Roberto Rigobon & Siqi Zheng, 2024. "Timing Sustainable Engagement in Real Asset Investments," NBER Working Papers 32646, National Bureau of Economic Research, Inc.
• Jonathan Reuter, 2024. "Plan Design and Participant Behavior in Defined Contribution Retirement Plans: Past, Present, and Future," NBER Working Papers 32653, National Bureau of Economic Research, Inc.
• Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers 17120, Institute of Labor Economics (IZA).
  • Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
  • Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers 19205, C.E.P.R. Discussion Papers.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024. "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers 32693, National Bureau of Economic Research, Inc.
• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," NBER Working Papers 32707, National Bureau of Economic Research, Inc.
• Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny, 2024. "Elephants in Equity Markets," CEPR Discussion Papers 19284, C.E.P.R. Discussion Papers.
  • Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024. "Elephants in Equity Markets," NBER Working Papers 32756, National Bureau of Economic Research, Inc.
• Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024. "Social Interaction Intensity and Investor Behavior," NBER Working Papers 32772, National Bureau of Economic Research, Inc.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024. "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers 33012, National Bureau of Economic Research, Inc.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024. "Trading Volume Alpha," NBER Working Papers 33037, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024. "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers 33058, National Bureau of Economic Research, Inc.
• Rui Da & Stefan Nagel & Dacheng Xiu, 2024. "The Statistical Limit of Arbitrage," NBER Working Papers 33070, National Bureau of Economic Research, Inc.
• Scott R. Baker & Justin Balthrop & Mark J. Johnson & Jason D. Kotter & Kevin Pisciotta, 2024. "Gambling Away Stability: Sports Betting’s Impact on Vulnerable Households," NBER Working Papers 33108, National Bureau of Economic Research, Inc.
• Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," IZA Discussion Papers 17442, Institute of Labor Economics (IZA).
  • Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," NBER Working Papers 33159, National Bureau of Economic Research, Inc.
• Arthur Korteweg & Stavros Panageas & Anand Systla, 2024. "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers 33194, National Bureau of Economic Research, Inc.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024. "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers 33320, National Bureau of Economic Research, Inc.
• Kashirina, A., 2024. "Factors influencing the choice of savings and investment instruments by generation Z: The experimental study using neuroequipment," Journal of the New Economic Association, New Economic Association, vol. 63(2), pages 144-167.
• Mine Berra Doganer & Ibrahim Halil Eksi & Ahmet Sit & Berna Dogan Basar, 2024. "The Effect of Stock Market Literacy on Individual Investor’s Investment Decisions: Evidence from Borsa Istanbul," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 99-119, March.
• Radostina Stamenova, 2024. "Environmental, Social and Governance Ratings," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 119-129, June.
• Etienne Lepers & Annamaria De Crescenzio, 2024. "What drives capital to green companies in emerging markets: Evidence from investment funds," OECD Working Papers on International Investment 2024/02, OECD Publishing.
• Anca-Adriana SARAOLU (IONĂȘCUȚI), 2024. "Non-Uniform Interconnectedness Patterns And Dynamics: Evidence From Emerging Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(2), pages 166-175, December.
• Ștefan RUSU & Marcel BOLOȘ, 2024. "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 330-336, July.
• Ștefan RUSU & Marcel BOLOȘ, 2024. "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 337-344, July.
• Han Jiang & Aggey Simons, 2021. "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers 2113E Classification-H41., University of Ottawa, Department of Economics.
  • Han Jiang & Aggey Simons, 2024. "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers 2402E, University of Ottawa, Department of Economics.
• Gregory Connor & Robert A Korajczyk, 2024. "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 70-93.
  • Gregory Connor & Robert A. Korajczyk, 2019. "Semi-strong factors in asset returns," Economics Department Working Paper Series n294-19.pdf, Department of Economics, National University of Ireland - Maynooth.
• Fangquan Shi & Lianjie Shu & Xinhua Gu, 2024. "An Enhanced Factor Model for Portfolio Selection in High Dimensions," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 94-118.
• M Hashem Pesaran & Takashi Yamagata, 2024. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
  • M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
  • M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
• Tae-Hwy Lee & Ekaterina Seregina, 2024. "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
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• Cai, Zhaokun & Cui, Zhenyu & Lassance, Nathan & Simaan, Majeed, 2024. "The Economic Value of Mean Squared Error: Evidence from Portfolio Selection," LIDAM Discussion Papers LFIN 2024003, Université catholique de Louvain, Louvain Finance (LFIN).
• Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024. "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN 2024004, Université catholique de Louvain, Louvain Finance (LFIN).
• De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024. "Measuring speculation beyond day trading and bets on lottery-like stocks," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  • De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024. "Measuring speculation beyond day trading and bets on lottery-like stocks," LIDAM Reprints LFIN 2024009, Université catholique de Louvain, Louvain Finance (LFIN).
• Leanne Nam, 2024. "Intergenerational Spillovers: The Impact of Labor Market Risk on the Housing Market," ECONtribute Discussion Papers Series 344, University of Bonn and University of Cologne, Germany.
• Nazare da Costa Cabral & Noemia Goulart, 2024. "The Social Security Financial Stabilisation Fund," CFP Occasional Papers 02/2024, Portuguese Public Finance Council.
• Furkan Göktaş, 2024. "A Novel Game-Theoretical Approach for The Possibilistic Mean - Variance Model," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 1-12, July.
• Yeşim Deniz Özkan Özen & Ömer Öztürkoğlu & Yücel Öztürkoğlu, 2024. "A Proposed New Approach for The Single Machine Scheduling Problem: Dynamic Programming," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 13-20, July.
• Erhan Orakçı & Ali Özdemir, 2024. "Using Social Choice Function for Multi Criteria Decision Making Problems," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 21-38, July.
• Algın Okursoy & Didem Tezsürücü Çoşansu, 2024. "Zero Emission Electric Vehicle Selection Using the MEREC-Based CoCoSo Method," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 39-58, July.
• Francesco D'Acunto & Michael Weber, 2024. "Why Survey-Based Subjective Expectations Are Meaningful and Important," Annual Review of Economics, Annual Reviews, vol. 16(1), pages 329-357, August.
  • Francesco D’Acunto & Michael Weber, 2024. "Why Survey-Based Subjective Expectations are Meaningful and Important," NBER Working Papers 32199, National Bureau of Economic Research, Inc.
• Ажгалиева Д. // Azhgaliyeva D. & Капсалямова З. // Kapsalyamova Z., 2024. "Государственная поддержка в продвижении зеленых облигаций в Азии: эмпирические данные // Policy support in promoting green bonds in Asia: empirical evidence," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 63-64.
• Яндиев М. // Yandiyev М., 2024. "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial S," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
• Marzanna Poniatowicz & Agnieszka Piekutowska, 2024. "Crowdfunding as a Tool for Alternative Financing in Poland: Perspectives and Challenges," Proceedings of the 5th International Conference "Economic and Business Trends Shaping the Future" 2024 026, Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje.
• Simona Kovachevska Stefanova & Kiril Jovanovski, 2024. "Investigating the Impact of EU ETS Allowances on the Capital Market – The Case of German Companies," Proceedings of the 5th International Conference "Economic and Business Trends Shaping the Future" 2024 030, Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje.
• Michal Mec & Mikulas Zeman & Klara Cermakova, 2024. "Stock market prediction using Generative Adversarial Network (GAN) – Study case Germany stock market," International Journal of Economic Sciences, European Research Center, vol. 13(2), pages 87-103, December.
• Alexander E. Abramov & Maria I. Chernova, 2024. "Improving pension savings investing: The case of Russia," Russian Journal of Economics, ARPHA Platform, vol. 10(1), pages 34-59, March.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series 24-08, Swiss Finance Institute.
  • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers 2402.01951, arXiv.org, revised Aug 2024.
• Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-35, May.
  • Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers 2403.16296, arXiv.org.
• Adam Korniejczuk & Robert Ślepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers 2024-09, Faculty of Economic Sciences, University of Warsaw.
  • Adam Korniejczuk & Robert 'Slepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers 2406.10695, arXiv.org.
• Zuzanna Kostecka & Robert Ślepaczuk, 2024. "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers 2024-12, Faculty of Economic Sciences, University of Warsaw.
  • Zuzanna Kostecka & Robert 'Slepaczuk, 2024. "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers 2406.17308, arXiv.org.
• Luger, Richard, 2025. "Regularizing stock return covariance matrices via multiple testing of correlations," Journal of Econometrics, Elsevier, vol. 248(C).
  • Richard Luger, 2024. "Regularizing stock return covariance matrices via multiple testing of correlations," Papers 2407.09696, arXiv.org.
• Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
  • Natalia Roszyk & Robert 'Slepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers 2407.16780, arXiv.org.
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  • Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
  • Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024. "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 29(1), pages 51-78, May.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024. "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 33(1), pages 149-175, june.
• Mohammad Ashraful Ferdous Chowdhury & Mohammad Abdullah & Mansur Masih, 2024. "Risk Spillover of Russia-Ukraine War and Oil Price on Asian Islamic Stocks and Cryptocurrency - A Quantile Connectedness Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-8.
• Pradipta Kumar Sahoo & Badri Narayan Rath, 2024. "COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-4.
• Norhidayah Abu Bakar & Nik Hazimi Mohammed Foziah, 2024. "The Impact of Cryptocurrency Volatility Dynamics on the Islamic Equity Market - The Case of Emerging Asia," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-5.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024. "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(1), pages 1-7.
• Khadijat A. Azeez & Victor O. Hambolu & Andy T. Okwu & Bukunmi A. Agboola, 2024. "Russia-Ukraine War and Price Volatility of Global Commodities - The Role of Public Sentiments," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-6.
• Aliyu Akorede Rufai & Kingsley Imandojemu & Tubobanimi Inoma Abbiyesuku, 2024. "Role of Climate Risk in the Oil Price Dynamics," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-5.
• Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, vol. 12(2), pages 1-26, February.
  • Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers 24220, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Monia Magnani, 2024. "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers 24232, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin, 2024. "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 1, pages 1-72, World Scientific Publishing Co. Pte. Ltd..
  • Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024. "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers 24233, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Lis Sintha Oppusunggu & Ika Pratiwi Simbolon, 2024. "Analysis of Return on Asset for BUKU IV: Jakarta Interbank Spot Dollar Rate, Capital Adequacy Ratio and Loan To Deposit Ratio," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 166-182.
• Oleh Kolodiziev & Andrii Gukaliuk & Valeriia Shcherbak & Tetiana Riabovolyk & Ilona Androshchuk & Yaryna Pas, 2024. "The Impact of Refugee Startups on Host Country Economies: Business Models and Economic Adaptation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 175-201.
• Stoyan Kirov & Milena Beneva, 2024. "Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 88-112.
• Farah Amalia & Harjum Muharam & Irene Rini Demi Pangestuti, 2024. "Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 114-129.
• Radoslav Raykov, 2024. "Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns," Staff Working Papers 24-46, Bank of Canada.
• Radoslav Raykov, 2024. "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers 24-6, Bank of Canada.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024. "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes 2024-26, Bank of Canada.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024. "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes 2024-26fr, Bank of Canada.
• Dilara DEMIREZ & Serkan Yilmaz KANDIR, 2024. "Investigating the Relationship between Selected Risk Measures and Sustainability Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 37-59.
• Lidia Cruces & Isabel Micó-Millán & Susana Párraga, 2024. "Female Financial Portfolio Choices and Marital Property Regimes," Working Papers 2434, Banco de España.
• Francesco Vercelli, 2024. "Financial wealth in Italy: evidence from Banking Supervisory Reports," Questioni di Economia e Finanza (Occasional Papers) 865, Bank of Italy, Economic Research and International Relations Area.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 52, Bank of Italy, Directorate General for Markets and Payment System.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Temi di discussione (Economic working papers) 52, Bank of Italy, Economic Research and International Relations Area.
• Moro, Alessandro & Zaghini, Andrea, 2023. "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series 715, Center for Financial Studies (CFS).
  • Alessandro Moro & Andrea Zaghini, 2024. "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers) 1447, Bank of Italy, Economic Research and International Relations Area.
• Raffaele Santioni & Javier Gil-Bazo, 2024. "Geographic Shareholder Dispersion and Mutual Fund Flow Risk," Working Papers 1440, Barcelona School of Economics.
  • Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers) 1461, Bank of Italy, Economic Research and International Relations Area.
  • Javier Gil-Bazo & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers 1886, Department of Economics and Business, Universitat Pompeu Fabra.
• Gabriel M. Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy, 2024. "Housing-consumption channel of mortgage demand," Berlin School of Economics Discussion Papers 0044, Berlin School of Economics.
• Laurent Clerc & Elisabeth Fonteny & Delphine Irac & Aliette Dequet & Laudine Goumet, 2024. "Les assureurs français face aux risques liés à la perte de biodiversité : Enjeux et enseignements pour les organismes et leur supervision," Analyse et synthese 159, Banque de France.
• Javier Gil-Bazo & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers 1886, Department of Economics and Business, Universitat Pompeu Fabra.
  • Raffaele Santioni & Javier Gil-Bazo, 2024. "Geographic Shareholder Dispersion and Mutual Fund Flow Risk," Working Papers 1440, Barcelona School of Economics.
  • Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers) 1461, Bank of Italy, Economic Research and International Relations Area.
• Kristy Jansen & Hyun Song Shin & Goetz von Peter, 2024. "Which exchange rate matters to global investors?," BIS Working Papers 1210, Bank for International Settlements.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024. "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(5), pages 46-58.
• Paolo Manasse & Graziano Moramarco & Giulio Trigilia, 2024. "Exchange rates and political uncertainty: the Brexit case," Economica, London School of Economics and Political Science, vol. 91(362), pages 621-652, April.
  • P. Manasse & G. Moramarco & G. Trigilia, 2020. "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024. "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
  • Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023. "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers 2023-03, University of Tasmania, Tasmanian School of Business and Economics.
  • Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023. "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers 2023-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Géraldine David & Yuexin Li & Kim Oosterlinck & Luc Renneboog, 2024. "Art in times of crisis," Economic History Review, Economic History Society, vol. 77(4), pages 1362-1413, November.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Discussion Paper 2021-026, Tilburg University, Center for Economic Research.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Other publications TiSEM 34925083-7378-4691-ba63-6, Tilburg University, School of Economics and Management.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022. "Art in Times of Crisis," CEPR Discussion Papers 16575, C.E.P.R. Discussion Papers.
• Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2024. "Broadband Internet and the Stock Market Investments of Individual Investors," Journal of Finance, American Finance Association, vol. 79(3), pages 2163-2194, June.
  • Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021. "Broadband internet and the stock market investments of individual investors," Discussion Papers 946, Statistics Norway, Research Department.
  • Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
  • Hvide, Hans K. & Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
• Clemens Sialm & Qifei Zhu, 2024. "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
  • Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024. "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, vol. 79(6), pages 4143-4196, December.
  • Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023. "Equity Term Structures without Dividend Strips Data," NBER Working Papers 31119, National Bureau of Economic Research, Inc.
• Dimitris Papadimitriou & Konstantinos Tokis & Georgios Vichos & Panos Mourdoukoutas, 2024. "Managing other people's money: An agency theory in financial management industry," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 47(1), pages 179-209, March.
  • Papadimitriou, Dimitris & Tokis, Konstantinos & Vichos, Georgios & Mourdoukoutas, Panos, 2023. "Managing other people's money: an agency theory in financial management industry," LSE Research Online Documents on Economics 119872, London School of Economics and Political Science, LSE Library.
• Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2024. "Split personalities? Behavioral effects of temperature on financial decision‐making," Kyklos, Wiley Blackwell, vol. 77(3), pages 664-689, August.
  • Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021. "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series 2021_16, Department of Economics, University of Macedonia, revised Nov 2021.
• Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024. "Value‐at‐Risk under Measurement Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(3), pages 690-713, June.
  • Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2022. "Value-at Risk under Measurement Error," Working Papers 202209, University of Liverpool, Department of Economics.
• Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2024. "Peer Effects in Stock Market Participation: Evidence from Immigration," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 70(4), pages 1060-1088, December.
  • Girshina, Anastasia & Mathä, Thomas Y. & Ziegelmeyer, Michael, 2019. "Peer effects in stock market participation: evidence from immigration," Working Paper Series 2340, European Central Bank.
  • Thomas Y. Mathä & Giuseppe Pulina & Michael Ziegelmeyer, 2023. "Do Private Wealth Transfers Help With Homeownership? A First Assessment for Luxembourg," BCL working papers 174, Central Bank of Luxembourg.
  • Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2019. "Peer effects in stock market participation: Evidence from immigration," BCL working papers 137, Central Bank of Luxembourg.
• Jing Xie, 2024. "Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms," Working Papers 202411, University of Macau, Faculty of Business Administration.
• Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
• Ahlfeldt, Gabriel M & Szumilo, Nikodem & Tripathy, Jagdish, 2024. "Housing-consumption channel of mortgage demand," Bank of England working papers 1086, Bank of England.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024. "Fire sales of safe assets," BIS Working Papers 1233, Bank for International Settlements.
  • Pinter, Gabor & Siriwardane, Emil & Walker, Danny, 2024. "Fire sales of safe assets," Bank of England working papers 1089, Bank of England.
• Sadhna Bagchi & Lalit Prasad & Mukesh Shrivastava, 2024. "Behavioural Biases in Financial Investments: A Comprehensive Literature Review," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, vol. 27(3), pages 81-93.
• Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2023. "Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap," Working Papers 332, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2024. "Unemployment risk, portfolio choice, and the racial wealth gap," CRC TR 224 Discussion Paper Series crctr224_2024_508, University of Bonn and University of Mannheim, Germany.
  • Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2023. "Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap," ECONtribute Discussion Papers Series 265, University of Bonn and University of Cologne, Germany.
  • Derenoncourt, Ellora & Kim, Chi Hyun & Kuhn, Moritz & Schularick, Moritz, 2024. "Unemployment risk, portfolio choice, and the racial wealth gap," CEPR Discussion Papers 18930, C.E.P.R. Discussion Papers.
  • Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2024. "Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap," Opportunity and Inclusive Growth Institute Working Papers 086, Federal Reserve Bank of Minneapolis.
• Katja M. Kaufmann & Yasemin Özdemir & Michaela Paffenholz, 2024. "Peer Effects in Financial Decisions: Evidence from Dutch Administrative Data," CRC TR 224 Discussion Paper Series crctr224_2024_553, University of Bonn and University of Mannheim, Germany.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
• Enescu Adrian-Gabriel & Raileanu Szeles Monica, 2024. "Portfolio Allocation, Risk Aversion, and Digital Literacy Among the European Elderly," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-16.
• Burda Martin & Schroeder Adrian K., 2024. "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, vol. 16(2), pages 67-81.
• Al Rahahleh Naseem, 2024. "The Influence of Anchoring and Overconfidence on Investment Decision-Making in the Saudi Stock Market: A Moderated Mediation Model," Review of Middle East Economics and Finance, De Gruyter, vol. 20(1), pages 45-75, April.
• Alesmaiel Abdullah & Fifield Suzanne G. M. & Hof Justin, 2024. "The Predictive Ability and Profitability of Moving Average Rules in the Saudi Stock Market," Review of Middle East Economics and Finance, De Gruyter, vol. 20(2), pages 203-238.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024. "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, vol. 20(3), pages 299-329.
• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Janeway Institute Working Papers 2416, Faculty of Economics, University of Cambridge.
  • Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics 2427, Faculty of Economics, University of Cambridge.
• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics 2427, Faculty of Economics, University of Cambridge.
  • Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Janeway Institute Working Papers 2416, Faculty of Economics, University of Cambridge.
• Edo Duran & Zoran Grubisic & Milena Lazic, 2024. "Volatility Spillover: Garch Analysis of S&P 500's Influence on Precious Metals," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(2), pages 187-211.
• Sudhir A. Shah, 2024. "Money-metric valuation of assets," Working papers 347, Centre for Development Economics, Delhi School of Economics.
• Gabriel M. Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy & Gabriel Ahlfeldt, 2024. "Housing-Consumption Channel of Mortgage Demand," CESifo Working Paper Series 11255, CESifo.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers 2024-013, Wesleyan University, Department of Economics.
  • Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," CESifo Working Paper Series 11562, CESifo.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
  • Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024. "Inflation and Trading," CESifo Working Paper Series 11580, CESifo.
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
• Paul Schüle, 2024. "Essays in Public Economics and on Equality of Opportunity," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 108, May.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers 2402.01951, arXiv.org, revised Aug 2024.
  • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series 24-08, Swiss Finance Institute.
• Roland Füss & Thorsten Glück & Christian Koeppel & Felix Miebs, 2024. "An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights," Swiss Finance Institute Research Paper Series 24-10, Swiss Finance Institute.
• Bräuer, Leonie & Hau, Harald, 2024. "Fund-Level FX Hedging Redux," ESRB Working Paper Series 148, European Systemic Risk Board.
  • Leonie Bräuer & Harald Hau, 2024. "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series 24-103, Swiss Finance Institute.
• Martin Brown & Daniel Hoechle & Alejandra Perez & Markus Schmid, 2024. "How do Retail Investors Adapt to Exchange Rate Shocks?," Swiss Finance Institute Research Paper Series 24-108, Swiss Finance Institute.
• Vesa Pursiainen & Meichen Qian & Dragon Yongjun Tang, 2024. "Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes," Swiss Finance Institute Research Paper Series 24-25, Swiss Finance Institute.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2024. "U.S. and European Listed Real Estate as an Inflation Hedge," Swiss Finance Institute Research Paper Series 24-34, Swiss Finance Institute.
• Damir Filipović & Paul Schneider, 2024. "Fundamental properties of linear factor models," Swiss Finance Institute Research Paper Series 24-42, Swiss Finance Institute.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024. "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series 24-47, Swiss Finance Institute.
• Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024. "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series 24-49, Swiss Finance Institute.
• Massimo Filippini & Markus Leippold & Tobias Wekhof, 2024. "The Impact of Sustainable Finance Literacy on Investment Decisions," Swiss Finance Institute Research Paper Series 24-57, Swiss Finance Institute.
• Louis Johner & Martin Hoesli, 2024. "Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds," Swiss Finance Institute Research Paper Series 24-62, Swiss Finance Institute.
• Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024. "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series 24-79, Swiss Finance Institute.
• Carlo Zarattini & Andrew Aziz & Andrea Barbon, 2024. "Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)," Swiss Finance Institute Research Paper Series 24-97, Swiss Finance Institute.
• Carlo Zarattini & Andrea Barbon & Andrew Aziz, 2024. "A Profitable Day Trading Strategy For The U.S. Equity Market," Swiss Finance Institute Research Paper Series 24-98, Swiss Finance Institute.
• Fulvio Ortu & Pietro Reggiani & Federico Severino, 2024. "Persistence-based capital allocation along the FOMC cycle," CIRANO Working Papers 2024s-02, CIRANO.
• Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
  • Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
• Benavides (Dir. proy.), Juan & Saavedra, Víctor & García, Helena, 2024. "Construcción de un pipeline de intervenciones de diversificación y alto impacto para la Financiera de Desarrollo Nacional," Informes de Investigación 21062, Fedesarrollo.
• Montoya Morales, Alexa Juliana & Ladino Villegas, Yaneth & Rivera Quiguanás, Valeria, 2024. "Finanzas conductuales y finanzas clásicas, ¿Teorías opuestas o complementarias?," Revista Tendencias, Universidad de Narino, vol. 25(2), pages 278-301, July.
• Andersen, Steffen & Dimmock, Stephen & Meisner Nielsen, Kasper & Peijnenburg, Kim, 2024. "Extrapolators and Contrarians: Forecast Bias and Household Stock Trading," CEPR Discussion Papers 18810, C.E.P.R. Discussion Papers.
• Didisheim, Antoine & Ke, Barry & Kelly, Bryan & Malamud, Semyon, 2024. "Complexity in Factor Pricing Models," CEPR Discussion Papers 18812, C.E.P.R. Discussion Papers.
• Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
  • Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024. "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers 18813, C.E.P.R. Discussion Papers.
  • Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
• Gourier, Elise & Mathurin, Hélène, 2024. "A Greenwashing Index," CEPR Discussion Papers 18831, C.E.P.R. Discussion Papers.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Other publications TiSEM 2f31c2d5-58ef-4b23-b929-a, Tilburg University, School of Economics and Management.
  • Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International trade in brown shares and economic development," CEPR Discussion Papers 18856, C.E.P.R. Discussion Papers.
  • Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Discussion Paper 2024-002, Tilburg University, Center for Economic Research.
• Boddin, Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2025. "Portfolio flows and household portfolios," European Economic Review, Elsevier, vol. 172(C).
  • Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2024. "Portfolio Flows and Household Portfolios," NBER Working Papers 32210, National Bureau of Economic Research, Inc.
  • te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2024. "Portfolio Flows and Household Portfolios," CEPR Discussion Papers 18877, C.E.P.R. Discussion Papers.
• Spaans, Lara & Derwall, Jeroen & huij, joop & Koedijk, Kees, 2024. "The Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?," CEPR Discussion Papers 18881, C.E.P.R. Discussion Papers.
• Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P., 2024. "Importance of transaction costs for asset allocation in foreign exchange markets," Journal of Financial Economics, Elsevier, vol. 159(C).
  • Filippou, Ilias & Maurer, Thomas & Pezzo, Luca & Taylor, Mark, 2024. "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets," CEPR Discussion Papers 19037, C.E.P.R. Discussion Papers.
• Jin, Lawrence & Peng, Cameron, 2024. "The Law of Small Numbers in Financial Markets: Theory and Evidence," CEPR Discussion Papers 19111, C.E.P.R. Discussion Papers.
• Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
  • Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers 19205, C.E.P.R. Discussion Papers.
  • Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers 17120, Institute of Labor Economics (IZA).
• Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers 1561, Toulouse School of Economics (TSE).
  • Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sebastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," CEPR Discussion Papers 19239, C.E.P.R. Discussion Papers.
  • Marianne Andries & Milo Bianchi & Karen Huynh & Sébastien Pouget, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," Post-Print hal-04680777, HAL.
• Miles, David & Sefton, James, 2024. "Optimal risk for pension funds: the sustainability of the UK Universities pension scheme," CEPR Discussion Papers 19254, C.E.P.R. Discussion Papers.
• Peress, Joël & Schmidt, Daniel, 2024. "Uncertainty about what is in the price," Journal of Financial Economics, Elsevier, vol. 161(C).
  • Peress, Joël & Schmidt, Daniel, 2024. "Uncertainty about What's in the Price," CEPR Discussion Papers 19273, C.E.P.R. Discussion Papers.
• Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2025. "Wealth shocks and portfolio choice," Journal of Monetary Economics, Elsevier, vol. 149(C).
  • Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022. "Wealth Shocks and Portfolio Choice," CSEF Working Papers 652, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024. "Wealth Shocks and Portfolio Choice," CEPR Discussion Papers 19279, C.E.P.R. Discussion Papers.
• Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024. "Elephants in Equity Markets," NBER Working Papers 32756, National Bureau of Economic Research, Inc.
  • Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny, 2024. "Elephants in Equity Markets," CEPR Discussion Papers 19284, C.E.P.R. Discussion Papers.
• Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
  • Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
• Ahlfeldt, Gabriel & Szumilo, Nikodem & Tripathy, Jagdish, 2024. "Housing-Consumption Channel of Mortgage Demand," CEPR Discussion Papers 19370, C.E.P.R. Discussion Papers.
• Perotti, Enrico & Terovitis, Spyros, 2025. "Achieving safety: Personal, private, and public provision," Journal of Economic Theory, Elsevier, vol. 224(C).
  • Perotti, Enrico & Terovitis, Spyros, 2024. "Achieving Safety: Personal, Private and Public Provision," CEPR Discussion Papers 19405, C.E.P.R. Discussion Papers.
• Alessandrini, Fabio & Jondeau, Eric & Vallée, Lou-Salomé, 2024. "Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation," CEPR Discussion Papers 19421, C.E.P.R. Discussion Papers.
• Bach, Laurent & Girshina, Anastasia & Sodini, Paolo, 2024. "Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns," CEPR Discussion Papers 19433, C.E.P.R. Discussion Papers.
• Irasema Alonso & Mauricio Prado, 2024. "Endogenous Aggregate Beliefs: Equity Trading under Heterogeneity in Ambiguity Aversion," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(4), pages 45-60, Abril.
• Julen Iglesias Tejedor, 2024. "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(5), pages 79-100, Mayo.
• Yuming Li, 2024. "A Factor Model Comparison," Annals of Economics and Finance, Society for AEF, vol. 25(2), pages 663-674, November.
• Haoquan Zhao & Sheng Wang & Ziang Chen, 2024. "Uncertainty, Endogenous Asset Portfolio, and Credit Distortion," Annals of Economics and Finance, Society for AEF, vol. 25(2), pages 591-648, November.
• Filippou, Ilias & Taylor, Mark P. & Wang, Zigan, 2024. "Media Sentiment and Currency Reversals," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(3), pages 1401-1429, May.
  • Taylor, Mark & Filippou, Ilias & Wang, Zigan, 2021. "Media Sentiment and Currency Reversals," CEPR Discussion Papers 16049, C.E.P.R. Discussion Papers.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2024. "Discontinued Positive Feedback Trading and the Decline of Return Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(7), pages 3062-3100, November.
  • Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2021. "Discontinued Positive Feedback Trading and the Decline of Return Predictability," NBER Working Papers 28624, National Bureau of Economic Research, Inc.
• Chaigneau, Pierre, 2024. "Capital Structure with Information about the Upside and the Downside," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(8), pages 3921-3958, December.
  • Chaigneau, Pierre, 2023. "Capital Structure with Information about the Upside and the Downside," MPRA Paper 121397, University Library of Munich, Germany.
• Lukas Menkhoff & Jannis Westermann, 2024. "Determinants of Stock Market Participation," Discussion Papers of DIW Berlin 2078, DIW Berlin, German Institute for Economic Research.
• Nils Brouwer & Jakob de Haan, 2024. "What Drives Households’ Knowledge about Cryptocurrencies?," Working Papers 799, DNB.
• Madi Mangan & Mauro Mastrogiacomo & Hans Bloemen, 2024. "Residual Mortgage Debt, Insurance, and Defaults in the Netherlands," Working Papers 824, DNB.
• Cheng Few Lee, 2024. "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 47, pages 1549-1581, World Scientific Publishing Co. Pte. Ltd..
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024. "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 48, pages 1583-1600, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Oliver M. Rui, 2024. "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 49, pages 1601-1627, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Hun Y. Park, 2024. "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 50, pages 1629-1635, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 51, pages 1637-1647, World Scientific Publishing Co. Pte. Ltd..
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024. "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 52, pages 1649-1706, World Scientific Publishing Co. Pte. Ltd..
• Hanxin Hu & Ting Sun, 2024. "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 53, pages 1707-1734, World Scientific Publishing Co. Pte. Ltd..
• Chunchi Wu & Xinyuan Tao, 2024. "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 54, pages 1735-1753, World Scientific Publishing Co. Pte. Ltd..
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024. "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 55, pages 1755-1794, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 56, pages 1795-1833, World Scientific Publishing Co. Pte. Ltd..
• Bin Srinidhi, 2024. "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 57, pages 1835-1851, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Wen-Chi Yeh, 2024. "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 58, pages 1853-1892, World Scientific Publishing Co. Pte. Ltd..
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024. "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 59, pages 1893-1928, World Scientific Publishing Co. Pte. Ltd..
• Dimitris Georgoutsos & George Moratis, 2024. "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 60, pages 1929-1959, World Scientific Publishing Co. Pte. Ltd..
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024. "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 61, pages 1961-1990, World Scientific Publishing Co. Pte. Ltd..
• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024. "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 62, pages 1991-2002, World Scientific Publishing Co. Pte. Ltd..
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024. "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 63, pages 2003-2021, World Scientific Publishing Co. Pte. Ltd..
• John M. Longo, 2024. "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 64, pages 2023-2050, World Scientific Publishing Co. Pte. Ltd..
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024. "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 65, pages 2051-2088, World Scientific Publishing Co. Pte. Ltd..
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024. "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 66, pages 2089-2120, World Scientific Publishing Co. Pte. Ltd..
• Alex YiHou Huang & Ming-Che Hu, 2024. "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 67, pages 2121-2150, World Scientific Publishing Co. Pte. Ltd..
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024. "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 68, pages 2151-2175, World Scientific Publishing Co. Pte. Ltd..
• LiJane Kao & John Lee & Cheng Few Lee, 2024. "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 69, pages 2177-2195, World Scientific Publishing Co. Pte. Ltd..
• Peter Chinloy & Matthew Imes, 2024. "Value Contributions," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 70, pages 2197-2236, World Scientific Publishing Co. Pte. Ltd..
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024. "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 71, pages 2237-2264, World Scientific Publishing Co. Pte. Ltd..
• Foued Hamouda, 2024. "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 72, pages 2265-2292, World Scientific Publishing Co. Pte. Ltd..
• Guanming He & April Zhichao Li, 2024. "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 73, pages 2293-2308, World Scientific Publishing Co. Pte. Ltd..
• Xinjie Wang & Zhaodong (Ken) Zhong, 2024. "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 74, pages 2309-2331, World Scientific Publishing Co. Pte. Ltd..
• G.V. Satya Sekhar, 2024. "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 75, pages 2333-2348, World Scientific Publishing Co. Pte. Ltd..
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024. "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 76, pages 2349-2391, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 77, pages 2393-2429, World Scientific Publishing Co. Pte. Ltd..
• Xi Zhang & Philip S. Yu, 2024. "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 78, pages 2431-2500, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 79, pages 2501-2539, World Scientific Publishing Co. Pte. Ltd..
• Yao Zheng & Eric Osmer, 2024. "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 80, pages 2541-2564, World Scientific Publishing Co. Pte. Ltd..
• Yu-Li Huang & Kun-Li Lin, 2024. "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 81, pages 2565-2600, World Scientific Publishing Co. Pte. Ltd..
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024. "Accounting Information and Firm Valuation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 82, pages 2601-2641, World Scientific Publishing Co. Pte. Ltd..
• Xingyi Hu & Zhaodong (Ken) Zhong, 2024. "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 83, pages 2643-2681, World Scientific Publishing Co. Pte. Ltd..
• Jow-Ran Chang & John Lee, 2024. "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 84, pages 2683-2726, World Scientific Publishing Co. Pte. Ltd..
• Huei-Wen Teng, 2024. "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 85, pages 2727-2749, World Scientific Publishing Co. Pte. Ltd..
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 86, pages 2751-2793, World Scientific Publishing Co. Pte. Ltd..
• Han-Hsing Lee & Ken-Kuan Su, 2024. "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 87, pages 2795-2858, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 88, pages 2859-2899, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 89, pages 2901-2943, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 90, pages 2945-2981, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Paul W. Chiou, 2024. "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 91, pages 2983-3018, World Scientific Publishing Co. Pte. Ltd..
• Tamala Amelia Manda, 2024. "Modeling Different REIT Cash Flows," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 92, pages 3019-3075, World Scientific Publishing Co. Pte. Ltd..
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2024. "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 93, pages 3077-3098, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 94, pages 3099-3157, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 95, pages 3159-3202, World Scientific Publishing Co. Pte. Ltd..
• Robert Snigaroff & David Wroblewski, 2024. "Global International ELM versus Momentum," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 96, pages 3203-3223, World Scientific Publishing Co. Pte. Ltd..
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024. "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 97, pages 3225-3253, World Scientific Publishing Co. Pte. Ltd..
• Jacob Oded & Itzhak Venezia, 2024. "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 98, pages 3255-3276, World Scientific Publishing Co. Pte. Ltd..
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024. "A Factor Model for Graph Data," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 99, pages 3277-3298, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2024. "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 100, pages 3299-3328, World Scientific Publishing Co. Pte. Ltd..
• Sibongile Zwane, 2024. "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 101, pages 3329-3368, World Scientific Publishing Co. Pte. Ltd..
• Christopher C. Geczy & John B. Guerard Jr., 2024. "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 102, pages 3369-3386, World Scientific Publishing Co. Pte. Ltd..
• Paul W. Chiou & Jing-Rung Yu, 2024. "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 103, pages 3387-3410, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Yibing Chen & John Lee, 2024. "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 104, pages 3411-3444, World Scientific Publishing Co. Pte. Ltd..
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024. "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 105, pages 3445-3461, World Scientific Publishing Co. Pte. Ltd..
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 106, pages 3463-3481, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Wen-Chi Yeh, 2024. "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 107, pages 3483-3546, World Scientific Publishing Co. Pte. Ltd..
• Jungshik Hur, 2024. "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 108, pages 3547-3581, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024. "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 109, pages 3583-3626, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Chengru Hu & Maggie Foley, 2024. "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 110, pages 3627-3680, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024. "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 111, pages 3681-3731, World Scientific Publishing Co. Pte. Ltd..
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 112, pages 3733-3779, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2024. "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 2, pages 25-43, World Scientific Publishing Co. Pte. Ltd..
• C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024. "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 3, pages 45-55, World Scientific Publishing Co. Pte. Ltd..
• N. C. P. Edirisinghe & W. T. Ziemba, 2024. "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 4, pages 57-78, World Scientific Publishing Co. Pte. Ltd..
• J. A. Ohlson & W. T. Ziemba, 2024. "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 5, pages 81-95, World Scientific Publishing Co. Pte. Ltd..
• J. G. Kallberg & W. T. Ziemba, 2024. "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 6, pages 97-116, World Scientific Publishing Co. Pte. Ltd..
• Vijay K. Chopra & William T. Ziemba, 2024. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 7, pages 117-122, World Scientific Publishing Co. Pte. Ltd..
• Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024. "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 8, pages 123-143, World Scientific Publishing Co. Pte. Ltd..
• M. I. Kusy & W. T. Ziemba, 2024. "A Bank Asset And Liability Management Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 9, pages 147-167, World Scientific Publishing Co. Pte. Ltd..
• David R. Cariño & William T. Ziemba, 2024. "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 10, pages 169-185, World Scientific Publishing Co. Pte. Ltd..
• David R. Cariño & David H. Myers & William T. Ziemba, 2024. "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 11, pages 187-199, World Scientific Publishing Co. Pte. Ltd..
• Alois Geyer & William T Ziemba, 2024. "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 12, pages 201-214, World Scientific Publishing Co. Pte. Ltd..
• L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024. "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 13, pages 217-240, World Scientific Publishing Co. Pte. Ltd..
• Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024. "Time to wealth goals in capital accumulation," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 14, pages 241-253, World Scientific Publishing Co. Pte. Ltd..
• Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024. "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 15, pages 255-261, World Scientific Publishing Co. Pte. Ltd..
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024. "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 16, pages 265-282, World Scientific Publishing Co. Pte. Ltd..
• Donald B. Hausch & William T. Ziemba, 2024. "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 17, pages 283-300, World Scientific Publishing Co. Pte. Ltd..
• Sébastien Lleo & William T. Ziemba, 2024. "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 18, pages 303-329, World Scientific Publishing Co. Pte. Ltd..
  • Sébastien Lleo & William T. Ziemba, 2013. "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 13, pages 457-499, World Scientific Publishing Co. Pte. Ltd..
  • S�bastien Lleo & William T. Ziemba, 2012. "Stock market crashes in 2007--2009: were we able to predict them?," Quantitative Finance, Taylor & Francis Journals, vol. 12(8), pages 1161-1187, July.
• A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024. "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 19, pages 331-351, World Scientific Publishing Co. Pte. Ltd..
• Faria, Gonçalo & Verona, Fabio, 2024. "Unlocking predictive potential: the frequency-domain approach to equity premium forecasting," Bank of Finland Research Discussion Papers 10/2024, Bank of Finland.
• Faria, Gonçalo & Verona, Fabio, 2024. "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers 14/2024, Bank of Finland.
• Bednarek, Peter & Franke, Günter, 2024. "Dynamics of probabilities of default," Discussion Papers 32/2024, Deutsche Bundesbank.
• Fricke, Daniel & Meinerding, Christoph, 2024. "Who pays the greenium and why? A decomposition," Discussion Papers 41/2024, Deutsche Bundesbank.
• Metiu, Norbert & Stockerl, Valentin, 2024. "What moves households' expectations during a crisis? Evidence from a randomized information experiment," Discussion Papers 42/2024, Deutsche Bundesbank.
• Cici, Gjergji & Schuster, Philipp & Weishaupt, Franziska, 2024. "Once a trader, always a trader: The role of traders in fund management," CFR Working Papers 24-01, University of Cologne, Centre for Financial Research (CFR).
• Beyer, Victor & Bauckloh, Michael Tobias, 2024. "Non-standard errors in carbon premia," CFR Working Papers 24-06, University of Cologne, Centre for Financial Research (CFR).
• Auzepy, Alix & Bannier, Christina E. & Gärtner, Florian, 2024. "Looking beyond ESG preferences: The role of sustainable finance literacy in sustainable investing," CFS Working Paper Series 719, Center for Financial Studies (CFS).
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024. "Inflation and Trading," CESifo Working Paper Series 11580, CESifo.
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
  • Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
• Khavari, Saeed Dehghan & Mirjalili, Seyed Hossein & Abdorrahimian, Mohammad Hossein & Khosh Sirat, Farida, 2024. "Adjustment Speed of Capital Structure: Effect of Organizational and Performance Characteristics (Comparison between Financial and Non-Financial Sectors)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 16(2), pages 221-242.
• Tani, Massimiliano & Wen, Xin & Cheng, Zhiming, 2023. "Daughters, Savings and Household Finances," IZA Discussion Papers 16440, Institute of Labor Economics (IZA).
  • Wen, Xin & Cheng, Zhiming & Tani, Massimiliano, 2024. "Daughters, Savings and Household Finances," GLO Discussion Paper Series 1474, Global Labor Organization (GLO).
• Kick, Andreas & Rottmann, Horst, 2024. "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere 88, University of Applied Sciences Amberg-Weiden (OTH).
• Coqueret, Guillaume & Filippin, Maria Elena & Laguerre, Martial & Weber, Christoph, 2024. "A Comment on Safe Assets by Barro et al. (2022)," I4R Discussion Paper Series 122, The Institute for Replication (I4R).
• Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024. "Critical dimensions in the empirical measurement of common shareholding," Research in International Business and Finance, Elsevier, vol. 70(PA).
  • Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024. "Critical dimensions in the empirical measurement of common shareholding," Open Access Publications from Kiel Institute for the World Economy 306566, Kiel Institute for the World Economy (IfW Kiel).
• Chaliasos, Michael, 2024. "Wealth accumulation: The role of others," IMFS Working Paper Series 211, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Dylla, Carolin & Ries, Dorothea & Schütt, Karolina, 2024. "Is there no women in investment?," IPE Working Papers 236/2024, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024. "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series 415, Leibniz Institute for Financial Research SAFE.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2024. "Collateral pledgeability and asset manager portfolio choices during redemption waves," SAFE Working Paper Series 417, Leibniz Institute for Financial Research SAFE.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024. "Inflation and Trading," CESifo Working Paper Series 11580, CESifo.
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
  • Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
  • Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
• Hackethal, Andreas & Hanspal, Tobin & Hartzmark, Samuel M. & Bräuer, Konstantin, 2024. "Educating investors about dividends," SAFE Working Paper Series 420, Leibniz Institute for Financial Research SAFE.
• Bagnara, Matteo, 2024. "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series 424, Leibniz Institute for Financial Research SAFE.
• Laudenbach, Christine & Siegel, Stephan, 2024. "Personal communication in an automated world: Evidence from loan repayments," SAFE Working Paper Series 428, Leibniz Institute for Financial Research SAFE.
• Famulok, Jakob & Kormanyos, Emily & Worring, Daniel, 2024. "Do investors use sustainable assets as carbon offsets?," SAFE Working Paper Series 431, Leibniz Institute for Financial Research SAFE.
• Berg, Florian & Heeb, Florian & Kölbel, Julian, 2024. "The economic impact of ESG ratings," SAFE Working Paper Series 439, Leibniz Institute for Financial Research SAFE.
• Meister, Lorenz & Menkhoff, Lukas & Schröder, Carsten, 2024. "Work from Home, Stock Market Participation, and Inequality," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302335, Verein für Socialpolitik / German Economic Association.
• Li, Shasha & Yang, Biao, 2024. "Green Investing, Information Asymmetry, and Capital Structure," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302416, Verein für Socialpolitik / German Economic Association.
• Eiblmeier, Sebastian, 2024. "Differential Effects of Unconventional Monetary Policy," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302432, Verein für Socialpolitik / German Economic Association.
• Neupert-Zhuang, Menglu & Schenker, Oliver, 2024. "Regulated correlations - Climate policy and investment risks," ZEW Discussion Papers 24-064, ZEW - Leibniz Centre for European Economic Research.
• H. Kent Baker & Shashank Kathpal & Asif Akhtar, 2024. "The Big 5 personality traits and investment biases: the role of financial literacy," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(1), pages 172-197, December.
• Manisha Yadav, 2024. "Behavioral biases of cryptocurrency investors: a prospect theory model to explain cryptocurrency returns," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(4), pages 643-667, January.
• Magnus Jansson & Patrik Michaelsen & Doron Sonsino & Tommy Gärling, 2024. "Non-professional versus professional investors’ trust in financial analysts’ recommendations and influences on investments," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(5), pages 860-882, May.
• Gabriel Sifuentes Rocha & Márcio Poletti Laurini, 2024. "Lottery stocks in Brazil: investigating risk premium and investor behavior," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1151-1170, September.
• Rama K. Malladi & Theodore P. Byrne & Pallavi Malladi, 2024. "Integrating corporate social responsibility with financial outcomes: stock performance of firms hiring US veterans during COVID-19," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(1), pages 39-63, September.
• Olfa Belhassine & Montassar Riahi, 2024. "Searching for safe haven assets against American and European stocks during the Russo-Ukrainian War," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(2), pages 352-372, November.
• Viktor Santiago & Michel Charifzadeh & Tim Alexander Herberger, 2024. "Risks of decentralized finance and their potential negative effects on capital markets: the Terra-Luna case," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(3), pages 427-448, November.
• George Li & Ming Li & Shuming Liu, 2024. "Capital structure and momentum strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(1), pages 28-45, January.
• Luca Pedini & Sabrina Severini, 2024. "Are there other fish in the sea? Exploring the hedge, diversifier and safe-haven features of ESG investments," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(1), pages 1-30, February.
• Maria Inês Sá & Paulo Leite & Maria Carmo Correia, 2024. "Can mutual fund characteristics predict future performance? Evidence from Portugal," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1106-1118, March.
• Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024. "Precious metal prices: a tale of four US recessions," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1012-1022, March.
  • Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023. "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers 16012, Institute of Labor Economics (IZA).
• Asad Ul Islam & William Bwando, 2024. "Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes," International Econometric Review (IER), Econometric Research Association, vol. 16(2), pages 148-171, December.
• Lenka Nechvatalova, 2024. "Multi-Horizon Equity Returns Predictability via Machine Learning," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(2), pages 142-190, May.
  • Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
• Tiago Coelho & Célia Oliveira & Ines Lisboa, 2024. "Optimal Working Capital Management and Stock Returns: Evidence from European Listed Firms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(3), pages 292-312, August.
• Dejan Zivkov & Sanja Loncar & Biljana Stankov, 2024. "Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(3), pages 342-365, August.
• Lenka Nechvatalova, 2024. "Autoencoder Asset Pricing Models and Economic Restrictions - International Evidence," Working Papers IES 2024/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2024.
• Aleksandra Jandric & Adam Gersl, 2024. "Exploring Institutional Determinants of Private Equity and Venture Capital Activity in Europe," Working Papers IES 2024/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2024.
• Colombo, Jéfferson Augusto & Yarovaya, Larisa, 2024. "Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil," Technology in Society, Elsevier, vol. 76(C).
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• Miroslav Gabrovski & Ioannis Kospentaris & Lucie Lebeau, 2024. "The Macroeconomics of Labor, Credit and Financial Market Imperfections," Working Papers 2409, Federal Reserve Bank of Dallas.
• Cisil Sarisoy & Bas J.M. Werker, 2024. "Linear Factor Models and the Estimation of Expected Returns," Finance and Economics Discussion Series 2024-014, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
• Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
• Mateo Velásquez-Giraldo, 2024. "Life-Cycle Portfolio Choices and Heterogeneous Stock Market Expectations," Finance and Economics Discussion Series 2024-097, Board of Governors of the Federal Reserve System (U.S.).
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• Anne Fournier & Ralf R. Meisenzahl & Andy Polacek, 2024. "Privately Placed Debt on Life Insurers’ Balance Sheets: Part 2—Increasing Complexity," Chicago Fed Letter, Federal Reserve Bank of Chicago, vol. 494, pages 1-8, May.
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• Alexander E. Abramov & Maria I. Chernova, 2024. "IPO of Russian Companies: Theory, Indicators, Trends and Prospects," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 42-60, December.
• Paul Handro & Bogdan Dima, 2024. "Analyzing Financial Markets Efficiency: Insights from a Bibliometric and Content Review," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 119-175, May.
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• Fabian Moodley & Sune Ferreira-Schenk & Kago Matlhaku, 2024. "Effect of Market-Wide Investor Sentiment on South African Government Bond Indices of Varying Maturities under Changing Market Conditions," Economies, MDPI, vol. 12(10), pages 1-22, September.
• Niall O’Donnell & Darren Shannon & Barry Sheehan & Badar Nadeem Ashraf, 2024. "The Impact of COVID-19 on the Fama-French Five-Factor Model: Unmasking Industry Dynamics," IJFS, MDPI, vol. 12(4), pages 1-31, October.
• Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, vol. 12(2), pages 1-26, February.
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• Flavio Abanto Salcedo, 2024. "Is Foreign Exchange Intervention through derivative instruments effective? An analysis of the Peruvian case," IHEID Working Papers 17-2024, Economics Section, The Graduate Institute of International Studies.
• Dian Masita Dewi, 2024. "Cryptocurrency Investment in Indonesia ," GATR Journals afr233, Global Academy of Training and Research (GATR) Enterprise.
• Arisona Lestari Billah, 2024. "Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions," GATR Journals afr236, Global Academy of Training and Research (GATR) Enterprise.
• Nichanan Sakolvieng, 2024. "Optimizing Cryptocurrency Portfolios: A Comparative Study of Rebalancing Strategies," GATR Journals jfbr220, Global Academy of Training and Research (GATR) Enterprise.
• Goutte, Stéphane & Mhadhbi, Mayssa, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Energy Economics, Elsevier, vol. 134(C).
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• Hervé, Fabrice & Marsat, Sylvain, 2024. "Acting for good, being good or feeling good? Exploring factors influencing individual investors’ willingness to invest in green funds," Finance Research Letters, Elsevier, vol. 67(PA).
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• Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
  • Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
• Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Economics Letters, Elsevier, vol. 241(C).
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• Hamza, Taher & Ben Haj Hamida, Hayet & Mili, Mehdi & Sami, Mina, 2024. "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Research in International Business and Finance, Elsevier, vol. 70(PB).
  • Taher Hamza & Hayet Ben Haj Hamida & Mehdi Mili & Mina Sami, 2024. "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Post-Print hal-04678662, HAL.
• Boukezata Salim, 2024. "Impact of Information and Communication Technology (ICT) on Foreign Direct Investment (FDI) in the OIC countries," Post-Print hal-04678750, HAL.
• Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers 1561, Toulouse School of Economics (TSE).
  • Marianne Andries & Milo Bianchi & Karen Huynh & Sébastien Pouget, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," Post-Print hal-04680777, HAL.
  • Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sebastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," CEPR Discussion Papers 19239, C.E.P.R. Discussion Papers.
• I. Abid & R. Benkraiem & H. Mzoughi & C. Urom, 2024. "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Post-Print hal-04681726, HAL.
• Hervé, Fabrice & Marsat, Sylvain, 2024. "Like daughter, like father: Female socialization and green equity investment," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  • Fabrice Hervé & Sylvain Marsat, 2024. "Like daughter, like father: Female socialization and green equity investment," Post-Print hal-04717594, HAL.
• Georges Prat & Remzi Uctum, 2024. "Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data," Post-Print hal-04873466, HAL.
• Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024. "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper 121452, University Library of Munich, Germany.
  • Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
• Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for money: Social media and mutual fund flows," Economics Working Papers 1846, Department of Economics and Business, Universitat Pompeu Fabra.
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  • Juan Imbet & Javier Gil-Bazo, 2023. "Tweeting for Money: Social Media and Mutual Fund Flows," Post-Print hal-04726546, HAL.
  • Juan Imbet & Javier Gil-Bazo, 2022. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers 1366, Barcelona School of Economics.
• Françoise Vasselin, 2024. "Crypto-Asset Market: Classification, Composition, and Competition," Working Papers hal-04827222, HAL.
• Goutte, Stéphane & Mhadhbi, Mayssa, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Energy Economics, Elsevier, vol. 134(C).
  • Stéphane Goutte & Mayssa Mhadhbi, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Post-Print hal-04616704, HAL.
  • Stéphane Goutte & Mayssa Mhadhbi, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Working Papers halshs-04538021, HAL.
• Sanctuary, Mark & Lavenius, Axel & Parlato, Giorgio & Plue, Jan & Crona, Beatrice, 2024. "A study of green European equity fund portfolio allocations," Working Paper Series in Economics and Institutions of Innovation 499, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Gulliksson, Mårten & Mazur, Stepan & Oleynik, Anna, 2024. "Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix," Working Papers 2024:9, Örebro University, School of Business.
• Bastani, Spencer & Karlsson, Kristina & Kolsrud, Jonas & Waldenström, Daniel, 2024. "The Capital Advantage: Comparing Returns to Ability in the Labor and Capital Markets," Working Papers in Economics and Statistics 1/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
• Collins C. Ngwakwe, 2024. "The Effect of Earnings Announcement on the Market Value of Corporate Stock," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 96-102, September.
• Taicir Mezghani & Mustafa Raza Rabbani & Yousra Trichilli & Boujelbène Abbes, 2024. "Revisiting The Dynamic Connectedness, Spillover And Hedging Opportunities Among Cryptocurrency, Commodities, And Islamic Stock Markets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(1), pages 35-92, March.
• Tabassum Riaz & Aslam Izah Selamat & Normaziah Mohd Nor & Ahmad Fahmi Sheikh Hassan, 2024. "Do Investors Get Benefits From Corporate Green Sukuk Issuance," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(3), pages 445-470, September.
• Rim El Khoury & Muneer M. Alshater & Huthaifa Alqaralleh, 2024. "Exchange Rates And Stock Market Dynamics: Islamic Versus Conventional Financial Systems," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(3), pages 551-586, September.
• Shobhit Goel & Pawan Kumar, 2024. "Indian Mutual Fund Industry: Is 2014 A Turning Point?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(3), pages 527-556, July.
• Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series 10735, The World Bank.
  • Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
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• Serghei PETIGHIN, 2024. "Pandemic-resilient investment policies: lessons learned from the COVID-19 crisis," Romanian Journal of Economics, Institute of National Economy, vol. 58(1(67)), pages 117-132, June.
• Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti, 2024. "Attention and Biases: Evidence from Tax-Inattentive Investors," Management Science, INFORMS, vol. 70(10), pages 7101-7119, October.
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• Anantha Divakaruni & Peter Zimmerman, 2024. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Management Science, INFORMS, vol. 70(4), pages 2066-2085, April.
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• Marc Gerritzen & Jens Jackwerth & Alberto Plazzi, 2024. "Birds of a Feather: Do Hedge Fund Managers Flock Together?," Management Science, INFORMS, vol. 70(5), pages 2976-2998, May.
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• Aleš Černý & Christoph Czichowsky & Jan Kallsen, 2024. "Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation," Mathematics of Operations Research, INFORMS, vol. 49(2), pages 752-781, May.
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• Rene Schwaiger & Markus Strucks & Stefan Zeisberger, 2024. "The Consequences of Narrow Framing for Risk-Taking: A Stress Test of Myopic Loss Aversion," Working Papers 2024-05, Faculty of Economics and Statistics, Universität Innsbruck.
• Carlos Alberto Piscarreta Pinto Ferreira, 2024. "The Drivers Of Us Banks’ Demand Of Government Securities," Working Papers REM 2024/0336, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Wojciech Grabowski & Jakub Janus, 2024. "Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants," Working Papers REM 2024/0360, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Barış Sancak & Dilek Demirbaş, 2024. "The Effect Of Financial Literacy On Participation In Investment Markets: A Study On University of Health Sciences Students," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 204-225, July.
• Alberto Montagnoli & Karl Taylor, 2024. "Who Cares about Investing Responsibly? Attitudes and Financial Decisions," Working Papers 2024010, The University of Sheffield, Department of Economics.
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• Altmejd, Adam & Jansson, Thomas & Karabulut, Yigitcan, 2024. "Business Education and Portfolio Returns," IZA Discussion Papers 16976, Institute of Labor Economics (IZA).
• Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
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• Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," NBER Working Papers 33159, National Bureau of Economic Research, Inc.
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• Abel, Martin & Bomfim, Emma & Cisneros, Izzy & Coyle, Jackson & Eraou, Song & Gebeyehu, Martha & Hernandez, Gerardo & Juantorena, Julian & Kaplan, Lizzy & Marquez, Danielle & Mullen, Jack & Mulhern, P, 2024. "Are women blamed more for giving incorrect financial advice?," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
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• Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024. "The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(3), pages 277-288, June.
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• Zongwu Cai & Pixiong Chen, 2024. "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202411, University of Kansas, Department of Economics, revised Sep 2024.
• Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
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• Yasuhiro Iwanaga & Takehide Hirose & Tomohiro Yoshida, 2024. "Decomposing the Momentum in the Japanese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 221-250, June.
• Yuta Hibiki & Takuya Kiriu & Norio Hibiki, 2024. "Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 251-283, June.
• Hasan F. Baklaci & William I-Wei Cheng & Jianing Zhang, 2024. "Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 307-334, June.
• Hiroaki Hata & Kazuhiro Yasuda, 2024. "Expected Power Utility Maximization of Insurers," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 543-577, September.
• Emon Kalyan Chowdhury & Iffat Ishrat Khan, 2024. "Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 755-778, September.
• Anis Jarboui & Emna Mnif, 2024. "Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 821-844, December.
• Sudipta Majumdar & Sayantan Kundu & Sankalp Bose & Abhijeet Chandra, 2024. "Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 889-923, December.
• Peter J. Zeitsch, 2024. "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 159-192, January.
• Rama K. Malladi, 2024. "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1021-1045, March.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024. "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3543-3553, December.
  • Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022. "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series 9950, CESifo.
• Jie Cheng, 2024. "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3617-3643, December.
• Jiaguo Peng & Lifei Huang & Jian Xu, 2024. "RETRACTED ARTICLE: Role of sustainability ethics in amplifying investments in common green properties and infrastructure in China," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-17, June.
• Paulo Leite, 2024. "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 783-805, August.
• Bogdan Dima & Ștefana Maria Dima, 2024. "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 755-781, August.
• Guanming He & Yun Sun & April Zhichao Li, 2024. "Does analysts’ industrial concentration affect the quality of their forecasts?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(1), pages 37-91, March.
• Thomas Krabichler & Marcus Wunsch, 2024. "Hedging goals," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(1), pages 93-122, March.
• Hayden Brown, 2024. "Long-term returns estimation of leveraged indexes and ETFs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(2), pages 165-190, June.
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• Andrea Rigamonti, 2024. "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 399-412, September.
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• Nacira Agram & Bernt Øksendal & Jan Rems, 2024. "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, vol. 6(3), pages 463-499, September.
• Werner Brönnimann & Pascal Egloff & Thomas Krabichler, 2024. "Automated market makers and their implications for liquidity providers," Digital Finance, Springer, vol. 6(3), pages 573-604, September.
• Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024. "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, vol. 24(1), pages 629-654, March.
• Hendrik Jöntgen & Nicholas Valentin Lingnau & Oliver Hinz & Roland Holten, 2024. "This is why we pay—Motivational factors for supporting subscription-based crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-21, December.
• Christian Zeiß & Myriam Schaschek & Lisa Straub & Christoph Tomitza & Axel Winkelmann, 2024. "Re-intermediation of the crypto asset ecosystem by banks: An empirical study on acceptance drivers among the populace," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-24, December.
• Chong Guan & Ding Ding & Jing Ren & Jiancang Guo, 2024. "Unveiling the aesthetic “wow factor”: The role of aesthetic incongruity and image quality in NFT art valuation with computer vision," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-16, December.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024. "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, vol. 66(3), pages 1191-1222, March.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024. "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, vol. 66(5), pages 2049-2082, May.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024. "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, vol. 67(3), pages 1063-1089, September.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024. "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 1001-1040, December.
• Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024. "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 755-777, September.
• Xiaoye Jin, 2024. "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024. "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024. "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-26, December.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024. "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
• Jiahui Xi & Conghua Wen & Yifan Tang & Feifan Zhao, 2024. "A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
• Yike Wang & Jingzhen Liu & Tak Kuen Siu, 2024. "Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting," Finance and Stochastics, Springer, vol. 28(1), pages 161-214, January.
• Sergei Egorov & Serguei Pergamenchtchikov, 2024. "Optimal investment and consumption for financial markets with jumps under transaction costs," Finance and Stochastics, Springer, vol. 28(1), pages 123-159, January.
• Andrew L. Allan & Chong Liu & David J. Prömel, 2024. "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, vol. 28(1), pages 215-257, January.
• Julien Guyon, 2024. "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, vol. 28(1), pages 27-79, January.
• Matteo Brachetta & Giorgia Callegaro & Claudia Ceci & Carlo Sgarra, 2024. "Optimal reinsurance via BSDEs in a partially observable model with jump clusters," Finance and Stochastics, Springer, vol. 28(2), pages 453-495, April.
• Junkee Jeon & Minsuk Kwak, 2024. "Optimal consumption and investment with welfare constraints," Finance and Stochastics, Springer, vol. 28(2), pages 391-451, April.
• Oleksii Mostovyi & Mihai Sîrbu, 2024. "Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model," Finance and Stochastics, Springer, vol. 28(2), pages 553-613, April.
• Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Søjmark, 2024. "Functional central limit theorems for rough volatility," Finance and Stochastics, Springer, vol. 28(3), pages 615-661, July.
• Kexin Chen & Hoi Ying Wong, 2024. "Duality in optimal consumption–investment problems with alternative data," Finance and Stochastics, Springer, vol. 28(3), pages 709-758, July.
• Ulrich Horst & Evgueni Kivman, 2024. "Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies," Finance and Stochastics, Springer, vol. 28(3), pages 759-812, July.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024. "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, vol. 28(3), pages 813-863, July.
• Jonathan Ansari & Eva Lütkebohmert & Ariel Neufeld & Julian Sester, 2024. "Improved robust price bounds for multi-asset derivatives under market-implied dependence information," Finance and Stochastics, Springer, vol. 28(4), pages 911-964, October.
• Fred Espen Benth & Carlo Sgarra, 2024. "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, vol. 28(4), pages 1035-1076, October.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024. "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, vol. 10(1), pages 1-15, December.
• Ahmed El Oubani, 2024. "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, vol. 10(1), pages 1-20, December.
• Hiroyuki Aman & Taizo Motonishi & Chisako Yamane, 2024. "Do financial ethics matter in risky asset investment of households? Evidence from Japan," International Journal of Economic Policy Studies, Springer, vol. 18(2), pages 387-414, August.
• Prince Bhatia & Rahul Kumar, 2024. "Do debt, and operating efficiency contributes to corporate performance?," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 15(3), pages 1203-1209, March.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2024. "Investment in risky assets and participation in the financial market: does financial literacy matter?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(1), pages 19-45, March.
• Tobias Hiller, 2024. "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(1), pages 67-74, March.
• Beatrice Bertelli & Costanza Torricelli, 2024. "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 298-322, June.
• Marc W. Simpson & Axel Grossmann, 2024. "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 419-436, June.
• Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup, 2024. "Retail and institutional trading during a COVID-19 presidential press conference," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 544-562, June.
• Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024. "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 798-833, September.
• Heeho Kim & Zhang Hongxia, 2024. "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 978-998, December.
• Eduardo G. Minuci & Zachary Rodriguez, 2024. "Does uniqueness matter for community banks?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 947-977, December.
• Elias A. Udeaja & Jeremiah M. Tule & Seyi Saint Akadiri & Elijah O. Akanni & Peter F. Offum, 2024. "Do economic policy uncertainty and geopolitical risk impede economic transformation? Evidence from resource rich country," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1145-1165, December.
• Aissa Djedaiet & Hassan Guenichi & Hicham Ayad, 2024. "Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1187-1213, December.
• Michael Hatcher & Tim Hellmann, 2024. "Communication, networks and asset price dynamics: a survey," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(1), pages 1-58, January.
• Jlenia Di Noia, 2024. "When firms buy corporate bonds: an agent-based approach to credit within firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 689-725, October.
• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2024. "The effects of a green monetary policy on firms financing cost," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 727-757, October.
  • Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023. "The effects of a green monetary policy on firms financing costs," Working Papers 2301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2023.
• Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024. "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 13622-13653, September.
• Jiliang Sheng & Yanyan Yang & Xiaoting Wang & Jun Yang, 2024. "How nonlinear benchmark in delegation contract can affect asset price and price informativeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1117-1168, December.
• Konstantinos D. Melas & Nektarios A. Michail, 2024. "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, vol. 9(1), pages 1-14, December.
• Christin Höge-Junge & Stefan Eckert, 2024. "Multinationality and systematic risk: a literature review and meta-analysis," Management Review Quarterly, Springer, vol. 74(1), pages 377-414, February.
• Nicole Bäuerle & Tamara Göll, 2024. "Nash equilibria for relative investors with (non)linear price impact," Mathematics and Financial Economics, Springer, volume 18, number 2, February.
• Ansgar Steland, 2024. "Are minimum variance portfolios in multi-factor models long in low-beta assets?," Mathematics and Financial Economics, Springer, volume 18, number 6, February.
• Andrea Modena & Luca Regis, 2024. "Capital risk, fiscal policy, and the distribution of wealth," Mathematics and Financial Economics, Springer, volume 18, number 8, February.
• Kentaro Kikuchi & Koji Kusuda, 2024. "Age-dependent robust strategic asset allocation with inflation–deflation hedging demand," Mathematics and Financial Economics, Springer, volume 18, number 4, February.
• Tim Leung & Hyungbin Park & Heejun Yeo, 2024. "Robust long-term growth rate of expected utility for leveraged ETFs," Mathematics and Financial Economics, Springer, volume 18, number 5, February.
• Weiwei Shen, 2024. "Optimal investment and reinsurance strategies for an insurer with regime-switching," Mathematics and Financial Economics, Springer, volume 18, number 1, February.
• Zhichao Lu & Peiyuan Pang & Yuhong Xu & Wenxin Zhang, 2024. "Portfolio Selection with Contrarian Strategy," Methodology and Computing in Applied Probability, Springer, vol. 26(2), pages 1-28, June.
• Jyotirmayee Behera & Pankaj Kumar, 2024. "Implementation of machine learning in $$\ell _{\infty }$$ ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market," Operational Research, Springer, vol. 24(4), pages 1-26, December.
• Marcos Escobar-Anel & Ben Spies & Rudi Zagst, 2024. "Optimal consumption and investment in general affine GARCH models," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 46(3), pages 987-1026, September.
• Yao-Tsung Wu & Chien-Hung Liu & Kuo-Hao Lin & Dun-Yao Ke, 2024. "Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 147-166, January.
• Maria-Laura Torrente & Pierpaolo Uberti, 2024. "Risk-adjusted geometric diversified portfolios," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 35-55, February.
• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024. "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, vol. 29(1), pages 527-579, March.
  • Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2014. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 53887, University Library of Munich, Germany.
  • Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 89919, University Library of Munich, Germany, revised 09 Nov 2018.
  • Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 91421, University Library of Munich, Germany, revised 14 Dec 2018.
• Thomas Bourveau & Alexandre Garel & Peter Joos & Arthur Petit-Romec, 2024. "When attention is away, analysts misplay: distraction and analyst forecast performance," Review of Accounting Studies, Springer, vol. 29(1), pages 916-958, March.
• Michelle Hutchens & Sonja O. Rego & Brian Williams, 2024. "The impact of standard setting on individual investors: evidence from SFAS 109," Review of Accounting Studies, Springer, vol. 29(2), pages 1407-1455, June.
• Feifei Wang & Xuemin Sterling Yan & Lingling Zheng, 2024. "Do sophisticated investors follow fundamental analysis strategies? Evidence from hedge funds and mutual funds," Review of Accounting Studies, Springer, vol. 29(2), pages 1097-1146, June.
• Martina Andreani & Diogo Palhares & Scott Richardson, 2024. "Computing corporate bond returns: a word (or two) of caution," Review of Accounting Studies, Springer, vol. 29(4), pages 3887-3906, December.
• Ryan J. Casey & George W. Ruch, 2024. "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, vol. 29(4), pages 3218-3257, December.
• Amelia Bilbao-Terol & Mar Arenas-Parra & Raquel Quiroga-García & Celia Bilbao-Terol, 2024. "Is investing in the renewable energy stock market both financially and ESG efficient? A COVID-19 pandemic analysis," Review of Managerial Science, Springer, vol. 18(7), pages 1885-1916, July.
• Somayyeh Lotfi & Stavros A. Zenios, 2024. "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, vol. 18(7), pages 2115-2140, July.
• Rita Laura D’Ecclesia & Anoop Rai & Karen Watkins-Fassler & Onno Steenbeek, 2024. "Special Issue in memoriam Jacob Spronk: new developments in Financial Modelling and their impact on society beyond Finance," Review of Managerial Science, Springer, vol. 18(7), pages 1801-1806, July.
• Brendan Berthold, 2024. "The macro-financial effects of Climate Policy Risk: evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-13, December.
• Alfonso Valero, 2024. "Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments," SN Business & Economics, Springer, vol. 4(10), pages 1-26, October.
• Louis Logogye & Godfred Aawaar & Kwasi Poku, 2024. "Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic," SN Business & Economics, Springer, vol. 4(12), pages 1-31, December.
• Anouar Ben Mabrouk & Majed S. Balalaa, 2024. "A Backward-Forward Non-uniform Wavelet Forecasting Quality of Life Model in Digital Media Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 172(2), pages 393-427, March.
• Etienne Lepers, 2024. "Cross-border real estate investment: a different animal? Comparative evidence from bilateral flow data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(2), pages 481-508, May.
• Ruike Wang, 2024. "ESG Integration into Venture Capital in the UK," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(1), pages 1-7.
• Hsiao-Peng Fu & Shu-Fan Hsieh, 2024. "Seasonality, Monetary Supply and Taiwanese Momentum," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-2.
• Han-Ching Huang & Guan-Yu Chen, 2024. "The Performance Analysis of Trading Strategies Based on Insider Silence," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-4.
• Frieder Meyer-Bullerdiek, 2024. "The Quality of Blume and Vasicek Betas for forecasting systematic risk: Evidence from a German stock portfolio," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-1.
• Paolo Zagaglia, 2024. "Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-5.
• Federico Cini & Annalisa Ferrari, 2024. "A Darwinian Approach via ML to the Analysis of Cryptocurrencies’ Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-6.
• Muñoz, Manuel A. & Soons, Oscar, 2024. "Public money as a store of value, heterogeneous beliefs and banks: implications of CBDC," ESRB Working Paper Series 146, European Systemic Risk Board.
• Leonie Bräuer & Harald Hau, 2024. "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series 24-103, Swiss Finance Institute.
  • Bräuer, Leonie & Hau, Harald, 2024. "Fund-Level FX Hedging Redux," ESRB Working Paper Series 148, European Systemic Risk Board.
• Ondřej Peclinovský & Robin Kunju Mol Raj & Harinaraynan Kayathingal, 2024. "Investments in Industry 4.0," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 12(2), pages 243-261, December.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N. Harris & Christopher Spencer, 2024. "Portfolio allocation and borrowing constraints," The European Journal of Finance, Taylor & Francis Journals, vol. 30(9), pages 915-948, June.
  • Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021. "Portfolio Allocation and Borrowing Constraints," Working Papers 2021009, The University of Sheffield, Department of Economics.
• Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang, 2024. "Modeling Extreme Events: Time-Varying Extreme Tail Shape," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 903-917, July.
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  • Bernd Schwaab & Xin Zhang & Andre Lucas, 2020. "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers 20-076/III, Tinbergen Institute.
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• Farrukh Javed & Stepan Mazur & Erik Thorsén, 2024. "Tangency portfolio weights under a skew-normal model in small and large dimensions," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 75(7), pages 1395-1406, July.
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• Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024. "Factor-Mimicking Portfolios for Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
  • Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich, revised Mar 2024.
• Aleksi Pitkäjärvi & Matteo Vacca, 2024. "Striking Out: Biases and Losses of Retail Option Traders," Tinbergen Institute Discussion Papers 24-039/IV, Tinbergen Institute.
• Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024. "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers 24-069/III, Tinbergen Institute.
• Goodhart, C. A. E. & Peiris, M. U. & Tsomocos, Dimitrios P & Wang, Xuan, 2021. "Corporate legacy debt, inflation, and the efficacy of monetary policy," LSE Research Online Documents on Economics 112955, London School of Economics and Political Science, LSE Library.
  • Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos & Xuan Wang, 2024. "Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy," Tinbergen Institute Discussion Papers 24-071/VI, Tinbergen Institute.
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• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Other publications TiSEM 2f31c2d5-58ef-4b23-b929-a, Tilburg University, School of Economics and Management.
  • Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Discussion Paper 2024-002, Tilburg University, Center for Economic Research.
  • Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International trade in brown shares and economic development," CEPR Discussion Papers 18856, C.E.P.R. Discussion Papers.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Discussion Paper 2024-002, Tilburg University, Center for Economic Research.
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  • Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International trade in brown shares and economic development," CEPR Discussion Papers 18856, C.E.P.R. Discussion Papers.
• Gordon Anderson & Oliver Linton, 2024. "Should Expected or Most Likely Returns be the Focus in Investment Decisions? Introducing “Most Likely†Versions of Sharpe and Sortino Ratios," Working Papers tecipa-787, University of Toronto, Department of Economics.
• Yoram Halevy & Guy Mayraz, 2024. "Identifying Rule-Based Rationality," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1369-1380, September.
  • Yoram Halevy & Guy Mayraz, 2020. "Identifying Rule-Based Rationality," Working Papers tecipa-677, University of Toronto, Department of Economics.
• Felix Haase, 2024. "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics 2024-10, University of Trier, Department of Economics.
• Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," NBER Working Papers 31778, National Bureau of Economic Research, Inc.
  • Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers 24-1542, Toulouse School of Economics (TSE).
• Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sebastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," CEPR Discussion Papers 19239, C.E.P.R. Discussion Papers.
  • Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers 1561, Toulouse School of Economics (TSE).
  • Marianne Andries & Milo Bianchi & Karen Huynh & Sébastien Pouget, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," Post-Print hal-04680777, HAL.
• Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral Demand in Wholesale Funding Markets," TSE Working Papers 130323, Toulouse School of Economics (TSE).
• Monti Maria Giovanna & Pellegrino Simone & Vernizzi Achille, 2024. "The Zenga Index Reveals More Than the Gini and the Bonferroni Indexes. An Analysis of Distributional Changes and Social Welfare Levels," Working papers 084, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024. "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-11, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Clément Landormy, 2024. "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA 2024-31, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Yandiev Magomet, 2024. "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers 0067, Moscow State University, Faculty of Economics.
• Yandiev Magomet, 2024. "An unusually great number of stock exchange transactions on the first trading day following an IPO/SPO," Working Papers 0072, Moscow State University, Faculty of Economics.
• Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers) 1461, Bank of Italy, Economic Research and International Relations Area.
  • Javier Gil-Bazo & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers 1886, Department of Economics and Business, Universitat Pompeu Fabra.
  • Raffaele Santioni & Javier Gil-Bazo, 2024. "Geographic Shareholder Dispersion and Mutual Fund Flow Risk," Working Papers 1440, Barcelona School of Economics.
• Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024. "Responsible Investing under Climate Change Uncertainty," Working Papers 2024: 15, Department of Economics, University of Venice "Ca' Foscari".
• BERISHVILI, Vakhtang & DIDMANIDZE, Monika, 2024. "The Impact Of The Georgian Real Estate Investment Trust On The Performance Of Various Portfolios," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(3), pages 6-25, September.
• Ivanov Illia, 2024. "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, vol. 11(58), pages 424-446.
• Oubani Ahmed El, 2024. "Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market," Economics and Business Review, Sciendo, vol. 10(3), pages 163-196.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024. "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, vol. 12(2), pages 113-127.
• Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024. "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, vol. 12(3), pages 55-73.
• Potrykus Marcin & Augustynowicz Urszula, 2024. "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 60(3), pages 157-172.
• Ghosh Prosenjeet & Golder Uttam & Shanur Rahman Md. & Rumaly Nishat, 2024. "Mezzanine momentum: A cross-continental examination of corporate financing trends," Journal of Economics and Management, Sciendo, vol. 46(1), pages 387-423.
• Dittmann Iwona, 2024. "The Potential of Residential Property in Poland as an Inflation Hedge Investment," Real Estate Management and Valuation, Sciendo, vol. 32(1), pages 58-70, March.
• Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024. "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Sciendo, vol. 19(1), pages 96-112.
• Vlad Ioana Maria, 2024. "The Impact of Social Norms on Foreign Direct Investments," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 69(2), pages 13-25.
• Vodă Tudor-Ovidiu, 2024. "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 69(2), pages 26-39.
• Riaz Tabassum & Selama Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2024. "Meaningful Review of Existing Trends, Expansion, and Future Directions of Green Bond Research: A Bibliometric Approach," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(1), pages 1-36, March.
• Kogler Michael & Malmendier Ulrike & Nöh Lukas & Schaffranka Claudia, 2024. "Kapitalmärkte stärken: Deutschland braucht mehr institutionelle Anleger," Wirtschaftsdienst, Sciendo, vol. 104(8), pages 539-542.
• Adam Korniejczuk & Robert 'Slepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers 2406.10695, arXiv.org.
  • Adam Korniejczuk & Robert Ślepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers 2024-09, Faculty of Economic Sciences, University of Warsaw.
• Zuzanna Kostecka & Robert 'Slepaczuk, 2024. "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers 2406.17308, arXiv.org.
  • Zuzanna Kostecka & Robert Ślepaczuk, 2024. "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers 2024-12, Faculty of Economic Sciences, University of Warsaw.
• Natalia Roszyk & Robert 'Slepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers 2407.16780, arXiv.org.
  • Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
• Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers 713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2024.
  • Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series 10735, The World Bank.
  • Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
• Anum Khan & Syed Muhammad Noaman Ahmed Shah & Muhammad Shujaat Mubarik, 2024. "Insights from Neuroscience towards Investment Decision Making," Economic Research Guardian, Mutascu Publishing, vol. 14(2), pages 88-109, December.
• Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," CESifo Working Paper Series 11562, CESifo.
  • Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers 2024-013, Wesleyan University, Department of Economics.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024. "Modelling the composition of household portfolios: A latent class approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 243-275, February.
  • Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022. "Modelling the composition of household portfolios: A latent class approach," Working Papers 2022019, The University of Sheffield, Department of Economics.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2024. "Accounting For Social Security Claiming Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 505-545, February.
  • Svetlana Pashchenko & Ponpoje Porapakkarm, 2019. "Accounting for Social Security Claiming Behavior," Working Papers 2019-068, Human Capital and Economic Opportunity Working Group.
  • Svetlana Pashchenko & Ponpoje Porapakkarm, 2023. "Accounting for Social Security claiming behavior," GRIPS Discussion Papers 23-05, National Graduate Institute for Policy Studies.
  • Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2019. "Accounting for Social Security claiming behavior," MPRA Paper 97958, University Library of Munich, Germany.
• Valentina Michelangeli & Eliana Viviano, 2024. "Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
  • Valentina Michelangeli & Eliana Viviano, 2021. "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers) 1329, Bank of Italy, Economic Research and International Relations Area.
• Akbas, Ozan E. & Wang, Ao, 2024. "Portfolio Diversification and Complementarity in Asset Demand Systems," The Warwick Economics Research Paper Series (TWERPS) 1533, University of Warwick, Department of Economics.
• Christos Floros & Christos Kountzakis & Moawia Alghalith, 2024. "CAPM in Real World: Risk-Friendly Investments," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-11, June.
• Hossein Dastkhan & Hossein Saber, 2024. "Does Bitcoin Add Any Value To The Investment Portfolios In Emerging Markets? A Case From Tehran Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-23, September.
• Ooi Kok Loang, 2024. "Risk Avoidance, Macroeconomic Indicators and Bank Performances in Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-30, December.
• Tobias Hiller, 2024. "Varying weights of marginal contributions: One approach to solving the low-risk puzzle?," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-9, March.
• Dhanraj Sharma & Ruchita Verma & Shiney Sam & Prince Godara, 2024. "Relationship between COVID-19 waves and stock market: An event study analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 1-16, September.
• Dilip B. Madan & King Wang, 2024. "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 27(03n04), pages 1-27, May.
• Thomas C. Chiang, 2024. "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 1-18, March.
• Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024. "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(02), pages 1-19, June.
• Kingsley E. Dogah & Gamini Premaratne, 2024. "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2475-2520, December.
• Imen Omri & Oguzhan Ozcelebi, 2024. "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2687-2712, December.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024. "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051.
• Leonard MacLean & Sébastien Lleo (ed.), 2024. "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656.
• Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024. "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449.
• Massimo Guidolin, 2024. "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 1, pages 1-72, World Scientific Publishing Co. Pte. Ltd..
  • Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024. "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers 24233, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Manuela Pedio, 2024. "Natural Language Processing and Stock Returns," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 2, pages 73-102, World Scientific Publishing Co. Pte. Ltd..
• René Garcia & Alissa Marinenko, 2024. "Portfolio Allocation and Reinforcement Learning," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 3, pages 103-148, World Scientific Publishing Co. Pte. Ltd..
• Silvio Andrae, 2024. "Explainable Artificial Intelligence in Risk Management: A Framework," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 4, pages 149-206, World Scientific Publishing Co. Pte. Ltd..
• Abraham Itzhak Weinberg, 2024. "How Can Sentiment Analysis Contribute to Financial Markets and Services?," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 5, pages 207-234, World Scientific Publishing Co. Pte. Ltd..
• Alessio Faccia, 2024. "Quantum Fintech," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 6, pages 235-263, World Scientific Publishing Co. Pte. Ltd..
• Veni Arakelian & Roberto Savona & Marika Vezzoli, 2024. "Tail Dependence of Eurozone Bond Yields and Sovereign CDS Spreads," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 7, pages 265-287, World Scientific Publishing Co. Pte. Ltd..
• Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024. "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 8, pages 289-314, World Scientific Publishing Co. Pte. Ltd..
• Reem Abdulla Alkhalifa & Riadh Ksantini & Khaoula Tbarki, 2024. "Effective Systems for Bot Detection and Real-Time Stock Market Predictions," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 9, pages 315-336, World Scientific Publishing Co. Pte. Ltd..
• Mazin A.M. Al Janabi, 2024. "Reinforcement Machine Learning Optimization Algorithms for the Computation of Downside Risk and Investable Portfolios in Post 2007–2009 Financial Meltdown," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 10, pages 337-357, World Scientific Publishing Co. Pte. Ltd..
• Alaa Tareq Mohamed & Riadh Ksantini & Jihene Kaabi, 2024. "Deep Learning in Insurance: An Incremental Deep Learning Approach for Pricing Prediction Strategy in the Insurance Industry," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 11, pages 359-391, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 1, pages 1-68, World Scientific Publishing Co. Pte. Ltd..
• Yu-An Chen & Dan Palmon, 2024. "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 2, pages 69-115, World Scientific Publishing Co. Pte. Ltd..
• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024. "Models of Option Pricing," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 3, pages 117-170, World Scientific Publishing Co. Pte. Ltd..
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024. "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 4, pages 171-190, World Scientific Publishing Co. Pte. Ltd..
• Ehud I. Ronn, 2024. "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 5, pages 191-197, World Scientific Publishing Co. Pte. Ltd..
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024. "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 6, pages 199-234, World Scientific Publishing Co. Pte. Ltd..
• Bharat Sarath & Yixun Zhou, 2024. "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 7, pages 235-260, World Scientific Publishing Co. Pte. Ltd..
• Phillip A. Cartwright & Natalija Riabko, 2024. "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 8, pages 261-281, World Scientific Publishing Co. Pte. Ltd..
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024. "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Meth," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 9, pages 283-320, World Scientific Publishing Co. Pte. Ltd..
• Charles Cao & Timothy Simin & Han Xiao, 2024. "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 10, pages 321-361, World Scientific Publishing Co. Pte. Ltd..
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024. "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 11, pages 363-397, World Scientific Publishing Co. Pte. Ltd..
  • Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 12, pages 399-449, World Scientific Publishing Co. Pte. Ltd..
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024. "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 13, pages 451-481, World Scientific Publishing Co. Pte. Ltd..
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 14, pages 483-526, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Yibing Chen & John Lee, 2024. "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 15, pages 527-571, World Scientific Publishing Co. Pte. Ltd..
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024. "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 16, pages 573-591, World Scientific Publishing Co. Pte. Ltd..
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024. "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 17, pages 593-612, World Scientific Publishing Co. Pte. Ltd..
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 18, pages 613-666, World Scientific Publishing Co. Pte. Ltd..
• Paul W. Chiou & Cheng Few Lee, 2024. "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 19, pages 667-716, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Hao-Chang Sung, 2024. "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 20, pages 717-748, World Scientific Publishing Co. Pte. Ltd..
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024. "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 21, pages 749-773, World Scientific Publishing Co. Pte. Ltd..
• Shin-Yun Wang & Cheng Few Lee, 2024. "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 22, pages 775-794, World Scientific Publishing Co. Pte. Ltd..
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024. "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 23, pages 795-820, World Scientific Publishing Co. Pte. Ltd..
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024. "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 24, pages 821-846, World Scientific Publishing Co. Pte. Ltd..
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024. "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 25, pages 847-859, World Scientific Publishing Co. Pte. Ltd..
• Julia Nasev & Dominik von der Emde, 2024. "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 26, pages 861-891, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 27, pages 893-921, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 24, pages 917-945, World Scientific Publishing Co. Pte. Ltd..
• Andy C.W. Chui, 2024. "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 28, pages 923-949, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024. "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 29, pages 951-978, World Scientific Publishing Co. Pte. Ltd..
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024. "Leases on Balance Sheets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 30, pages 979-1006, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 31, pages 1007-1075, World Scientific Publishing Co. Pte. Ltd..
• Tumellano Sebehela, 2024. "Entropic Two-Asset Option," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 32, pages 1077-1128, World Scientific Publishing Co. Pte. Ltd..
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024. "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 33, pages 1129-1158, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024. "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 34, pages 1159-1187, World Scientific Publishing Co. Pte. Ltd..
• Giulio Anselmi, 2024. "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 35, pages 1189-1207, World Scientific Publishing Co. Pte. Ltd..
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024. "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 36, pages 1209-1252, World Scientific Publishing Co. Pte. Ltd..
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024. "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 37, pages 1253-1276, World Scientific Publishing Co. Pte. Ltd..
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024. "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 38, pages 1277-1328, World Scientific Publishing Co. Pte. Ltd..
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024. "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 39, pages 1329-1338, World Scientific Publishing Co. Pte. Ltd..
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024. "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 40, pages 1339-1356, World Scientific Publishing Co. Pte. Ltd..
• Hany B. Ahmed & Yilmaz Guney, 2024. "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 41, pages 1357-1402, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Oliver M. Rui, 2024. "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 42, pages 1403-1429, World Scientific Publishing Co. Pte. Ltd..
• Orla Lenihan, 2024. "Financial Statement Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 43, pages 1431-1460, World Scientific Publishing Co. Pte. Ltd..
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024. "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 44, pages 1461-1511, World Scientific Publishing Co. Pte. Ltd..
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024. "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 45, pages 1513-1524, World Scientific Publishing Co. Pte. Ltd..
• Cohen Gil, 2024. "Technical Analysis in Investing," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 46, pages 1525-1547, World Scientific Publishing Co. Pte. Ltd..

2023

• Park, Yumi & Suh, Sangwon, 2023. "Investor Sentiment and Shorted-Stock Return," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(4), pages 61-91, December.
• Christopher S. Hayter & Albert N. Link & Matthew Schaffer, 2023. "Identifying the emergence of academic entrepreneurship within the technology transfer literature," The Journal of Technology Transfer, Springer, vol. 48(5), pages 1800-1812, October.
  • Hayter, Christopher & Link, Albert & Schaffer, Matthew, 2023. "Identifying the Emergence of Academic Entrepreneurship within the Technology Transfer Literature," UNCG Economics Working Papers 23-4, University of North Carolina at Greensboro, Department of Economics.
• Min-Yuh Day & Paoyu Huang & Yirung Cheng & Yensen Ni, 2023. "Investing Strategies for Trading Stocks as Overreaction Triggered by Technical Trading Rules with Big Data Concerns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 148-161, October.
• Hong-Wen Tsai & Hui-Chung Che, 2023. "Industry Difference on Patent Drawing’s Capability for Differentiating Stock Rates of Return of Chinese Listed Companies in Non-Manufacturing Industry Sectors -- An Explore into Invention Publication ," Bulletin of Applied Economics, Risk Market Journals, vol. 10(1), pages 21-67.
• Abramov, Aleksandr (Абрамов, Александр) & Chernova, Mariya (Чернова, Мария), 2023. "Investing Pension Savings in Russia: Results and Lessons for the Future [Инвестирование Пенсионных Накоплений В России: Результаты И Уроки]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 8-45, June.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023. "Analysis of the yield factors of russian government bonds [Анализ Факторов Доходности Российских Облигаций Федерального Займа]," Working Papers w202328, Russian Presidential Academy of National Economy and Public Administration.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023. "Analysis of the impact of monetary shocks on the term structure of interest rates in the russian economy [Анализ Влияния Монетарных Шоков На Временную Структуру Процентных Ставок В Российской Эконо," Working Papers w202329, Russian Presidential Academy of National Economy and Public Administration.
• Damien KUNJAL & Saiurin NAIDOO & Caleb MOONSAMY & Thavania GOVENDER & Riley NAIDOO & Ebrahim ALLY, 2023. "Investor Herd Behaviour during the COVID-19 Pandemic: Evidence from the Johannesburg Stock Exchange," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 8(2), pages 158-169, June.
• Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," NBER Working Papers 31682, National Bureau of Economic Research, Inc.
  • Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," Cahiers de recherche / Working Papers 16, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
  • Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," CIRANO Working Papers 2023s-21, CIRANO.
• Dedhy Sulistiawan & Felizia Arni Rudiawarni & Bruno S. Sergi, 2023. "Intangible Assets and Crash Risk: The Case of Low Intellectual Capital Firms in Indonesia," The American Economist, Sage Publications, vol. 68(2), pages 216-232, October.
• Lei Xu & Bin Li & Chen Ma & Jingyu Liu, 2023. "Supply chain finance and firm diversification: Evidence from China," Australian Journal of Management, Australian School of Business, vol. 48(2), pages 408-435, May.
• David J Johnstone, 2023. "Capital budgeting and Kelly betting," Australian Journal of Management, Australian School of Business, vol. 48(3), pages 625-651, August.
• Vinod Kumar, 2023. "Is the Beta Anomaly Real? A Correction in Existing Theories of Cost of Capital and Asset Pricing," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 135-163, June.
• Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023. "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 164-188, June.
• Jains P. Chacko & Lakshmi Padmakumari, 2023. "The Effect of Investment Inefficiency on Expected Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(3), pages 272-296, September.
• Meng-Shiuh Chang & Meng-Wei Chen & Peijie Ju, 2023. "Asymmetry in Hedges, Safe Havens, Flights and Contagion: Unconditional Quantile Regression Approach," SAGE Open, , vol. 13(4), pages 21582440231, November.
• Yen-Chang Chen & Ying-Sing Liu, 2023. "Market Efficiency and Stock Investment Loss Aversion Guide During COVID-19 Pandemic Events: The Case for Applying Data Mining," SAGE Open, , vol. 13(4), pages 21582440231, December.
• Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023. "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , vol. 29(4), pages 906-928, June.
• Lopes, Fernando & Leite, Paulo & Carmo Correia, Maria & Durán-Santomil, Pablo, 2023. "Market crises and benchmark-adjusted fund alphas in a small market context," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 32(3), pages 1-17.
• Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli & Harry Pickard & Karl Taylor, 2023. "Household portfolios and financial literacy: The flight to delegation," Working Papers 2023005, The University of Sheffield, Department of Economics.
• Niepelt, Dirk, 2023. "Payments and Prices," CEPR Discussion Papers 18291, C.E.P.R. Discussion Papers.
  • Dirk Niepelt, 2023. "Payments and prices," Working Papers 2023-03, Swiss National Bank.
• Brière, Marie & Simar, Léopold & Szafarz, Ariane & Vanhems, Anne, 2023. "Sensitivity to measurement errors of the distance to the efficient frontier," LIDAM Discussion Papers ISBA 2023017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Marie Briere & Léopold Simar & Ariane Szafarz & Anne Vanhems, 2023. "Sensitivity to measurement errors of the distance to the efficient frontier," Working Papers CEB 23-004, ULB -- Universite Libre de Bruxelles.
• Mike G. Tsionas & Dionisis Philippas, 2023. "Measures of global sensitivity in linear programming: applications in banking sector," Annals of Operations Research, Springer, vol. 330(1), pages 585-607, November.
• Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023. "Optimal filter rules for selling stocks in the emerging stock markets," Annals of Operations Research, Springer, vol. 330(1), pages 211-242, November.
  • Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023. "Optimal filter rules for selling stocks in the emerging stock markets," Post-Print hal-03511438, HAL.
• Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Do, 2023. "Asset allocation of Australian superannuation funds: a markov regime switching approach," Annals of Operations Research, Springer, vol. 330(1), pages 485-515, November.
• Linh Xuan Diep Nguyen & Thanaset Chevapatrakul & Simona Mateut, 2023. "Shock transmissions and business linkages among US sectors," Annals of Operations Research, Springer, vol. 330(1), pages 517-552, November.
• Dávid Zoltán Szabó & Zsolt Bihary, 2023. "The riskiness of stock versus money market investment with stochastic rates," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 393-415, June.
• Mohammad Enamul Hoque & Faik Bilgili & Sourav Batabyal, 2023. "What do we know about spillover between the climate change futures market and the carbon futures market?," Climatic Change, Springer, vol. 176(12), pages 1-23, December.
• Yumo Zhang, 2023. "Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 97-128, June.
• Thepdanai Danswasvong & Sira Suchintabandid, 2023. "Heterogeneity-adjusted management of pension funds using adaptive representative agents," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 545-567, December.
• Marcos Escobar-Anel & Lorenz Theilacker & Rudi Zagst, 2023. "Revisiting the 1/N-strategy: a neural network framework for optimal strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 505-542, December.
• Hélène Halconruy, 2023. "The insider trading problem in a jump-binomial model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 379-413, December.
• Xiaofei Shi & Daran Xu & Zhanhao Zhang, 2023. "Deep learning algorithms for hedging with frictions," Digital Finance, Springer, vol. 5(1), pages 113-147, March.
• Leonardo Ieracitano Vieira & Márcio Poletti Laurini, 2023. "Time-varying higher moments in Bitcoin," Digital Finance, Springer, vol. 5(2), pages 231-260, June.
• Felix Reichenbach & Martin Walther, 2023. "Financial recommendations on Reddit, stock returns and cumulative prospect theory," Digital Finance, Springer, vol. 5(2), pages 421-448, June.
• Jürgen E. Schatzmann & Bernhard Haslhofer, 2023. "Exploring investor behavior in Bitcoin: a study of the disposition effect," Digital Finance, Springer, vol. 5(3), pages 581-612, December.
• Indrajit Saha & Veeraruna Kavitha, 2023. "Systemic-Risk and Evolutionary Stable Strategies in a Financial Network," Dynamic Games and Applications, Springer, vol. 13(3), pages 897-928, September.
• Riccardo De Bonis & Giuseppe Marinelli & Francesco Vercelli, 2023. "Bank lending in the Great Recession and in the Great Depression," Empirical Economics, Springer, vol. 64(2), pages 567-602, February.
• Jiawen Xu & Yixuan Li & Kai Liu & Tao Chen, 2023. "Portfolio selection: from under-diversification to concentration," Empirical Economics, Springer, vol. 64(4), pages 1539-1557, April.
• Michael Jetter & Kieran Stockley, 2023. "Gender match and negotiation: evidence from angel investment on Shark Tank," Empirical Economics, Springer, vol. 64(4), pages 1947-1977, April.
• Asgar Ali & K. N. Badhani, 2023. "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, vol. 65(2), pages 775-804, August.
• Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
• Senthil Kumar Muthusamy & Ramadevi Kannan, 2023. "Profits crisis: evolving patterns of firm size and performance in traditional U.S. industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(3), pages 575-603, September.
• Mariem Gaies & Walid Chkili, 2023. "Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 307-319, June.
• Ahmed Bossman & Mariya Gubareva & Tamara Teplova, 2023. "Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 321-372, December.
• Kuan-Min Wang & Yuan-Ming Lee, 2023. "Are life insurance futures a safe haven during COVID-19?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
• Guoli Mo & Chunzhi Tan & Weiguo Zhang & Xuezeng Yu, 2023. "Dynamic spatiotemporal correlation coefficient based on adaptive weight," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-43, December.
• Jyh-Bang Jou & Charlene Tan Lee, 2023. "Design of the contingent royalty rate as related to the type of investment," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
• Ahmed BenSaïda, 2023. "The linkage between Bitcoin and foreign exchanges in developed and emerging markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
• Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
  • Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Post-Print hal-04058285, HAL.
• Seema Wati Narayan & Mobeen Ur Rehman & Yi-Shuai Ren & Chaoqun Ma, 2023. "Is a correlation-based investment strategy beneficial for long-term international portfolio investors?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-26, December.
• Wujun Lv & Tao Pang & Xiaobao Xia & Jingzhou Yan, 2023. "Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
• Trinh Quang Long & Peter J. Morgan & Naoyuki Yoshino, 2023. "Financial literacy, behavioral traits, and ePayment adoption and usage in Japan," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-30, December.
• Ahmet Faruk Aysan & Erhan Muğaloğlu & Ali Yavuz Polat & Hasan Tekin, 2023. "Whether and when did bitcoin sentiment matter for investors? Before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-24, December.
• André D. Gimenes & Jéfferson A. Colombo & Imran Yousaf, 2023. "Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-31, December.
  • Gimenes, André Dias & Colombo, Jéfferson Augusto & Yousaf, Imran, 2023. "Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition," Textos para discussão 563, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Marcel Nutz & Johannes Wiesel & Long Zhao, 2023. "Martingale Schrödinger bridges and optimal semistatic portfolios," Finance and Stochastics, Springer, vol. 27(1), pages 233-254, January.
• Guanxing Fu & Chao Zhou, 2023. "Mean field portfolio games," Finance and Stochastics, Springer, vol. 27(1), pages 189-231, January.
• Martin Herdegen & David Hobson & Joseph Jerome, 2023. "The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations," Finance and Stochastics, Springer, vol. 27(1), pages 127-158, January.
• Martin Herdegen & David Hobson & Joseph Jerome, 2023. "The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for ϑ ∈ ( 0 , 1 ) $\vartheta \in (0,1)$," Finance and Stochastics, Springer, vol. 27(1), pages 159-188, January.
• Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi, 2023. "Price impact in Nash equilibria," Finance and Stochastics, Springer, vol. 27(2), pages 305-340, April.
• Donghan Kim, 2023. "Market-to-book ratio in stochastic portfolio theory," Finance and Stochastics, Springer, vol. 27(2), pages 401-434, April.
• Huayuan Dong & Paolo Guasoni & Eberhard Mayerhofer, 2023. "Rogue traders," Finance and Stochastics, Springer, vol. 27(3), pages 539-603, July.
• Felix Dammann & Giorgio Ferrari, 2023. "Optimal execution with multiplicative price impact and incomplete information on the return," Finance and Stochastics, Springer, vol. 27(3), pages 713-768, July.
• Yunhong Li & Zuo Quan Xu & Xun Yu Zhou, 2023. "Robust utility maximisation with intractable claims," Finance and Stochastics, Springer, vol. 27(4), pages 985-1015, October.
• Joel Ede Owuru & Olumuyiwa Samuel Oladele, 2023. "Asymmetric evidence of foreign direct investment response to stock returns in Nigeria," Future Business Journal, Springer, vol. 9(1), pages 1-14, December.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2023. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
  • Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Center for Economic Research (RECent) 137, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2020. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEPR Discussion Papers 13339, C.E.P.R. Discussion Papers.
  • Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," IZA Discussion Papers 11979, Institute of Labor Economics (IZA).
  • Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CHILD Working Papers Series 67 JEL Classification: F2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
  • Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0073, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2019. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEIS Research Paper 449, Tor Vergata University, CEIS, revised 12 May 2020.
  • Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," GLO Discussion Paper Series 280, Global Labor Organization (GLO).
• Christian Beer & Janine Maniora & Christiane Pott, 2023. "COVID-19 pandemic and capital markets: the role of government responses," Journal of Business Economics, Springer, vol. 93(1), pages 11-57, January.
• Antonia Nörthemann, 2023. "Industry-specific specialization in venture capitalists’ internationalization decisions," Journal of Business Economics, Springer, vol. 93(5), pages 891-927, July.
• Maximilian Germann & Christoph Merkle, 2023. "Algorithm aversion in delegated investing," Journal of Business Economics, Springer, vol. 93(9), pages 1691-1727, November.
• Lars Beckmann & Jörn Debener & Johannes Kriebel, 2023. "Understanding the determinants of bond excess returns using explainable AI," Journal of Business Economics, Springer, vol. 93(9), pages 1553-1590, November.
• Costanza Torricelli & Eleonora Pellati, 2023. "Social bonds and the “social premium”," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 600-619, September.
• Md Mahbubur Rahman & Md. Azad Uddin & Ichihashi Masaru, 2023. "Decomposition analysis of entrepreneurial activities in Japan: An international comparison," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 13(1), pages 1-16, December.
• Jianjun Miao & Dongling Su, 2023. "Asset market equilibrium under rational inattention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 1-30, January.
  • Jianjun Miao & Dongling Su, 2019. "Asset Market Equilibrium under Rational Inattention," Boston University - Department of Economics - Working Papers Series WP2019-09, Boston University - Department of Economics.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
  • Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
• Valentina Dimitrova-Grajzl & Peter Grajzl & A. Joseph Guse & Michou Kokodoko & Laurel Wheeler, 2023. "When the Lender Extends a Helping Hand: Native CDFI Client Counseling and Loan Performance in Indian Country," Journal of Economics, Race, and Policy, Springer, vol. 6(4), pages 258-267, December.
• Gu Wang & Jiaxuan Ye, 2023. "Fund Managers’ Competition for Investment Flows Based on Relative Performance," Journal of Optimization Theory and Applications, Springer, vol. 198(2), pages 605-643, August.
• M. Maheen & S. Resia Beegam, 2023. "Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 663-680, September.
• Sujata Kundu & Archana Dilip, 2023. "Changing Risk Appetite and Price Dynamics of Gold Vis-a-Vis Real and Financial Assets: Perspective from the Indian Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 899-923, December.
• Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
  • Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
  • Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," CIRANO Working Papers 2015s-16, CIRANO.
• Carlos Madeira, 2023. "Use of Financial Instruments Among the Chilean Households," Lecture Notes in Operations Research, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis (ed.), Essays on Financial Analytics, pages 63-86, Springer.
  • Carlos Madeira, 2023. "Use of Financial Instruments among the Chilean households," Working Papers Central Bank of Chile 974, Central Bank of Chile.
• Nicole Branger & An Chen & Antje Mahayni & Thai Nguyen, 2023. "Optimal collective investment: an analysis of individual welfare," Mathematics and Financial Economics, Springer, volume 17, number 5, February.
• Fangyuan Zhang, 2023. "Non-concave portfolio optimization with average value-at-risk," Mathematics and Financial Economics, Springer, volume 17, number 3, February.
• Zongxia Liang & Xiaodong Luo & Fengyi Yuan, 2023. "Consumption-investment decisions with endogenous reference point and drawdown constraint," Mathematics and Financial Economics, Springer, volume 17, number 6, February.
• Julian Sester, 2023. "On intermediate marginals in martingale optimal transportation," Mathematics and Financial Economics, Springer, volume 17, number 2, February.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023. "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(4), pages 1295-1331, December.
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• Nektarios A. Michail & Konstantinos D. Melas, 2023. "Commodity Prices and Dry Bulk Shipping Stock Returns," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Empirical Economic Research, chapter 0, pages 517-526, Springer.
• Aktham Maghyereh & Hussein Abdoh & Marcin Wątorek, 2023. "The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1889-1903, April.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
• Tim Martens, 2023. "The disclosure function of the U.S. patent system: evidence from the PTDL program and extreme snowfall," Review of Accounting Studies, Springer, vol. 28(1), pages 237-264, March.
• Paul Demeré, 2023. "Is tax return information useful to equity investors?," Review of Accounting Studies, Springer, vol. 28(3), pages 1413-1465, September.
• Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023. "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, vol. 28(4), pages 2361-2400, December.
• Andreas Oehler & Julian Schneider, 2023. "Social trading: do signal providers trigger gambling?," Review of Managerial Science, Springer, vol. 17(4), pages 1269-1331, May.
• Matthias Horn, 2023. "The Influence of ESG Ratings On Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners," Schmalenbach Journal of Business Research, Springer, vol. 75(3), pages 415-442, September.
• Parthajit Kayal & Moinak Maiti, 2023. "Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach," SN Business & Economics, Springer, vol. 3(10), pages 1-22, October.
• Ploypailin Kijkasiwat & Hamza Almustafa & Pongsutti Phuensane, 2023. "Initial coin offerings for business: a systematic literature review and bibliometric analysis," SN Business & Economics, Springer, vol. 3(1), pages 1-31, January.
• Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023. "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, vol. 3(1), pages 1-37, January.
• Kwadwo Boateng Prempeh & Joseph Magnus Frimpong & Newman Amaning, 2023. "Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model," SN Business & Economics, Springer, vol. 3(1), pages 1-20, January.
• Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023. "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, vol. 3(1), pages 1-22, January.
• Naga Pillada & Sangeetha Rangasamy, 2023. "An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model," SN Business & Economics, Springer, vol. 3(2), pages 1-16, February.
• Siddhartha P. Chakrabarty & Suryadeepto Nag, 2023. "Risk measures and portfolio analysis in the paradigm of climate finance: a review," SN Business & Economics, Springer, vol. 3(3), pages 1-22, March.
• Mutaju Isaack Marobhe & Jonathan Mukiza Peter Kansheba, 2023. "High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods," SN Business & Economics, Springer, vol. 3(4), pages 1-27, April.
• Jonathan Ross, 2023. "Does prior stock return correlation predict future stock return correlation?," SN Business & Economics, Springer, vol. 3(9), pages 1-15, September.
• Frans Dreyer & André Heymans & Chris Heerden, 2023. "Analyzing White Maize Hedging Strategies in South Africa," Springer Books, in: Pieter W. Buys & Merwe Oberholzer (ed.), Business Research, chapter 0, pages 137-155, Springer.
• Maela Giofré & Oleksandra Sokolenko, 2023. "Cross-border investment and the decline of exchange rate volatility: implications for Euro area bilateral investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(3), pages 595-627, August.
• Luqi Yuan & Shihong Zeng, 2023. "The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(2), pages 1-4.
• Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz & Giorgio Valentinuz, 2023. "Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-4.
• Jacob H Schmidt & Bianca Hutton Chimes, 2023. "Do Female Fund Managers outperform their Male Counterparts? A Quantitative Analysis of UK Retail Funds," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(5), pages 1-2.
• Chih-Wei Peng & Huei-Ru Tsai & Kuo-Chih Cheng & Tsung-Fu Chuang, 2023. "Do the Choices of Family Business CEOs Affect Investment Decisions?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-3.
• Ziang Zhou, 2023. "Research on Small-Cap Value Rotation Investment Strategy Based on "Size Effect" - Evidence from the Chinese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-5.
• Guizhou Wang & Kjell Hausken, 2023. "Comparing Growth Models with Other Investment Methods," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(1), pages 1-1.
• Michele Anelli & Michele Patanè, 2023. "The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(2), pages 1-1.
• Johan Knif & James W. Kolari & Gregory Koutmos & Seppo Pynonen, 2023. "Modeling the Time Variation in Factor Exposures," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(2), pages 1-2.
• Aliano Mauro & Boido Claudio & Galloppo Giuseppe, 2023. "The Impact of the Financial and the Health Crisis on Listed Hotel Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(2), pages 1-3.
• Fay, Constanze & Ghiselli, Angelica, 2023. "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series 22, European Systemic Risk Board.
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• Agnieszka Majewska & Patrycja Bełtowska, 2023. "Socially responsible investing (SRI) as a factor of competitiveness and sustainable development of organizations in young consumers' opinion," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(4), pages 245-262, June.
• Simona Hašková & Marek Vochozka & Jiří Kučera, 2023. "A fuzzy evaluation model of manufacturing machinery in terms of sustainable business," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(4), pages 71-88, June.
• Thiago Fauvrelle & Mathias Skrutkowski, 2023. "Collateral pledgeability and asset manager portfolio choices during redemption waves," Working Papers 58, European Stability Mechanism, revised 12 Dec 2023.
• Mohammed Kaddouhah, 2023. "An Economic Definition of 'Fear of Missing Out' (FOMO)," Working Papers 2023-01, Swansea University, School of Management.
• Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023. "Optimal asset allocation for commodity sovereign wealth funds," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
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• Francis Liu & Natalie Packham & Meng-Jou Lu & Wolfgang Karl Härdle, 2023. "Hedging cryptos with Bitcoin futures," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 819-841, May.
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• Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023. "Robust portfolio optimization: a stochastic evaluation of worst-case scenarios," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(3), pages 2165525-216, December.
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• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024. "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
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• Li-Chuan Liao & Tzu-Pu Chang & Ping-Huang Wang, 2023. "Earnings Management Ethicality and Application in the Kenyan Public Sector: A Critical Review," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 16(1), pages 71-86, October.
• Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
  • Matteo Benuzzi & Matteo Ploner, 2023. "Skewness-seeking behavior and financial investments," CEEL Working Papers 2301, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
• Elizabeth Omolola OYEDEPO & Joel Ede OWURU & Mutiu Gbade RASAKI & Britney LOUIS-OKEREKE, 2022. "Commercial Bank Credit and Agricultural Growth Outcomes in Nigeria: An Empirical Analysis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(2), pages 1-19.
• Samuel Tabot ENOW, 2023. "A Non-linear Dependency Test for Market Efficiency: Evidence from International Stock Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(1), pages 1-12.
• Damien KUNJAL, 2023. "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 45-64.
• Hege, Ulrich & Pouget, Sébastien & Zhang, Yifei, 2023. "Climate Patents and Financial Markets," TSE Working Papers 23-1400, Toulouse School of Economics (TSE), revised Dec 2024.
• Saki Bigio & Galo Nuño & Juan Passadore, 2023. "Debt-Maturity Management with Liquidity Costs," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 119-190.
  • Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
• Luigi Bocola & Guido Lorenzoni, 2023. "Risk-Sharing Externalities," Journal of Political Economy, University of Chicago Press, vol. 131(3), pages 595-632.
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• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2024. "The effects of a green monetary policy on firms financing cost," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 727-757, October.
  • Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023. "The effects of a green monetary policy on firms financing costs," Working Papers 2301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2023.
• DEVITA, Febrina & WILANDARI, Yuciana & MARUDDANI, Di Asih I, 2023. "Constant Correlation Model For Optimal Portfolio Formation And Expected Shortfall Risk Measurement: Empirical Evidence From Indonesian Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 27(3), pages 25-39, September.
• KUNJAL, Damien, 2023. "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 27(3), pages 40-56, September.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023. "A Bibliometric Analysis of Art in Financial Markets," Working Papers 05, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023. "Portfolio Diversification Including Art as an Alternative Asset," Working Papers 06, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Mukhtar Shakira & Jan Anisa & Zahoor Adil, 2023. "Beyond the Big Five: How Dynamic Personality Traits Predict Financial Risk Tolerance?," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 11(1), pages 93-114, October.
• Oktaba Paweł & Grzywińska-Rąpca Małgorzata, 2023. "Modification of technical analysis indicators and increasing the rate of return on investment," Central European Economic Journal, Sciendo, vol. 10(57), pages 148-162, January.
• Skwarek Mateusz, 2023. "Is Bitcoin an emerging market? A market efficiency perspective," Central European Economic Journal, Sciendo, vol. 10(57), pages 219-236, January.
• Masuhr Andreas & Trede Mark, 2023. "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15.
• Buks Andrew G. & Sobański Konrad, 2023. "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, vol. 9(1), pages 65-93, April.
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• Pilch Bartłomiej, 2023. "Is value investing based on scoring models effective? The verification of F-Score-based strategy in the Polish stock market," Economics and Business Review, Sciendo, vol. 9(4), pages 121-152, December.
• Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023. "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, vol. 37(1), pages 104-118, January.
• Petrović Ružica & Jocić Dragana Radenković & Kerković Tamara Milenković, 2023. "The Impact of Bilateral Investment Agreements on Attracting Foreign Direct Investments," Economic Themes, Sciendo, vol. 61(2), pages 145-170, June.
• Vasić Aleksandra S. & Jakšić Milena & Todorović Violeta, 2023. "Traditional and Behavioural Approach to Risk in Finance," Economic Themes, Sciendo, vol. 61(4), pages 497-513, December.
• Bouchra El Akraoui & Daoui Cherki, 2023. "Solving Finite-Horizon Discounted Non-Stationary MDPS," Folia Oeconomica Stetinensia, Sciendo, vol. 23(1), pages 1-15, June.
• Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023. "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(4), pages 371-397, December.
• Wolski Rafal, 2023. "Residential Real Estate as a Potential Hedge of Capital Against Inflation," Real Estate Management and Valuation, Sciendo, vol. 31(1), pages 36-42, March.
• Victor Elsa Sapphira & Razali Muhammad Najib & Ali Hishamuddin Mohd., 2023. "The Dynamics of the Impact of the Covid-19 Pandemic on Pan-Asia’s Real Estate Investment Trusts," Real Estate Management and Valuation, Sciendo, vol. 31(4), pages 11-22, December.
• Socaciu Erzsébet-Mirjám, 2023. "The Nexus Between Foreign Portfolio Diversification and Kinship," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(2), pages 1-16, August.
• Deari Fitim & Ulu Yasemin, 2023. "The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(3), pages 86-100, September.
• Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023. "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers 2023-20, Faculty of Economic Sciences, University of Warsaw.
• Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023. "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
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• Xiaoxi Liu & Jinming Xie, 2023. "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 455-479, April.
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• Turker Acikgoz & Ozge Sezgin Alp & Nazlan Belemir Alkan, 2023. "Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-33, September.
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• Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023. "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 1-22, September.
• Min-Yuh Day & Paoyu Huang & Yirung Cheng & Yensen Ni, 2023. "Can Investors Profit from Utilizing Technical Trading Rules During the COVID-19 Pandemic?," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 22(06), pages 1893-1921, November.
• Hans-Peter Bermin & Magnus Holm, 2023. "Kelly Trading And Market Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-33, February.
• Kuniyoshi Saito, 2023. "Religiousness, Portfolio Choice, and Gambling in Japan," Journal of Economics, Management and Religion (JEMAR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-19, July.
• Emanuele Maria Carluccio & Paolo Antonio Cucurachi & Ugo Pomante, 2023. "Absolute Or Relative: The Dark Side Of Fund Rating Systems," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-30, June.
• Victoria Atanasov, 2023. "Consumption Risk, Stock Returns, and Economic Cycles," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-36, March.
• Claudio Zara & Luca Bellardini & Margherita Gobbi, 2023. "Circular Economy, Stock Volatility, and Resilience to the COVID-19 Shock: Evidence from European Companies," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-48, June.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2023. "The Trust Risk Puzzle: The Impact of Trust on the Willingness to Take Financial Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-32, September.
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• Liangbo Zhai & Wei Wang, 2023. "Can Winners Keep Winning? An Analysis Of Performance Persistence Of Mutual Funds And Hedge Funds In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(06), pages 2029-2050, December.
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• Obiyathulla Ismath Bacha, 2023. "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999.
• Mark Haynes Daniell & Tom McCullough, 2023. "Family Wealth Management:Seven Imperatives for Successful Investing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13129.
• Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023. "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313.
• Graham L Giller, 2023. "Essays on Trading Strategy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13413.
• Cheng Few Lee & John Lee & Alice Lee, 2023. "Intermediate Futures and Options:An Active Learning Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13515.
• M. S. Scholes, 2023. "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
• P. Wilmott, 2023. "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 2, pages 17-27, World Scientific Publishing Co. Pte. Ltd..
• P. Carr & L. Wu & Y. Zhang, 2023. "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 3, pages 29-46, World Scientific Publishing Co. Pte. Ltd..
• D. Brigo, 2023. "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61, World Scientific Publishing Co. Pte. Ltd..
  • Damiano Brigo, 2019. "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers 1904.01889, arXiv.org, revised Aug 2021.
• M. Brenner, 2023. "VIX and Derivatives," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 5, pages 63-72, World Scientific Publishing Co. Pte. Ltd..
• M. Musiela, 2023. "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 6, pages 73-87, World Scientific Publishing Co. Pte. Ltd..
• P. Glasserman & P. He, 2023. "Buy Rough, Sell Smooth," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 7, pages 89-125, World Scientific Publishing Co. Pte. Ltd..
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023. "Volatility is Rough," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 8, pages 127-172, World Scientific Publishing Co. Pte. Ltd..
• L.C.G. Rogers, 2023. "Things We Think We Know," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 9, pages 173-184, World Scientific Publishing Co. Pte. Ltd..
• R. Lee, 2023. "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 10, pages 185-193, World Scientific Publishing Co. Pte. Ltd..
• P. Tankov, 2023. "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 11, pages 195-212, World Scientific Publishing Co. Pte. Ltd..
• J. Guyon, 2023. "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 12, pages 213-233, World Scientific Publishing Co. Pte. Ltd..
• J. Cao & J. Chen & J. Hull, 2023. "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 13, pages 235-256, World Scientific Publishing Co. Pte. Ltd..
• D. Dobi & M. Avellaneda, 2023. "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 14, pages 257-292, World Scientific Publishing Co. Pte. Ltd..
• D. Gershon, 2023. "A General Theory of Option Pricing," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 15, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
• A. Lipton, 2023. "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 16, pages 331-375, World Scientific Publishing Co. Pte. Ltd..
• B. Dupire, 2023. "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 17, pages 377-391, World Scientific Publishing Co. Pte. Ltd..
• D. Gatarek & J. Jabłecki, 2023. "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 18, pages 393-412, World Scientific Publishing Co. Pte. Ltd..
• N. El Karoui, 2023. "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 19, pages 413-432, World Scientific Publishing Co. Pte. Ltd..
• E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
• H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
• D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
• P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
• M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivatives: Introduction and Overview," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Markets and Trading," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 3, pages 43-80, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 5, pages 139-200, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Introduction to Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 6, pages 201-229, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 7, pages 231-277, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Strategies and Payoffs," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 8, pages 279-321, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 9, pages 323-379, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 10, pages 381-404, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Options in Corporate Finance and Real Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 11, pages 405-432, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 13, pages 471-502, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 14, pages 503-519, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Global Markets and Bond Benchmarks," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 2, pages 27-66, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Currency Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 3, pages 67-101, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 4, pages 103-150, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factors in Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 5, pages 153-173, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Top-Down Portfolio Allocation," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 6, pages 175-203, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Selection," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 7, pages 205-228, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 8, pages 229-257, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Portfolio Risk Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 9, pages 259-298, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factor Models in Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 10, pages 301-328, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 11, pages 329-348, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 12, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
• Graham L. Giller, 2023. "Mean–Variance Optimization and the Sharpe Ratio," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 1, pages 1-25, World Scientific Publishing Co. Pte. Ltd..
• Graham L. Giller, 2023. "Analytical Framework," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 2, pages 27-49, World Scientific Publishing Co. Pte. Ltd..
• Graham L. Giller, 2023. "Utility Theory-Based Portfolio Choice," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 3, pages 51-71, World Scientific Publishing Co. Pte. Ltd..
• Graham L. Giller, 2023. "Thinking about How to Solve Trading Problems," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 4, pages 73-94, World Scientific Publishing Co. Pte. Ltd..
• Graham L. Giller, 2023. "Barrier Trading Algorithms," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 5, pages 95-127, World Scientific Publishing Co. Pte. Ltd..
• Graham L. Giller, 2023. "Ex Post Analysis," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 6, pages 129-164, World Scientific Publishing Co. Pte. Ltd..
• Choi, Sangyup & Havel, Jiri, 2025. "Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets," Journal of International Money and Finance, Elsevier, vol. 151(C).
  • Sangyup Choi & Jiri Havel, 2023. "Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets," Working papers 2023rwp-221, Yonsei University, Yonsei Economics Research Institute.
• Eichfelder, Sebastian & Knaisch, Jonas & Schneider, Kerstin, 2023. "How does bonus depreciation affect real investment? Effect size, asset structure, and tax planning," arqus Discussion Papers in Quantitative Tax Research 278, arqus - Arbeitskreis Quantitative Steuerlehre.
• McCully, Tuuli, 2023. "Drivers of portfolio flows into Chinese debt securities amidst China's bond market development," BOFIT Discussion Papers 8/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
• Faria, Gonçalo & Verona, Fabio, 2023. "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers 1/2023, Bank of Finland.
• Goodarzi, Milad & Meinerding, Christoph, 2023. "Asset allocation with recursive parameter updating and macroeconomic regime identifiers," Discussion Papers 06/2023, Deutsche Bundesbank.
• Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
• Frankovic, Ivan & Kolb, Benedikt, 2024. "The role of emission disclosure for the low-carbon transition," European Economic Review, Elsevier, vol. 167(C).
  • Frankovic, Ivan & Kolb, Benedikt, 2023. "The role of emission disclosure for the low-carbon transition," Discussion Papers 33/2023, Deutsche Bundesbank.
• Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2025. "Deep parametric portfolio policies," CFR Working Papers 23-01, University of Cologne, Centre for Financial Research (CFR), revised 2025.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023. "How should the long-term investor harvest variance risk premiums?," CFR Working Papers 23-06, University of Cologne, Centre for Financial Research (CFR).
• Braun, Alexander & Braun, Julia & Weigert, Florian, 2023. "Extreme weather risk and the cost of equity," CFR Working Papers 23-08, University of Cologne, Centre for Financial Research (CFR).
• Moro, Alessandro & Zaghini, Andrea, 2023. "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series 715, Center for Financial Studies (CFS).
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• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2023. "Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account," NBER Working Papers 30853, National Bureau of Economic Research, Inc.
  • Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023. "Fixed and variable longevity annuities in defined contribution plans: Optimal retirement portfolios taking social security into account," CFS Working Paper Series 684, Center for Financial Studies (CFS).
• Whitaker, Amy & Kräussl, Roman, 2023. "Art collectors as venture capitalists," CFS Working Paper Series 696, Center for Financial Studies (CFS).
• Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023. "The fundamental value of art NFTs," CFS Working Paper Series 709, Center for Financial Studies (CFS).
• Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
• Nitzan, Jonathan & Bichler, Shimshon, 2023. "המהפכה המשטרית" וקבוצות ההון הדומיננטיות" [Regime Change and Dominant Capital]," EconStor Preprints 279828, ZBW - Leibniz Information Centre for Economics.
• Heidorn, Thomas & Watermeyer, Timo & Haar, Patrick, 2023. "Retail investors' perspective on ESG investments," Frankfurt School - Working Paper Series 234, Frankfurt School of Finance and Management.
• Beyer, Marcel, 2023. "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series 46/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), revised 2023.
• Mukashov, A., 2023. "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 187-202.
  • Mukashov, Askar, 2021. "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Working Papers of Agricultural Policy WP2021-01, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
  • Mukashov, A., 2023. "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Open Access Publications from Kiel Institute for the World Economy 307023, Kiel Institute for the World Economy (IfW Kiel).
• Li, Shasha & Yang, Biao, 2023. "Green investing, information asymmetry, and capital structure," IWH Discussion Papers 20/2023, Halle Institute for Economic Research (IWH).
• Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024. "The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(3), pages 277-288, June.
  • Heinisch, Katja & Behrens, Christoph & Döpke, Jörg & Foltas, Alexander & Fritsche, Ulrich & Köhler, Tim & Müller, Karsten & Puckelwald, Johannes & Reichmayr, Hannes, 2023. "The IWH Forecasting Dashboard: From forecasts to evaluation and comparison," IWH Technical Reports 1/2023, Halle Institute for Economic Research (IWH).
• Lavko, Matus & Klein, Tony & Walther, Thomas, 2023. "Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods," QBS Working Paper Series 2023/01, Queen's University Belfast, Queen's Business School.
• Sheenan, Lisa, 2023. "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, vol. 58(PC).
  • Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
  • Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
• Grossmann, Max & Hackethal, Andreas & Laudi, Marten & Pauls, Thomas, 2023. "Conform to the norm. Peer information and sustainable investments," SAFE Working Paper Series 412, Leibniz Institute for Financial Research SAFE.
• Latino, Carmelo, 2023. "Surfing the green wave: What's in a "green" name change?," SAFE Working Paper Series 410, Leibniz Institute for Financial Research SAFE.
• Bernard, Sabine Esther & Weber, Martin & Loos, Benjamin, 2023. "How speculative asset characteristics shape retail investors' selling behavior," SAFE Working Paper Series 378, Leibniz Institute for Financial Research SAFE.
• Hillert, Alexander & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2023. "Mutual fund shareholder letters: Flows, performance, and managerial behavior," SAFE Working Paper Series 380, Leibniz Institute for Financial Research SAFE.
• Alt, Marius & Berger, Marius & Bersch, Johannes, 2023. "Investor responses to information updates on peer behavior and public investment policy: The case of green investments," ZEW Discussion Papers 23-024, ZEW - Leibniz Centre for European Economic Research.
• Bührle, Anna Theresa & Yen, Chia-Yi, 2023. "Too much "skin in the game" ruins the game: Evidence from managerial capital gains taxes," ZEW Discussion Papers 23-028, ZEW - Leibniz Centre for European Economic Research, revised 2023.
• Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024. "Factor-Mimicking Portfolios for Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
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• Karolis Bielskis, 2023. "Determinants of House Price Expectations in Europe," Bank of Lithuania Working Paper Series 112, Bank of Lithuania.
• Junghum Park, 2023. "Overconfidence and Correlated Information Structures," Bank of Lithuania Working Paper Series 116, Bank of Lithuania.
• Behera, Chinmaya & Rath, Badri Narayan & Mishra, Pramod Kumar, 2024. "The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic," Journal of Asian Economics, Elsevier, vol. 90(C).
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• K. Ravirajan & K. R. Shanmugam, 2023. "Determinants of Non-Performing Assets of Commercial Banks in India," Working Papers 2023-251, Madras School of Economics,Chennai,India.
• Bettina Bruggemann & Zachary L. Mahone, 2023. "Entrepreneurial Rates of Return and Wealth Inequality," Department of Economics Working Papers 2023-03, McMaster University.
• Jimnee Deka & Meghna Sharma & Nishant Agarwal & Kamesh Tiwari, 2023. "Linking ESG-Investing Consciousness, Behavioral Biases, and Risk-Perception: Scale Validation with Specifics of Indian Retail Investors," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 9(1), pages 70-91.
• Jan Hanousek Jr. & Jan Hanousek & Konstantin Sokolov, 2023. "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics 2023-92, Mendel University in Brno, Faculty of Business and Economics.
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• Dinabandhu Bag & Saurabh Goel, 2023. "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, vol. 31(1), pages 59-71.
• Gerasimos G. Rompotis, 2023. "The Performance of ESG ETFs in the U.S," Capital Markets Review, Malaysian Finance Association, vol. 31(2), pages 89-101.
• Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Paper series 23-14, Rimini Centre for Economic Analysis, revised Jun 2024.
  • Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
• Peter Csoka & Judit Hever, 2023. "The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity," MNB Working Papers 2023/1, Magyar Nemzeti Bank (Central Bank of Hungary).
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• Mirzat Ullah & Kazi Sohag & Shabeer Khan & Hafiz M. Sohail, 2023. "Impact of Russia–Ukraine conflict on Russian financial market: Evidence from TVP-VAR and quantile-VAR analysis," Russian Journal of Economics, ARPHA Platform, vol. 9(3), pages 284-305, October.
• Sokolov, Mikhail V., 2024. "NPV, IRR, PI, PP, and DPP: A unified view," Journal of Mathematical Economics, Elsevier, vol. 114(C).
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• Victor Olkhov, 2023. "Market-Based "Actual" Returns of Investors," Papers 2304.06466, arXiv.org, revised Feb 2024.
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• Rohei Moghadam, Hamidreza & Abbasi, Ebrahim & Kashanipour, Mohammad & Pourfakharan, Mohammadreza, 2023. "Drivers and Consequences of Behavioral Bias and Strategies for Reducing the Effects of Bias in Institutional Investors (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 28(4), pages 141-164, December.
• Lada Vejmelkova, 2023. "Characteristics Of Informal Venture Capital In The Czech Republic: Quantitative Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 32(1), pages 19-51, june.
• Siok Jin Lim & Andaeus Zun Khan Neoh, 2023. "Does Bitcoin Provide a Hedge to Islamic Stock Markets During and Post-COVID-19 Outbreak? Evidence From Asia Based on a Multivariate-GARCH Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(2), pages 1-7.
• Monia Magnani & Massimo Guidolin & Ian Berk, 2024. "Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital," Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 666-699, December.
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• Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023. "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers 23203, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Dmytro Riznyk, 2023. "Systemic And Structural Characteristics Of Investment Activity In Ukraine," Three Seas Economic Journal, Publishing house "Baltija Publishing", vol. 4(1).
• Myroslava Khutorna & Alina Herasymenko, 2023. "Structural Approach To The Formation Of The Bank'S Industrial Loan Portfolio On The Basis Of Sustainable Development," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", vol. 4(4).
• Anton Gerunov, 2023. "Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 18-35.
• Aysenur Tarakcioglu Altinay & Mesut Dogan & Bilge Leyli Demirel Ergun & Sevdie Alshiqi, 2023. "The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-21.
• S Kannadas & Mousumi Sengupta, 2023. "Impact of Locus of Control on Financial Risk-Taking Behaviour: A Perception Study among Married Earning Women in India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 143-159.
• Fabiana Fragnito, 2023. "Copytrading, a New Phenomenon: Comparative Economic and Legal Overview," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 431-445.
• Bianca Raluca Baditoiu & Roxana Ioan & Valentin Partenie Munteanu & Alexandru Buglea, 2023. "Investors’ reactions on the publication of integrated reports. Evidence from European stock markets," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 26(2), pages 158-171, June.
• Ana Ivanisevic Hernaus & Davor Zoricic & Denis Dolinar, 2023. "How competitive is SRI in developing financial markets: The case of Central and Eastern Europe," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 26(2), pages 172-188, June.
• Dejan Zivkov & Boris Kuzman & Jonel Subic, 2023. "How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio?," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 26(3), pages 128-144, September.
• Kuppusamy Srinivasan & Parthasarathy Karthikeyan, 2023. "Investigating self-efficacy and behavioural bias on investment decisions," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 26(4), pages 119-133, December.
• Eduardo Corso & Maximo Sangiacomo, 2023. "Financial De-Dollarization in Argentina. When the Wind Always Blows from the East," BCRA Working Paper Series 2023106, Central Bank of Argentina, Economic Research Department.
• David Marczis & Zsolt Mihalovits & Geza Sebestyen, 2023. "Sustainability and Climate Risk Data - A New Era for Investment Decision-Making in the Age of Climate Change," Cognitive Sustainability, Cognitive Sustainability Ltd., vol. 2(2), pages 19-32, March.
• David Marczis & Zsolt Mihalovits & Geza Sebestyen, 2023. "Sustainability and Climate Risk Data - A New Era for Investment Decision-Making in the Age of Climate Change," Cognitive Sustainability, Cognitive Sustainability Ltd., vol. 2(2), pages 19-32, June.
• Aynur COSKUN & Ali Osman GURBUZ, 2023. "Factors Influencing Banks’ Foreign Exchange Derivatives Usage," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 17(2), pages 165-183.
• Alberto Fuertes Mendoza, 2023. "La efectividad de los distintos tipos de activos como cobertura frente a la inflación," Boletín Económico, Banco de España, issue 2023/T1.
• Clara I. González & Elena Triebskorn, 2023. "El camino hacia el cero neto, el papel de los planes de transición y los indicadores prospectivos en la gestión de carteras," Boletín Económico, Banco de España, issue 2023/T3.
• Alberto Fuertes Mendoza, 2023. "The effectiveness of different asset types as a hedge against inflation," Economic Bulletin, Banco de España, issue 2023/Q1.
• Clara I. González & Elena Triebskorn, 2023. "The road to net zero: the role of transition plans and forward-looking indicators in portfolio management," Economic Bulletin, Banco de España, issue 2023/Q3.
• Mercedes de Luis & Emilio Rodríguez & Diego Torres, 2023. "Machine learning applied to active fixed-income portfolio management: a Lasso logit approach," Working Papers 2324, Banco de España.
• Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
• Nicola Branzoli & Raffaele Gallo & Antonio Ilari & Dario Portioli, 2023. "Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions," Temi di discussione (Economic working papers) 1404, Bank of Italy, Economic Research and International Relations Area.
• Jorge Hernán Toro-Córdoba & Fredy Gamboa-Estrada & Laura Viviana León-Díaz & Martha López & Lucía Arango-Lozano & Diego Alejandro Martínez-Cruz & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-M, 2023. "Flujos de Capital de Portafolio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 105, pages 1-103, July.
• Koresh Galil & Avia Spivak & Aviad Tur-Sinai, 2023. "Socioeconomic Status and Individual Investors’ Behavior during a Financial Crisis," Working Papers 2311, Ben-Gurion University of the Negev, Department of Economics.
• Said Kaawach & Oskar Kowalewski & Oleksandr Talavera, 2023. "Automatic vs Manual Investing: Role of Past Performance," Discussion Papers 23-04, Department of Economics, University of Birmingham.
• Xiaoxi Liu & Jinming Xie, 2023. "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 455-479, April.
  • Xiaoxi Liu & Jinming Xie, 2023. "Forecasting swap rate volatility with information from swaptions," BIS Working Papers 1068, Bank for International Settlements.
• Cornelli, Giulio & Frost, Jon & Gambacorta, Leonardo & Merrouche, Ouarda, 2023. "Climate tech 2.0: social efficiency versus private returns," CEPR Discussion Papers 18174, C.E.P.R. Discussion Papers.
  • Giulio Cornelli & Jon Frost & Leonardo Gambacorta & Ouarda Merrouche, 2023. "Climate tech 2.0: social efficiency versus private returns," BIS Working Papers 1072, Bank for International Settlements.
• Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
  • Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
  • Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024. "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers 18813, C.E.P.R. Discussion Papers.
• Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.
  • Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
  • Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
• Egemen Eren & Andreas Schrimpf & Dora Xia, 2023. "The demand for government debt," BIS Working Papers 1105, Bank for International Settlements.
• Wenxin Du & Alessandro Fontana & Petr Jakubik & Ralph S J Koijen & Hyun Song Shin, 2023. "International portfolio frictions," BIS Working Papers 1137, Bank for International Settlements.
• Ahmed Ahmed & Boris Hofmann & Martin Schmitz, 2023. "Foreign institutional investors, monetary policy, and reaching for yield," BIS Working Papers 1153, Bank for International Settlements.
• Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023. "Foreign investor feedback trading in an emerging financial market," BIS Working Papers 1154, Bank for International Settlements.
• Nguyen Thi My Linh, 2023. "Covid-19 pandemic and stock returns volatility: Evidence from Vietnam’s stock marke," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 13(1), pages 156-168.
• Trần Kim Toại & Võ Thị Xuân Hạnh & Võ Minh Huân, 2023. "Áp dụng hồi quy Ridge và mạng nơron nhân tạo để dự báo giá ICO sau sáu tháng," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 18(4), pages 131-144.
• Silvia Rossetto & Nassima Selmane & Raffaele Staglianò, 2023. "Ownership concentration and firm risk: The moderating role of mid‐sized blockholders," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 377-410, January.
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  • Rossetto, Silvia & Selmane, Nassima & Staglianò, Raffaele, 2022. "Ownership concentration and firm risk: The moderating role of mid-sized blockholders," TSE Working Papers 22-1346, Toulouse School of Economics (TSE).
• Brian H. Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2023. "Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Journal of Finance, American Finance Association, vol. 78(2), pages 835-885, April.
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• Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2023. "Who Owns What? A Factor Model for Direct Stockholding," Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
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• Bing Han & David Hirshleifer & Johan Walden, 2023. "Visibility Bias in the Transmission of Consumption Beliefs and Undersaving," Journal of Finance, American Finance Association, vol. 78(3), pages 1647-1704, June.
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• John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2023. "Naïve Buying Diversification and Narrow Framing by Individual Investors," Journal of Finance, American Finance Association, vol. 78(3), pages 1705-1741, June.
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• Ran Sun Lyng & Jie Zhou, 2023. "Household portfolio choice before and after a house purchase," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(6), pages 1376-1398, November.
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• Pinter, Gabor, 2023. "An anatomy of the 2022 gilt market crisis," Bank of England working papers 1019, Bank of England.
• Pinter, Gabor & Uslu, Semih, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
• Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
• Marianthi Anastasatou & Hiona Balfoussia & Zacharias Bragoudakis & Dimitris Malliaropulos & Petros Migiakis & Dimitris Papageorgiou & Pavlos Petroulas, 2023. "Effects of a sovereign credit rating upgrade to investment grade on the Greek economy," Economic Bulletin, Bank of Greece, issue 58, pages 7-28, December.
• Michele Costa, 2023. "The evaluation of the effects of ESG scores on financial markets," Working Papers wp1189, Dipartimento Scienze Economiche, Universita' di Bologna.
• Francesco Menoncin & Andrea Modena, 2023. "Dynamic Tax Evasion and Growth With Heterogeneous Agents," CRC TR 224 Discussion Paper Series crctr224_2023_393, University of Bonn and University of Mannheim, Germany.
• Andrea Modena & Luca Regis, 2023. "Capital Risk, Fiscal Policy, and the Distribution of Wealth," CRC TR 224 Discussion Paper Series crctr224_2023_454, University of Bonn and University of Mannheim, Germany.
• Voica Daniel C., 2023. "Subsidized Crop Insurance under Limited Access to Incomplete Financial Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 23(1), pages 165-189, January.
• Lamadrid-Contreras Arturo & Ramírez-Rondán Nelson R., 2023. "Panel data models with two threshold variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(3), pages 315-333, June.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2023. "Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(5), pages 705-731, December.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces, 2023. "Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective," Finance, Presses universitaires de Grenoble, vol. 44(2), pages 69-111.
• Yann Ferrat, 2023. "Le label ISR français : gage de qualité extra-financière sans coût financier," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 295-308.
• Webbe-Wood, D. & Nuttall, W. J. & Kazantzis, N. K. & Chyong C. K., 2023. "The Options Value of Blue Hydrogen in a Low Carbon Energy System," Cambridge Working Papers in Economics 2338, Faculty of Economics, University of Cambridge.
• Nikola Fabris & Milutin Ješić, 2023. "Are Gold and Bitcoin a Safe Haven for European Indices?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(1), pages 27-44.
• Soraya BEN SOUISSI & Mahmoud Sami NABI, 2023. "Could the Issuance of CBDC Reduce the Likelihood of Banking Panic?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(2), pages 83-101.
• Helen Mussell, 2023. "Investigating the Fiduciary using Social Positioning Theory: An In-depth Analysis," Working Papers wp536, Centre for Business Research, University of Cambridge.
• Warwick Anderson & Jędrzej Białkowski & Moritz Wagner, 2023. "The midterm election effect on US stock returns: Some practical considerations for investors," Working Papers in Economics 23/05, University of Canterbury, Department of Economics and Finance.
• Jędrzej Białkowski & Moritz Wagner & Xiaopeng Wei, 2023. "Differences between NZ and U.S. individual investor sentiment: More noise or more information?," Working Papers in Economics 23/11, University of Canterbury, Department of Economics and Finance.
• Bauwens, Luc & Xu, Yongdeng, 2023. "The contribution of realized covariance models to the economic value of volatility timing," LIDAM Discussion Papers CORE 2023018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Xu, Yongdeng, 2023. "The contribution of realized covariance models to the economic value of volatility timing," Cardiff Economics Working Papers E2023/20, Cardiff University, Cardiff Business School, Economics Section.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022. "The Effects of Monetary Policy: Theory with Measured Expectations," Working Papers hal-03878711, HAL.
  • Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," CESifo Working Paper Series 10216, CESifo.
  • Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," ECONtribute Discussion Papers Series 217, University of Bonn and University of Cologne, Germany.
  • Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022. "The Effects of Monetary Policy: Theory with Measured Expectations," SciencePo Working papers Main hal-03878711, HAL.
• Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022. "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM 6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
  • Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
  • Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023. "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers 17824, C.E.P.R. Discussion Papers.
• Björn Bos & Moritz A. Drupp & Jasper N. Meya & Martin F. Quaas, 2023. "Financial Risk-Taking under Health Risk," CESifo Working Paper Series 10387, CESifo.
• Christian Fieberg & Lars Hornuf & David J. Streich, 2023. "Using GPT-4 for Financial Advice," CESifo Working Paper Series 10529, CESifo.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
• Guiso, Luigi & Zaccaria, Luana, 2023. "From patriarchy to partnership: Gender equality and household finance," Journal of Financial Economics, Elsevier, vol. 147(3), pages 573-595.
  • Luigi Guiso & Luana Zaccaria, 2021. "From Patriarchy to Partnership: Gender Equality and Household Finance," EIEF Working Papers Series 2101, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2021.
  • Luigi Guiso & Luana Zaccaria, 2023. "From Patriarchy to Partnership: Gender Equality and Household Finance," Working Papers Central Bank of Chile 968, Central Bank of Chile.
• Carlos Madeira, 2023. "Use of Financial Instruments Among the Chilean Households," Lecture Notes in Operations Research, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis (ed.), Essays on Financial Analytics, pages 63-86, Springer.
  • Carlos Madeira, 2023. "Use of Financial Instruments among the Chilean households," Working Papers Central Bank of Chile 974, Central Bank of Chile.
• Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
  • Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
  • Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024. "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers 18813, C.E.P.R. Discussion Papers.
• Martin Hoesli & Louis Johner & Jon Lekander, 2023. "The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence," Swiss Finance Institute Research Paper Series 23-08, Swiss Finance Institute.
• Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023. "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series 23-106, Swiss Finance Institute.
• Amit Goyal & Sunil Wahal, 2023. "R&D, Innovation, and the Stock Market," Swiss Finance Institute Research Paper Series 23-107, Swiss Finance Institute.
• Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," NBER Working Papers 32004, National Bureau of Economic Research, Inc.
  • Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series 23-119, Swiss Finance Institute.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2023. "Listed Real Estate as an Inflation Hedge across Regimes," Swiss Finance Institute Research Paper Series 23-13, Swiss Finance Institute.
• Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series 23-19, Swiss Finance Institute.
• Markus Leippold & Hanlin Yang, 2023. "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series 23-39, Swiss Finance Institute, revised Jun 2023.
• Vesa Pursiainen & Jan Toczynski, 2023. "Retail Investors’ Cryptocurrency Investments," Swiss Finance Institute Research Paper Series 23-51, Swiss Finance Institute.
• Thorsten Hens & Ester Trutwin, 2023. "Modelling Sustainable Investing in the CAPM," Swiss Finance Institute Research Paper Series 23-56, Swiss Finance Institute.
• Alexander Cochardt & Stephan Heller & Vitaly Orlov, 2023. "Do Mutual Funds Greenwash? Evidence from Fund Name Changes," Swiss Finance Institute Research Paper Series 23-64, Swiss Finance Institute.
• Roland Füss & Stefan Morkoetter & Maria Oliveira, 2023. "Investing in Your Alumni: Endowments' Investment Choices in Private Equity," Swiss Finance Institute Research Paper Series 23-65, Swiss Finance Institute.
• Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei & Mohammad Mikhail Zhitlukhin, 2023. "Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules," Swiss Finance Institute Research Paper Series 23-72, Swiss Finance Institute.
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• Alberto Plazzi & Andrea Tamoni & Marco Zanotti, 2023. "Financial Intermediaries and Demand for Duration," Swiss Finance Institute Research Paper Series 23-94, Swiss Finance Institute.
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• Md Abubakar Siddique & Khaled Aljifri & Shahadut Hossain & Tonmoy Choudhury, 2023. "Effect of market-based regulations on corporate carbon disclosure and carbon performance: global evidence," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 25(4), pages 837-857, May.
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• Yunsung Eom & Mincheol Woo, 2023. "Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, vol. 31(3), pages 197-218, July.
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• Amine Ben Amar & Stéphane Goutte & Amir Hasnaoui & Amine Marouane & Héla Mzoughi, 2023. "The Ramadan effect on commodity and stock markets integration," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(3), pages 269-293, April.
• Johannes Kabderian Dreyer & Mateus Moreira & William T. Smith & Vivek Sharma, 2023. "Do environmental, social and governance practices affect portfolio returns? Evidence from the US stock market from 2002 to 2020," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(1), pages 37-61, January.
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• Yannis Thalassinos, 2023. "Crowdfunding: A Different Approach to Investment," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 318-333.
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• Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
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• Lise Clain‐Chamosset‐Yvrard & Xavier Raurich & Thomas Seegmuller, 2023. "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1443-1473, September.
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• Heriat Bouthaina & Benbrahim Elghali, 2023. "The impact of the brand portfolio on the market value of company’s shares “The case of The Walt Disney Company 1991-2020”," Post-Print hal-04183439, HAL.
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• Si Mohammed, Kamel & Tedeschi, Marco & Mallek, Sabrine & Tarczyńska-Łuniewska, Małgorzata & Zhang, Anqi, 2023. "Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash," Resources Policy, Elsevier, vol. 85(PA).
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• Hélène Halconruy, 2023. "The insider trading problem in a jump-binomial model," Post-Print hal-04346427, HAL.
• Sultan Sikandar Mirza & Tanveer Ahsan & Bakr Al-Gamrh & Muhammad Ansar Majeed & Fazal Muhammad, 2023. "The impact of economic policy uncertainty on corporate innovation in China: the role of family ownership and political connections," Post-Print hal-04388100, HAL.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023. "Does green improve portfolio optimisation?," Energy Economics, Elsevier, vol. 124(C).
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• Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).
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• Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for money: Social media and mutual fund flows," Economics Working Papers 1846, Department of Economics and Business, Universitat Pompeu Fabra.
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• Lise Clain‐Chamosset‐Yvrard & Xavier Raurich & Thomas Seegmuller, 2023. "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1443-1473, September.
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  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020. "Are the liquidity and collateral roles of asset bubbles different?," Working Papers 2013, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Lise Clain‐chamosset‐yvrard & Xavier Raurich & Thomas Seegmuller, 2023. "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Post-Print hal-04069774, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020. "Are the liquidity and collateral roles of asset bubbles different?," Working Papers halshs-02536396, HAL.
• Benbekhti Seyf Eddine & Boulila Hadjer & Benbouziane Mohamed, 2023. "Islamic stocks, conventional stock market, or cryptocurrencies? Looking for a Safe Haven during Covid-19," Post-Print halshs-04521347, HAL.
• David B. Colwell & David Feldman & Wei Hu & Monique Pontier, 2023. "Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation," Working Papers hal-04382414, HAL.
• Biais, Bruno & Gersbach, Hans & Rochet, Jean Charles & von Thadden, Ernst-Ludwig & Villeneuve, Stéphane, 2023. "Money and Taxes Implement Dynamic Optimal Mechanisms," HEC Research Papers Series 1490, HEC Paris.
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• Eiblmeier, Sebastian, 2023. "Differential Effects of Unconventional Monetary Policy," Hannover Economic Papers (HEP) dp-707, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Judit Hevér & Péter Csóka, 2023. "The effect of funding liquidity regulation and ESG promotion on market liquidity," CERS-IE WORKING PAPERS 2307, Institute of Economics, Centre for Economic and Regional Studies.
• Manuel Benazić & Gordana Kordić, 2023. "Modeliranje I Prognoziranje Volatilnosti Sektorskih Indeksa Zagrebačke Burze: Multivarijatni Garch Model," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 74(5), pages 663-700.
• Dahlström, Petter & Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas & Lu, Emma Rui, 2023. "Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks," Working Paper Series in Economics and Institutions of Innovation 492, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Shi, Song & Wu, Shuping & Yang, Zan, 2023. "Competitive Advantages of Hong Kong Land Development Firms in Mainland China: A Tale of Initial Success and Subsequent Decline," Working Paper Series 23/8, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Carlsson Hauff, Jeanette & Hermansson, Cecilia, 2023. "“Buy him some Tesla stocks for his baptism”: Gender differences among young savers," Working Paper Series 23/12, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, revised 19 Sep 2024.
• Fjærvik, Thomas, 2023. "Crash risk in the Nordic Stock Market - a cross-sectional analysis," Discussion Papers 2023/5, Norwegian School of Economics, Department of Business and Management Science.
• Ringstad, Ingrid Emilie Flessum & Tselika, Kyriaki, 2023. "Time and frequency dynamics of connectedness between green bonds, clean energy markets and carbon prices," Discussion Papers 2023/18, Norwegian School of Economics, Department of Business and Management Science.
• Drin, Svitlana & Mazur, Stepan & Muhinyuza, Stanislas, 2023. "A test on the location of tangency portfolio for small sample size and singular covariance matrix," Working Papers 2023:11, Örebro University, School of Business.
• Joseph S. Briggs & David Cesarini & Sean Chanwook Lee & Erik Lindqvist & Robert Östling, 2023. "Financial Windfalls, Portfolio Allocations, and Risk Preferences," NBER Working Papers 31864, National Bureau of Economic Research, Inc.
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• Vega, Alejandro, 2023. "Essays on Health, Labor Market Behavior, and Economic Incentives," Umeå Economic Studies 1018, Umeå University, Department of Economics.
• OGAWA, Eiji & SHIMIZU, Junko & LUO, Pengfei, 2023. "Effects of Us Interest Rate Hike and Global Risk on Daily Capital Flows in Emerging Market Countries," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 57(1), pages 1-31, October.
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• Collins C Ngwakwe, 2023. "Stock Market Price Effect of the Silicon Valley Bank Failure - A Pre and Within Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 75-82, June.
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• Nevi Danila, 2023. "The Asymme The Asymmetric Ex Tric Exchange Ra Ange Rate Pass-Through T Ass-Through To Inflation In The Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 125-144, March.
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• Raquel M. Gaspar & Xu Jiaming, 2023. "Consumer Confidence and Stock Markets' Returns," Working Papers REM 2023/0292, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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• Dilip B. Madan & King Wang, 2023. "The valuation of corporations: a derivative pricing perspective," Annals of Finance, Springer, vol. 19(1), pages 1-21, March.
• Dorsaf Cherif & Emmanuel Lépinette, 2023. "No-arbitrage conditions and pricing from discrete-time to continuous-time strategies," Annals of Finance, Springer, vol. 19(2), pages 141-168, June.
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• Wolfgang Schadner & Sebastian Lang, 2023. "The value of expected return persistence," Annals of Finance, Springer, vol. 19(4), pages 449-476, December.
• Veeravel. V & A. Balakrishnan, 2023. "Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 37-48, March.
• S. Pavithra & Parthajit Kayal, 2023. "A Study of Investment Style Timing of Mutual Funds in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 49-72, March.
• L. Alamelu & Nisha Goyal, 2023. "Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 165-188, March.
• Babita Panda & Ajaya Kumar Panda & Pradiptarathi Panda, 2023. "Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 259-272, March.
• Hema Divya Kantamaneni & Vasudeva Reddy Asi, 2023. "Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 247-258, March.
• Dilip B. Madan & King Wang, 2023. "Measuring Dependence in a Set of Asset Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 363-385, June.
• Weiju Young & Junming Hsu & Peng-Yu Gao & Tzu-Ju Yang, 2023. "Industry Competition, Market Shares, and the Long-Run Performance of SEO Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 845-867, December.
• Eugen Alberti & Tim Alexander Herberger & Manuela Ender, 2023. "Short-Term Stock Performance of Health Care Companies in Times of Viral Epidemics and Pandemics," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(2), pages 131-148, September.
• Christos I. Giannikos & Efstathia D. Korkou, 2023. "Gender and Risk-Taking in the Building of U.S. Retirement Wealth," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(4), pages 259-274, December.
• Awatef Ourir & Elie Bouri & Essahbi Essaadi, 2023. "Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 197-231, January.
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• Bart Dees & Theo Nijman & Arthur Soest, 2023. "Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models," De Economist, Springer, vol. 171(3), pages 267-302, September.
• Miklesh Yadav & Nandita Mishra & Shruti Ashok, 2023. "Dynamic connectedness of green bond with financial markets of European countries under OECD economies," Economic Change and Restructuring, Springer, vol. 56(1), pages 609-631, February.
• Tamara Teplova & Mikova Evgeniia & Qaiser Munir & Nataliya Pivnitskaya, 2023. "Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints," Economic Change and Restructuring, Springer, vol. 56(1), pages 515-535, February.
• Tam Hoang-Nhat Dang & Nhan Thien Nguyen & Duc Hong Vo, 2023. "Sectoral volatility spillovers and their determinants in Vietnam," Economic Change and Restructuring, Springer, vol. 56(1), pages 681-700, February.
• Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2023. "Skewness expectations and portfolio choice," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
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• Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023. "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 339-356, April.
• Marco Di Francesco & Roberta Simonella, 2023. "A stochastic Asset Liability Management model for life insurance companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 61-94, March.
• Marcelo Lewin & Carlos Heitor Campani, 2023. "Constrained portfolio strategies in a regime-switching economy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 27-59, March.
• Tobias Wiest, 2023. "Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 95-114, March.
• Rim Bernoussi & Michael Rockinger, 2023. "Rebalancing with transaction costs: theory, simulations, and actual data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(2), pages 121-160, June.
• Adlane Haffar & Éric Le Fur & Mohamed Khordj, 2023. "Securitization of pandemic risk by using coronabond," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(2), pages 209-229, June.
• Joshua Traut, 2023. "What we know about the low-risk anomaly: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 297-324, September.
• Kevin Rink, 2023. "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 403-456, December.
• R. Balasubramanian & Brajesh Kumar, 2023. "Equity Home Bias in Emerging and Advanced Economies: Trend Before and During COVID-19," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 261-275, November.
• Ying Fan & Abdullah Yavas, 2023. "Price Dynamics in Public and Private Commercial Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 150-190, July.
• Christopher S. Hayter & Albert N. Link & Matthew Schaffer, 2023. "Identifying the emergence of academic entrepreneurship within the technology transfer literature," The Journal of Technology Transfer, Springer, vol. 48(5), pages 1800-1812, October.
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• Junyong Lee & Kyounghun Lee & Frederick Dongchuhl Oh, 2023. "Religion and Equity Home Bias," Open Economies Review, Springer, vol. 34(5), pages 1015-1038, November.
• Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Härdle, 2023. "Hedging cryptocurrency options," Review of Derivatives Research, Springer, vol. 26(1), pages 91-133, April.
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• Huai-Chun Lo & Chia-Ying Chan, 2023. "Mean reverting in stock ratings distribution," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1065-1097, April.
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• Bai, Fan & Zhang, Yaqi & Chen, Zhonglu & Li, Yan, 2023. "The volatility of daily tug-of-war intensity and stock market returns," Finance Research Letters, Elsevier, vol. 55(PA).
• Xia, Yufei & Shi, Zhengxu & Du, Xiaoying & Niu, Mengyi & Cai, Rongjiang, 2023. "Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications," Finance Research Letters, Elsevier, vol. 55(PA).
• Ardia, David & Bluteau, Keven & Lortie-Cloutier, Gabriel & Duy Tran, Thien, 2023. "Factor exposure heterogeneity in green and brown stocks," Finance Research Letters, Elsevier, vol. 55(PA).
  • David Ardia & Keven Bluteau & Gabriel Lortie-Cloutier & Thien-Duy Tran, 2023. "Factor Exposure Heterogeneity in Green and Brown Stocks," Papers 2302.11729, arXiv.org, revised Apr 2023.
• Yousaf, Imran & Goodell, John W., 2023. "Responses of US equity market sectors to the Silicon Valley Bank implosion," Finance Research Letters, Elsevier, vol. 55(PB).
• Huynh, Nhan & Phan, Hoa, 2023. "Emotions in the crypto market: Do photos really speak?," Finance Research Letters, Elsevier, vol. 55(PB).
• Pan, Qunxing & Li, Peng & Du, Xiuli, 2023. "An improved FIGARCH model with the fractional differencing operator (1-νL)d," Finance Research Letters, Elsevier, vol. 55(PB).
• Chang, Danting & Li, Feng, 2023. "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, vol. 55(PB).
• Naeem, Muhammad Abubakr & Iqbal, Najaf & Karim, Sitara & Lucey, Brian M., 2023. "From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets," Finance Research Letters, Elsevier, vol. 55(PB).
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023. "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, vol. 56(C).
• Man, Yuanyuan & Zhang, Sunpei & Liu, Jianing, 2023. "Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds," Finance Research Letters, Elsevier, vol. 56(C).
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023. "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, vol. 56(C).
• Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023. "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, vol. 56(C).
• Cho, Hyunkwon & Choi, Ga-Young & Lee, Joonil, 2023. "The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market," Finance Research Letters, Elsevier, vol. 56(C).
• Kumar, Anoop S & Padakandla, Steven Raj, 2023. "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, vol. 56(C).
• Zhang, Jiaming & Zou, Yang & Xiang, Yitian & Guo, Songlin, 2023. "Climate change and Japanese economic policy uncertainty: Asymmetric analysis," Finance Research Letters, Elsevier, vol. 56(C).
• Ardakani, Omid M., 2023. "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, vol. 57(C).
• Lai, Yu-Sheng, 2023. "Economic evaluation of dynamic hedging strategies using high-frequency data," Finance Research Letters, Elsevier, vol. 57(C).
• Chancharat, Surachai & Sinlapates, Parichat, 2023. "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, vol. 57(C).
• Boroumand, Raphaël Homayoun & Porcher, Thomas, 2023. "Volatility contagion and connectedness between WTI and commodity markets," Finance Research Letters, Elsevier, vol. 58(PA).
• Yang, Ann Shawing, 2023. "Regret sensitivity and stock certificate loss reporting: Evidence from Taiwan," Finance Research Letters, Elsevier, vol. 58(PA).
• Song, Ziyu & Wu, Shan, 2023. "Post financial forecasting game theory and decision making," Finance Research Letters, Elsevier, vol. 58(PA).
• Neururer, Thaddeus, 2023. "Variance risk premiums and aging firms," Finance Research Letters, Elsevier, vol. 58(PA).
• Bang, Jeongseok & Ryu, Doojin & Webb, Robert I., 2023. "ESG controversy as a potential asset-pricing factor," Finance Research Letters, Elsevier, vol. 58(PA).
• Goodell, John W. & Yadav, Miklesh Prasad & Ruan, Junhu & Abedin, Mohammad Zoynul & Malhotra, Nidhi, 2023. "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war," Finance Research Letters, Elsevier, vol. 58(PA).
• Serrano, Rafael, 2023. "Climbing the income ladder: Search and investment in a regime-switching affine income model," Finance Research Letters, Elsevier, vol. 58(PA).
• Niszczota, Paweł & Abbas, Sami, 2023. "GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice," Finance Research Letters, Elsevier, vol. 58(PA).
• He, Mengxi & Shen, Lihua & Zhang, Yaojie & Zhang, Yi, 2023. "Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor," Finance Research Letters, Elsevier, vol. 58(PA).
• Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023. "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, vol. 58(PB).
• Fu, Hsiao-Peng & Hua, Wei, 2023. "On the relationship between sentiment gap and A-share premium in China," Finance Research Letters, Elsevier, vol. 58(PB).
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023. "Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications," Finance Research Letters, Elsevier, vol. 58(PB).
• Kovvuri, Veera Raghava Reddy & Fu, Hsuan & Fan, Xiuyi & Seisenberger, Monika, 2023. "Fund performance evaluation with explainable artificial intelligence," Finance Research Letters, Elsevier, vol. 58(PB).
• Aiken, Adam L. & Kang, Minjeong, 2023. "Hedge fund manager timing and selectivity skill over time. A holdings-based estimate," Finance Research Letters, Elsevier, vol. 58(PB).
• Pan, Qunxing & Sun, Yujia, 2023. "Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 58(PB).
• Cai, Chen & Wang, Jinjing, 2023. "Does military leadership regulate sin investments? Evidence from property/casualty insurance industry," Finance Research Letters, Elsevier, vol. 58(PC).
• Yun, Jaesun & Kwon, Kyung Yoon, 2023. "Biweekly performance of low-risk anomalies over the FOMC cycle," Finance Research Letters, Elsevier, vol. 58(PC).
• Barua, Ronil & Sharma, Anil K., 2023. "Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach," Finance Research Letters, Elsevier, vol. 58(PC).
• Ghorbali, Bassem & Kaabia, Olfa & Naoui, Kamel & Urom, Christian & Slimane, Ikrame Ben, 2023. "Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war," Finance Research Letters, Elsevier, vol. 58(PC).
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2023. "Regression, multicollinearity and Markowitz," Finance Research Letters, Elsevier, vol. 58(PC).
• Wang, Shuo & Li, Chengyou & Wang, Zeru & Sun, Guanglin, 2023. "Digital skills and household financial asset allocation," Finance Research Letters, Elsevier, vol. 58(PC).
• Wang, Qian & Zhou, Chunyan & Wang, Lei & Wei, Yu, 2023. "End-word tones of stock names and stock price anomalies: Empirical evidence from China's IPO markets," Finance Research Letters, Elsevier, vol. 58(PC).
• Wahyono, Budi & Rapih, Subroto & Boungou, Whelsy, 2023. "Unleashing the wordsmith: Analysing the stock market reactions to the launch of ChatGPT in the US Education sector," Finance Research Letters, Elsevier, vol. 58(PC).
• Yang, Jie & Feng, Yun, 2023. "Market inefficiency spillover network across different regimes," Finance Research Letters, Elsevier, vol. 58(PC).
• Sheenan, Lisa, 2023. "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, vol. 58(PC).
  • Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.
• Gupta, Gaurav, 2023. "Geopolitical risk and investment-cash flow sensitivity: An empirical analysis for Indian business group-affiliated firms and non-business group-affiliated firms," Finance Research Letters, Elsevier, vol. 58(PD).
• Zhou, Yacheng & Huo, Weidong & Bo, Lan & Chen, Xiaoxian, 2023. "Impact and mechanism analysis of ESG ratings on the efficiency of green technology innovation," Finance Research Letters, Elsevier, vol. 58(PD).
• Durán-Santomil, Pablo & Otero-González, Luis & Domingues, Renato & Leite, Paulo, 2023. "Can managers’ characteristics explain European bond mutual fund performance?," Finance Research Letters, Elsevier, vol. 58(PD).
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023. "Unveiling the diversification capabilities of carbon markets in NFT portfolios," Finance Research Letters, Elsevier, vol. 58(PD).
• Nakamura, Kazuki, 2023. "How does a change in downside risk affect optimal demand for a risky asset?: Comparative statics on Tail Conditional Expectation," Finance Research Letters, Elsevier, vol. 58(PD).
• Rubio, Gonzalo & Serrano, Pedro & Vaello-Sebastià, Antoni, 2023. "The international integration of the term structure of expected market risk premia," Finance Research Letters, Elsevier, vol. 58(PD).
• Ainsworth, Andrew & Lee, Adrian D., 2023. "Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns," Journal of Financial Markets, Elsevier, vol. 62(C).
• Ashour, Samar & Hao, Grace Qing & Harper, Adam, 2023. "Investor sentiment, style investing, and momentum," Journal of Financial Markets, Elsevier, vol. 62(C).
• Qiu, Zhigang & Wang, Yanyi & Zhang, Shunming, 2023. "Market power, ambiguity, and market participation," Journal of Financial Markets, Elsevier, vol. 62(C).
• Alexander, Carol & Deng, Jun & Feng, Jianfen & Wan, Huning, 2023. "Net buying pressure and the information in bitcoin option trades," Journal of Financial Markets, Elsevier, vol. 63(C).
  • Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan, 2021. "Net Buying Pressure and the Information in Bitcoin Option Trades," Papers 2109.02776, arXiv.org, revised Mar 2022.
• Faias, José Afonso, 2023. "Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation," Journal of Financial Markets, Elsevier, vol. 63(C).
• El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo, 2023. "The Bank of Japan's equity purchases and stock illiquidity," Journal of Financial Markets, Elsevier, vol. 63(C).
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023. "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, vol. 63(C).
• Boos, Dominik & Grob, Linus, 2023. "Tracking speculative trading," Journal of Financial Markets, Elsevier, vol. 64(C).
• Isaenko, Sergey, 2023. "Transaction costs, frequent trading, and stock prices," Journal of Financial Markets, Elsevier, vol. 64(C).
• Barinov, Alexander, 2023. "Profitability anomaly and aggregate volatility risk," Journal of Financial Markets, Elsevier, vol. 64(C).
• Chen, Qiang & Han, Yu, 2023. "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, vol. 64(C).
• Kothari, Pratik & O’Doherty, Michael S., 2023. "Job postings and aggregate stock returns," Journal of Financial Markets, Elsevier, vol. 64(C).
• Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David, 2023. "Common short selling and excess comovement: Evidence from a sample of LSE stocks," Journal of Financial Markets, Elsevier, vol. 65(C).
  • Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020. "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics 2066, Faculty of Economics, University of Cambridge.
• Saadon, Yossi & Schreiber, Ben Z., 2023. "Newspapers tone and the overnight-intraday stock return anomaly," Journal of Financial Markets, Elsevier, vol. 65(C).
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2023. "The disappearing profitability of volatility-managed equity factors," Journal of Financial Markets, Elsevier, vol. 65(C).
• Altieri, Michela & Schnitzler, Jan, 2023. "Quarterly investment spikes, stock returns, and the investment factor," Journal of Financial Markets, Elsevier, vol. 66(C).
• Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R., 2023. "Price bands and their effects on equity markets: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, vol. 66(C).
• Martineau, Charles & Zoican, Marius, 2023. "Retail trading and analyst coverage," Journal of Financial Markets, Elsevier, vol. 66(C).
• Wang, Albert Y. & Young, Michael, 2023. "Mood, attention, and household trading: Evidence from terrorist attacks," Journal of Financial Markets, Elsevier, vol. 66(C).
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023. "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, vol. 65(C).
• Hattori, Takahiro & Yoshida, Jiro, 2023. "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, vol. 65(C).
• Ee, Mong Shan & Huang, He & Cheng, Mingying, 2023. "Do labor mobility restrictions affect debt maturity?," Journal of Financial Stability, Elsevier, vol. 66(C).
• Ahrens, Steffen & Bitter, Lea & Bosch-Rosa, Ciril, 2023. "Coordination under loss contracts," Games and Economic Behavior, Elsevier, vol. 137(C), pages 270-293.
  • Ahrens, Steffen & Bitter, Lea & Bosch-Rosa, Ciril, 2020. "Coordination under Loss Contracts," Rationality and Competition Discussion Paper Series 256, CRC TRR 190 Rationality and Competition.
• Zhang, Hanyu & Assereto, Martina & Byrne, Julie, 2023. "Deferring real options with solar renewable energy certificates," Global Finance Journal, Elsevier, vol. 55(C).
• Chauvet, Marcelle & Jiang, Cheng, 2023. "Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S," Global Finance Journal, Elsevier, vol. 55(C).
• Chazi, Abdelaziz & Samet, Anis & Azad, A.S.M. Sohel, 2023. "Volatility and correlation of Islamic and conventional indices during crises," Global Finance Journal, Elsevier, vol. 55(C).
• Le, Thanh Dat, 2023. "Active mutual funds: Beware of smart beta ETFs!," Global Finance Journal, Elsevier, vol. 56(C).
• Fooladi, Iraj J. & Hebb, Gregory, 2023. "Drivers of differences in performance of ESG-focused funds relative to their underlying benchmarks," Global Finance Journal, Elsevier, vol. 56(C).
• Dai, Bochuan & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2023. "Lottery stocks and stop-loss rules," Global Finance Journal, Elsevier, vol. 56(C).
• López, Raquel & Sevillano, María Caridad & Jareño, Francisco, 2023. "Uncertainty and US stock market dynamics," Global Finance Journal, Elsevier, vol. 56(C).
• Miwa, Kotaro, 2023. "Informational role of analyst and investor days," Global Finance Journal, Elsevier, vol. 56(C).
• Billah, Mabruk & Balli, Faruk & Hoxha, Indrit, 2023. "Extreme connectedness of agri-commodities with stock markets and its determinants," Global Finance Journal, Elsevier, vol. 56(C).
• Ye, Zhengke & Jiang, Danling & Luo, Yunfeng, 2023. "Factor beta, overnight and intraday expected returns in China," Global Finance Journal, Elsevier, vol. 56(C).
• Valadkhani, Abbas, 2023. "Asymmetric downside risk across different sectors of the US equity market," Global Finance Journal, Elsevier, vol. 57(C).
• Leite, Brian J. & Uysal, Vahap B., 2023. "Does ESG matter to investors? ESG scores and the stock price response to new information," Global Finance Journal, Elsevier, vol. 57(C).
• Ren, Boru & Lucey, Brian & Luo, Qirui, 2023. "An examination of green bonds as a hedge and safe haven for international equity markets," Global Finance Journal, Elsevier, vol. 58(C).
• Muñoz Mendoza, Jorge A. & Ferreira, Guillermo & Márquez Sanders, Vicente A., 2023. "Liquidity spillovers in the global stock markets: Lessons for risk management," Global Finance Journal, Elsevier, vol. 58(C).
• Bao, May Xiaoyan & Crabtree, Aaron & Morris, Marc & Wan, Huishan, 2023. "Equity misvaluation and debt markets," Global Finance Journal, Elsevier, vol. 58(C).
• Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
  • Martijn A. Boermans & John D. Burger, 2020. "Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor," Working Papers 676, DNB.
• Converse, Nathan & Mallucci, Enrico, 2023. "Differential treatment in the bond market: Sovereign risk and mutual fund portfolios," Journal of International Economics, Elsevier, vol. 145(C).
  • Nathan Converse & Enrico Mallucci, 2019. "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers 1261, Board of Governors of the Federal Reserve System (U.S.).
• Goldberg, Linda S. & Krogstrup, Signe, 2023. "International capital flow pressures and global factors," Journal of International Economics, Elsevier, vol. 146(C).
  • Linda S. Goldberg & Signe Krogstrup, 2022. "International Capital Flow Pressures and Global Factors," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
  • Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
  • Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," Staff Reports 1051, Federal Reserve Bank of New York.
  • Krogstrup, Signe & Goldberg, Linda S., 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
• Xie, Lin & Chen, Lv & Qian, Linyi & Li, Danping & Yang, Zhixin, 2023. "Optimal investment and consumption strategies for pooled annuity with partial information," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 129-155.
• Belzunce, Félix & Martínez-Riquelme, Carolina, 2023. "A new stochastic dominance criterion for dependent random variables with applications," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 165-176.
• Li, Xun & Yu, Xiang & Zhang, Qinyi, 2023. "Optimal consumption and life insurance under shortfall aversion and a drawdown constraint," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 25-45.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan, 2023. "Portfolio choice with illiquid asset for a loss-averse pension fund investor," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 60-83.
• Xing, Jie & Ma, Jingtang & Yang, Wensheng, 2023. "Optimal entry decision of unemployment insurance under partial information," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 31-52.
• Mi, Hui & Xu, Zuo Quan, 2023. "Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 82-105.
• Yan, Tingjin & Han, Jinhui & Ma, Guiyuan & Siu, Chi Chung, 2023. "Dynamic asset-liability management with frictions," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 57-83.
• Fischer, Marcel & Jensen, Bjarne Astrup & Koch, Marlene, 2023. "Optimal retirement savings over the life cycle: A deterministic analysis in closed form," Insurance: Mathematics and Economics, Elsevier, vol. 112(C), pages 48-58.
• Chen, Damiaan H.J. & Beetsma, Roel M.W.J. & van Wijnbergen, Sweder J.G., 2023. "Intergenerational sharing of unhedgeable inflation risk," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 140-160.
  • Chen, Damiaan & Beetsma, Roel & van Wijnbergen, Sweder, 2022. "Intergenerational Sharing of Unhedgeable Inflation Risk," CEPR Discussion Papers 17720, C.E.P.R. Discussion Papers.
  • Damiaan H.J. Chen & Roel M.W.J. Beetsma & Sweder J.G. van Wijnbergen, 2022. "Intergenerational Sharing ofUnhedgeable Inflation Risk," Tinbergen Institute Discussion Papers 22-088/IV, Tinbergen Institute.
• Han, Xia & Lin, Liyuan & Wang, Ruodu, 2023. "Diversification quotients based on VaR and ES," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 185-197.
• Siu, Tak Kuen, 2023. "European option pricing with market frictions, regime switches and model uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 233-250.
• Wang, Ning & Zhang, Yumo, 2023. "Robust optimal asset-liability management with mispricing and stochastic factor market dynamics," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 251-273.
• Peng, Xingchun & Li, Baihui, 2023. "Optimal investment, consumption and life insurance purchase with learning about return predictability," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 70-95.

2022

• Cimadomo, Jacopo, 2022. "Risk sharing in the euro area: a focus on the public channel and the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, vol. 7.
• Budnik, Katarzyna, 2022. "Using regulatory stress tests to support prudential policy-making," Macroprudential Bulletin, European Central Bank, vol. 17.
• Durrani, Agha & Ponte Marques, Aurea & Giraldo, Giacomo & Pancaro, Cosimo & Panos, Jiri & Zaharia, Alina, 2022. "Does the disclosure of stress test results affect market behaviour?," Macroprudential Bulletin, European Central Bank, vol. 17.
• Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022. "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series 295, European Central Bank.
• Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022. "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series 302, European Central Bank.
• Cimadomo, Jacopo & Gordo Mora, Esther & Palazzo, Alessandra Anna, 2022. "Enhancing private and public risk sharing: lessons from the literature and reflections on the COVID-19 crisis," Occasional Paper Series 306, European Central Bank.
• Paz-Pardo, Gonzalo, 2022. "Younger generations and the lost dream of home ownership," Research Bulletin, European Central Bank, vol. 91.
• Ryan, Ellen, 2022. "Are fund managers rewarded for taking cyclical risks?," Working Paper Series 2652, European Central Bank.
• Gyoengyi Loranth & Anatoli Segura & Jing Zeng, 2022. "Voluntary support and ring-fencing in cross-border banks," Temi di discussione (Economic working papers) 1373, Bank of Italy, Economic Research and International Relations Area.
  • Loranth, Gyongyi & Segura, Anatoli & Zeng, Jing, 2022. "Voluntary Support and Ring-Fencing in Cross-border Banks," Working Paper Series 2688, European Central Bank.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022. "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series 2711, European Central Bank.
• Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022. "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series 2732, European Central Bank.
• Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022. "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series 2737, European Central Bank.
• Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022. "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.
  • Capotă, Laura-Dona & Giuzio, Margherita & Kapadia, Sujit & Salakhova, Dilyara, 2022. "Are ethical and green investment funds more resilient?," Working Paper Series 2747, European Central Bank.
• Lyonnet, Victor & Stern, Lea H., 2022. "Venture Capital (Mis)allocation in the Age of AI," Working Paper Series 2022-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Melone, Alessandro & Randl, Otto & Sogner, Leopold & Zechner, Josef, 2022. "Stock-Oil Comovement: Fundamentals or Financialization?," Working Paper Series 2022-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022. "Expert Network Calls," Working Paper Series 2022-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2025. "Internationalizing Like China," American Economic Review, American Economic Association, vol. 115(3), pages 864-902, March.
  • Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2022. "Internationalizing Like China," NBER Working Papers 30336, National Bureau of Economic Research, Inc.
  • Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," Research Papers 4019, Stanford University, Graduate School of Business.
  • Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," SocArXiv r2msa, Center for Open Science.
  • Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2023. "Internationalizing Like China," CEPR Discussion Papers 17781, C.E.P.R. Discussion Papers.
• Antonios Evangelou & Sune Ferreira-Schenk & Lorainne Ferreira & Elizabeth Bothma, 2022. "Investment Risk Tolerance amongst South African University Students in the Vaal Triangle Area," International Journal of Economics and Financial Issues, Econjournals, vol. 12(1), pages 13-23.
• Hammadi Zouari, 2022. "On the Effectiveness of Stock Index Futures for Tail Risk Protection," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 38-52, May.
• Zandri Dickason-Koekemoer & Sune Ferreira-Schenk, 2022. "Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors," International Journal of Economics and Financial Issues, Econjournals, vol. 12(4), pages 84-90, July.
• Evodia Mankuroane & Wilme van Heerden & Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2022. "Psychological and Behavioural Drivers of Short-Term Investment Intentions," International Journal of Economics and Financial Issues, Econjournals, vol. 12(4), pages 19-27, July.
• Jyothi Chittineni, 2022. "A Study on Cryptocurrency Investors Purchase Intentions: Revisiting the Brand Personality Theory," International Journal of Economics and Financial Issues, Econjournals, vol. 12(4), pages 28-33, July.
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• Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv, 2022. "When Shareholders Disagree: Trading after Shareholder Meetings," The Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1813-1867.
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• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
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• Martínez Vargas, Agustín María & Edilson Hernández, Marcos & Velásquez Cerón, Omar, 2022. "Evaluación de las decisiones financieras operacionales que generan flujo de caja en las MIPYMES [Evaluation of Operational Financial Decisions that Generate Cash Flow in Msmes]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 60-82, December.
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• Gerasimos G. Rompotis, 2022. "The ESG ETFs in the UK," Journal of Asset Management, Palgrave Macmillan, vol. 23(2), pages 114-129, March.
• Seungho Lee, 2022. "The COVID-19 pandemic, short-sale ban, and market efficiency: empirical evidence from the European equity markets," Journal of Asset Management, Palgrave Macmillan, vol. 23(2), pages 156-171, March.
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• Paladino, Giovanna, 2022. "Ask a question, get an answer. A study of the framing effect on financial literacy in Italy," MPRA Paper 112168, University Library of Munich, Germany.
• Pedini, Luca & Severini, Sabrina, 2022. "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper 112339, University Library of Munich, Germany.
• Godwin, Alexander, 2022. "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper 112509, University Library of Munich, Germany.
• Godwin, Alexander, 2022. "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper 112510, University Library of Munich, Germany.
• Pastén, Boris & Tapia, Pablo & Sepúlveda, Jorge, 2022. "Returns in US copper companies the face of the volatility and stringency of COVID-19," MPRA Paper 112574, University Library of Munich, Germany.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022. "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper 112747, University Library of Munich, Germany.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022. "Earthquakes in Chile-Peru and the price of copper," MPRA Paper 113078, University Library of Munich, Germany.
• Ramos Murillo, Erick, 2022. "Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020," MPRA Paper 113145, University Library of Munich, Germany.
• Shah, Anand & Bahri, Anu, 2022. "Metanomics: Adaptive market and volatility behaviour in Metaverse," MPRA Paper 114442, University Library of Munich, Germany.
• Yang, Zixiu & Fantazzini, Dean, 2022. "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper 115508, University Library of Munich, Germany.
• Wang, Yijing, 2022. "A Liquidity-based Resolution to the Dividend Puzzle," MPRA Paper 115560, University Library of Munich, Germany.
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• Bojan Tomiæ & Saša Žikoviæ & Lorena Jovanoviæ, 2022. "Crypto portfolio optimization through lens of tail risk and variance measures," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 40(2), pages 297-312.
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• Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022. "Mandatory Pension Savings In Russia: Experience And Prospects [Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers w20220182, Russian Presidential Academy of National Economy and Public Administration.
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• Michael Heinrich Baumann, 2022. "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 279-325, June.
• Damiano Rossello, 2022. "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 343-374, June.
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• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022. "A cross-platform analysis of the equity crowdfunding Italian context: the role of intellectual capital," Electronic Commerce Research, Springer, vol. 22(2), pages 649-689, June.
• Zaghum Umar & Dennis Olson, 2022. "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, vol. 62(5), pages 2461-2513, May.
• Hasan Fehmi Baklaci & Tezer Yelkenci, 2022. "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 267-314, June.
• Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022. "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 631-651, December.
• Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
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• Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022. "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-15, December.
• Thorsten Lehnert, 2022. "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
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• Sebastian Jaimungal, 2022. "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, vol. 26(1), pages 103-129, January.
• Asaf Cohen & Yan Dolinsky, 2022. "A scaling limit for utility indifference prices in the discretised Bachelier model," Finance and Stochastics, Springer, vol. 26(2), pages 335-358, April.
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• Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022. "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, vol. 26(2), pages 217-266, April.
• Tahir Choulli & Sina Yansori, 2022. "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, vol. 26(3), pages 535-585, July.
• Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
• Henryk Zähle, 2022. "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, vol. 26(4), pages 825-875, October.
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• Alessandro Leardi, 2022. "Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 121-144, January.
• Barry R. Cobb & Tim Murray & Jeffrey S. Smith, 2022. "Adjustable consumption model for retirees to balance spending and risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 420-451, April.
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• Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
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• Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022. "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, volume 16, number 2, February.
• Moritz Voß, 2022. "A two-player portfolio tracking game," Mathematics and Financial Economics, Springer, volume 16, number 6, February.
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• Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
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• Robiyanto Robiyanto & Fanny Yunitaria, 2022. "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, vol. 2(2), pages 1-20, February.
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• Liu Min Shirley, 2022. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 103, pages 2501-2537, Springer.
• Matthew Brigida & Chin W. Yang & Ken Hung, 2022. "How Consistent Are the Judges of Portfolio Performance?," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 107, pages 2627-2631, Springer.
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• Jonathan Fletcher, 2022. "Evaluating Fund Performance Within the Stochastic Discount Factor Framework," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 13, pages 667-680, Springer.
• Fernando Gómez-Bezares & Fernando R. Gómez-Bezares, 2022. "An Analysis of Risk Treatment in the Field of Finance," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 60, pages 1397-1409, Springer.
• Rachel Calipha & Itzhak Venezia, 2022. "A Global Comparative Study of Impact Investments Research in Academic Institutions," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 84, pages 1963-1982, Springer.
• Matthew Muntifering, 2022. "Air Pollution, Investor Sentiment and Excessive Returns," Springer Books, in: Marielle de Jong & Dan diBartolomeo (ed.), Risks Related to Environmental, Social and Governmental Issues (ESG), pages 35-44, Springer.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai & Bo Bai, 2022. "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Invention Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-4.
• Han-Ching Huang & Shan-He Huang, 2022. "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-5.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai, 2022. "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Utility Model Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(4), pages 1-1.
• Mahfuza Khatun & K. M. Zahidul Islam, 2022. "“Beta†with “Size Premium†an Augmented Approach in the Frontier Equity Market: Evidence from Dhaka Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-5.
• Jacob H. Schmidt PhD & Charlie McCann, 2022. "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-6.
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• Jiří Kučera & Eva Kalinová & Lenka Divoká, 2022. "Profitability of current investments in stock indexes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(1), pages 420-434, September.
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• Paulo Pereira da Silva & Victor Mendes & Margarida Abreu, 2022. "The disposition effect among mutual fund participants: a re-examination," The European Journal of Finance, Taylor & Francis Journals, vol. 28(12), pages 1237-1256, August.
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• Oliver Borgards & Robert L. Czudaj, 2023. "Long‐short speculator sentiment in agricultural commodity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3511-3528, October.
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• Hong-Wen Tsai & Hui-Chung Che, 2022. "Patent Claim's Impact on Stock Return Rate Based on China Stock Market's Empirical Study," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(1), pages 27-46, July.
• Jan Nokkala, 2022. "High and Low Credit Risk in SME Portfolios: Evidence from Regulatory Risk Grade Dissemination," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(2), pages 25-34, December.
• Catherine Georgiou, 2022. "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(3), pages 24-37, December.
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• Daniel Dimitrov, 2022. "Intergenerational Risk Sharing with Market Liquidity Risk," Tinbergen Institute Discussion Papers 22-028/VI, Tinbergen Institute.
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• Campanale Claudio & Fugazza Carolina, 2022. "Preference for Wealth and Life Cycle Portfolio Choice," Working papers 075, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Virgilio Gianluca P. M. & Nixon Luis Más Caro & Rolando Nolverthy Minga Sarmiento & Jhanely Dávila Rivera & à talo Reátegui Díaz, 2022. "Credit risk and profitability of short-term deposit at Savings and Credit Cooperatives. The case of Peru [Riesgo crediticio y rentabilidad de depósitos a corto plazo en las cooperativas de ahorro ," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 142, pages 84396-84396.
• Yuriy Kleban & Tetiana Stasiuk, 2022. "Crypto Currency Price Forecast: Neural Network Perspectives," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 29-42.
• André Schmitt & Sandrine Spaeter, 2022. "Providing Pandemic Business Interruption Coverage with Double Trigger Cat Bonds," Working Papers of BETA 2022-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• André Schmitt & Sandrine Spaeter, 2022. "Pandémie et couverture des pertes d’exploitation : l’investisseur aux côtés de l’assureur et de l’Etat," Working Papers of BETA 2022-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022. "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers 2022-017, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Shukina Polina, 2022. "Factors of formation of dividend payment strategies," Working Papers 0043, Moscow State University, Faculty of Economics.
• Juan Imbet & Javier Gil-Bazo, 2022. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers 1366, Barcelona School of Economics.
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  • Juan Imbet & Javier Gil-Bazo, 2024. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers hal-04726330, HAL.
• Wenchao Li & Changcheng Song & Shu Xu & Junjian Yi, 2022. "High Sex Ratios and Household Portfolio Choice in China," Journal of Human Resources, University of Wisconsin Press, vol. 57(2), pages 465-490.
• Rinaldo Naci, 2022. "Market Participation:comparing the second generation of migrants fromEU countries and East Europe," Working Papers 2022:06, Department of Economics, University of Venice "Ca' Foscari".
• Michael Curran & Patrick O'Sullivan & Ryan Zalla, 2020. "Can Volatility Solve the Naive Portfolio Puzzle?," Papers 2005.03204, arXiv.org, revised Feb 2022.
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• László PáL, 2022. "Asset Allocation Strategies Using Covariance Matrix Estimators," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 10(1), pages 133-144, September.
• Kedžo Margareta Gardijan, 2022. "COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(2), pages 28-42, December.
• Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022. "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, vol. 8(2), pages 29-49, July.
• Marchewka-Bartkowiak Kamilla & Wiśniewski Marcin, 2022. "Energy tokens as digital instruments of financial investment," Economics and Business Review, Sciendo, vol. 8(3), pages 109-125, October.
• Williams Zach, 2022. "The Materiality Challenge of ESG Ratings," Economics and Culture, Sciendo, vol. 19(2), pages 97-108, December.
• Gibilaro Lucia & Mattarocci Gianluca, 2022. "Supply chain dynamics after the COVID-19 pandemic and stock market performance: Evidence from the US," Economics, Sciendo, vol. 10(2), pages 45-62, December.
• Daniluk Katarzyna, 2022. "Effectiveness of Investing in the Stocks of Renewable Energy Companies in Poland," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 15(1), pages 47-55, March.
• Trzebiński Artur A., 2022. "Mutual Funds’ Cost Persistence," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(2), pages 13-20, June.
• Waliszewski Krzysztof, 2022. "The impact of the COVID-19 pandemic on the personal finance - a comparative analysis of Poles and Slovaks," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(3), pages 80-87, September.
• Adaramola Anthony Olugbenga & Oyedeko Yusuf Olatunji, 2022. "Effect of Drawdown Strategy on Risk and Return in Nigerian Stock Market," Financial Markets, Institutions and Risks, Sciendo, vol. 6(3), pages 71-82, September.
• Jabłoński Bartłomiej & Kika Dorota, 2022. "The Impact of Macroeconomic Indicators on the Share Prices of Dividend Companies – A Comparative Analysis of Polish and US Issuers for the Period 2016–2020," Folia Oeconomica Stetinensia, Sciendo, vol. 22(2), pages 78-96, December.
• Nuhiu Artor & Aliu Florin & Peci Bedri, 2022. "Assessing the diversification risk of a single equity market: evidence from the largest European stock indexes," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(1), pages 3-16, March.
• Prusak Błażej & Potrykus Marcin, 2022. "Stock price reaction to an arrangement approval in restructuring proceedings – the case of Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(3), pages 279-298, September.
• Śliwiński Paweł & Ablewski Szymon & Gemra Kamil & Łukowski Michał, 2022. "Where is the missing value? Evidence from the game industry IPOs underpricing in Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 335-350, December.
• Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022. "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 351-370, December.
• Dumiter Florin Cornel & Turcaș Florin Marius, 2022. "Theoretical and empirical underpinnings regarding stock market forecasts and predictions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 32(1), pages 1-19, March.
• Kuveždić Marko & Dedi Lidija, 2022. "Insider Trading at Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Sciendo, vol. 25(1), pages 79-94.
• Malik Amina & Din Shahab Ud & Shafi Khuram & Butt Babar Zaheer & Aziz Haroon, 2022. "Accounting Discretion, Loan Loss Provision in Financial Distress: Evidence from Commercial Banks," Zagreb International Review of Economics and Business, Sciendo, vol. 25(2), pages 1-18.
• Kurnoga Nataša & Šimurina Nika & Fučkan Filip, 2022. "Performance Differences between ESG Indices and Conventional Market Indices: a Multivariate Analysis of Indices," Zagreb International Review of Economics and Business, Sciendo, vol. 25(s1), pages 85-103.
• Maciej Wysocki & Paweł Sakowski, 2022. "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers 2022-12, Faculty of Economic Sciences, University of Warsaw.
• Szymon Lis, 2022. "Investor Sentiment in Asset Pricing Models: A Review," Working Papers 2022-14, Faculty of Economic Sciences, University of Warsaw.
• Treb Allen & David Atkin, 2022. "Volatility and the Gains From Trade," Econometrica, Econometric Society, vol. 90(5), pages 2053-2092, September.
  • Treb Allen & David Atkin, 2016. "Volatility and the Gains from Trade," NBER Working Papers 22276, National Bureau of Economic Research, Inc.
• Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(01), pages 5-49, March.
  • Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers 29649, National Bureau of Economic Research, Inc.
• Aktham Maghyereh & Hussein Abdoh, 2022. "Connectedness Between Crude Oil And Us Equities: The Impact Of The Covid-19 Pandemic," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-30, December.
• Yousaf Ali Khan & Muneeb Ahmad, 2022. "Application from South Korea on the decomposition of the strategic procedure of IPO proceeds," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-15, December.
• Dilip B. Madan & King Wang, 2022. "Option Surface Statistics With Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(06), pages 1-16, September.
• Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
  • Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  • Massimo Guidolin & Alexei Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1890, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Greg Filbeck & Xin Zhao, 2022. "Glassdoor: Are the Top CEOs Representing the Best Investments," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-22, September.
• Jens H. E. Christensen & Signe Krogstrup, 2022. "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
• Jaden Jonghyuk Kim & Jung Hoon Lee & Shyam Venkatesan, 2022. "Why do Funds Make More When They Trade More?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-52, December.
• Haim Levy, 2022. "Stocks, Bonds, and the Investment Horizon:Decision-Making for the Long Run," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12665.
• Paulo Joquiño, 2022. "Backing the Bold:A Primer on Early-Stage Venture Capital in Southeast Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13095 edited by Yinglan Tan.
• Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), 2022. "Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0351.
• Richard D Bateson, 2022. "Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0358.
• Günter Bamberg & Sebastian Heiden, 2022. "Confounding the Return Notions Could Be Dangerous," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 2, pages 9-25, World Scientific Publishing Co. Pte. Ltd..
• Ralf Trost & Alexander Fox, 2022. "Emotionally Involved Investors — Is There Any Finance Theory Fitting to Ethical, Crowdfunding and Fan Bond Investors?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 3, pages 27-53, World Scientific Publishing Co. Pte. Ltd..
• Friedrich Thießen & Jörg Müller, 2022. "How Did Risk-Reduced Investment Strategies Perform During the Corona Crash? Lessons Learned from the Crisis for the Asset Management Industry," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 4, pages 55-77, World Scientific Publishing Co. Pte. Ltd..
• Susanne Homölle & Nikolas Höhnke & Ulf Hübenbecker & Philipp Winskowski, 2022. "The Growth of Social Banks, Investment Restrictions, and Excess Liquidity Risk," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 5, pages 79-101, World Scientific Publishing Co. Pte. Ltd..
• Ulrike Stopka, 2022. "Comparative Analysis of Determining the Risk-Adequate Cost of Capital for Regulated Network Operators in Network Industries," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 6, pages 103-135, World Scientific Publishing Co. Pte. Ltd..
• Benjamin Hammer & Nils Härtel & Suleiman Naiem & Bernhard Schwetzler, 2022. "Private Equity Investments and Value Creation in Small and Medium-Sized Enterprises," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 7, pages 137-170, World Scientific Publishing Co. Pte. Ltd..
• Steffi Höse & Stefan Huschens, 2022. "The Risk of the Unseen," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 8, pages 173-196, World Scientific Publishing Co. Pte. Ltd..
• Kerstin Bergk & Mario Brandtner & Wolfgang Kürsten, 2022. "Tail Nonlinearly Transformed Risk Measure as a Capital Constraint — A Better Choice for Bank Regulation Than Conditional Value-at-Risk?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 9, pages 197-218, World Scientific Publishing Co. Pte. Ltd..
• Lars Hengmith & Sophia Licht, 2022. "Objectification of Subjective Risk Assessments," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 10, pages 219-245, World Scientific Publishing Co. Pte. Ltd..
• Stefan Huschens & Gerhard Stahl, 2022. "Model Risk as Multiplicative Risk Factor," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 11, pages 247-267, World Scientific Publishing Co. Pte. Ltd..
• Krzysztof Jajuga, 2022. "Model Risk in Option Pricing — Estimation Risk of Volatility Parameter," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 12, pages 269-287, World Scientific Publishing Co. Pte. Ltd..
• Rainer Lasch & Karl Dietrich, 2022. "Reference Framework for Success Factors of Resilient Supply Chains and Practical Application on a Supply Chain Disruption," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 13, pages 289-312, World Scientific Publishing Co. Pte. Ltd..
• Katarzyna Kuziak & Krzysztof Piontek, 2022. "Assessment of the Systemic Risk in the German Banking Industry," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 14, pages 313-332, World Scientific Publishing Co. Pte. Ltd..
• Harald Kinateder & Niklas Wagner, 2022. "Oil and Stock Market Returns: Direction, Volatility or Liquidity?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 15, pages 335-351, World Scientific Publishing Co. Pte. Ltd..
• Sven Loßagk, 2022. "Risk Reduction by Law: An Assessment of the German Renewable Energy Sources Act," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 16, pages 353-377, World Scientific Publishing Co. Pte. Ltd..
• Andreas Horsch & Steffen Hundt, 2022. "Corporate Risk Management with Power Purchase Agreements," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 17, pages 379-400, World Scientific Publishing Co. Pte. Ltd..
• Thomas Burkhardt & Dominik Möhring, 2022. "The Christenson Gold Price Model Reconsidered," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 18, pages 401-415, World Scientific Publishing Co. Pte. Ltd..
• Siegfried Köstlmeier & Klaus Röder, 2022. "In Gold We Trust: Should German Investors Consider Gold in Stock Portfolios?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 19, pages 417-436, World Scientific Publishing Co. Pte. Ltd..
• Tony Klein & Thomas Walther, 2022. "Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 20, pages 437-452, World Scientific Publishing Co. Pte. Ltd..
• Mario Straßberger, 2022. "Cryptocurrencies as an Asset Class — Holding Bitcoin in German Equities Portfolios," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 21, pages 453-474, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Efficient Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Real Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 2, pages 21-38, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Discretionary Adventures," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 3, pages 39-96, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Systematic Profits," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 4, pages 97-132, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "The Factor Game," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 5, pages 133-147, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "AI Again," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 6, pages 149-172, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "ESG Investing," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 7, pages 173-186, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Towards Quantamental," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 8, pages 187-201, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Appendices," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 9, pages 203-249, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Introduction," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #1: Southeast Asia is Not Silicon Valley," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 2, pages 11-36, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #2: If You Think You are Aiming Big, You Need to Go Bigger," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 3, pages 37-67, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #3: Diversify, Diversify, Diversify," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 4, pages 69-91, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #4: Finding the Next Billion-Dollar Company Starts with Asking the Right Questions," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 5, pages 93-129, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #5: Always Have a Fresh Approach to Due Diligence," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 6, pages 131-163, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #6: Don’t Just Invest, Build Companies," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 7, pages 165-199, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #7: Growth is All About De-risking Failure," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 8, pages 201-237, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #8: Culture is a Leading Indicator of Startup Success," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 9, pages 239-276, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #9: Scaling is Growing by Doing More with Less," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 10, pages 277-305, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #10: Always Be Fundraising," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 11, pages 307-329, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #11: Building a Strong Board of Directors is about Balance, Not Control," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 12, pages 331-348, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #12: Finding Exits is an Exercise in Creativity," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 13, pages 349-398, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #13: There are Rules to Being Good, but No Rules to Being Great," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 14, pages 399-428, World Scientific Publishing Co. Pte. Ltd..
• Chen, An & Hieber, Peter & Sureth, Caren, 2022. "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research 273, arqus - Arbeitskreis Quantitative Steuerlehre.
• Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
  • Bilan, Andrada & Gündüz, Yalın, 2022. "CDS market structure and bond spreads," Discussion Papers 24/2022, Deutsche Bundesbank.
• Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022. "Information transmission between banks and the market for corporate control," Discussion Papers 29/2022, Deutsche Bundesbank.
  • Christian Bittner & Falko Fecht & Melissa Pala & Farzad Saidi, 2023. "Information Transmission between Banks and the Market for Corporate Control," ECONtribute Discussion Papers Series 250, University of Bonn and University of Cologne, Germany.
  • Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2023. "Information Transmission between Banks and the Market for Corporate Control," CEPR Discussion Papers 18362, C.E.P.R. Discussion Papers.
• Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
• Geiger, Sebastian, 2022. "Systemic risk buffer and residential real estate loans: The steering effect of sectoral buffer application," Technical Papers 04/2022, Deutsche Bundesbank.
• Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022. "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers 22-02, University of Cologne, Centre for Financial Research (CFR).
• Ammann, Manuel & Cochardt, Alexander Elmar & Straumann, Simon & Weigert, Florian, 2022. "Back to the roots: Ancestral origin and mutual fund manager portfolio choice," CFR Working Papers 22-04, University of Cologne, Centre for Financial Research (CFR).
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• Tischer, Johannes, 2022. "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics 264035, Verein für Socialpolitik / German Economic Association.
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• Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022. "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 128-135.
• Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022. "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 142-149.
• Laxman Tandan & Ananta Raj Kafle & Khageshyor Khanal, 2022. "An Econometric Analysis on Interest Rate Reforms and Financial Deepening," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(3), pages 3-22.
• Dejan Zivkov & Jelena Damnjanovic & Natasa Papic-Blagojevic, 2022. "Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 72(1), pages 50-70, March.
• Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023. "Robust portfolio optimization: a stochastic evaluation of worst-case scenarios," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(3), pages 2165525-216, December.
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• Golub, Alexander & Anda, Jon & Markandya, Anil & Brody, Michael & Celovic, Aldin & Kedaitiene, Angele, 2022. "Climate alpha and the global capital market," FEEM Working Papers 322792, Fondazione Eni Enrico Mattei (FEEM).
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• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022. "Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, February.
• Martien Lamers & Thomas Present & Rudi Vander Vennet, 2022. "Sovereign Exposures of European Banks: It Is Not All Doom," JRFM, MDPI, vol. 15(2), pages 1-24, February.
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• Usman Mehmood & Ephraim Bonah Agyekum & Hossam Kotb & Ahmad H. Milyani & Abdullah Ahmed Azhari & Salman Tariq & Zia ul Haq & Arif Ullah & Kashif Raza & Vladimir Ivanovich Velkin, 2022. "Exploring the Role of Communication Technologies, Governance, and Renewable Energy for Ecological Footprints in G11 Countries: Implications for Sustainable Development," Sustainability, MDPI, vol. 14(19), pages 1-13, October.
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• Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
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• Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
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• Bottasso, Anna & Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N., 2022. "Higher order risk attitudes of financial experts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
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• Philippe Bertrand & Jean-Luc Prigent, 2022. "Performance Participation Strategies: OBPP versus CPPP," Finance, Presses universitaires de Grenoble, vol. 43(1), pages 123-150.
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• Boungou, Whelsy & Yatié, Alhonita, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, vol. 215(C).
  • Whelsy BOUNGOU & Alhonita YATIE, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers 2022-06, Bordeaux School of Economics (BSE).
  • Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Post-Print hal-03675532, HAL.
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• Philippe Bertrand & Jean-Luc Prigent, 2022. "Performance Participation Strategies: OBPP versus CPPP," Finance, Presses universitaires de Grenoble, vol. 43(1), pages 123-150.
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• Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
  • Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722920, HAL.
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• Raphael Burkhardt & Urban Ulrych, 2022. "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series 22-07, Swiss Finance Institute.
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• Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 2-2022, Copenhagen Business School, Department of Economics.
  • Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022. "Risk transmission between green markets and commodities," CAMA Working Papers 2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Liu, Hongqi & Peng, Cameron & Wei, Xiong & Wei, Xiong, 2022. "Taming the bias zoo," LSE Research Online Documents on Economics 109301, London School of Economics and Political Science, LSE Library.
• An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," LSE Research Online Documents on Economics 113766, London School of Economics and Political Science, LSE Library.
• Ian W. R. Martin & Dimitris Papadimitriou, 2022. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," American Economic Review, American Economic Association, vol. 112(8), pages 2465-2517, August.
  • Martin, Ian & ,, 2019. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers 13857, C.E.P.R. Discussion Papers.
  • Martin, Ian & Papadimitriou, Dimitris, 2022. "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics 114340, London School of Economics and Political Science, LSE Library.
  • Martin, Ian & Papadimitriou, Dimitris, 2019. "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics 118936, London School of Economics and Political Science, LSE Library.
• Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2023. "Working from home and corporate real estate," Regional Science and Urban Economics, Elsevier, vol. 99(C).
  • Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working From Home and Corporate Real Estate," Working Papers hal-03548889, HAL.
  • Bergeaud, Antonin & Eyméoud, Jean Benoît & Garcia, Thomas & Henricot, Dorian, 2023. "Working from home and corporate real estate," LSE Research Online Documents on Economics 118482, London School of Economics and Political Science, LSE Library.
  • Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2022. "Working from home and corporate real estate," LSE Research Online Documents on Economics 117800, London School of Economics and Political Science, LSE Library.
  • Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working From Home and Corporate Real Estate," SciencePo Working papers Main hal-03548889, HAL.
  • Antonin Bergeaud & Jean Benoit Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working from home and corporate real estate," CEP Discussion Papers dp1831, Centre for Economic Performance, LSE.
• Dasgupta, Amil & Maug, Ernst, 2022. "Delegation chains," LSE Research Online Documents on Economics 118852, London School of Economics and Political Science, LSE Library.
• Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022. "Return and volatility spillovers between South African and Nigerian equity markets," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 13(2), pages 205-218, January.
  • Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018. "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper 87638, University Library of Munich, Germany.
• Quanxi Liang & Jiangshan Liao & Leng Ling, 2022. "Social interactions and mutual fund portfolios: the role of alumni networks in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 433-450, January.
• Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022. "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, vol. 12(1), pages 20-50, January.
• Quanxi Liang & Jiangshan Liao & Leng Ling, 2022. "Social interactions and mutual fund portfolios: the role of alumni networks in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 433-450, January.
• Turan G. Bali & Stephen J. Brown & Yi Tang, 2022. "Disagreement in economic forecasts and equity returns: risk or mispricing?," China Finance Review International, Emerald Group Publishing Limited, vol. 13(3), pages 309-341, August.
• Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022. "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, vol. 12(1), pages 20-50, January.
• Sutap Kumar Ghosh & Md. Naiem Hossain & Hosneara Khatun, 2022. "The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences," China Finance Review International, Emerald Group Publishing Limited, vol. 13(3), pages 444-470, December.
• Slah Bahloul & Fatma Mathlouthi, 2022. "DoṢukūkand Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach," Islamic Economic Studies, Emerald Group Publishing Limited, vol. 30(1), pages 64-83, November.
• Zulfiqar Ali Imran & Muhammad Ahad, 2022. "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 167-189, February.
• Robert Martin Hull & Sungkyu Kwak & Rosemary Walker, 2022. "Stock derivatives and seasoned equity offerings," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(1), pages 88-107, January.
• Robert Martin Hull & Sungkyu Kwak & Rosemary Walker, 2022. "Stock derivatives and seasoned equity offerings," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(1), pages 88-107, January.
• Diogo Corso Kruk & Rene Coppe Pimentel, 2022. "Performance evaluation models applied to the Brazilian mutual funds market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(8), pages 2134-2151, November.
• Szymon Stereńczak, 2022. "Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(7), pages 2025-2045, October.
• Mwangele Kaluba & Yudhvir Seetharam, 2022. "Can market state and market volatility explain time-varying momentum profits in South Africa?," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(10), pages 4363-4382, January.
• Shuyi Yao & Jianing Zhang, 2022. "The informativeness of the top holdings of Chinese equity mutual funds," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(10), pages 3441-3458, December.
• Pablo Durán Santomil & Pablo Crisanto Lombardero Fernández & Luis Otero González, 2022. "Do performance measures matter for stock mutual funds? An international analysis," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(7), pages 1860-1878, October.
• Andrea Delle Foglie & J.S. Keshminder, 2022. "Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(10), pages 3202-3225, December.
• Stefano Piserà & Helen Chiappini, 2022. "Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(1), pages 56-75, May.
• Fatma Mathlouthi & Slah Bahloul, 2022. "Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 6(2), pages 166-184, June.
• Fatma Mathlouthi & Slah Bahloul, 2022. "Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 6(2), pages 166-184, June.
• Soumaya Ben Khelifa & Sonia Arsi, 2022. "Islamic equity funds and stock market: dynamic relation and market timing during the COVID-19 outbreak," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 40(4), pages 837-850, July.
• Hock Tsen Wong, 2022. "The impact of real exchange rates on real stock prices," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 27(54), pages 262-276, May.
• Sana Tauseef & Philippe Dupuy, 2022. "Pakistan: a study of market's returns and anomalies," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 27(54), pages 344-363, March.
• Ali Yavuz Polat, 2022. "Investor bias, risk and price volatility," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(7), pages 1317-1335, November.
• Opeoluwa Adeniyi Adeosun & Olumide Adeola Adeosun & Mosab I. Tabash & Suhaib Anagreh, 2022. "News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(2), pages 173-200, February.
• Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
• Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
• Safaa Alsmadi & Ahmad Alkhataybeh & Mohammad Ziad Shakhatreh, 2022. "Corporate cash holdings and disclosure violations: an empirical investigation of Jordanian listed companies," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 13(3), pages 568-580, January.
• Afees Salisu & Jean Paul Tchankam, 2022. "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(5), pages 619-638, July.
• Anja Vinzelberg & Benjamin Rainer Auer, 2022. "A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 55-84, January.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
• Afees Salisu & Jean Paul Tchankam, 2022. "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(5), pages 619-638, July.
• Anja Vinzelberg & Benjamin Rainer Auer, 2022. "A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 55-84, January.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.

2021

• Antonio Díaz & Carlos Esparcia, 2021. "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, CEPII research center, issue 166, pages 1-22.
  • Díaz, Antonio & Esparcia, Carlos, 2021. "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, Elsevier, vol. 166(C), pages 1-22.
• Bertrand Candelon & Franz Fuerst & Jean-Baptiste Hasse Pages 126-139 Download PDF Data, Tools and Replication Section, 2021. "Diversification potential in real estate portfolios," International Economics, CEPII research center, issue 166, pages 126-139.
  • Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," International Economics, Elsevier, vol. 166(C), pages 126-139.
  • Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," LIDAM Reprints LFIN 2021009, Université catholique de Louvain, Louvain Finance (LFIN).
  • Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification Potential in Real Estate Portfolios," LIDAM Discussion Papers LFIN 2021001, Université catholique de Louvain, Louvain Finance (LFIN).
• Koziol, Christian & Proelss, Juliane, 2021. "An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
• Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender, 2021. "The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
• Baur, Dirk G. & Prange, Philipp & Schweikert, Karsten, 2021. "Flight to quality – Gold mining shares versus gold bullion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
• Chiang, Shu-hen & Liu, Wen-Chien & Suardi, Sandy & Zhao, Jing, 2021. "United we stand divided we fall: The time-varying factors driving European Union stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
• Caporale, Guglielmo Maria & Kang, Woo-Young, 2021. "On the preferences of CoCo bond buyers and sellers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  • Guglielmo Maria Caporale & Woo-Young Kang, 2019. "On the preferences of CoCo bond buyers and sellers," CESifo Working Paper Series 7551, CESifo.
• Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad, 2021. "Asset pricing in the Middle East’s equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Bekaert, Geert & De Santis, Roberto A., 2021. "Risk and return in international corporate bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  • Bekaert, Geert & De Santis, Roberto A., 2020. "Risk and return in international corporate bond markets," Working Paper Series 2452, European Central Bank.
• Bessler, Wolfgang & Taushanov, Georgi & Wolff, Dominik, 2021. "Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Gajewski, Jean-François & Tran Dieu, Linh, 2021. "Determinants and performance of outsourcing in the european mutual fund market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Liu, Haiyue & Wang, Yile & Huang, Ling & Zhang, Xueyong, 2021. "Outward FDI and stock price crash risk---Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021. "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  • Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers 2020-006, Department of Research, Ipag Business School.
  • Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," MPRA Paper 105162, University Library of Munich, Germany, revised Jan 2021.
• Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
• Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
• Sakurai, Yuji, 2021. "How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
• Zhang, Wei & Li, Yi, 2021. "Do visiting monks give better sermons? An analysis of the foreign experience of Chinese fund managers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
• Dyer, Travis A., 2021. "The demand for public information by local and nonlocal investors: Evidence from investor-level data," Journal of Accounting and Economics, Elsevier, vol. 72(1).
• Ohk, Seungbin & Ju, Biung-Ghi, 2021. "Capitalizing on prospect theory value: The Asian developed stock markets," Japan and the World Economy, Elsevier, vol. 57(C).
• Jain, Pawan & Upadhyay, Arun, 2021. "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, vol. 58(C).
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, vol. 122(C).
• Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich, 2021. "Mean-variance portfolio optimization based on ordinal information," Journal of Banking & Finance, Elsevier, vol. 122(C).
• Levy, Haim & Levy, Moshe, 2021. "The cost of diversification over time, and a simple way to improve target-date funds," Journal of Banking & Finance, Elsevier, vol. 122(C).
• Chen, An & Nguyen, Thai & Rach, Manuel, 2021. "Optimal collective investment: The impact of sharing rules, management fees and guarantees," Journal of Banking & Finance, Elsevier, vol. 123(C).
• Branger, Nicole & Herold, Michael & Muck, Matthias, 2021. "International stochastic discount factors and covariance risk," Journal of Banking & Finance, Elsevier, vol. 123(C).
• Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo, 2021. "Optimal portfolio strategies in the presence of regimes in asset returns," Journal of Banking & Finance, Elsevier, vol. 123(C).
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2021. "The memory of beta," Journal of Banking & Finance, Elsevier, vol. 124(C).
• Changwony, Frederick Kibon & Campbell, Kevin & Tabner, Isaac T., 2021. "Savings goals and wealth allocation in household financial portfolios," Journal of Banking & Finance, Elsevier, vol. 124(C).
• Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021. "Till death (or divorce) do us part: Early-life family disruption and investment behavior," Journal of Banking & Finance, Elsevier, vol. 124(C).
  • Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021. "Till death (or divorce) do us part: Early-life family disruption and investment behavior," CFR Working Papers 19-01, University of Cologne, Centre for Financial Research (CFR), revised 2021.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021. "Return signal momentum," Journal of Banking & Finance, Elsevier, vol. 124(C).
  • Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019. "Return Signal Momentum," QBS Working Paper Series 2019/04, Queen's University Belfast, Queen's Business School.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021. "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Blöchlinger, Andreas, 2021. "Interest rate risk in the banking book: A closed-form solution for non-maturity deposits," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
• DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021. "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Humphrey, Jacquelyn E. & Li, Yong, 2021. "Who goes green: Reducing mutual fund emissions and its consequences," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Carpio, Ronaldo & Guo, Meixin & Liu, Yuan & Pyun, Ju Hyun, 2021. "Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021. "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Anghel, Dan Gabriel, 2021. "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Lin, Qi, 2021. "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, vol. 127(C).
• Bergbrant, Mikael & Kassa, Haimanot, 2021. "Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates," Journal of Banking & Finance, Elsevier, vol. 127(C).
• Li, Hong & Shi, Yanlin, 2021. "A new unique information share measure with applications on cross-listed Chinese banks," Journal of Banking & Finance, Elsevier, vol. 128(C).
• Yao, Haixiang & Huang, Jinbo & Li, Yong & Humphrey, Jacquelyn E., 2021. "A general approach to smooth and convex portfolio optimization using lower partial moments," Journal of Banking & Finance, Elsevier, vol. 129(C).
• Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu, 2021. "Hedge fund portfolio selection with fund characteristics," Journal of Banking & Finance, Elsevier, vol. 132(C).
• John, Kose & Li, Jingrui, 2021. "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021. "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021. "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Huber, Christoph & Huber, Jürgen & Kirchler, Michael, 2021. "Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash," Journal of Banking & Finance, Elsevier, vol. 133(C).
  • Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2020. "Market shocks and professionals' investment behavior – Evidence from the COVID-19 crash," OSF Preprints fgxpb, Center for Open Science.
  • Christoph Huber & Jürgen Huber & Michael Kirchler, 2020. "Market shocks and professionals' investment behavior - Evidence from the COVID-19 crash," Working Papers 2020-11, Faculty of Economics and Statistics, Universität Innsbruck.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021. "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Shao, Ran & Wang, Na, 2021. "Trust and local bias of individual investors," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Levy, Haim & Levy, Moshe, 2021. "Stocks versus bonds for the long run when a riskless asset is available," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Wang, Qiao & Balvers, Ronald, 2021. "Determinants and predictability of commodity producer returns," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Brøgger, Søren Bundgaard, 2021. "The market impact of predictable flows: Evidence from leveraged VIX products," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Kircher, Felix & Rösch, Daniel, 2021. "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Gorovyy, Sergiy & Kelly, Patrick J. & Kuzmina, Olga, 2021. "Does secrecy signal skill? Own-investor secrecy and hedge fund performance," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Malliaris, Steven & Malliaris, A.G., 2021. "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Chung, Chune Young & Sul, Hong Kee & Wang, Kainan, 2021. "A tale of two forms of proximity: Geography and market," Journal of Business Research, Elsevier, vol. 122(C), pages 14-23.
• Otero-González, Luis & Durán-Santomil, Pablo, 2021. "Is quantitative and qualitative information relevant for choosing mutual funds?," Journal of Business Research, Elsevier, vol. 123(C), pages 476-488.
• Castellani, Davide & Afonso, Joana Silva, 2021. "Geographic diversification and credit supply in times of trouble: Evidence from microlending," Journal of Business Research, Elsevier, vol. 132(C), pages 848-859.
• Prat, Georges & Uctum, Remzi, 2021. "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 421-436.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01828843, HAL.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers 2018-25, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01828854, HAL.
  • Georges Prat & Remzi Uctum, 2021. "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print hal-03319099, HAL.
• Gray, Daniel & Montagnoli, Alberto & Moro, Mirko, 2021. "Does education improve financial behaviors? Quasi-experimental evidence from Britain," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 481-507.
• Schmidt, Martin B., 2021. "Risk and uncertainty in team building: Evidence from a professional basketball market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 735-753.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
• D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
  • D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
  • D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021. "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 891-904.
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• Tauhidul Islam Tanin & Abu Umar Faruq Ahmad & Aishath Muneeza, 2021. "Shariah-compliant equities and Shariah screening: need for convergence of ethical screening of stocks with Shariah screening," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(2), pages 296-315, May.
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• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021. "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(6), pages 1565-1582, January.
• Eyup Kadioglu, 2021. "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(5), pages 1216-1235, June.
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• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021. "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021. "Integration of Islamic bank specific risks and their impact on the portfolios of Islamic Banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(3), pages 561-578, January.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021. "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(4), pages 717-738, November.
• Rifki Ismal, 2021. "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 32-47, July.
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• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021. "Integration of Islamic bank specific risks and their impact on the portfolios of Islamic Banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(3), pages 561-578, January.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021. "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(4), pages 717-738, November.
• Rifki Ismal, 2021. "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 32-47, July.
• Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto & William A. Barnett & Bruno S. Sergi, 2021. "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, in: Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics, volume 28, pages 207-220, Emerald Group Publishing Limited.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani & William A. Barnett & Bruno S. Sergi, 2021. "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 83-99, Emerald Group Publishing Limited.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi & William A. Barnett & Bruno S. Sergi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
• Dito Rinaldo & Vina Anggilia Puspita & William A. Barnett & Bruno S. Sergi, 2021. "Education and Socialization Investment Galleries to Improve Capital Market Inclusion," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 169-184, Emerald Group Publishing Limited.
• Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto, 2021. "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, in: Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics, volume 28, pages 207-220, Emerald Group Publishing Limited.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani, 2021. "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 83-99, Emerald Group Publishing Limited.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
• Dito Rinaldo & Vina Anggilia Puspita, 2021. "Education and Socialization Investment Galleries to Improve Capital Market Inclusion," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 169-184, Emerald Group Publishing Limited.
• Yang Zhao & Zhonglu Chen, 2021. "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 91-104, August.
• Yi Xuan Lim & Consilz Tan, 2021. "Do negative events really have deteriorating effects on stock performance? A comparative study on Tesla (US) and Nio (China)," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 105-119, December.
• Bayu Adi Nugroho, 2021. "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 28-48, March.
• Bayu Adi Nugroho, 2021. "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 28-48, March.
• Doan Van Dinh, 2021. "Analyzed relationship between risks and expected returns," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 39(4), pages 749-759, September.
• Eduardo Saucedo & Jorge González, 2021. "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 252-267, August.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021. "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 647-664, May.
• Mahmoud Shahin, 2021. "The impact of long-term riskless asset on ensuring liquidity and preventing banking fragility," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 683-698, June.
• Saji Thazhugal Govindan Nair, 2021. "Price discovery and pairs trading potentials: the case of metals markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(5), pages 565-586, March.
• Saji Thazhugal Govindan Nair, 2021. "Price discovery and pairs trading potentials: the case of metals markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(5), pages 565-586, March.
• A.K.M. Kamrul Hasan & Yasushi Suzuki, 2021. "“Sub-debt trap”: a real effect of an ill-design adoption of basel accord in the Bangladeshi banking industry," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 12(8), pages 1124-1145, October.
• Alain Coën & Benoit Lefebvre, 2021. "Money supply, exchange rates and office market dynamics: comparative evidence from the UK and Germany," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(2), pages 237-248, November.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021. "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(6), pages 548-570, November.
• Alain Coën & Benoit Lefebvre, 2021. "Money supply, exchange rates and office market dynamics: comparative evidence from the UK and Germany," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(2), pages 237-248, November.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021. "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(6), pages 548-570, November.
• Carla Henriques & Elisabete Neves, 2021. "Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 130-152, May.
• Joel R. Barber, 2021. "Power law bond price and yield approximation," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 14-31, December.
• Ángel León & Trino-Manuel Ñíguez, 2021. "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(5), pages 332-344, September.
• Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato, 2021. "Structured product investment behavior in low-interest rate environments," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 113-129, May.
• Carla Henriques & Elisabete Neves, 2021. "Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 130-152, May.
• Joel R. Barber, 2021. "Power law bond price and yield approximation," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 14-31, December.
• Ángel León & Trino-Manuel Ñíguez, 2021. "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(5), pages 332-344, September.
• Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato, 2021. "Structured product investment behavior in low-interest rate environments," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 113-129, May.
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• Fiza QURESHI & Saba QURESHI & Sobia Shafaq SHAH, 2021. "Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 35-51, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021. "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 155-170, December.
• Rafiqul Bhuyan & Mohammad Robbani & Bakhtear Talukder, 2021. "Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries," Bulletin of Applied Economics, Risk Market Journals, vol. 8(1), pages 149-165.
• Rafiqul Bhuyan & Mohammad Sogir Hossain Khandoker & Mahjuja Taznin & Md. Shanur Rahman & Lamia Akter, 2021. "Determining Stock Return movements of Banking Sector during Global Financial Crisis: An Examination on Emerging Markets of Bangladesh," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 111-123.
• Alexandros Koulis & Constantinos Kyriakopoulos, 2021. "Hedge ratio estimation: A note on the Bitcoin future contract," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 125-131.
• Damien KUNJAL & Jameson NYASHA & Author-Name: Amir GHISYAN & Author-Name: Prinushlee J.GOVENDER & Sameshen MURUGASEN & Priyen NAIDOO & Dhruva S. PATEL & Paul-Francois MUZINDUTSI, 2021. "The Effect of Managerial Overconfidence on Firm Value: Evidence from the Johannesburg Stock Exchange," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 6(1), pages 1-14, June.
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• Saad Azmat & Haiqa Ali & Kym Brown & Michael Skully, 2021. "Persuasion in Islamic finance," Australian Journal of Management, Australian School of Business, vol. 46(2), pages 272-286, May.
• Rui Xue & Adrian Gepp & Terry J O’Neill & Steven Stern & Bruce J Vanstone, 2021. "Financial literacy and financial strategies: The mediating role of financial concerns," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 437-465, August.
• Nilesh Gupta & Joshy Jacob, 2021. "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 192-217, August.
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• Berna Dogan Basar, 2021. "Corporate Governance, Cost of Capital and Tobin Q: Empirical Evidence from Turkey Listed Companies," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(1), pages 51-78.
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• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," EIEF Working Papers Series 2114, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
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• Reyes Zárate, Francisco J & León López, Iván, 2021. "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Ass," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(2), pages 117-146, julio-dic.
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• Vite de la Cruz, Jovita & López-Herrera, Francisco & Morales Castro, José Antonio, 2021. "Volatilidad de los rendimientos de los sectores bursátiles mexicanos durante las crisis ocurridas entre 1998 y 2021 / Volatility of the Returns of the Mexican Stock Market Sectors during the Crises th," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(2), pages 209-234, julio-dic.
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• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N. Harris & Christopher Spencer, 2024. "Portfolio allocation and borrowing constraints," The European Journal of Finance, Taylor & Francis Journals, vol. 30(9), pages 915-948, June.
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• Marie Brière & Ariane Szafarz, 2021. "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 641-669, September.
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• Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021. "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
• Daehan Kim & Mehmet Huseyin Bilgin & Doojin Ryu, 2021. "Are suspicious activity reporting requirements for cryptocurrency exchanges effective?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-17, December.
• Emmanuel Lépinette & Ilya Molchanov, 2021. "Risk arbitrage and hedging to acceptability under transaction costs," Finance and Stochastics, Springer, vol. 25(1), pages 101-132, January.
• Cosimo Munari, 2021. "Multi-utility representations of incomplete preferences induced by set-valued risk measures," Finance and Stochastics, Springer, vol. 25(1), pages 77-99, January.
• Julien Grépat & Yuri Kabanov, 2021. "On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs," Finance and Stochastics, Springer, vol. 25(1), pages 167-187, January.
• Paolo Guasoni & Yuliya Mishura & Miklós Rásonyi, 2021. "High-frequency trading with fractional Brownian motion," Finance and Stochastics, Springer, vol. 25(2), pages 277-310, April.
• Anna Jaśkiewicz & Andrzej S. Nowak, 2021. "Markov decision processes with quasi-hyperbolic discounting," Finance and Stochastics, Springer, vol. 25(2), pages 189-229, April.
• Moris S. Strub & Xun Yu Zhou, 2021. "Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes," Finance and Stochastics, Springer, vol. 25(2), pages 331-358, April.
• Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamaï, 2021. "Equilibrium asset pricing with transaction costs," Finance and Stochastics, Springer, vol. 25(2), pages 231-275, April.
• Daniel Bartl & Michael Kupper & Ariel Neufeld, 2021. "Duality theory for robust utility maximisation," Finance and Stochastics, Springer, vol. 25(3), pages 469-503, July.
• Bingyan Han & Chi Seng Pun & Hoi Ying Wong, 2021. "Robust state-dependent mean–variance portfolio selection: a closed-loop approach," Finance and Stochastics, Springer, vol. 25(3), pages 529-561, July.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021. "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, vol. 25(4), pages 757-810, October.
• Kazuyuki Sasakura, 2021. "Calculating a Giffen Good," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 349-369, November.
• Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
• Rama K. Malladi & Prakash L. Dheeriya, 2021. "Time series analysis of Cryptocurrency returns and volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 75-94, January.
• Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021. "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 95-117, January.
• Imhotep Paul Alagidede & Gideon Boako & Bo Sjo, 2021. "African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 288-315, April.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021. "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 413-427, July.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020. "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series 8211, CESifo.
• Bing Zhu & René-Ojas Woltering, 2021. "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 544-571, July.
• Faruk Balli & Hassan Ghassan & Essam H. Jeefri, 2021. "Sukuk and bond spreads," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 529-543, July.
  • Balli, Faruk & Ghassan, Hassan B. & Al-Jefri, Essam H., 2020. "Sukuk and bond spreads," MPRA Paper 106729, University Library of Munich, Germany, revised 20 Jan 2021.
• Laleh Samarbakhsh & Meet Shah, 2021. "Fixed income mutual fund performance during and after a crisis: a Canadian case," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 654-676, October.
• Stefani Milovanska-Farrington & Stephen Farrington, 2021. "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 596-636, October.
• David Lagziel & Ehud Lehrer, 2021. "Transferable deposits as a screening mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
  • David Lagziel & Ehud Lehrer, 2018. "Transferable Deposits as a Screening Mechanism," Working Papers 1808, Ben-Gurion University of the Negev, Department of Economics.
• Arthur Beddock & Elyès Jouini, 2021. "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 961-996, April.
• Qian Lin & Frank Riedel, 2021. "Optimal consumption and portfolio choice with ambiguous interest rates and volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 1189-1202, April.
• Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
• Hari Venkatesh & Jyoti Kumari & Gourishankar S. Hiremath & Hiranmoy Roy, 2021. "Foreign Institutional Investors: Fair-Weather Friends or Smart Traders?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 291-316, June.
• Shromona Ganguly, 2021. "Financialization of the Real Economy: New Empirical Evidence from the Non-financial Firms in India Using Conditional Logistic Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 493-523, September.
• Farina Weiss, 2021. "A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(1), pages 33-81, February.
• Marco Bade & Martin Walther, 2021. "Local preferences and the allocation of attention in equity-based crowdfunding," Review of Managerial Science, Springer, vol. 15(8), pages 2501-2533, November.
• Fredrik Armerin & Han-Suck Song, 2021. "A framework for modelling cash flow lags," SN Business & Economics, Springer, vol. 1(10), pages 1-13, October.
• Emmanuel Uche & Lionel Effiom, 2021. "Fighting capital flight in Nigeria: have we considered global uncertainties and exchange rate volatilities? Fresh insights via quantile ARDL model," SN Business & Economics, Springer, vol. 1(6), pages 1-22, June.
• Pablo López Sarabia & Silvia Rojas Padilla & Ricardo González Díaz, 2021. "How Covid-19 Has Accelerated the Garment and Financial Investment Industries’ Adoption of Environmental, Social and Corporate Governance (ESG) Standards," Springer Books, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves (ed.), The Future of Companies in the Face of a New Reality, pages 37-62, Springer.
• Prabir Kumar Das, 2021. "Risk Modeling by Coherent Measure Using Family of Generalized Hyperbolic Distributions," Springer Books, in: Pooja Lakhanpal & Jaydeep Mukherjee & Biswajit Nag & Divya Tuteja (ed.), Trade, Investment and Economic Growth, chapter 0, pages 169-176, Springer.
• Han-Ching Huang & Chien-Sheng Wen, 2021. "The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(2), pages 1-3.
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• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021. "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-3.
• Frieder Meyer-Bullerdiek, 2021. "Out-of-sample performance of the Black-Litterman model," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 10(2), pages 1-2.
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  • Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
  • Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
• Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
  • Fricke, Daniel, 2021. "Synthetic Leverage and Fund Risk-Taking," ESRB Working Paper Series 126, European Systemic Risk Board.
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  • Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
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• Maxime Merli & Antoine Parent & Cécile Edlinger, 2021. "Portfolio advice before modern portfolio theory: The Belle Epoque of French analyst Alfred Neymarck," Business History, Taylor & Francis Journals, vol. 63(7), pages 1197-1221, September.
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• Marian W. Moszoro, 2021. "Political Cognitive Biases Effects on Fund Managers’ Performance," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(3), pages 235-253, July.
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• Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers 2103, Waseda University, Faculty of Political Science and Economics.
  • Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
• Terri van der Zwan & Erik Hennink & Patrick Tuijp, 2021. "Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies," Tinbergen Institute Discussion Papers 21-062/III, Tinbergen Institute.
• Géraldine David & Yuexin Li & Kim Oosterlinck & Luc Renneboog, 2024. "Art in times of crisis," Economic History Review, Economic History Society, vol. 77(4), pages 1362-1413, November.
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  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Discussion Paper 2021-026, Tilburg University, Center for Economic Research.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022. "Art in Times of Crisis," CEPR Discussion Papers 16575, C.E.P.R. Discussion Papers.
• Géraldine David & Yuexin Li & Kim Oosterlinck & Luc Renneboog, 2024. "Art in times of crisis," Economic History Review, Economic History Society, vol. 77(4), pages 1362-1413, November.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Discussion Paper 2021-026, Tilburg University, Center for Economic Research.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Other publications TiSEM 34925083-7378-4691-ba63-6, Tilburg University, School of Economics and Management.
  • David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022. "Art in Times of Crisis," CEPR Discussion Papers 16575, C.E.P.R. Discussion Papers.
• Jeffrey R. Brown & Arie Kapteyn & Erzo F. P. Luttmer & Olivia S. Mitchell & Anya Samek, 2021. "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," The Review of Economics and Statistics, MIT Press, vol. 103(3), pages 533-546, July.
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• Sonia Di TOMASO & Denis Marco MONTAGNA & Antonio AMENDOLA, 2021. "Stock Returns and Cash Flows: A New Asset Pricing Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 85-120.
• Pouget, Sébastien & Brière, Marie & Ureche-Rangau, Loredana, 2021. "Les votes des investisseurs institutionnels sur les externalités produites par les entreprises : Le cas de deux investisseurs emblématiques," TSE Working Papers 21-1178, Toulouse School of Economics (TSE).
• Bianchi, Milo & Brière, Marie, 2021. "Human-Robot Interactions in Investment Decisions," TSE Working Papers 21-1251, Toulouse School of Economics (TSE), revised Mar 2024.
• Thomas Conlon & John Cotter & Iason Kynigakis, 2021. "Machine Learning and Factor-Based Portfolio Optimization," Papers 2107.13866, arXiv.org.
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• Remy Levin & Daniela Vidart, 2021. "Risk-Taking Adaptation to Macroeconomic Experiences," Working papers 2021-09, University of Connecticut, Department of Economics, revised Nov 2023.
• Sandrine Spaeter, 2021. "How to Reconcile Pandemic Business Interruption Risk With Insurance Coverage," Working Papers of BETA 2021-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Papers 2109.10958, arXiv.org.
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• Doguhan Sundal, 2021. "Not your average firm: a quantile regression approach to the firm level investment," Working Paper Series, Department of Economics, University of Utah 2021_02, University of Utah, Department of Economics.
• Lo Prete, Anna, 2022. "Digital and financial literacy as determinants of digital payments and personal finance," Economics Letters, Elsevier, vol. 213(C).
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• DIONISIJEV, Ivan, 2021. "The Audit Opinion In The Role Of Stock Prices Fluctuations On The Macedonian Stock Exchange," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(3), pages 29-43, September.
• ÇELÄ°K, Ä°smail, 2021. "Optimal Hedge Ratio In Turkish Stock Index Futures Market: A Deco-Fiaparch Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(4), pages 17-33, December.
• Courage Ose Eburajolo & Sunday Oseiweh Ogbeide, 2021. "An Empirical Analysis of Stochastic Dominance and Portfolio Selection in the Stock Market: Evidence from Nigeria," Business & Management Compass, University of Economics Varna, issue 4, pages 412-428.
• Siemaszkiewicz Karolina, 2021. "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(4), pages 1-16, December.
• Gaspars-Wieloch Helena, 2021. "On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty," Economics and Business Review, Sciendo, vol. 7(2), pages 17-36, June.
• Kądziołka Kinga, 2021. "Comparison of Selected Portfolio Strategies Based on the Example of Cryptocurrency Portfolios," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(1), pages 44-60, March.
• Daniluk Katarzyna, 2021. "Profitability and Risk of Selected Forms of Investment on the Polish Capital Market," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(2), pages 209-219, June.
• Radojković Ivan & Ranđelović Branislav & Ilić Ivana, 2021. "Modelling Development of Voluntary Pension Fund Using Mathematical Model of Approximation with Lagrange Interpolation Polynomials," Economic Themes, Sciendo, vol. 59(2), pages 243-257, June.
• Urbański Stanisław, 2021. "The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 122-143, June.
• Giemza Dawid, 2021. "Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion," Journal of Economics and Management, Sciendo, vol. 43(1), pages 154-178, January.
• Dzicher Mateusz, 2021. "Sampling methods for investment portfolio formulation procedure at increased market volatility," Journal of Economics and Management, Sciendo, vol. 43(1), pages 70-89, January.
• Valentina Djakona & Stanislav Perminov, 2021. "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 475-483, December.
• Valentina Djakona & Stanislav Perminov, 2021. "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 475-483, December.
• Malik M Asad Saleem & Zafar Muhammad & Ullah Saif & Ullah Atta, 2021. "Role of Behavioral Biases in Real Estate Prices in Pakistan," Real Estate Management and Valuation, Sciendo, vol. 29(1), pages 41-53, March.
• Catan Daniela, 2021. "The Nexus Between Hedge Fund Size and Risk-Adjusted Performance," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 66(3), pages 40-56, December.
• Ceylan Nesrin & Münyas Turgay, 2021. "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(4), pages 1-17, December.
• Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
  • Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers 2103, Waseda University, Faculty of Political Science and Economics.
• Gunnar Gutsche & Miwa Nakai & Toshi H. Arimura, 2021. "Individual Sustainable Investment in Japan," RIEEM Discussion Paper Series 2006, Research Institute for Environmental Economics and Management, Waseda University.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021. "The Anatomy of Index Rebalancings: Evidence from Transaction Data," CSEF Working Papers 621, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 12 2021.
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• Vikram Ghandeeswaran Narayanan & Gopakumar Kattiparambil Unni, 2021. "Determinants of Volume of IPOs in India: A Case of Count Model with Overdispersion," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 27-46, June.
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  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• Stephen Sheppard, 2021. "Image Content, Complexity, and the Market Value of Art," Department of Economics Working Papers 2021-08, Department of Economics, Williams College.
• Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021. "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
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• Marc‐André Luik & Amelia Guha Thakurta & Dennis Wesselbaum, 2021. "Child health, human capital, and adult financial behavior," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2722-2750, November.
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  • Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
• Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2021. "Exploring Differences in Household Debt across the United States and Euro Area Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 477-501, March.
  • Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers 465, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Ehrmann, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2020. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CEPR Discussion Papers 15368, C.E.P.R. Discussion Papers.
• Rajnish Mehra & Sunil Wahal & Daruo Xie, 2021. "Is idiosyncratic risk conditionally priced?," Quantitative Economics, Econometric Society, vol. 12(2), pages 625-646, May.
  • Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016. "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers 22016, National Bureau of Economic Research, Inc.
• Peter Andrebriq & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2022. "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 2958-2991.
  • Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models of the Macroeconomy: Evidence from Experts and Representative Samples," CESifo Working Paper Series 7850, CESifo.
  • Andre, Peter & Pizzinelli, Carlo & Roth, Christopher & Wohlfart, Johannes, 2021. "Subjective Models of the Macroeconomy : Evidence from Experts and a Representative Sample," The Warwick Economics Research Paper Series (TWERPS) 1342, University of Warwick, Department of Economics.
  • Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2021. "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," ECONtribute Discussion Papers Series 119, University of Bonn and University of Cologne, Germany.
  • Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models Of The Macroeconomy: Evidence From Experts And A Representative Sample," CEBI working paper series 19-11, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Dimitrios Zormpas & Rossella Agliardi, 2021. "The Effect of Vertical Relationships on Investment Timing," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 23(03), pages 1-10, September.
• Hazik Mohamed, 2020. "Beyond Fintech:Technology Applications for the Islamic Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11885.
• Frank J Fabozzi & Francesco A Fabozzi & Marcos López de Prado & Stoyan V Stoyanov, 2021. "Asset Management:Tools and Issues," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11901, February.
• Karen Wong & Daryl Guppy, 2021. "Stocks and Forex Trading:How to Win," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12274.
• Anatoly B Schmidt, 2021. "Modern Equity Investing Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12347.
• Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), 2021. "Cryptofinance:A New Currency for a New Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12353.
• Romain Deguest & Lionel Martellini & Vincent Milhau, 2021. "Goal-based Investing:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12386.
• Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), 2021. "Financial and Economic Systems:Transformations and New Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0279.
• Elias Bengtsson, 2021. "Macroprudential Policy in the EU — Policy Reflections on Institutional Contexts and Governance Arrangements," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
• Xiaofei Ma, 2021. "The Effect of Austerity Measures Under Sovereign Risk and Financial Frictions," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 2, pages 27-55, World Scientific Publishing Co. Pte. Ltd..
• Abir Abid, 2021. "How Do Financial Markets Listen to the Economic Policy Uncertainty?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 3, pages 57-85, World Scientific Publishing Co. Pte. Ltd..
• Zaineb Hlioui & Sonia Boukattaya & Zyed Achour, 2021. "Regulation, Ethics, and Economic Stability Evidence from Eastern European Countries," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 4, pages 87-119, World Scientific Publishing Co. Pte. Ltd..
• Jean-François Boulier, 2021. "Beyond the Myths: Questions for Post Modern Finance," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 5, pages 123-134, World Scientific Publishing Co. Pte. Ltd..
• Eric Le Fur, 2021. "Contagion Effect Between Financial Markets and Collectibles Markets: A Review of Empirical Research," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 6, pages 135-159, World Scientific Publishing Co. Pte. Ltd..
• Mazin A. M. Al Janabi, 2021. "Machine Learning, Computational Techniques, and Reporting Processes: Risk Exposure in GCC Markets in the Wake of the 2007–2009 Global Financial Meltdown," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 7, pages 161-186, World Scientific Publishing Co. Pte. Ltd..
• Saker Sabkha, 2021. "On the Performances of Dynamic Conditional Correlation Models in the Sovereign CDS Market and the Corresponding Bond Market," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 8, pages 187-212, World Scientific Publishing Co. Pte. Ltd..
• Warwick Anderson & Jȩdrzej Białkowski & Moritz Wagner, 2021. "Development of Socially Responsible Investing (SRI) — Evidence from the Mutual Funds Industry," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 9, pages 213-249, World Scientific Publishing Co. Pte. Ltd..
• Lan-Phuong Nguyen & Lionel Touchais & Jean-Laurent Viviani, 2021. "The Relationship Between CSR Disclosure and CSR Performance: A Western European Sample," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 10, pages 253-284, World Scientific Publishing Co. Pte. Ltd..
• Rania Béji & Ouidad Yousfi & Abdelwahed Omri, 2021. "Corporate Social Responsibility and Corporate Governance: A Cognitive Approach," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 11, pages 285-326, World Scientific Publishing Co. Pte. Ltd..
• Anissa Naouar, 2021. "ESG Performance and ESG Rating: A Critical Review of the Screening Methodologies and the Way Forward," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 12, pages 327-359, World Scientific Publishing Co. Pte. Ltd..
• Zyed Achour & Zaineb Hlioui & Sonia Boukattaya, 2021. "Corporate Social Responsibility and Firm Risk: Evidence from France," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 13, pages 361-383, World Scientific Publishing Co. Pte. Ltd..
• Meriam Attia & Ouidad Yousfi & Abdelwahed Omri, 2021. "Does Board Structure Matter for Innovation?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 14, pages 385-424, World Scientific Publishing Co. Pte. Ltd..
• Assen Slim & Fernanda Arreola & Éric Magnin, 2021. "Blockchain Technology: Beyond Cryptocurrencies," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 15, pages 427-449, World Scientific Publishing Co. Pte. Ltd..
• Teresa Schützeichel, 2021. "FinTech Development, Digital Infrastructure and Institutions in the SSA Zone," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 16, pages 451-480, World Scientific Publishing Co. Pte. Ltd..
• Youssra Ben Romdhane Loukil & Souhaila Kammoun & Sahar Loukil, 2021. "Fintech Development, Digital Infrastructure and Institutions in the MENA Zone," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 17, pages 481-506, World Scientific Publishing Co. Pte. Ltd..
• Firas Batnini & Florian Bercaut, 2021. "Banks vs FinTech in the French Market," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 18, pages 507-536, World Scientific Publishing Co. Pte. Ltd..
• Małgorzata Pawłowska & Aleksandra Staniszewska, 2021. "Impact of Fintech on the Level of Competition in the EU Banking Sector," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 19, pages 537-560, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Introduction," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "An Ai-Driven And Blockchain-Based Islamic Capital Market," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 2, pages 21-42, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Digital Sukuk Issuance For Business Financing," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 3, pages 43-67, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Smart Islamic Asset And Wealth Management," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 4, pages 69-88, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Digitalized Takāful Claims Processing," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 5, pages 89-103, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Digitizing Medical Records And Healthcare Management," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 6, pages 105-119, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Rethinking Supply Chain Management Through New Digital Applications," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 7, pages 121-142, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Smart Manufacturing And The Factory Of The Future," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 8, pages 143-163, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Central Bank Digital Currency (Cbdc) Formats And Their Implications," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 9, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Modernizing Fara’Id, Waqf, And Zakat," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 10, pages 193-208, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Enhancing Legal And Regulatory Framework For Digital Transformation," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 11, pages 209-226, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Managing Regulatory Change For Financial Institutions," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 12, pages 227-246, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Asset Management Companies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Fundamentals of Financial Statements," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 2, pages 29-75, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securitization and the Creation of Residential Mortgage-Related Securities," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 3, pages 77-105, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Financial Econometrics Tools for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 4, pages 107-145, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 5, pages 147-172, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Optimization Models for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 6, pages 173-191, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Machine Learning and its Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 7, pages 193-228, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Risk Measures and Asset Allocation Problems," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 8, pages 229-259, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securities Lending and its Alternatives in the Equity Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 9, pages 261-276, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Repurchase Agreements for Financing Positions and Shorting in the Bond Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 10, pages 277-293, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Implementable Quantitative Research," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 11, pages 295-313, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Quantitative Equity Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 12, pages 315-343, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Challenges in Implementing Equity Factor Investing Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 13, pages 345-358, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Transaction and Trading Costs," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 14, pages 359-385, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Common Stock Portfolio with a Multifactor Risk Model Using Fundamental Factor," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 15, pages 387-416, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Bond Portfolio Using a Multifactor Risk Model," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 16, pages 417-434, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Backtesting Investment Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 17, pages 435-461, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Backtesting Method," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 18, pages 463-474, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Ten Thousand Hours," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 1, pages 3-9, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Battle Planning," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 2, pages 11-18, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Not Just a Game," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 3, pages 19-27, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Trading Trading Recommendations," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 4, pages 29-37, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Child’s Play," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 5, pages 39-44, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Trading Between the Lines," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 6, pages 45-54, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Big, Round, and Probable," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 7, pages 55-59, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Double Dipping," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 8, pages 61-67, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Rise of the Mid-trend Trade," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 9, pages 69-72, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "The Long and the Short of It," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 10, pages 73-76, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Three Trade Bites Make Up a Whole," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 11, pages 77-81, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Trade Management — A Comparison of Three Ways to Profit," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 12, pages 83-86, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Tale of a GUD Trade Gone Bad," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 13, pages 87-90, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Defend Your Position," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 14, pages 93-98, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Milking the Trade," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 15, pages 99-103, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "The Ultimate Question," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 16, pages 105-108, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "“LOV” Gone Wrong," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 17, pages 111-113, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Don’t Show Me the Money," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 18, pages 115-119, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Listen to Your Chart," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 19, pages 121-124, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Greener Pastures," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 20, pages 127-131, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Stepping Up to FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 21, pages 133-139, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "High Probability FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 22, pages 141-147, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Guppy FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 23, pages 149-153, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "FX Protection," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 24, pages 155-160, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Home on the Range," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 25, pages 161-168, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Scurry with the Ants," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 26, pages 169-171, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Best Time to Forex," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 27, pages 173-176, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Pip Fiction," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 28, pages 177-180, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Larger Piece of the Pie," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 29, pages 181-188, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Time Matters as Trend Shatters," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 30, pages 189-194, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Bitcoin Boom or Bust!," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 31, pages 195-198, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Equity Markets: Traders, Orders, and Structures," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 1, pages 3-24, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Models of Dealer Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 2, pages 25-42, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Models of the Limit-Order Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 3, pages 43-64, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Dynamics of Returns," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 4, pages 67-86, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Price Volatility," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 5, pages 87-99, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Agent-Based Modeling of Financial Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 6, pages 101-117, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Mean–Variance Portfolio Theory," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 7, pages 121-148, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Portfolio Optimization," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 8, pages 149-155, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Risk-Based Asset Allocation," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 9, pages 157-163, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Factor Models," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 10, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Technical Analysis-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 11, pages 179-196, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Arbitrage Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 12, pages 197-216, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "News and Sentiment-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 13, pages 217-236, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Back-Testing of Trading Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 14, pages 237-252, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Execution Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 15, pages 253-269, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Appendices," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 16, pages 271-291, World Scientific Publishing Co. Pte. Ltd..
• Octavian Nica & Karolina Piotrowska & Klaus Reiner Schenk-Hoppé, 2021. "Cryptocurrencies: Concept and Current Market Structure," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
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• Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
• Jeko Milev, 2021. "The Pandemic Crisis and the Resulted Risks for the Fully Funded Pension Funds in Central and Eastern Europe," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 203-216, April.
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• David Blitz & Laurens Swinkels, 2021. "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 311-325, September.
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• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021. "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper 107613, University Library of Munich, Germany, revised 02 May 2021.
• Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2022. "Value of life and annuity demand," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(2), pages 371-396, June.
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• Borsboom, Charlotte & Füllbrunn, Sascha, 2021. "Stock Price Level Effect," MPRA Paper 109286, University Library of Munich, Germany.
• R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.
• Khalid Ahmed Al-Ansari & Ahmet Faruk Aysan, 2021. "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading? [Plus de dix ans de création Blockchain : Comment avons-nous utilisé la techno," Working Papers hal-03343048, HAL.
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• Stoian, Andreea & Vintila, Nicoleta & Iorgulescu, Filip & Cepoi, Cosmin Octavian & Dina Manolache, Aurora, 2021. "How Risk Aversion and Financial Literacy Shape Young Adults’ Investment Preferences," MPRA Paper 109755, University Library of Munich, Germany.
• Le, Tuan Anh & Dao, Thi Thanh Binh, 2021. "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper 111105, University Library of Munich, Germany.
• Hammer, Thomas & Siegfried, Patrick, 2021. "Financial Management. Green Bonds – Success or Failure?," MPRA Paper 111394, University Library of Munich, Germany.
• David E. Allen, 2022. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, February.
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• Kombarov, Sayan, 2021. "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper 112474, University Library of Munich, Germany.
• Appelbaum, Elie, 2021. "Implicit Trade in Risk and Risk Aversion," MPRA Paper 113000, University Library of Munich, Germany.
• Appelbaum, Elie, 2021. "Asset Demand: A Simple Dual Approach," MPRA Paper 113085, University Library of Munich, Germany.
• Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
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• Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.
• Geoffrey M. Ngene & Rangan Gupta, 2021. "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers 202115, University of Pretoria, Department of Economics.
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• Marcin Kolasa, 2022. "Equilibrium foreign currency mortgages," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 168-186, July.
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• Yue Xu, 2021. "Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability," CREATES Research Papers 2022-03, Department of Economics and Business Economics, Aarhus University.
• Rojo-Ramírez, Alfonso A., 2021. "Rendimiento mínimo del inversor-propietario. El caso de la empresa pyme familiar," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, vol. 5(1), pages 287-287, January.
• Ahmed Mohamed Hassan Alnagar & Anwar Hasan Abdullah Othman & Azman Mohd. Noor & Habeebullah Zakariyah, 2021. "Pricing Mechanism and Yield Curve for Sukuk Issuances in Saudi Arabia آلية التسعير ومنحنى العائد لإصدارات الصكوك في المملكة العربية السعودية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 34(3), pages 3-28, October.
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• Aslı Aybars & Mehtap Öner & Emre Zehir, 2021. "Corporate Governance and Portfolio Performance: Evidence From BRICS Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(116), pages 57-72, October.
• Şener İlter & Remzi Gök, 2021. "The Impact of Credit Default Swaps (CDS) on Foreign Direct and Portfolio Investment: The Case of Turkey," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(Special2), pages 233-252, January.
• Hidayet Beyhan & Burç Ülengin, 2021. "Modelling an Artificial Financial Market: Agent Based Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(Special2), pages 71-96, January.
• Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2021. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," American Economic Review, American Economic Association, vol. 111(11), pages 3575-3610, November.
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• Ralph Luetticke, 2021. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 1-25, April.
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• Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2021. "The Choice Channel of Financial Innovation," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 333-372, April.
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• Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022. "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
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• Chris van Heerden, 2021. "Selecting the Ideal Risk-Free Rate Proxy for the South African Market," The African Finance Journal, Africagrowth Institute, vol. 23(2), pages 1-21.
• Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane, 2021. "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," The African Finance Journal, Africagrowth Institute, vol. 23(2), pages 36-49.
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• Maryam Ahmadi & Matteo Manera, 2021. "Oil Price Shocks and Economic Growth in Oil-Exporting Countries," Working Papers 2021.13, Fondazione Eni Enrico Mattei.
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• Bogdan Cosmin GOMOI, 2021. "Study Regarding the Development of an Investment Project. (I) – Identifying the Main Suppliers and Customers," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(5), pages 35-43, May.
• Bogdan Cosmin GOMOI, 2021. "Study Regarding the Development of an Investment Project. (II) – Estimating the Cost of Project and Identifying the Main Income and Expense Flows," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(6), pages 26-37, June.
• Bogdan Cosmin GOMOI, 2021. "Study Regarding the Development of an Investment Project. (III) – Project Evaluation," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(7), pages 25-34, July.
• Nuriye Yetgin & Ersan Ersoy, 2021. "Firmaların BIST Kurumsal Yönetim Endeksine Alınmasının Hisse Senedi Getirisine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(1), pages 181-200.
• Sureyya Burcu Avcı, 2021. "IPO Valuation and IPO Inter-Industry Effects," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(2), pages 418-438.
• Tuğberk Çitilci, 2021. "Finansta Makinelerin Yükselişi: Koşul Bazlı Algoritma İle TCMB Faiz Kararına Bağlı Forex Piyasalarında Otomatik İşlem Açma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(SI), pages 18-32.
• Stanislav PERMINOV, 2021. "Trends in the development of regional trust management markets," Access Journal, Access Press Publishing House, vol. 2(3), pages 261-273, September.
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• D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
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• D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2021. "Target Returns and Negative Interest Rates," LIDAM Discussion Papers LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
• Desagre, Christophe & D’Hondt, Catherine, 2021. "Googlization and retail trading activity," LIDAM Reprints LFIN 2021001, Université catholique de Louvain, Louvain Finance (LFIN).
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• Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," International Economics, Elsevier, vol. 166(C), pages 126-139.
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  • Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification Potential in Real Estate Portfolios," LIDAM Discussion Papers LFIN 2021001, Université catholique de Louvain, Louvain Finance (LFIN).
  • Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," LIDAM Reprints LFIN 2021009, Université catholique de Louvain, Louvain Finance (LFIN).
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• Gibson, Rajna & Sohn, Matthias & Tanner, Carmen & Wagner, Alexander F., 2021. "Earnings Management and Managerial Honesty: The Investors' Perspectives," LawFin Working Paper Series 7, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Kim, Chi Hyun, 2021. "Optimism gone bad? The persistent effects of traumatic experiences on investment decisions," Working Papers 32, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Bu, Di & Hanspal, Tobin & Liao, Yin & Liu, Yong, 2021. "Risk taking, preferences, and beliefs: Evidence from Wuhan," SAFE Working Paper Series 301, Leibniz Institute for Financial Research SAFE.
• Bernard, Sabine & Loos, Benjamin & Weber, Martin, 2021. "The disposition effect in boom and bust markets," SAFE Working Paper Series 305, Leibniz Institute for Financial Research SAFE.
• Rzeznik, Aleksandra & Weiss-Hanley, Kathleen, 2021. "The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors," CEPR Discussion Papers 16334, C.E.P.R. Discussion Papers.
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• Dilger, Alexander, 2021. "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics 4/2021, University of Münster, Institute for Organisational Economics.
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• Petry, Markus & Ulutaş, Soner, 2021. "Das Crowdinvesting-Modell für Startups - keine Assetklasse für schwache Nerven," wifin Working Paper Series 8/2021, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin).
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• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 830-840.
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• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 1081-1093.
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• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 830-840.
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• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1081-1093.
• Rubaj Piotr & Wazna Elzbieta, 2021. "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 290-307.
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• Dariusz Siudak, 2021. "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, vol. 0(3 - Part ), pages 951-966.
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• Dariusz Siudak, 2021. "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 951-966.
• Marek Andrzej Kocinski, 2021. "The Analysis of Some Trading Strategy on the Stock Market with the Liquidity Shortage," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 273-286.
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• Katarzyna Puszko, 2021. "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 644-663.
• Katarzyna Puszko, 2021. "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 664-676.
• Joanna Holub-Iwan, 2021. "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 623-643.
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• Katarzyna Puszko, 2021. "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 664-676.
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• Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021. "Do People View Housing as a Good Investment and Why?," Liberty Street Economics 20210405b, Federal Reserve Bank of New York.
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• Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021. "Do People View Housing as a Good Investment and Why?," Liberty Street Economics 20210405b, Federal Reserve Bank of New York.
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• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021. "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 891-904.
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• Le Quang, Gaëtan, 2021. "“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 135-143.
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• Roman Mestre, 2021. "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
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• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021. "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 891-904.
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• Georges Prat & Remzi Uctum, 2021. "Modeling ex-ante risk premia in the oil market," Working Papers hal-03508699, HAL.
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• Muhammad Istiqlal JERICO & Wiwik UTAMI, 2021. "The effect of profitability, capital structure, and forward-looking information on investment risk," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 8(2), pages 147-156, April.
• Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2024. "Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal," Journal of Financial Stability, Elsevier, vol. 71(C).
  • Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2021. "Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal," JRC Working Papers in Economics and Finance 2021-12, Joint Research Centre, European Commission.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023. "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, vol. 90(C).
  • Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021. "When do investors go green? Evidence from a time-varying asset-pricing model," JRC Working Papers in Economics and Finance 2021-13, Joint Research Centre, European Commission.
• Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
  • Haim Shalit, 2017. "The Shapley Value Decomposition Of Optimal Portfolios," Working Papers 1701, Ben-Gurion University of the Negev, Department of Economics.
• Joel M. Vanden, 2021. "Equilibrium asset pricing and the cross section of expected returns," Annals of Finance, Springer, vol. 17(2), pages 153-186, June.
• Junhe Chen & Marcos Escobar-Anel, 2021. "Model uncertainty on commodity portfolios, the role of convenience yield," Annals of Finance, Springer, vol. 17(4), pages 501-528, December.
• Takayuki Ogawa & Jun Sakamoto, 2021. "Welfare implications of mitigating investment uncertainty," Annals of Finance, Springer, vol. 17(4), pages 559-582, December.
• Bhaskar Chhimwal & Varadraj Bapat, 2021. "Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 19-53, March.
• Asgar Ali & K. N. Badhani, 2021. "Beta-Anomaly: Evidence from the Indian Equity Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 55-78, March.
• Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
• Ladd Kochman & David Bray, 2021. "Teacher Retirement Pension or 401(k) Alternative?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 49(2), pages 255-257, June.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021. "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 461-482, August.
• Milena Dinkova & Adriaan Kalwij & Rob Alessie, 2021. "Know More, Spend More? The Impact of Financial Literacy on Household Consumption," De Economist, Springer, vol. 169(4), pages 469-498, November.
  • M. Dinkova & A.S. Kalwij & Rob Alessie, 2019. "Know more, spend more?: The impact of financial literacy on household consumption," Working Papers 1914, Utrecht School of Economics.
• Laurentiu-Cristian Ciobotaru & Sul Kim & Arthur Soest, 2021. "Household Preferences for Investing in Crowdfunding," De Economist, Springer, vol. 169(4), pages 499-522, November.
• Helmut Stix, 2021. "Ownership and purchase intention of crypto-assets: survey results," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 65-99, February.
  • Helmut Stix, 2019. "Ownership and purchase intention of crypto-assets – survey results," Working Papers 226, Oesterreichische Nationalbank (Austrian Central Bank).
• Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021. "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 397-427, May.
• Chen Su, 2021. "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 101-144, March.
• Scott Li, 2021. "Product market competition and intermediate-term momentum," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 255-267, June.
• Daniel Hofmann & Karl Ludwig Keiber, 2021. "Seasonalities in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 151-192, June.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021. "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 309-352, September.
• Eduard Baitinger & Samuel Flegel, 2021. "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 277-308, September.
• Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.
• Francesco Menoncin & Sergio Vergalli, 2021. "Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme," Journal of Economics, Springer, vol. 132(1), pages 67-98, January.
  • Menoncin, Francesco & Vergalli, Sergio, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications 288459, Fondazione Eni Enrico Mattei (FEEM).
  • Francesco Menoncin & Sergio Vergalli, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," Working Papers 2019.09, Fondazione Eni Enrico Mattei.
• Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021. "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, vol. 133(2), pages 167-189, July.
• Tong-yob Nam, 2021. "Geographic Heterogeneity in Housing Market Risk and Portfolio Choice," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 508-547, May.
• Chongyu Wang & Tingyu Zhou, 2021. "Trade-offs between Asset Location and Proximity to Home: Evidence from REIT Property Sell-offs," The Journal of Real Estate Finance and Economics, Springer, vol. 63(1), pages 82-121, July.
• Liqun Liu & Jack Meyer, 2021. "Stochastic superiority," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 225-246, June.
• Valerio Nispi Landi & Alessandro Schiavone, 2021. "The Effectiveness of Capital Controls," Open Economies Review, Springer, vol. 32(1), pages 183-211, February.
  • Valerio Nispi Landi & Alessandro Schiavone, 2018. "The effectiveness of capital controls," Temi di discussione (Economic working papers) 1200, Bank of Italy, Economic Research and International Relations Area.
• Shuonan Yuan & Marc Oliver Rieger, 2021. "Diversification with options and structured products," Review of Derivatives Research, Springer, vol. 24(1), pages 55-77, April.
• Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021. "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 369-391, January.
• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
• Mohamed S. Ahmed & John A. Doukas, 2021. "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1087-1128, April.
• Juwon Jang & Eunju Lee, 2021. "Do record earnings affect market reactions to earnings news?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1259-1287, May.
• Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021. "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 389-410, July.
• Gil Cohen, 2021. "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1155-1167, October.
• Prodosh Simlai, 2021. "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1487-1517, November.
• Albert N. Link & Martijn Hasselt & Silvio Vismara, 2021. "Going public with public money," Small Business Economics, Springer, vol. 57(3), pages 1419-1426, October.
  • Link, Albert & van Hasselt, Martijn & Vismara, Silvio, 2020. "Going Public with Public Money," UNCG Economics Working Papers 20-4, University of North Carolina at Greensboro, Department of Economics.
• Meg Adachi-Sato, 2021. "Contract Duration and Socially Responsible Investment," Discussion Paper Series DP2021-14, Research Institute for Economics & Business Administration, Kobe University.
• Meg Adachi-Sato, 2021. "Socially Responsible Investment: Ex-ante Contracting or Ex-post Bargaining?," Discussion Paper Series DP2021-20, Research Institute for Economics & Business Administration, Kobe University, revised Feb 2023.
• Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
• Neszveda, Gábor & Vágó, Ákos, 2021. "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 794-814.
• Till, Gábor, 2021. "Az árfolyam-nyereség arány szerepe a német tőzsdei kereskedésben [The role of the P/E ratio in trading on the German stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 815-846.
• Wiederholt, Mirko & Roth, Christopher & Wohlfart, Johannes, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," CEPR Discussion Papers 16710, C.E.P.R. Discussion Papers.
  • Mirko Wiederholt & Christopher Roth & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," CEBI working paper series 21-16, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series 126, University of Bonn and University of Cologne, Germany.
• Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021. "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series 21-17, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2024. "Uncertainty and Information Acquisition: Evidence from Firms and Households," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 375-405, April.
  • Roth, Christopher & Mikosch, Heiner & Sarferaz, Samad & Wohlfart, Johannes, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEPR Discussion Papers 16765, C.E.P.R. Discussion Papers.
  • Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEBI working paper series 21-20, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," ECONtribute Discussion Papers Series 129, University of Bonn and University of Cologne, Germany.
  • Heiner Mikosch & Christoher Roth & Samad Sarferaz & Johannes Wohlfart & Christopher Roth, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CESifo Working Paper Series 9462, CESifo.
• Enrico Miersch & Nils Schäfer, 2021. "Every Cloud has a Silver Lining: On the Relation between Bank-Affiliated Asset Manager Bias and Mutual Fund Fees," Credit and Capital Markets, Credit and Capital Markets, vol. 54(1), pages 79-116.
• Thorsten Polleit, 2021. "Modern Financial Market Theory – A Critique Based on the Logic of Human Action," Credit and Capital Markets, Credit and Capital Markets, vol. 54(3), pages 447-467.
• Ann-Kristin Achleitner & Dmitry Bazhutov & André Betzer & Henry Keppler, 2021. "Foreign Direct Investments in the German Stock Market from China and the Gulf States," Credit and Capital Markets, Credit and Capital Markets, vol. 54(4), pages 563-587.
• Takeo Hori & Ryonghun Im, 2021. "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers 1052, Kyoto University, Institute of Economic Research.
• Marie-Hélène BROIHANNE, 2021. "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center 2021-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.

2020

• Renu Isidore R. & P. Christie & C. Joe Arun, 2020. "Influence of the biological age of the investor on decision-making in the secondary equity market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 13(1), pages 99-117, October.
• Xiang Gao & John Topuz, 2020. "Firm location and systematic risk: the real estate channel," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 19(3), pages 387-409, August.
• Xiang Gao & John Topuz, 2020. "Firm location and systematic risk: the real estate channel," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 19(3), pages 387-409, August.
• Yaron Lahav & Shireen Meer, 2020. "The effect of induced mood on traders’ preferences in asset markets – experimental evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(1), pages 16-34, October.
• Hanxiong Zhang & Andrew Urquhart, 2020. "Do momentum and reversal strategies work in commodity futures? A comprehensive study," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(4), pages 375-409, April.
• Spyros Spyrou, 2020. "Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(4), pages 411-433, April.
• Oscar Stålnacke, 2020. "Come together: trust, sociability and individual investors' stock-portfolio returns," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 13(5), pages 647-662, July.
• Fawzi Hyder & Mahsa Khoshnoud, 2020. "Informed short selling: evidence from economically linked firms," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 13(5), pages 522-542, September.
• Tim Alexander Herberger & Felix Reinle, 2020. "A framework for screening and portfolio selection in corporate venture capital," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(3), pages 475-495, April.
• Florin Aliu & Artor Nuhiu & Besnik A. Krasniqi & Gent Jusufi, 2020. "Modeling the optimal diversification opportunities: the case of crypto portfolios and equity portfolios," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 50-66, November.
• Corey A. Shank & Brice Dupoyet & Robert Durand & Fernando Patterson, 2020. "The relationship between psychopathy and financial risk and time preferences," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 32-49, June.
• Chyong, C K. & Li, C. & Reiner, D. & Roques, F., 2020. "A Portfolio approach to wind and solar deployment in Australia," Cambridge Working Papers in Economics 2077, Faculty of Economics, University of Cambridge.
  • Chi Kong Chyong & Carmen Li & David Reiner & Fabien Roques, 2020. "A Portfolio approach to wind and solar deployment in Australia," Working Papers EPRG2022, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Godfrey Marozva, 2020. "Stock Market Liquidity and Monetary Policy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 265-275.
• Halil Kukaj & Fisnik Morina & Valdrin Misiri, 2020. "Profitability Analysis of Banks: Comparative Study of Domestic and Foreign Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 87-99.
• Jamaluddin Ahmad & Nurjannah Nonci & Achmad Nurmandi & Eko Priyo Purnomo & Agustiyara, 2020. "What Factors Affect Financial Transparency Reports? A Study of Regional Government Financial Reports in South Sulawesi Province, Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 525-544.
• Godfrey Marozva, 2020. "Liquidity Mismatch Index and Banks’ Stock Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 930-945.
• Beata Zofia Filipiak & Marek Dylewski & Marcin Kalinowski & Grzegorz Krzykowski, 2020. "Do European Union Funds Have an Impact on the Volume of Corporate Lending? The Case of the Czech Republic, Slovakia and Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 3-22.
• Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020. "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-30.
• Katarzyna Kubiszewska & Marcin Potrykus, 2020. "Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1047-1067.
• Blazej Prusak & Marcin Potrykus, 2020. "Short-term Price Reaction to Involuntary Bankruptcies Filed in Bad Faith: Empirical Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 873-889.
• Bartlomiej H. Toszek, 2020. "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1024-1032.
• Grzegorz Przekota, 2020. "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 883-896.
• Anna Warchlewska & Krzysztof Waliszewski, 2020. "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 97-114.
• Katarzyna Witczynska, 2020. "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 648-658.
• Krzysztof Waliszewski & Anna Warchlewska, 2020. "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 893-904.
• Eduardo Sánchez Ruenes & José Antonio Núñez Mora & Martha Beatriz Mota Aragón, 2020. "VaR and CVaR estimates in BRIC’s Oil Sector: A Normal Inverse Gaussian Distribution Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 52(1), pages 207-236, Enero-Jun.
• Roberto J. Santillán-Salgado & Luis Jacob Escobar & Francisco López-Herrera, 2020. "Optimal Hedge Ratios for the Mexican Stock Market Index Futures Contract: A Multivariate GARCH Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 53(2), pages 201-238, Julio-Dic.
• Jose Soares Da Fonseca, 2020. "Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(1), pages 26-41, February.
• José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020. "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 386-406, November.
• Blanka Let & Karolina Siemaszkiewicz, 2020. "Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 407-430, November.
• Silvo Dajcman, 2020. "Households Expectations and Investing in Safe and Risky Financial Assets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 431-460, November.
• Periklis Brakatsoulas & Jiri Kukacka, 2020. "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES 2020/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2020.
• Yifan Liu & Shi-Dong Liang, 2020. "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(1), pages 124-139, March.
• Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti, 2024. "Attention and Biases: Evidence from Tax-Inattentive Investors," Management Science, INFORMS, vol. 70(10), pages 7101-7119, October.
  • Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Paper Series 2019-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020. "Attention and biases: evidence from tax-inattentive investors," Textos para discussão 523, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics 2019_48, University of São Paulo (FEA-USP).
• Andrej Cupak & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020. "Confidence, financial literacy and investment in risky assets: Evidence from the Survey of Consumer Finances," Working and Discussion Papers WP 4/2020, Research Department, National Bank of Slovakia.
  • Andrej Cupák & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020. "Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances," Finance and Economics Discussion Series 2020-004, Board of Governors of the Federal Reserve System (U.S.).
• Andrew Y. Chen & Mihail Velikov, 2020. "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series 2020-039, Board of Governors of the Federal Reserve System (U.S.).
• Kronlund, Mathias & Pool, Veronika K. & Sialm, Clemens & Stefanescu, Irina, 2021. "Out of sight no more? The effect of fee disclosures on 401(k) investment allocations," Journal of Financial Economics, Elsevier, vol. 141(2), pages 644-668.
  • Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020. "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," NBER Working Papers 27573, National Bureau of Economic Research, Inc.
  • Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020. "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," Finance and Economics Discussion Series 2020-078, Board of Governors of the Federal Reserve System (U.S.).
• Wayne Passmore & Judit Temesvary, 2020. "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series 2020-079, Board of Governors of the Federal Reserve System (U.S.).
• Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020. "Household Financial Distress and the Burden of 'Aggregate' Shocks," Working Paper 20-12, Federal Reserve Bank of Richmond.
  • Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020. "Household Financial Distress and the Burden of ‘Aggregate’ Shocks," Research Working Paper RWP 20-13, Federal Reserve Bank of Kansas City.
• Matthew Famiglietti & Carlos Garriga & Aaron Hedlund, 2020. "The Geography of Housing Market Liquidity During the Great Recession," Review, Federal Reserve Bank of St. Louis, vol. 102(1), pages 51-77.
• Linda S. Goldberg & April Meehl, 2020. "Complexity in Large U.S. Banks," Economic Policy Review, Federal Reserve Bank of New York, vol. 26(2), pages 1-29, March.
  • Linda S. Goldberg & April Meehl, 2019. "Complexity in large U.S. banks," Staff Reports 880, Federal Reserve Bank of New York.
• Marco Cipriani & Roberta De Filippis & Antonio Guarino & Ryan Kendall, 2020. "Trading by Professional Traders: An Experiment," Staff Reports 939, Federal Reserve Bank of New York.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Jessie Romero & Ivan Vidangos, 2020. "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20(03), March.
  • Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2020. "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-03, pages 1-5, March.
  • Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Finance and Economics Discussion Series 2019-015, Board of Governors of the Federal Reserve System (U.S.).
  • Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Working Paper 19-5, Federal Reserve Bank of Richmond.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2020. "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-03, pages 1-5, March.
  • Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Jessie Romero & Ivan Vidangos, 2020. "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20(03), March.
  • Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Finance and Economics Discussion Series 2019-015, Board of Governors of the Federal Reserve System (U.S.).
  • Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Working Paper 19-5, Federal Reserve Bank of Richmond.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020. "Household Financial Distress and the Burden of ‘Aggregate’ Shocks," Research Working Paper RWP 20-13, Federal Reserve Bank of Kansas City.
  • Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020. "Household Financial Distress and the Burden of 'Aggregate' Shocks," Working Paper 20-12, Federal Reserve Bank of Richmond.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020. "A dynamic conditional approach to portfolio weights forecasting," Papers 2004.12400, arXiv.org.
  • Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri, 2020. "A Dynamic Conditional Approach to Portfolio Weights Forecasting," Econometrics Working Papers Archive 2020_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
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• Bjørneby, Marie & Markussen, Simen & Røed, Knut, 2020. "Does the Wealth Tax Kill Jobs?," IZA Discussion Papers 13766, Institute of Labor Economics (IZA).
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• Tengfei Zhang, 2020. "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers pzh934, Job Market Papers.
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• Dongchen Li & Virginia R. Young, 2020. "Maximizing expected exponential utility of consumption with a constraint on expected time in poverty," Annals of Finance, Springer, vol. 16(1), pages 63-99, March.
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• Kangjianan Xie, 2020. "Leakage of rank-dependent functionally generated trading strategies," Annals of Finance, Springer, vol. 16(4), pages 573-591, December.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
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• Octave Jokung & Sovan Mitra, 2020. "Health Care Investment: The Case of Multiple Sources of Risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 231-255, June.
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• Yanlin Shi & Lingbing Feng & Tong Fu, 2020. "Markov Regime-Switching in-Mean Model with Tempered Stable Distribution," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1275-1299, April.
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• Manuel Rupprecht, 2020. "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 281-302, May.
• Xiu Chen & Fuhai Hong & Xiaojian Zhao, 2020. "Concentration and variability of forecasts in artificial investment games: an online experiment on WeChat," Experimental Economics, Springer;Economic Science Association, vol. 23(3), pages 815-847, September.
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• Ciril Bosch-Rosa & Thomas Meissner, 2020. "The one player guessing game: a diagnosis on the relationship between equilibrium play, beliefs, and best responses," Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 1129-1147, December.
• Patrick Hable & Patrick Launhardt, 2020. "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 1-31, March.
• Jules Clement Mba & Sutene Mwambi, 2020. "A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 199-214, June.
• Tania Morris & Jules Comeau, 2020. "Portfolio creation using artificial neural networks and classification probabilities: a Canadian study," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 133-163, June.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020. "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 179-197, June.
• Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
• Arnaud Gougler & Sebastian Utz, 2020. "Factor exposures and diversification: Are sustainably screened portfolios any different?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 221-249, September.
• Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020. "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 353-399, December.
• Yu Yang & Yonghong Wu & Benchawan Wiwatanapataphee, 2020. "Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 401-427, December.
• Minoru Tachibana, 2020. "Flight-to-quality in the stock–bond return relation: a regime-switching copula approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 429-470, December.
• Kobana Abukari & Isaac Otchere, 2020. "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 471-505, December.
• Pedro Raffy Vartanian, 2020. "Volatility transmission between commodities and Ibovespa in the period 2000–2016: Is there a possibility of diversification?," International Economics and Economic Policy, Springer, vol. 17(2), pages 483-501, May.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2020. "The effects of income taxation on entrepreneurial investment: A puzzle?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 27(6), pages 1321-1363, December.
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• Andreas G. F. Hoepner & Lisa Schopohl, 2020. "State Pension Funds and Corporate Social Responsibility: Do Beneficiaries’ Political Values Influence Funds’ Investment Decisions?," Journal of Business Ethics, Springer, vol. 165(3), pages 489-516, September.
• M. W. Luke Chan & Dan Sabrina Gong & Terry A. Yip, 2020. "Return on violin and macroeconomic fluctuation," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 44(2), pages 339-346, June.
• Belma Öztürkkal & Aslı Togan-Eğrican, 2020. "Art investment: hedging or safe haven through financial crises," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 44(3), pages 481-529, September.
• Dominik Buttler & Eva Sierminska, 2020. "Career or Flexible Work Arrangements? Gender Differences in Self-employment in a Young Market Economy," Journal of Family and Economic Issues, Springer, vol. 41(1), pages 70-95, March.
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• Miha Dominko & Miroslav Verbič, 2020. "Subjective Quality of Life and Stock Market Participation of the Elderly: A Structural Equation Modelling Approach," Journal of Family and Economic Issues, Springer, vol. 41(3), pages 505-519, September.
• Gunter Löffler, 2020. "The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 39-57, August.
• Dimitris K. Chronopoulos & George Dotsis & Nikolaos T. Milonas, 2020. "International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 143-160, December.
• Viktoriya Lantushenko & Edward Nelling, 2020. "New Positions in Mutual Fund Portfolios: Implications for Fund Alpha," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 161-198, December.
• M. Sriram, 2020. "Do firm specific characteristics and industry classification corroborate voluntary disclosure of financial ratios: an empirical investigation of S&P CNX 500 companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 24(2), pages 431-448, June.
• Zeineb Barka & Taher Hamza, 2020. "The effect of large controlling shareholders on equity prices in France: monitoring or entrenchment?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 24(3), pages 769-798, September.
• Bing Zhu & Stanimira Milcheva, 2020. "The Pricing of Spatial Linkages in Companies’ Underlying Assets," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 443-475, October.
• Peng Liu & Nathan Mauck & S. McKay Price, 2020. "Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 698-729, November.
• Wan-Yi Chiu, 2020. "The global minimum variance hedge," Review of Derivatives Research, Springer, vol. 23(2), pages 121-144, July.
• Hsiao-Fen Hsiao & Jiang-Chuan Huang & Zheng-Wei Lin, 2020. "Portfolio construction using bootstrapping neural networks: evidence from global stock market," Review of Derivatives Research, Springer, vol. 23(3), pages 227-247, October.
• Xinyuan Liu & Zaiyan Wei & Mo Xiao, 2020. "Platform Mispricing and Lender Learning in Peer-to-Peer Lending," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(2), pages 281-314, March.
• Liu Hong & Yongjia Li & Kangzhen Xie & Claire J. Yan, 2020. "On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 297-334, January.
• Frank O. Kwabi & Chandra Thapa & Krishna Paudyal & Suman Neupane, 2020. "Suboptimal international equity portfolio diversification and stock market development," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 389-412, January.
• Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020. "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 589-616, February.
• Peng-Chia Chiu & Timothy D. Haight, 2020. "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 671-698, February.
• Byoung Uk Kang & Jin-Mo Kim & Oded Palmon & Zhaodong Zhong, 2020. "Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1247-1278, May.
• Yao Zheng & Eric Osmer & Liancun Zheng, 2020. "Can mutual funds time investor sentiment?," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1449-1486, May.
• Douglas W. Blackburn & Nusret Cakici, 2020. "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1509-1527, May.
• Tavy Ronen & Oleg Sokolinskiy & Ben Sopranzetti, 2020. "The risk management implications of using end of day consensus pricing for single name CDS," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 269-304, July.
• Oleg Sokolinskiy, 2020. "Conditional dependence in post-crisis markets: dispersion and correlation skew trades," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 389-426, August.
• Muhammad Kashif & Francesco Menoncin & Iqbal Owadally, 2020. "Optimal portfolio and spending rules for endowment funds," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 671-693, August.
• Spyros I. Spyrou, 2020. "Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 827-856, October.
• Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020. "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1241-1303, November.
• Klaus Grobys & Sami Vähämaa, 2020. "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1459-1479, November.
• Bihary, Zsolt & Víg, Attila András, 2020. "Heterogén kereskedési stratégiák hatása a piaci árfolyamokra [The effect of heterogeneous commercial strategies on market exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 688-707.
• Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.
• Neszveda, Gábor & Csillag, Balázs, 2020. "A gazdasági várakozások hatása a tőzsdei momentumstratégiára [The impact of economic expectations on the momentum trading strategy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1093-1111.
• Váradi, Kata & Teszárik, Eszter, 2020. "A magyar festménypiac pénzügyi szemmel [The Hungarian market for paintings, from a financial point of view]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1271-1298.
• Christine Laudenbach & Benjamin Loos & Jenny Pirschl & Johannes Wohlfart, 2020. "The Trading Response of Individual Investors to Local Bankruptcies," CEBI working paper series 20-08, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2022. "Risk Exposure and Acquisition of Macroeconomic Information," American Economic Review: Insights, American Economic Association, vol. 4(1), pages 34-53, March.
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  • Christopher Roth & Sonja Settele & Johannes Wohlfahrt, 2022. "Risk Exposure and Acquisition of Macroeconomic Information," ECONtribute Discussion Papers Series 177, University of Bonn and University of Cologne, Germany.
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• André Sterzel, 2020. "Reforming the Regulatory Treatment of Sovereign Exposures in Banking Regulation," Credit and Capital Markets, Credit and Capital Markets, vol. 53(1), pages 81-122.
• Martin Nerlinger, 2020. "Will the DAX 50 ESG Establish the Standard for German Sustainable Investments? A Sustainability and Financial Performance Analysis," Credit and Capital Markets, Credit and Capital Markets, vol. 53(4), pages 461-491.
• Janina Rochell & Thomas Cauthorn & André Höck & Bernhard Zwergel, 2020. "Drivers of Socially Responsible Investments Across Europe," Credit and Capital Markets, Credit and Capital Markets, vol. 53(4), pages 493-512.
• Chiaki Hara, 2020. "A Ranking over "More Risk Averse Than" Relations and its Application to the Smooth Ambiguity Model," KIER Working Papers 1019, Kyoto University, Institute of Economic Research.
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021. "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
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• Landier, Augustin & Lovo, Stefano, 2020. "ESG Investing: How to Optimize Impact?," HEC Research Papers Series 1363, HEC Paris.
• Langlois, Hugues, 2020. "A New Benchmark for Dynamic Mean-Variance Portfolio Allocations," HEC Research Papers Series 1368, HEC Paris.
• Honkanen, Pekka, 2020. "Securities Lending and Trading by Active and Passive Funds," HEC Research Papers Series 1390, HEC Paris.
• Spaenjers, Christophe & Steiner, Eva, 2020. "Do Private Equity Investors Create Value? Evidence from the Hotel Industry," HEC Research Papers Series 1410, HEC Paris.
• Ben R. Craig & Margherita Giuzio & Sandra Paterlini, 2019. "The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios," Working Papers 19-12, Federal Reserve Bank of Cleveland.
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• Katarzyna Romaniuk, 2020. "Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 229-249, June.
• Raquel J. Fonseca & Luísa Cunha, 2020. "A net present value approach to health insurance choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 709-724, December.
• JeongHoe Lee & Navid Sabbaghi, 2020. "Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets," Digital Finance, Springer, vol. 2(1), pages 15-37, September.
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• André Meyer & Lennart Ante, 2020. "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, vol. 2(3), pages 259-283, December.
• Ha Nguyen & Bin Liu & Nirav Y. Parikh, 2020. "Exploring the short-term momentum effect in the cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 425-443, July.
• Hongwei Chuang, 2020. "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, vol. 58(2), pages 507-533, February.
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• Imad A. Moosa, 2020. "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 93-113, March.
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• Paolo Guasoni & Gu Wang, 2020. "Consumption in incomplete markets," Finance and Stochastics, Springer, vol. 24(2), pages 383-422, April.
• Kasper Larsen & Halil Mete Soner & Gordan Žitković, 2020. "Conditional Davis pricing," Finance and Stochastics, Springer, vol. 24(3), pages 565-599, July.
• Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglböck & Manu Eder, 2020. "Adapted Wasserstein distances and stability in mathematical finance," Finance and Stochastics, Springer, vol. 24(3), pages 601-632, July.
• Paolo Guasoni & Kwok Chuen Wong, 2020. "Asset prices in segmented and integrated markets," Finance and Stochastics, Springer, vol. 24(4), pages 939-980, October.
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• Erhan Bayraktar & Leonid Dolinskyi & Yan Dolinsky, 2020. "Extended weak convergence and utility maximisation with proportional transaction costs," Finance and Stochastics, Springer, vol. 24(4), pages 1013-1034, October.
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• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020. "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 417-433, July.
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• Xiaoyu Wu & Jianmei Zhao, 2020. "Risk sharing, siblings, and household equity investment: evidence from urban China," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(2), pages 461-482, April.
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• Rohan Chinchwadkar, 2020. "Political Business Cycles, Elections and Entrepreneurial Finance: A Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 941-954, December.
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• Catherine Georgiou, 2020. "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 13(3), pages 56-69, December.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
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• Christopher Roth & Johannes Wohlfart, 2020. "How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 731-748, October.
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• Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020. "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series 2020-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020. "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series 2020-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
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• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020. "Universal Time Preference," Working Paper Series 2020-07, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
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• Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021. "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
  • Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020. "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series 284, Leibniz Institute for Financial Research SAFE.
  • Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020. "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers 2020:17, Department of Economics, University of Venice "Ca' Foscari".
• Diana Barro & Marco Corazza & Martina Nardon, 2020. "Cumulative Prospect Theory portfolio selection," Working Papers 2020:26, Department of Economics, University of Venice "Ca' Foscari".
• Andrea Albarea & Michele Bernasconi & Anna Marenzi & Dino Rizzi, 2023. "Tax Evasion, Behavioral Microsimulation Models and Flat-Rate Tax Reforms: Analysis for Italy," Public Finance Review, , vol. 51(2), pages 262-310, March.
  • Andrea Albarea & Michele Bernasconi & Anna Marenzi & Dino Rizzi, 2021. "Tax evasion, behavioral microsimulation models and flat-rate tax reforms. Analysis for Italy," Working Papers 2021:26, Department of Economics, University of Venice "Ca' Foscari".
• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2025. "Financial Advice and Household Financial Portfolios," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 87(2), pages 382-413, April.
  • Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 2020009, The University of Sheffield, Department of Economics.
  • Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 15/2020, University of Verona, Department of Economics.
  • Brown, Sarah & Bucciol, Alessandro & Montagnoli, Alberto & Taylor, Karl, 2021. "Financial Advice and Household Financial Portfolios," IZA Discussion Papers 14301, Institute of Labor Economics (IZA).
• Georgi Hristov, 2020. "“Risk Premium” Or “Sentiment Premium”," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 494-506.
• Yordan Petkov, 2020. "One Approach For Finding An Optimalportfolio Of Multiple Risky Assets," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 590-598.
• Kleszcz Klaudia & Nehrebecka Natalia, 2020. "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.
  • Kleszcz Klaudia & Nehrebecka Natalia, 2020. "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.
• Kleszcz Klaudia & Nehrebecka Natalia, 2020. "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.
• Holovatiuk Olha, 2020. "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, vol. 7(54), pages 33-55, January.
• Holovatiuk Olha, 2020. "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, vol. 7(54), pages 33-55, January.
• Vuković Marija & Pivac Snježana & Babić Zoran, 2020. "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(2), pages 58-68, December.
• Vuković Marija & Pivac Snježana & Babić Zoran, 2020. "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(2), pages 58-68, December.
• Krężołek Dominik & Trzpiot Grażyna, 2020. "Risk Management on the Metals Market," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(2), pages 86-97, June.
• Savićević Marko & Kostić Milan, 2020. "The Impact Analysis of Foreign Direct Investment on Export: The Case of the Western Balkan Countries," Economic Themes, Sciendo, vol. 58(2), pages 171-186, June.
• Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Abbas Muhammad & Ali Hasnain, 2020. "Role of Business Age, Scale & Risk in Debt Financing Choices for the Pakistani Textile & Apparel Industry," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(3), pages 119-136, September.
• Machnik Jadwiga, 2020. "Performance Persistence and Gamma Convergence in Absolute Return Funds in Poland Over the Period 2011-2018," Financial Sciences. Nauki o Finansach, Sciendo, vol. 25(2-3), pages 41-54, September.
• Jabłoński Bartłomiej, 2020. "Dividend Aristocrats – A Comparative Analysis of Polish and American Dividend Companies During the Period of 2009–2017," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 190-205, June.
• Krupa Tadeusz, 2020. "Virtual Center for the Paradigmatic Studies," Foundations of Management, Sciendo, vol. 12(1), pages 181-192, January.
• Krupa Tadeusz, 2020. "Virtual Center for the Paradigmatic Studies," Foundations of Management, Sciendo, vol. 12(1), pages 181-192, January.
• Tratkowski Grzegorz, 2020. "Identification of nonlinear determinants of stock indices derived by Random Forest algorithm," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 56(3), pages 209-217, September.
• Niewińska Katarzyna, 2020. "Factors affecting stock return volatility in the banking sector in the euro zone," Journal of Economics and Management, Sciendo, vol. 39(1), pages 132-148, March.
• Onisanwa Idowu Daniel & Adaji Mercy Ojochegbe, 2020. "Stock market development and investment growth in Nigeria," Journal of Economics and Management, Sciendo, vol. 42(4), pages 99-117, December.
• Wolski Rafal, 2020. "Co-Integration Test of Selected Indexes on the Share Market and Index of Housing Real Estate Prices," Real Estate Management and Valuation, Sciendo, vol. 28(1), pages 100-111, March.
• Szreder Jarosław & Walentynowicz Piotr, 2020. "Factors for Development Investment Successes in the Holiday Property Sector," Real Estate Management and Valuation, Sciendo, vol. 28(2), pages 1-12, June.
• İskenderoglu Ömer & Akdag Saffet, 2020. "Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case," South East European Journal of Economics and Business, Sciendo, vol. 15(1), pages 105-121, June.
• Urbański Stanisław & Leśkow Jacek, 2020. "Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange," Statistics in Transition New Series, Statistics Poland, vol. 21(1), pages 73-94, March.
• Takashi Nishiwaki, 2020. "Optimal Consumption Under Different Resolution Times of Uncertainty," Working Papers 2009, Waseda University, Faculty of Political Science and Economics.
• Takashi Nishiwaki, 2020. "Does Ambiguity Generate Demand for Options?," Working Papers 2011, Waseda University, Faculty of Political Science and Economics.
  • Takashi Nishiwaki, 2021. "Does Ambiguity Generate Demand for Options?," Working Papers 2102, Waseda University, Faculty of Political Science and Economics.
• Illya Barziy & Marcin Chlebus, 2020. "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers 2020-21, Faculty of Economic Sciences, University of Warsaw.
• Chlebus Marcin & Dyczko Michał & Woźniak Michał, 2021. "Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem," Central European Economic Journal, Sciendo, vol. 8(55), pages 44-62, January.
  • Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020. "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers 2020-22, Faculty of Economic Sciences, University of Warsaw.
• Quynh Bui & Robert Ślepaczuk, 2020. "Applying Hurst Exponent in Pair Trading Strategies," Working Papers 2020-39, Faculty of Economic Sciences, University of Warsaw.
• Tchoffo Tameko Gautier & Nembot Ndeffo Luc, 2020. "Capital Flight and Economic Growth: The Case of ECCAS, ECOWAS and SADC Countries," Economic Research Guardian, Mutascu Publishing, vol. 10(1), pages 2-11, June.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
  • Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2023. "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Land Economics, University of Wisconsin Press, vol. 99(2), pages 203-221.
  • Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2019. "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Department of Economics Working Papers 2019-11, Department of Economics, Williams College.
  • Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2020. "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Department of Economics Working Papers 2020-04, Department of Economics, Williams College.
  • Earnhart, Dietrich & Jacobson, Sarah & Kuwayama, Yusuke & Woodward, Richard T., 2019. "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," RFF Working Paper Series 19-20, Resources for the Future.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021. "Gender differences in risky asset behavior: The importance of self-confidence and financial literacy," Finance Research Letters, Elsevier, vol. 42(C).
  • Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Paper Series 301, WU Vienna University of Economics and Business.
  • Andrej Cupák & Pirmin Fessler & Alyssa Schneebaum, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Papers wuwp301, Vienna University of Economics and Business, Department of Economics.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021. "Gender differences in risky asset behavior: The importance of self-confidence and financial literacy," Finance Research Letters, Elsevier, vol. 42(C).
  • Andrej Cupák & Pirmin Fessler & Alyssa Schneebaum, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Papers wuwp301, Vienna University of Economics and Business, Department of Economics.
  • Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Paper Series 301, WU Vienna University of Economics and Business.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020. "Heterogeneity and Persistence in Returns to Wealth," Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
  • Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Malacrino, Davide, 2016. "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers 11635, C.E.P.R. Discussion Papers.
  • Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Davide Malacrino, 2019. "Heterogeneity and persistence in returns to wealth," Discussion Papers 912, Statistics Norway, Research Department.
  • Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers 22822, National Bureau of Economic Research, Inc.
  • Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series 1615, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2016.
  • Andreas Fagereng & Luigi Guiso & Mr. Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers 2018/171, International Monetary Fund.
  • Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series 7107, CESifo.
• Makoto Nakajima & Irina A. Telyukova, 2020. "Home Equity In Retirement," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 573-616, May.
  • Irina A. Telyukova & Makoto Nakajima, 2011. "Home Equity in Retirement," NFI Working Papers 2011-WP-08B, Indiana State University, Scott College of Business, Networks Financial Institute, revised Aug 2011.
  • Makoto Nakajima & Irina A. Telyukova, 2019. "Home Equity in Retirement," Working Papers 19-50, Federal Reserve Bank of Philadelphia.
• Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
  • Christian Friedrich & Pierre Guérin, 2016. "The Dynamics of Capital Flow Episodes," Staff Working Papers 16-9, Bank of Canada.
• John B Guerard & William T Ziemba (ed.), 2020. "Handbook of Applied Investment Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11727.
• Eliezer Prisman, 2020. "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806.
• Frank J Fabozzi & Francesco A Fabozzi, 2020. "Fundamentals of Institutional Asset Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11819.
• Rajiv Aggarwal, 2020. "Fixed Coupon Note:High Returns and Low Risk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11958.
• Eliezer Prisman, 2020. "Introduction," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "A Basic Model of Bond Markets," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 2, pages 15-28, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 3, pages 29-65, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "Duration and Immunization," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 4, pages 67-80, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 5, pages 81-119, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "The Feasible Set: A General Formulation," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 6, pages 121-146, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 7, pages 147-191, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 8, pages 193-239, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 9, pages 241-261, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Overview of Asset Management," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 1, pages 3-26, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "The Different Types of Risks in Investing," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 2, pages 27-42, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Fundamentals of Equities," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 3, pages 45-75, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Fundamentals of Debt Instruments," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 4, pages 77-116, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Collective Investment Vehicles and Alternative Assets," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 5, pages 117-141, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Basics of Financial Derivatives," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 6, pages 143-168, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Measuring Return and Risk," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 7, pages 171-204, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 8, pages 205-232, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Asset Pricing Theories," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 9, pages 233-261, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Company Equity Analysis," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 10, pages 265-301, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Equity Valuation Models," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 11, pages 303-330, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Common Stock Beta Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 12, pages 331-360, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Common Stock Alpha Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 13, pages 361-394, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Using Equity Derivatives in Portfolio Management," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 14, pages 395-424, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Bond Pricing and Yield Measures," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 15, pages 427-464, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Interest Rate Risk and Credit Risk Measures," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 16, pages 465-489, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Bond Portfolio Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 17, pages 491-517, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Using Derivatives in Bond Portfolio Management," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 18, pages 519-551, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Multi-asset Portfolio Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 19, pages 555-568, World Scientific Publishing Co. Pte. Ltd..
• John B. Guerard Jr. & William T. Ziemba, 2020. "Introduction," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 1, pages xxix-lii, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2020. "The Five Investor Camps that Try to Beat the Stock Market," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 2, pages 3-16, World Scientific Publishing Co. Pte. Ltd..
• M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020. "A comparison of some aspects of the U.S. and Japanese equity markets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 3, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
  • Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993. "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, vol. 5(1), pages 3-26, May.
• Leonard C. MacLean & Michael E. Foster & William T. Ziemba, 2020. "Covariance complexity and rates of return on assets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 4, pages 41-61, World Scientific Publishing Co. Pte. Ltd..
• J. B. Guerard Jr. & H. Markowitz & G. Xu, 2020. "The role of effective corporate decisions in the creation of efficient portfolios," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 5, pages 63-73, World Scientific Publishing Co. Pte. Ltd..
• John B. Guerard Jr. & Harry Markowitza & GanLin Xu, 2020. "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 6, pages 75-85, World Scientific Publishing Co. Pte. Ltd..
• Bijan Beheshti & John B. Guerard Jr. & Chris Mercs, 2020. "Truly Active Management Requires a Commitment to Excellence: Portfolio Construction and Management with FactSet," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 7, pages 87-126, World Scientific Publishing Co. Pte. Ltd..
• Brian Bruce & Douglas Stark, 2020. "The Hillcrest Management Sentiment Indicator," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 8, pages 127-140, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2020. "Seasonality Effects In Japanese Futures Markets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 9, pages 143-171, World Scientific Publishing Co. Pte. Ltd..
• Constantine Dzhabarov & William T. Ziemba, 2020. "Sell-in-May-and-Go-Away in the U.S. Equity Index Futures Markets, 1993–2019," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 10, pages 173-186, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2020. "Japanese security market regularities: Monthly, turn-of-the-month and year, holiday and golden week effects," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 11, pages 187-214, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2020. "World wide security market regularities," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 12, pages 215-246, World Scientific Publishing Co. Pte. Ltd..
• Constantine Dzhabarov & Alexandre Ziegler & William T. Ziemba, 2020. "Sell-in-May-and-Go-Away: The International Evidence," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 13, pages 247-280, World Scientific Publishing Co. Pte. Ltd..
• Blair Hull & Petra Bakosova & Alexander Kment, 2020. "Seasonal Effects, Trends and Pre-Announcement Drifts: Turning Anomalies into Investment Strategies," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 14, pages 281-321, World Scientific Publishing Co. Pte. Ltd..
• Sebastien Lleo & William T Ziemba, 2020. "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 15, pages 323-353, World Scientific Publishing Co. Pte. Ltd..
• J. B. Guerard Jr. & S. T. Rachev & B. P. Shao, 2020. "Efficient global portfolios: Big data and investment universes," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 16, pages 357-367, World Scientific Publishing Co. Pte. Ltd..
• Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber, 2020. "Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 17, pages 369-415, World Scientific Publishing Co. Pte. Ltd..
• Chong Li & Edward Tower & Rhona Zhang, 2020. "Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguard," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 18, pages 417-476, World Scientific Publishing Co. Pte. Ltd..
• Boryana Racheva-Iotova, 2020. "Wealth Management Next Frontiers — The Inevitable Need to Meet Behavioral and Quantitative Approaches," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 19, pages 479-509, World Scientific Publishing Co. Pte. Ltd..
• Foteini Kyriazi & Dimitrios D. Thomakos, 2020. "Foreign Exchange Rate Predictability: Seek and Ye Shall Find It," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 20, pages 511-556, World Scientific Publishing Co. Pte. Ltd..
• Tim Leung & Brian Ward, 2020. "Tracking VIX with VIX Futures: Portfolio Construction and Performance," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 21, pages 557-596, World Scientific Publishing Co. Pte. Ltd..
  • Tim Leung & Brian Ward, 2019. "Tracking VIX with VIX Futures: Portfolio Construction and Performance," Papers 1907.00293, arXiv.org.
• Barret Pengyuan Shao, 2020. "Long-Memory Processes in High-Frequency Foreign Exchange and U.S. Equity Market," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 22, pages 597-620, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2020. "Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 23, pages 621-633, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba & S. Lleo & M. Zhitlukhin, 2020. "A Stopping Rule Model for Exiting Bubble-like Markets with Applications," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 24, pages 635-659, World Scientific Publishing Co. Pte. Ltd..
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  • Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020. "Debt De-risking," CEPR Discussion Papers 14817, C.E.P.R. Discussion Papers.
• Ricardo J. Caballero & Alp Simsek, 2022. "Monetary Policy with Opinionated Markets," American Economic Review, American Economic Association, vol. 112(7), pages 2353-2392, July.
  • Ricardo J. Caballero & Alp Simsek, 2020. "Monetary Policy with Opinionated Markets," NBER Working Papers 27313, National Bureau of Economic Research, Inc.
  • Caballero, Ricardo & Simsek, Alp, 2022. "Monetary Policy with Opinionated Markets," CEPR Discussion Papers 14830, C.E.P.R. Discussion Papers.
• Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 246-263.
  • Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016. "Informative Social Interactions," 2016 Meeting Papers 636, Society for Economic Dynamics.
  • Arrondel, Luc & Calvo Pardo, Héctor & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative Social Interactions," CEPR Discussion Papers 14840, C.E.P.R. Discussion Papers.
  • Arrondel, L. & Calvo-Pardo, H. & Giannitsarou, C. & Haliassos, M., 2019. "Informative Social Interactions," Cambridge Working Papers in Economics 1911, Faculty of Economics, University of Cambridge.
  • Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2019. "Informative social interactions," IMFS Working Paper Series 136, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Buss, Adrian & Sundaresan, Savitar, 2020. "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency," CEPR Discussion Papers 14843, C.E.P.R. Discussion Papers.
• Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
  • Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
• Kuzmina, Olga & Kelly, Patrick & Gorovyy, Sergiy, 2020. "Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds," CEPR Discussion Papers 14873, C.E.P.R. Discussion Papers.
• Philippe Bacchetta & Simon Tièche & Eric van & Ralph Koijen, 2023. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 36(10), pages 4233-4270.
  • Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series 20-46, Swiss Finance Institute.
  • Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," CEPR Discussion Papers 14898, C.E.P.R. Discussion Papers.
• Malmendier, Ulrike M., 2020. "Exposure to Grocery Prices and Inflation Expectations," CEPR Discussion Papers 14930, C.E.P.R. Discussion Papers.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2020. "Gender Roles and the Gender Expectations Gap," CESifo Working Paper Series 8158, CESifo.
  • Malmendier, Ulrike M. & D'Acunto, Francesco & Weber, Michael, 2020. "Gender Roles and the Gender Expectations Gap," CEPR Discussion Papers 14932, C.E.P.R. Discussion Papers.
  • Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2020. "Gender Roles and the Gender Expectations Gap," NBER Working Papers 26837, National Bureau of Economic Research, Inc.
  • Francesco D'Acunto & Ulrike Malmendier & Michael Weber, 2020. "Gender Roles and the Gender Expectations Gap," Working Papers 2020-11, Becker Friedman Institute for Research In Economics.
  • D'Acunto, Francesco & Malmendier, Ulrike & Weber, Michael, 2021. "Gender Roles and the Gender Expectations Gap," LawFin Working Paper Series 16, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Malmendier, Ulrike M. & Steiny Wellsjo, Alex, 2020. "Rent or Buy? The Role of Lifetime Experiences on Homeownership within and across Countries," CEPR Discussion Papers 14935, C.E.P.R. Discussion Papers.
• Malmendier, Ulrike M. & Laudenbach, Christine & Niessen-Ruenzi, Alexandra, 2020. "The Long-lasting Effects of Experiencing Communism on Attitudes towards Financial Markets," CEPR Discussion Papers 14939, C.E.P.R. Discussion Papers.
• Weber, Martin & Mueller-Dethard, Jan, 2020. "The Portfolio Composition Effect," CEPR Discussion Papers 15012, C.E.P.R. Discussion Papers.
• Lou, Dong, 2020. "Wealth Redistribution in Bubbles and Crashes," CEPR Discussion Papers 15029, C.E.P.R. Discussion Papers.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
  • Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers 2020-96, Becker Friedman Institute for Research In Economics.
  • Pástor, LuboÅ¡ & Vorsatz, Blair, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers 15033, C.E.P.R. Discussion Papers.
  • Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers 27551, National Bureau of Economic Research, Inc.
• Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020. "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers 15054, C.E.P.R. Discussion Papers.
• Sergey Kovbasyuk & Marco Pagano, 2022. "Advertising Arbitrage [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, vol. 26(4), pages 799-827.
  • Sergei Kovbasyuk & Marco Pagano, 2014. "Advertising Arbitrage," CSEF Working Papers 360, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 02 Apr 2022.
  • Pagano, Marco & Kovbasyuk, Sergei, 2020. "Advertising Arbitrage," CEPR Discussion Papers 15064, C.E.P.R. Discussion Papers.
  • Sergey Kovbasyuk & Marco Pagano, 2022. "Advertising Arbitrage," Working Papers w0287, New Economic School (NES).
  • Sergey Kovbasyuk & Marco Pagano, 2020. "Advertising Arbitrage," Working Papers w0277, New Economic School (NES).
  • Kovbasyuk, Sergei & Pagano, Marco, 2014. "Advertising arbitrage," CFS Working Paper Series 482, Center for Financial Studies (CFS).
  • Kovbasyuk, Sergey & Pagano, Marco, 2020. "Advertising arbitrage," CFS Working Paper Series 641, Center for Financial Studies (CFS).
  • Sergei Kovbasyuk & Marco Pagano, 2014. "Advertising Arbitrage," EIEF Working Papers Series 1401, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2022.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2020. "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers 15116, C.E.P.R. Discussion Papers.
• Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020. "Procyclical asset management and bond risk premia," Discussion Papers 38/2020, Deutsche Bundesbank.
  • Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021. "Procyclical asset management and bond risk premia," ESRB Working Paper Series 116, European Systemic Risk Board.
  • Barbu, Alexandru & Fricke, Christoph & ,, 2020. "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers 15123, C.E.P.R. Discussion Papers.
• Baker, Scott R. & Johnson, Stephanie & Kueng, Lorenz, 2024. "Financial returns to household inventory management," Journal of Financial Economics, Elsevier, vol. 151(C).
  • Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series 20-114, Swiss Finance Institute.
  • Küng, Lorenz & Baker, Scott & Johnson, Stephanie, 2020. "Financial Returns to Household Inventory Management," CEPR Discussion Papers 15191, C.E.P.R. Discussion Papers.
  • Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series 20-70, Swiss Finance Institute.
  • Scott R. Baker & Stephanie G. Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," NBER Working Papers 27740, National Bureau of Economic Research, Inc.
• Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2020. "Corporate Governance in the Presence of Active and Passive Delegated Investment," OSF Preprints 8n6xj, Center for Open Science.
  • Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2022. "Corporate governance in the presence of active and passive delegated investment," CEPR Discussion Papers 15230, C.E.P.R. Discussion Papers.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020. "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers 15305, C.E.P.R. Discussion Papers.
• Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2021. "Exploring Differences in Household Debt across the United States and Euro Area Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 477-501, March.
  • Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers 465, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Ehrmann, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2020. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CEPR Discussion Papers 15368, C.E.P.R. Discussion Papers.
• Korniotis, George & Bonaparte, Yosef & Kumar, Alok, 2020. "Income Risk and Stock Market Entry/Exit Decisions," CEPR Discussion Papers 15370, C.E.P.R. Discussion Papers.
• Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020. "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers 15548, C.E.P.R. Discussion Papers.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020. "Tracking biased weights: asset pricing implications of value-weighted indexing," LSE Research Online Documents on Economics 118847, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020. "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers 15563, C.E.P.R. Discussion Papers.
• Nelson Camanho & Harald Hau & Hélène Rey, 2022. "Global Portfolio Rebalancing and Exchange Rates," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5228-5274.
  • Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.
  • Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020. "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers 15617, C.E.P.R. Discussion Papers.
  • Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series 18-03, Swiss Finance Institute, revised Jun 2018.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," CEPN Working Papers halshs-02956879, HAL.
  • Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," Working Papers halshs-02956879, HAL.
  • Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," FMM Working Paper 60-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Daniel J. Benjamin & Mark Alan Fontana & Miles S. Kimball, 2020. "Reconsidering Risk Aversion," NBER Working Papers 28007, National Bureau of Economic Research, Inc.
  • Daniel J. Benjamin & Mark Alan Fontana & Miles Kimball, 2020. "Reconsidering Risk Aversion," GRU Working Paper Series GRU_2020_026, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
  • Jean-François Carpantier, 2020. "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES 2020036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Pablo Perelló-Fons & Salvador Climent-Serrano, 2020. "Gestión eficiente de carteras: Modelo de Markowitz y el Ibex-35," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 43(121), pages 91-103, Enero.
• Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020. "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 507-526, November.
• Junyong He & Helen Hui Huang & Shunming Zhang, 2020. "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 263-329, November.
• Bekaert, Geert & Panayotov, George, 2020. "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
  • Bekaert, Geert & Panayotov, George, 2019. "Good Carry, Bad Carry," CEPR Discussion Papers 13463, C.E.P.R. Discussion Papers.
  • Geert Bekaert & George Panayotov, 2019. "Good Carry, Bad Carry," NBER Working Papers 25420, National Bureau of Economic Research, Inc.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar S., 2020. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1369-1414, June.
  • Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar, 2015. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," IZA Discussion Papers 9405, Institute of Labor Economics (IZA).
  • G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2015. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," NBER Working Papers 21661, National Bureau of Economic Research, Inc.
• Hastings, Justine & Mitchell, Olivia S., 2020. "How financial literacy and impatience shape retirement wealth and investment behaviors," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(1), pages 1-20, January.
  • Justine Hastings & Olivia S. Mitchell, 2010. "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," Working Papers wp233, University of Michigan, Michigan Retirement Research Center.
  • Justine S. Hastings & Olivia S. Mitchell, 2011. "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," NBER Working Papers 16740, National Bureau of Economic Research, Inc.
• Broeders, Dirk & de Haan, Leo, 2020. "Benchmark selection and performance," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(4), pages 511-531, October.
• Marotta, Giuseppe, 2020. "Behind the success of dominated personal pension plans: sales force and financial literacy factors," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(4), pages 532-547, October.
  • Giuseppe Marotta, 2019. "Behind the success of dominated personal pension plans: sales force and financial literacy factors," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0077, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Masset, Philippe & Weisskopf, Jean-Philippe & Fauchery, Clémentine, 2020. "Last Frontier Investments: The Case of Alpine Wines," Journal of Wine Economics, Cambridge University Press, vol. 15(2), pages 181-206, May.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020. "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers 2231R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
  • Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020. "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers 2231, Cowles Foundation for Research in Economics, Yale University.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020. "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers 2231, Cowles Foundation for Research in Economics, Yale University.
  • Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020. "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers 2231R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
• Стоян Проданов, 2020. "Инвестиции И Инвестиционни Решения: Методико-Приложни Аспекти," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 142 Year , pages 9-165.
• Dimitar Blagoev & Radostin Boyadzhiev, 2020. "Methodological Aspects of Management of Portfolios of Investment Projects for Real Assets of Business Organizations," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 71-90.
• Димитър Благоев & Радостин Бояджиев, 2020. "Методически Аспекти На Управлението На Портфейл От Инвестиционни Проекти За Реални Активи В Бизнес Организациите," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 79-102.
• Steffen Günther & Christian Fieberg & Thorsten Poddig, 2020. "The Cross-Section of Cryptocurrency Risk and Return," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 89(4), pages 7-28.
• Caterina Forti Grazzini & Chi Hyun Kim, 2020. "Is Monetary Policy Gender Neutral? Evidence from the Stock Market," Discussion Papers of DIW Berlin 1841, DIW Berlin, German Institute for Economic Research.
• Dorothea Schäfer & Michael Stöckel & Henriette Weser, 2020. "Crisis Impact on the Diversity of Financial Portfolios: Evidence from European Citizens," Discussion Papers of DIW Berlin 1899, DIW Berlin, German Institute for Economic Research.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers 669, DNB.
• Martijn Boermans & Bram van der Kroft, 2020. "Capital regulation induced reaching for systematic yield: Financial instability through fire sales," Working Papers 673, DNB.
• Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
  • Martijn A. Boermans & John D. Burger, 2020. "Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor," Working Papers 676, DNB.
• Rob Bauer & Rien Bogman & Matteo Bonetti & Dirk Broeders, 2020. "The impact of trustees' age and representation on strategic asset allocations," Working Papers 698, DNB.
• Rui Dias & Paula Heliodoro & Paulo Alexandre, 2020. "Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis," Journal of Innovative Business and Management, DOBA Faculty, vol. 12(2), pages 13-19.
• George Overton & Olivier de Bandt, 2020. "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," Working Papers hal-04159696, HAL.
  • George Overton & Olivier de Bandt, 2020. "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," EconomiX Working Papers 2020-15, University of Paris Nanterre, EconomiX.
  • Olivier de Bandt & George Overton, 2020. "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database [Les déterminants des défaillances en assurance : comparaison entre les secteurs de l’assuran," Débats Economiques et financiers 36, Banque de France.

2019

• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
  • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers 201921, University of Pretoria, Department of Economics.
• Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019. "The Determinants Of Systematic Risk In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 15-36, June.
• Michael McAleer, 2019. "Summary of Advances in Decision Sciences (ADS) - 2019," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 81-93, December.
• Ran Sun Lyng & Jie Zhou, 2019. "Household Portfolio Choice Before and After a House Purchase," Economics Working Papers 2019-01, Department of Economics and Business Economics, Aarhus University.
• Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020. "The economic value of VIX ETPs," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 121-138.
  • Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019. "The Economic Value of VIX ETPs," CREATES Research Papers 2019-14, Department of Economics and Business Economics, Aarhus University.
• Tudor BAJURA, 2019. "Modern Methods Of Valuation Of Investments’ Economic Efficiency In The Agricultural Business," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 21-35.
• Dimitry Rtischev, 2019. "A Study of How Pursuit of Wealth Rank Distorts Risk Preferences," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, vol. 55(4), pages 155-172.
• Raif Parlakkaya & Ümran Münire Kahraman & Yasin Cihan, 2019. "The Effects of Inclusion in The BIST Sustainability Index: An Application on Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 34(111), pages 33-50, April.
• Önder Büberkökü & Simge Tüzün Şahmaroğlu & Akın Akar, 2019. "Portfolio Risk Analysis: Evidence From International Stock Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 34(112), pages 199-224, October.
• Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019. "Wealth Inequality and Homeownership in Europe," Annals of Economics and Statistics, GENES, issue 136, pages 27-54.
  • Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," CESifo Working Paper Series 5498, CESifo.
  • Preugschat, Edgar & Kaas, Leo & Kocharkov, Georgi, 2015. "Wealth Inequality and Homeownership in Europe," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113026, Verein für Socialpolitik / German Economic Association.
  • Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," Working Paper Series of the Department of Economics, University of Konstanz 2015-18, Department of Economics, University of Konstanz.
• Pablo Kurlat, 2019. "The Social Value of Financial Expertise," American Economic Review, American Economic Association, vol. 109(2), pages 556-590, February.
  • Pablo Kurlat, 2016. "The Social Value of Financial Expertise," NBER Working Papers 22047, National Bureau of Economic Research, Inc.
  • Pablo Kurlat, 2017. "The Social Value of Financial Expertise," 2017 Meeting Papers 134, Society for Economic Dynamics.
• Harjoat S. Bhamra & Raman Uppal, 2019. "Does Household Finance Matter? Small Financial Errors with Large Social Costs," American Economic Review, American Economic Association, vol. 109(3), pages 1116-1154, March.
  • Uppal, Raman & Bhamra, Harjoat Singh, 2017. "Does Household Finance Matter? Small Financial Errors with Large Social Costs," CEPR Discussion Papers 12414, C.E.P.R. Discussion Papers.
• John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2019. "Do the Rich Get Richer in the Stock Market? Evidence from India," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 225-240, September.
  • John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2018. "Do the Rich Get Richer in the Stock Market? Evidence from India," NBER Working Papers 24898, National Bureau of Economic Research, Inc.
  • Campbell, John Y & Ranish, Benjamin, 2018. "Do the Rich Get Richer in the Stock Market? Evidence from India," CEPR Discussion Papers 13116, C.E.P.R. Discussion Papers.
• Brigitte Roth Tran, 2019. "Divest, Disregard, or Double Down? Philanthropic Endowment Investments in Objectionable Firms," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 241-256, September.
• Jin Yeub Kim, 2019. "Neutral Bargaining in Financial Over-The-Counter Markets," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 539-544, May.
• Francesco Menoncin & Sergio Vergalli, 2021. "Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme," Journal of Economics, Springer, vol. 132(1), pages 67-98, January.
  • Francesco Menoncin & Sergio Vergalli, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," Working Papers 2019.09, Fondazione Eni Enrico Mattei.
  • Menoncin, Francesco & Vergalli, Sergio, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications 288459, Fondazione Eni Enrico Mattei (FEEM).
• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
  • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," International Association of Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
  • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers 201921, University of Pretoria, Department of Economics.
• Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019. "The Determinants Of Systematic Risk In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 15-36, June.
  • Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019. "The Determinants Of Systematic Risk In Vietnam," International Association of Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 15-36, June.
• Michael McAleer, 2019. "Summary of Advances in Decision Sciences (ADS) - 2019," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 81-93, December.
  • Michael McAleer, 2019. "Summary of Advances in Decision Sciences (ADS) - 2019," International Association of Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 81-93, December.
• Sinem ATICI & Nihan DEMİR & Mert URAL, 2019. "Arbitraj Fiyatlama Modeli İle Türkiye’de Pay Getirilerini Etkileyen Makroekonomik Göstergelerin Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 4(1), pages 106-120.
• Octavian Mihai PERPELEA & Tatiana PÄ‚UN ZAMFIROIU, 2019. "Financial Investment Optimisation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(21), pages 127-134, November.
• Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
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• Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A Framework for Debt-Maturity Management," Working Papers 143, Peruvian Economic Association.
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• Massimo Coletta & Raffaele Santioni, 2019. "Households' investments in foreign mutual funds made transparent," Questioni di Economia e Finanza (Occasional Papers) 533, Bank of Italy, Economic Research and International Relations Area.
• Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.
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• Mircea GUTIUM, 2019. "History Of The Development Of Block-Chain Cryptic Technology And Its Future In The Global Economy," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 4(3), pages 34-38.
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• Marianne Andries, 2019. "L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 45-59.
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• Philippe Trainar, 2019. "Pourquoi le risque diversifiable est-il encore rémunéré ?," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 95-106.
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• Helen Mussell, 2019. "Elucidating Limited Shareholder Engagement: Identifying Ethical and Epistemological Factors in the Fiduciary," Working Papers wp516, Centre for Business Research, University of Cambridge.
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• Claudio E. Serur & Julián R. Siri & Juan A. Serur & José P. Dapena, 2019. "Unraveling the value premium: a reward for risk or mispricing?," CEMA Working Papers: Serie Documentos de Trabajo. 704, Universidad del CEMA.
• José P. Dapena & Juan A. Serur & Julián R. Siri, 2019. "Risk on-Risk off: A regime switching model for active portfolio management," CEMA Working Papers: Serie Documentos de Trabajo. 706, Universidad del CEMA.
• Arghyrou, Michael G & Gadea, Mar a Dolores, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," Cardiff Economics Working Papers E2019/6, Cardiff University, Cardiff Business School, Economics Section.
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• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
• Caporale, Guglielmo Maria & Kang, Woo-Young, 2021. "On the preferences of CoCo bond buyers and sellers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
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• Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020. "Hedging Climate Change News," The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
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• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
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• van der Ploeg, Frederick & Rezai, Armon, 2020. "The risk of policy tipping and stranded carbon assets," Journal of Environmental Economics and Management, Elsevier, vol. 100(C).
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• Fehr, Hans & Hofmann, Maurice, 2020. "Tenure choice, portfolio structure and long-term care – Optimal risk management in retirement," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
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• Francesco D’Acunto & Ulrike Malmendier & Juan Ospina & Michael Weber, 2019. "Exposure to Daily Price Changes and Inflation Expectations," NBER Working Papers 26237, National Bureau of Economic Research, Inc.
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• Peter Andrebriq & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2022. "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 2958-2991.
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• Orkun Saka, 2019. "Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis," CESifo Working Paper Series 7939, CESifo.
• Thomas Gomez & Giulia Piccillo, 2019. "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series 8003, CESifo.
• Frederick van der Ploeg & Armon Rezai, 2020. "Stranded Assets in the Transition to a Carbon-Free Economy," Annual Review of Resource Economics, Annual Reviews, vol. 12(1), pages 281-298, October.
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• Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019. "Lured by the Consensus," Swiss Finance Institute Research Paper Series 19-06, Swiss Finance Institute, revised Mar 2019.
• Grennan, Jillian & Michaely, Roni, 2021. "FinTechs and the Market for Financial Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(6), pages 1877-1907, September.
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• Evgeny Lyandres & Maria‐Teresa Marchica & Roni Michaely & Roberto Mura, 2019. "Owners' Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms," Swiss Finance Institute Research Paper Series 19-12, Swiss Finance Institute, revised Mar 2019.
• Rustam Abuzov, 2019. "The Impact of Venture Capital Screening," Swiss Finance Institute Research Paper Series 19-14, Swiss Finance Institute.
• Andrea Berardi & Claudio Tebaldi & Fabio Trojani, 2019. "Consumer Protection and the Design of the Default Option of a Pan-European Pension Product," Swiss Finance Institute Research Paper Series 19-19, Swiss Finance Institute, revised Apr 2019.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019. "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series 19-24, Swiss Finance Institute, revised May 2019.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series 19-27, Swiss Finance Institute, revised May 2019.
• Bacchetta, Philippe & van Wincoop, Eric, 2021. "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, vol. 131(C).
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• Rüdiger Fahlenbrach & Marc Frattaroli, 2021. "ICO investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 1-59, March.
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• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series 19-51, Swiss Finance Institute.
• Altan Pazarbasi & Paul Schneider & Grigory Vilkov, 2019. "Sentimental Recovery," Swiss Finance Institute Research Paper Series 19-57, Swiss Finance Institute.
• Emirhan Ilhan & Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2019. "Institutional Investors’ Views and Preferences on Climate Risk Disclosure," Swiss Finance Institute Research Paper Series 19-66, Swiss Finance Institute.
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• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, Elsevier, vol. 159(C), pages 121-139.
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• Kotchikpa Gabriel Lawin & Lota Tamini, 2019. "Determinants of Crop Diversification in Burkina Faso - What is the Impact of Risk Preference?," CIRANO Working Papers 2019s-07, CIRANO.
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• Germán Eduardo González, 2019. "Análisis de sentimientos de noticias e inversionistas en el mercado bursátil," Documentos CEDE 17375, Universidad de los Andes, Facultad de Economía, CEDE.
• Leonardo Gerardo Santana Viloria, 2019. "Arte como inversión: Construcción de un índice hedónico para medir la valorización de arte colombiano en el período 1989- 2015," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 39(79), pages 167-190, December.
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• Rodrigo Lluberas, 2019. "Pension Income Indexation: A Mean-Variance Approach," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2019), pages 33-59, October.
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• Nicole Bosch, 2019. "The Incidence of Pension Contributions," CPB Discussion Paper 388, CPB Netherlands Bureau for Economic Policy Analysis.
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• Aleksandra Pieloch-Babiarz, 2019. "Ownership structure, board characteristics and dividend policy: evidence from the Warsaw Stock Exchange," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(3), pages 317-330, September.
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• Badarinza, Cristian & Ramadorai, Tarun & Shimizu, Chihiro, 2022. "Gravity, counterparties, and foreign investment," Journal of Financial Economics, Elsevier, vol. 145(2), pages 132-152.
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• Roberto Joaquín Santillán-Salgado & Humberto Valencia-Herrera, 2019. "The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 169-188, Abril-Jun.
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• Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019. "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 527-540, Agosto 20.
• Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & José Álvarez-García, 2019. "Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 601-616, Agosto 20.
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• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020. "Investor experiences and international capital flows," Journal of International Economics, Elsevier, vol. 124(C).
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• Maurer, Raimond & Mitchell, Olivia S., 2021. "Older peoples' willingness to delay social security claiming," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(3), pages 410-425, July.
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• Bekaert, Geert & Panayotov, George, 2020. "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
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• Pietro Veronesi, 2019. "Heterogeneous Households under Uncertainty," NBER Working Papers 25448, National Bureau of Economic Research, Inc.
• Arash Aloosh & Geert Bekaert, 2022. "Currency Factors," Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
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• Sina Ehsani & Juhani T. Linnainmaa, 2019. "Factor Momentum and the Momentum Factor," NBER Working Papers 25551, National Bureau of Economic Research, Inc.
• Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019. "The Endowment Model and Modern Portfolio Theory," NBER Working Papers 25559, National Bureau of Economic Research, Inc.
• Bing Han & David Hirshleifer & Johan Walden, 2023. "Visibility Bias in the Transmission of Consumption Beliefs and Undersaving," Journal of Finance, American Finance Association, vol. 78(3), pages 1647-1704, June.
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• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Cowles Foundation Discussion Papers 2169, Cowles Foundation for Research in Economics, Yale University.
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• Hongye Guo & Jessica A. Wachter, 2019. ""Superstitious" Investors," NBER Working Papers 25603, National Bureau of Economic Research, Inc.
• M. Max Croce & Tatyana Marchuk & Christian Schlag, 2019. "The Leading Premium," NBER Working Papers 25633, National Bureau of Economic Research, Inc.
• Ge, Shan & Weisbach, Michael S., 2021. "The role of financial conditions in portfolio choices: The case of insurers," Journal of Financial Economics, Elsevier, vol. 142(2), pages 803-830.
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• Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2019. "How Cognitive Ability and Financial Literacy Shape the Demand for Financial Advice at Older Ages," NBER Working Papers 25750, National Bureau of Economic Research, Inc.
• Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2019. "Do Distressed Banks Really Gamble for Resurrection?," Working Paper Series 2019-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Saki Bigio & Galo Nuño & Juan Passadore, 2023. "Debt-Maturity Management with Liquidity Costs," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 119-190.
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• Yosef Bonaparte & Russell Cooper & Mengli Sha, 2019. "Rationalizing Trading Frequency and Returns: Maybe Trading is Good for You," NBER Working Papers 25838, National Bureau of Economic Research, Inc.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023. "Affordable Housing and City Welfare," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 293-330.
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• Ghent, Andra C., 2021. "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
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• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019. "Prudential Monetary Policy," CEPR Discussion Papers 13832, C.E.P.R. Discussion Papers.
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• Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Working Papers 2019-15, The George Washington University, Institute for International Economic Policy.
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• Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
• Leandro Carvalho & Dan Silverman, 2019. "Complexity and Sophistication," NBER Working Papers 26036, National Bureau of Economic Research, Inc.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022. "Exchange Rate Reconnect," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 845-855, October.
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• Moritz Lenel & Monika Piazzesi & Martin Schneider, 2019. "The Short Rate Disconnect in a Monetary Economy," NBER Working Papers 26102, National Bureau of Economic Research, Inc.
• Ivo Welch, 2022. "Simply Better Market Betas," Critical Finance Review, now publishers, vol. 11(1), pages 37-64, February.
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• Joshua Schwartzstein & Adi Sunderam, 2021. "Using Models to Persuade," American Economic Review, American Economic Association, vol. 111(1), pages 276-323, January.
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• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019. "Predicting Returns With Text Data," NBER Working Papers 26186, National Bureau of Economic Research, Inc.
• Jessica A. Wachter & Michael Jacob Kahana, 2019. "A Retrieved-Context Theory Of Financial Decisions," NBER Working Papers 26200, National Bureau of Economic Research, Inc.
• Francesco D'Acunto & Ulrike M. Malmendier & Juan Ospina & Michael Weber & Michael Weber, 2019. "Exposure to Daily Price Changes and Inflation Expectations," CESifo Working Paper Series 7798, CESifo.
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• Bacchetta, Philippe & van Wincoop, Eric, 2021. "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, vol. 131(C).
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• Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023. "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
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• Thomas Philippon, 2019. "On Fintech and Financial Inclusion," NBER Working Papers 26330, National Bureau of Economic Research, Inc.
• Vanya Horneff & Daniel Liebler & Raimond Maurer & Olivia S. Mitchell, 2019. "Money-Back Guarantees in Individual Retirement Accounts: Are They Good Policy?," NBER Working Papers 26406, National Bureau of Economic Research, Inc.
• Huaizhi Chen & Lauren Cohen & Umit Gurun, 2019. "Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds," NBER Working Papers 26423, National Bureau of Economic Research, Inc.
• Josh Davis & Alan M. Taylor, 2022. "The Leverage Factor: Credit Cycles and Asset Returns," Management Science, INFORMS, vol. 68(10), pages 7350-7361, October.
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• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023. "How would 401(k) ‘Rothification’ alter saving, retirement security, and inequality?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 22(3), pages 265-283, July.
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• Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
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• Van Nieuwerburgh, Stijn & Gupta, Arpit, 2019. "Valuing Private Equity Strip by Strip," CEPR Discussion Papers 14241, C.E.P.R. Discussion Papers.
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• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021. "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
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• Barber, Brad M. & Morse, Adair & Yasuda, Ayako, 2021. "Impact investing," Journal of Financial Economics, Elsevier, vol. 139(1), pages 162-185.
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• Tudor BAJURA, 2019. "Modern Methods Of Valuation Of Investments’ Economic Efficiency In The Agricultural Business," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 21-35.
• Renström, Thomas I. & Spataro, Luca & Marsiliani, Laura, 2019. "Optimal Taxation, Environment Quality, Socially Responsible Firms and Investors," International Review of Environmental and Resource Economics, now publishers, vol. 13(3-4), pages 339-373, September.
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• Harris, Larry & Amato, Andrea, 2019. "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, vol. 8(1-2), pages 173-202, December.
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• Harvey, Campbell R., 2019. "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, vol. 8(1-2), pages 1-9, December.
• Oehler, Andreas & Horn, Matthias, 2019. "Does Households’ Wealth Predict the Efficiency of their Asset Mix? Empirical Evidence," Review of Behavioral Economics, now publishers, vol. 6(3), pages 249–282-2, August.
• Kudryavtsev, Andrey, 2019. "Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics," Review of Behavioral Economics, now publishers, vol. 6(3), pages 283–311-2, August.
• Knut Anton Mork & Hanna Marisela Eap & Magnus Eskedal Haraldsen, 2019. "Portfolio Choice for a Resource-based Sovereign Wealth Fund: An analysis of Cash Flows," Working Paper Series 17919, Department of Economics, Norwegian University of Science and Technology.
• Iulia Monica Oehler-Sincai, 2019. "Narratives and Actions Regarding the Belt and Road Initiative in ASEAN Countries," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 7(2), pages 48-55, December.
• Ivanka Daneva, 2019. "Alternative Investments - Opportunities and Challenges to Capital Pension Funds," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 281-293, December.
• Dash, M. & Motukuri, T., 2019. "A Game-Theoretic Model for “Zero-Interest” Instalment Schemes," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 8(1), pages 1-5, February.
• Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022. "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, vol. 146(3), pages 965-988.
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• Helmut Stix, 2021. "Ownership and purchase intention of crypto-assets: survey results," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 65-99, February.
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• Yilmaz, Duygu Ece & Antmen, Figen, 2019. "Project Selection Method Based on Balanced Scorecard Framework," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(5), pages 1179-1187, October.
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• Ahmed Shaikh, Salman, 2019. "Investment Behaviour of Analysts: A Case Study of Pakistan Stock Exchange," Journal of Finance and Accounting Research, University of Management and Technology, Lahore, vol. 1(1), pages 52-69, February.
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• Spyridon Spyrou, 2019. "Valuation Ratio Style Investing and Economic Sentiment in Eurozone Markets," Proceedings of International Academic Conferences 8710715, International Institute of Social and Economic Sciences.
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• Andy Cheng, 2019. "Pairs Trading with Crypto: Evidence from Bitcoin," Proceedings of International Academic Conferences 9211529, International Institute of Social and Economic Sciences.
• Sabrina Elbachir, 2019. "The impact of Cognitive Dissonance on Young Entrepreneurs," Proceedings of International Academic Conferences 9911151, International Institute of Social and Economic Sciences.
• Dedhy Sulistiawan & Felizia Arni Rudiawarni, 2019. "Is Price to Earnings Ratio (still) useful for trading strategy?," Proceedings of Business and Management Conferences 8511281, International Institute of Social and Economic Sciences.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2019. "An algorithm for construction of a portfolio with a fundamental criterion," Proceedings of Economics and Finance Conferences 8911300, International Institute of Social and Economic Sciences.
• Zandri Koekemoer, 2019. "Gender and financial well-being of South African investors," Proceedings of Economics and Finance Conferences 9511448, International Institute of Social and Economic Sciences.
• Zandri Koekemoer, 2019. "The influence of the level of education on investors risk tolerance level," Proceedings of Economics and Finance Conferences 9511449, International Institute of Social and Economic Sciences.
• Susara Johanna Ferreira, 2019. "Is financial risk tolerance influenced by personality traits?," Proceedings of Economics and Finance Conferences 9511451, International Institute of Social and Economic Sciences.
• Jim Fischer, 2019. "Modern Portfolio Theory and the Efficient Markets Hypothesis: How well did they serve Canada?s baby-boom generation?," Proceedings of Economics and Finance Conferences 9511941, International Institute of Social and Economic Sciences.
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• Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti, 2019. "Day trading for a living? Fernando," Working Papers, Department of Economics 2019_47, University of São Paulo (FEA-USP).
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• Kefan Xie & Zimei Liu & Long Chen & Weiyong Zhang & Sishi Liu & Sohail S. Chaudhry, 2019. "Success factors and complex dynamics of crowdfunding: An empirical research on Taobao platform in China," Electronic Markets, Springer;IIM University of St. Gallen, vol. 29(2), pages 187-199, June.
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• Francesco Bollazzi & Giuseppe Risalvato & Claudio Venezia, 2019. "Asymmetric information and deal selection: evidence from the Italian venture capital market," International Entrepreneurship and Management Journal, Springer, vol. 15(3), pages 721-732, September.
• Maximilian Sturm & Stephan Nüesch, 2019. "Diversification and organizational environment: the effect of resource scarcity and complexity on the valuation of multi-segment firms," Journal of Business Economics, Springer, vol. 89(3), pages 251-272, April.
• Glenn Pettengill & George Chang, 2019. "Validating empirically identified risk factors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 162-179, January.
• Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019. "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 552-568, July.
• Neeraj J. Gupta & Vitaliy Strohush & Reilly White, 2019. "Investor reaction to simultaneous news releases: unemployment vs. earnings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 735-749, October.
• Mariela Dal Borgo, 2019. "Ethnic and racial disparities in saving behavior," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
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• Claudia Ravanelli & Gregor Svindland, 2019. "Ambiguity sensitive preferences in Ellsberg frameworks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(1), pages 53-89, February.
• Sabine Elmiger, 2019. "CAPM-anomalies: quantitative puzzles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(3), pages 643-667, October.
• Marek Weretka, 2019. "Normative inference in efficient markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(4), pages 787-810, November.
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• Doron Nisani, 2019. "Ranking Investments Using the Lorenz Curve," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 1-9, March.
• Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 885-912, December.
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• Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
• Grażyna Trzpiot, 2019. "Application Quantile-Based Risk Measures in Sector Portfolio Analysis—Warsaw Stock Exchange Approach," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 215-224, Springer.
• Maximilian Sturm & Stephan Nüesch, 2019. "Strong shareholder rights, internal capital allocation efficiency, and the moderating role of market competition and external financing needs," Review of Managerial Science, Springer, vol. 13(1), pages 93-111, February.
• Sarah Kuypers & Ive Marx, 2019. "The Truly Vulnerable: Integrating Wealth into the Measurement of Poverty and Social Policy Effectiveness," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 131-147, February.
• Smile Dube, 2019. "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-7.
• Li Wang, 2019. "The Risk Spillover Effects of Securities Companies in China’s Capital Market with the CoVaR Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(3), pages 1-7.
• Huadong Chang & Guozhi An, 2019. "Will History Repeat Itself? Empirical Research on A-Share Candlesticks in China Based on Matching Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(5), pages 1-8.
• Yuan Zhang, 2019. "Information in excess analyst coverage: Evidence from China’s stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(6), pages 1-12.
• P. Hagelstein & I. Lackner & J. Otto & A. Perona & R. Piziak, 2019. "Fixed and Dynamic Asset Allocation in the Accumulation Phase," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(1), pages 1-1.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2019. "Modeling the Risk Dynamics of Hedge Funds," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(1), pages 1-3.
• Isaac L. Ochieng’ & Tobias O. Olweny & Oluoch J. Oluoch & Gordon O. Ochere, 2019. "Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(3), pages 1-5.
• Feriel Gharbi, 2019. "Time-varying volatility spillovers among bitcoin and commodity currencies," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-2.
• Ben R. Craig & Margherita Giuzio & Sandra Paterlini, 2019. "The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios," Working Papers 19-12, Federal Reserve Bank of Cleveland.
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• David Kaluge, 2019. "Multifactor on macroeconomic fundamentals to explain the behavior of sectoral indices in the Indonesian stock exchange," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(1), pages 44-51, September.
• Sergejs Hilkevics & Valentina Semakina, 2019. "The classification and comparison of business ratios analysis methods," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 1(1), pages 48-57, March.
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• Nico Katzke & Charlotte van Tiddens, 2019. "FTSE/JSE Index Migration: Testing for the Index Effect in Stocks Entering and Exiting the Top 40," Working Papers 10/2019, Stellenbosch University, Department of Economics.
• Johann Pfitzinger & Nico Katzke, 2019. "A constrained hierarchical risk parity algorithm with cluster-based capital allocation," Working Papers 14/2019, Stellenbosch University, Department of Economics.
• Gabriella Chiesa & José Manuel Mansilla-Fernández, 2019. "Disentangling the transmission channel NPLs-cost of capital-lending supply," Applied Economics Letters, Taylor & Francis Journals, vol. 26(16), pages 1333-1338, September.
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• Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019. "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
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• Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019. "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 624-641, September.
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• Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019. "Stochastic Spanning," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 573-585, October.
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• Dirk Schoenmaker & Willem Schramade, 2019. "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 9(4), pages 356-377, October.
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• Rigas Ioannis & Theodossiou George & Rigas Nikolaos & Karelakis Christos & Pantos Nikolaos & Goulas Αpostolos, 2019. "Analysis and critical investigation of the financial statements of food sector companies in Thessaly Region (Greece) that were included in the investment development programs the period 2013-2016," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 12(2), pages 52-71, December.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2022. "Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings," Journal of International Money and Finance, Elsevier, vol. 122(C).
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  • Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Discussion Paper 2019-029, Tilburg University, Center for Economic Research.
  • Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2019. "Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings," CEPR Discussion Papers 14096, C.E.P.R. Discussion Papers.
• Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022. "Colors, Emotions, and the Auction Value of Paintings," European Economic Review, Elsevier, vol. 142(C).
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  • Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022. "Colors, emotions, and the auction value of paintings," Other publications TiSEM 6e02bd92-e90d-4b93-a066-4, Tilburg University, School of Economics and Management.
  • Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper 2019-006, Tilburg University, Center for Economic Research.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2022. "Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings," Journal of International Money and Finance, Elsevier, vol. 122(C).
  • Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Discussion Paper 2019-029, Tilburg University, Center for Economic Research.
  • Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Other publications TiSEM 98e2405a-8b3f-4c10-a47b-b, Tilburg University, School of Economics and Management.
  • Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2019. "Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings," CEPR Discussion Papers 14096, C.E.P.R. Discussion Papers.
• Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022. "Colors, Emotions, and the Auction Value of Paintings," European Economic Review, Elsevier, vol. 142(C).
  • Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper 2019-006, Tilburg University, Center for Economic Research.
  • Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022. "Colors, emotions, and the auction value of paintings," Other publications TiSEM 6e02bd92-e90d-4b93-a066-4, Tilburg University, School of Economics and Management.
  • Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Other publications TiSEM b628fa65-83cf-41c8-b321-d, Tilburg University, School of Economics and Management.
• Balmus, Tatiana & Huber, Juergen & Ploner, Matteo, 2020. "More competition in delegated portfolio management: A win-win situation? An experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 777-800.
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• Antonio Amendola & Dennis M. Montagna & Mario Maggi, 2019. "Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(1), pages 1-26.
• Mustafa Dilber & Lokman Incirkus, 2017. "Message Oriented Approach to WOM Effects in Service Industries," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(2), pages 17-47.
• Akhilesh Maewal & Joel R. Bock, 2019. "A Modified Risk Parity Method for Asset Allocation," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(1), pages 71-85.
• Peter Nderitu GITHAIGA, 2019. "Income Diversification, Market Power and Performance," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 1-21.
• Martin Ewen & Marc Oliver Rieger, 2019. "Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management," Working Paper Series 2019-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019. "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series 2019-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Christoph Belak & Lukas Mich & Frank T. Seifried, 2019. "Optimal Investment for Retail Investors with Flooredand Capped Costs," Working Paper Series 2019-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• H. Fink & S. Geissel & J. Herbinger & F. T. Seifried, 2019. "Portfolio Optimization with Optimal Expected Utility Risk Measures," Working Paper Series 2019-07, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2019. "Life-cycle portfolios, unemployment and human capital loss," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 325-340.
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• Stefano Baccarin, 2019. "Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints," Working papers 063, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
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• Chamizo, Álvaro & Novales, Alfonso, 2020. "Looking through systemic credit risk: Determinants, stress testing and market value," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
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• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2019. "Do Household Finances Constrain Unconventional Fiscal Policy?," Tax Policy and the Economy, University of Chicago Press, vol. 33(1), pages 1-32.
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  • Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018. "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Working Papers 25212, National Bureau of Economic Research, Inc.
  • Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian Melzer, 2020. "Do Household Finances Constrain Unconventional Fiscal Policy?," Swiss Finance Institute Research Paper Series 20-32, Swiss Finance Institute.
  • Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018. "Do Household Finances Constrain Unconventional Fiscal Policy?," Working Paper Series WP-2018-16, Federal Reserve Bank of Chicago.
• Kostiantyn Khvedchuk & Valentyna Sinichenko & Barry Topf, 2019. "Estimating a Natural Level of Financial Dollarization in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 247, pages 38-44.
• Hiroshi Fujiki, 2019. "Who needs guidance from a financial adviser? Evidence from Japan," Working Papers on Central Bank Communication 011, University of Tokyo, Graduate School of Economics.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020. "Investor experiences and international capital flows," Journal of International Economics, Elsevier, vol. 124(C).
  • Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019. "Investor Experiences and International Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
  • Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019. "Investor experiences and international capital flows," Economics Working Papers 1710, Department of Economics and Business, Universitat Pompeu Fabra.
  • Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2020. "Investor Experiences and International Capital Flows," Papers 2001.07790, arXiv.org.
  • Victoria Vanasco, 2020. "Investor Experiences and International Capital Flows," Working Papers 1163, Barcelona School of Economics.
• Milena Dinkova & Adriaan Kalwij & Rob Alessie, 2021. "Know More, Spend More? The Impact of Financial Literacy on Household Consumption," De Economist, Springer, vol. 169(4), pages 469-498, November.
  • M. Dinkova & A.S. Kalwij & Rob Alessie, 2019. "Know more, spend more?: The impact of financial literacy on household consumption," Working Papers 1914, Utrecht School of Economics.
• Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019. "Multivariate Crash Risk," Working Papers on Finance 1901, University of St. Gallen, School of Finance.
• Benedikt Ballensiefen & Angelo Ranaldo, 2023. "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 223-265.
  • Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
• Anna Pirogova & Antonio Roma, 2020. "Performance of value‐ and size‐based strategies in the Italian stock market," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(1), February.
  • Anna Pirogova & Antonio Roma, 2019. "Performance of Value and Size based Strategies in the Italian Stock Market," Department of Economics University of Siena 814, Department of Economics, University of Siena.
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• Davide Bellucci & Giulia Fuochi & Pierluigi Conzo, 2018. "Ain't got no, I got life: Childhood exposure to WW2 and financial risk taking in adult life," Carlo Alberto Notebooks 570, Collegio Carlo Alberto.
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• Florin TURCAS, 2019. "Paradoxes In Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 14(1), pages 5-29.
• Dolinar Denis & Zoričić Davor & Golubić Zrinka Lovretin, 2019. "Application of semi-deviation as a proxy for the expected return estimation in the Croatian equity market," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(1), pages 9-20, May.
• Szyszka Adrianna & Białowąs Sylwester, 2019. "Prices of works of art by living and deceased artists auctioned in Poland from 1989 to 2012," Economics and Business Review, Sciendo, vol. 5(4), pages 112-127, December.
• Kaczmarczyk Wojciech, 2019. "The Impact of Acquisition on Stock Value in Case of Warsaw Stock Exchange," Economics and Culture, Sciendo, vol. 16(1), pages 70-79, June.
• Luković Stevan & Marinković Srđan, 2019. "Comparative Analysis of Retirement Benefits in Private Pension Funds and Public Pension System," Economic Themes, Sciendo, vol. 57(2), pages 145-164, June.
• Urbański Stanisław, 2019. "The Cost of Equity Capital in Stock Portfolios Listed on the Warsaw Stock Exchange Using the Classic CAPM," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 15(2), pages 48-62, June.
• Piekunko-Mantiuk Iwona, 2019. "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Sciendo, vol. 19(1), pages 114-125, June.
• Pośpiech Ewa, 2019. "Effective Portfolios – An Application of Multi-Criteria and Fuzzy Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 19(1), pages 126-139, June.
• Almilia Luciana S. & Dewi Nurul H. U. & Wulanditya Putri, 2019. "The effect of visualization and complexity tasks in investment decision making," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(1), pages 68-77, April.
• Sitinjak Elizabeth Lucky Maretha & Haryanti Kristiana & Kurniasari Widuri & Sasmito Yohanes Wisnu Djati, 2019. "Investor behavior based on personality and company life cycle," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(2), pages 23-38, August.
• Purwani Tri, 2019. "ABID concept in the effect of financial policy on firm value," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(2), pages 51-68, August.
• Karime Sleiman & Sayilir Özlem, 2019. "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 55(2), pages 83-98, June.
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• Lambrev Dimitar, 2019. "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, vol. 65(3), pages 23-39, September.
• Jakl Jakub, 2019. "The True Nature of the Portfolio Balance Channel of Quantitative Easing Policy," Review of Economic Perspectives, Sciendo, vol. 19(2), pages 95-117, June.
• Škrinjarić Tihana, 2019. "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange," South East European Journal of Economics and Business, Sciendo, vol. 14(1), pages 92-100, June.
• Kazuyuki Sasakura, 2019. "Calculating a Giffen Good," Working Papers 1908, Waseda University, Faculty of Political Science and Economics.
• Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019. "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper 100311, University Library of Munich, Germany.
  • Cangoz,Mehmet Coskun & Sulla,Olga & Wang,ChunLan & Dychala,Christopher Benjamin, 2019. "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," Policy Research Working Paper Series 8728, The World Bank.
• Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Working Papers 2019-15, The George Washington University, Institute for International Economic Policy.
  • Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019. "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series 8890, The World Bank.
  • Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2019. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," NBER Working Papers 25979, National Bureau of Economic Research, Inc.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," NBER Working Papers 25583, National Bureau of Economic Research, Inc.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Department of Economics Working Papers 2019-01, Department of Economics, Williams College.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Cowles Foundation Discussion Papers 2169, Cowles Foundation for Research in Economics, Yale University.
• Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019. "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers 2019-02, Department of Economics, Williams College.
• Jason Delaney & Sarah Jacobson & Thorsten Moenig, 2020. "Preference discovery," Experimental Economics, Springer;Economic Science Association, vol. 23(3), pages 694-715, September.
  • Jason Delaney & Sarah Jacobson & Thorsten Moenig, 2017. "Preference Discovery," Department of Economics Working Papers 2017-02, Department of Economics, Williams College, revised Dec 2018.
  • Jason Delaney & Sarah Jacobson & Thorsten Moenig, 2019. "Preference Discovery," Department of Economics Working Papers 2019-08, Department of Economics, Williams College, revised Jul 2019.
• Feixue Gong & Gregory Phelan, 2016. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2016-06, Department of Economics, Williams College, revised Aug 2017.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2019-18, Department of Economics, Williams College.
• Kate Ambler & Alan de Brauw & Susan Godlonton, 2019. "Lump-sum Transfers for Agriculture and Household Decision Making," Department of Economics Working Papers 2019-19, Department of Economics, Williams College.
• Ran Sun Lyng & Jie Zhou, 2023. "Household portfolio choice before and after a house purchase," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(6), pages 1376-1398, November.
  • Ran S. Lyng & Jie Zhou, 2019. "Household Portfolio Choice Before and After a House Purchase," Departmental Working Papers 2019-04, The University of Winnipeg, Department of Economics.
• Semih Üslü, 2019. "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, vol. 87(6), pages 2079-2140, November.
  • Uslu, Semih, 2015. "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper 73901, University Library of Munich, Germany, revised 21 Sep 2016.
  • Semih Uslu, 2016. "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers 128, Society for Economic Dynamics.
• Robert Czech & Matt Roberts‐Sklar, 2019. "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.
  • Czech, Robert & Roberts-Sklar, Matt, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.
• Marcel Fischer & Natalia Khorunzhina, 2019. "Housing Decision With Divorce Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(3), pages 1263-1290, August.
  • Fischer, Marcel & Khorunzhina, Natalia, 2018. "Housing Decision with Divorce Risk," MPRA Paper 90090, University Library of Munich, Germany.
• Fabian Hollstein & Marcel Prokopczuk & Chardin Wese Simen, 2019. "The term structure of systematic and idiosyncratic risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 435-460, April.
  • Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP) dp-618, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Denis Pelletier & Cengiz Tunc, 2019. "Endogenous Life‐Cycle Housing Investment and Portfolio Allocation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 991-1019, June.
  • Cengiz Tunc & Denis Pelletier, 2013. "Endogenous Life-Cycle Housing Investment and Portfolio Allocation," Working Papers 1345, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Andreas Tischbirek, 2019. "Long‐term government debt and household portfolio composition," Quantitative Economics, Econometric Society, vol. 10(3), pages 1109-1151, July.
  • Andreas Tischbirek, 2016. "Long-Term Government Debt and Household Portfolio Composition," Cahiers de Recherches Economiques du Département d'économie 16.17, Université de Lausanne, Faculté des HEC, Département d’économie.
• Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers 13834, C.E.P.R. Discussion Papers.
  • Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis – enough to cause collapse?," The Warwick Economics Research Paper Series (TWERPS) 1207, University of Warwick, Department of Economics.
  • Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis – enough to cause collapse?," CRETA Online Discussion Paper Series 51, Centre for Research in Economic Theory and its Applications CRETA.
• Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis – enough to cause collapse?," The Warwick Economics Research Paper Series (TWERPS) 1207, University of Warwick, Department of Economics.
  • Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis – enough to cause collapse?," CRETA Online Discussion Paper Series 51, Centre for Research in Economic Theory and its Applications CRETA.
  • Miller, Marcus & Zhang, Lei, 2019. "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers 13834, C.E.P.R. Discussion Papers.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "The Rehabilitation of Glidepath Investing," Discussion Papers 19/17, Department of Economics, University of York.
• Lojak, Benjamin & Makarewicz, Tomasz & Proaño, Christian R., 2023. "Low interest rates, bank’s search-for-yield behavior and financial portfolio management," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  • Lojak, Benjamin & Makarewicz, Tomasz & Proaño Acosta, Christian, 2019. "Low interest rates, bank's search-for-yield behavior and financial portfolio management," BERG Working Paper Series 153, Bamberg University, Bamberg Economic Research Group.
• Saka, Orkun, 2019. "Domestic banks as lightning rods? Home bias and information during Eurozone crisis," Bank of Finland Research Discussion Papers 3/2019, Bank of Finland.
• Dötz, Niko & Weth, Mark, 2019. "Redemptions and asset liquidations in corporate bond funds," Discussion Papers 11/2019, Deutsche Bundesbank.
• Frey, Rainer & Weth, Mark Andreas, 2019. "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203537, Verein für Socialpolitik / German Economic Association.
  • Frey, Rainer & Weth, Mark, 2019. "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," Discussion Papers 19/2019, Deutsche Bundesbank.
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020. "Do conventional monetary policy instruments matter in unconventional times?," Journal of Banking & Finance, Elsevier, vol. 118(C).
  • Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
  • Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019. "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers 27/2019, Deutsche Bundesbank.
• Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021. "Till death (or divorce) do us part: Early-life family disruption and investment behavior," Journal of Banking & Finance, Elsevier, vol. 124(C).
  • Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021. "Till death (or divorce) do us part: Early-life family disruption and investment behavior," CFR Working Papers 19-01, University of Cologne, Centre for Financial Research (CFR), revised 2021.
• Korn, Olaf & Möller, Philipp M. & Schwehm, Christian, 2019. "Drawdown measures: Are they all the same?," CFR Working Papers 19-04, University of Cologne, Centre for Financial Research (CFR).
• Bannier, Christina E. & Bofinger, Yannik & Rock, Björn, 2019. "Doing safe by doing good: ESG investing and corporate social responsibility in the U.S. and Europe," CFS Working Paper Series 621, Center for Financial Studies (CFS).
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2021. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 5-27, March.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," SAFE Working Paper Series 164, Leibniz Institute for Financial Research SAFE, revised 2017.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2019. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," CFS Working Paper Series 629, Center for Financial Studies (CFS).
  • Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017. "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers 23073, National Bureau of Economic Research, Inc.
• Fong, Joelle H. & Koh, Benedict SK. & Mitchell, Olivia S. & Rohwedder, Susann, 2019. "Financial literacy and suboptimal financial decisions at older ages," CFS Working Paper Series 630, Center for Financial Studies (CFS).
• Hintermaier, Thomas & Koeniger, Winfried, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," Economics Working Paper Series 1806, University of St. Gallen, School of Economics and Political Science, revised Nov 2019.
  • Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in euro-area household finances and their relevance for monetary-policy transmission," CFS Working Paper Series 637, Center for Financial Studies (CFS).
  • Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," 2018 Meeting Papers 405, Society for Economic Dynamics.
  • Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," CESifo Working Paper Series 7088, CESifo.
  • Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers 12743, Institute of Labor Economics (IZA).
• Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
• Dominik Buttler & Eva Sierminska, 2020. "Career or Flexible Work Arrangements? Gender Differences in Self-employment in a Young Market Economy," Journal of Family and Economic Issues, Springer, vol. 41(1), pages 70-95, March.
  • Buttler, Dominik & Sierminska, Eva, 2019. "Career or Flexible Work Arrangements? Gender Differences in Self-Employment in a Young Market Economy," IZA Discussion Papers 12643, Institute of Labor Economics (IZA).
  • Buttler, Dominik & Sierminska, Eva, 2019. "Career or flexible work arrangements? Gender differences in self-employment in a young market economy," GLO Discussion Paper Series 403, Global Labor Organization (GLO).
• Fuhrer, Adrian & Hock, Thorsten, 2019. "Uncertainty in the Black-Litterman model: A practical note," Weidener Diskussionspapiere 68, University of Applied Sciences Amberg-Weiden (OTH).
• Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019. "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics Discussion Papers 2019-3, Kiel Institute for the World Economy (IfW Kiel).
• Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019. "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-26.
• Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 246-263.
  • Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016. "Informative Social Interactions," 2016 Meeting Papers 636, Society for Economic Dynamics.
  • Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2019. "Informative social interactions," IMFS Working Paper Series 136, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Arrondel, Luc & Calvo Pardo, Héctor & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative Social Interactions," CEPR Discussion Papers 14840, C.E.P.R. Discussion Papers.
  • Arrondel, L. & Calvo-Pardo, H. & Giannitsarou, C. & Haliassos, M., 2019. "Informative Social Interactions," Cambridge Working Papers in Economics 1911, Faculty of Economics, University of Cambridge.
• Xu, Jiahua, 2019. "Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, vol. 3, pages 1-20.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019. "Constrained Kelly portfolios under alpha-stable laws," IRTG 1792 Discussion Papers 2019-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021. "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
  • Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers 2009.04200, arXiv.org.
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers 1912.05228, arXiv.org, revised Dec 2021.
  • Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers 2019-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Hasan, Iftekhar & Kiesel, Konstantin & Noth, Felix, 2019. ""And forgive US our debts": Do Christian moralities influence over-indebtedness of individuals?," IWH Discussion Papers 8/2019, Halle Institute for Economic Research (IWH).
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021. "Return signal momentum," Journal of Banking & Finance, Elsevier, vol. 124(C).
  • Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019. "Return Signal Momentum," QBS Working Paper Series 2019/04, Queen's University Belfast, Queen's Business School.
• Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2019. "Smoking hot portfolios? Overtrading from self-control failure," SAFE Working Paper Series 245, Leibniz Institute for Financial Research SAFE, revised 2019.
• Horneff, Vanya & Liebler, Daniel & Maurer, Raimond & Mitchell, Olivia S., 2019. "Implications of money-back guarantees for individual retirement accounts: Protection then and now," SAFE Working Paper Series 263, Leibniz Institute for Financial Research SAFE.
• Weth, Mark Andreas & Dötz, Niko, 2019. "Redemptions and Asset Liquidations in Corporate Bond Funds," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203542, Verein für Socialpolitik / German Economic Association.
• Gries, Thomas & Mitschke, Alexandra, 2019. "Systemic instability of the interbank credit market: A contribution to a resilient financial system," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203582, Verein für Socialpolitik / German Economic Association.
  • Thomas Gries & Alexandra Mitschke, 2021. "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations 75, Paderborn University, Faculty of Business Administration and Economics.
• Calisse, Frank, 2019. "The impact of long-range dependence in the capital stock on interest rate and wealth distribution," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203591, Verein für Socialpolitik / German Economic Association.
• Müting, Miriam, 2019. "Multinational banking: The crisis and its policy response," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203647, Verein für Socialpolitik / German Economic Association.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2019. "How Do Consumers Adapt to a New Environment in their economic forecasting? Evidence from the German Reunification," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203668, Verein für Socialpolitik / German Economic Association.
• Błażej Prusak & Magdalena Kusowska, 2019. "The analysis of the efficiency of selected contrarian strategies on the Warsaw Stock Exchange in the years 2014–2018," Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection, Malopolska School of Economics in Tarnow, vol. 44(4), pages 25-38, December.
• Olivier Ledoit & Michael Wolf, 2019. "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers 323, Department of Economics - University of Zurich, revised Feb 2020.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019. "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers 328, Department of Economics - University of Zurich, revised Jan 2020.

2018

• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 1, pages 33-115, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 2, pages 29-107, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 2, pages 117-191, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 3, pages 109-183, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Optimal Organizations for Optimal Trading," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 3, pages 193-246, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 4, pages 185-220, World Scientific Publishing Co. Pte. Ltd..
• Sung Jun Park & Ki Young Park, 2018. "Can Investors Profit from Security Analyst Recommendations?," Working papers 2018rwp-131, Yonsei University, Yonsei Economics Research Institute.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2022. "Valuing Life as an Asset, as a Statistic and at Gunpoint," The Economic Journal, Royal Economic Society, vol. 132(643), pages 1095-1122.
  • Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Swiss Finance Institute Research Paper Series 18-27, Swiss Finance Institute.
  • Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers 18/20, HEDG, c/o Department of Economics, University of York.
• Olga Almabekova Roman Kuzmich Elena Antosik, 2018. "Income Approach to Business Valuation: Russian Perspective," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 21(2), pages 115-128, November.
• Davor Zorièiæ Denis Dolinar Zrinka Lovretin Golubiæ, 2018. "Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 21(SCI), pages 43-53, December.
• Eichfelder, Sebastian & Schneider, Kerstin, 2018. "How do tax incentives affect business investment? Evidence from German bonus depreciation," arqus Discussion Papers in Quantitative Tax Research 231, arqus - Arbeitskreis Quantitative Steuerlehre.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2018. "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," BOFIT Discussion Papers 19/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
• Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers 7/2018, Bank of Finland.
• Klein, Arne C. & Pliszka, Kamil, 2018. "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers 14/2018, Deutsche Bundesbank.
• Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
• Gündüz, Yalin, 2018. "Mitigating counterparty risk," Discussion Papers 35/2018, Deutsche Bundesbank.
• Luu, Duc Thi & Lux, Thomas, 2018. "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Economics Working Papers 2018-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Gábor-Tóth, Enikő & Georgarakos, Dimitris, 2018. "Economic policy uncertainty and stock market participation," CFS Working Paper Series 590, Center for Financial Studies (CFS).
• Aleksandar Andonov & Roman Kräussl & Joshua Rauh, 2018. "The Subsidy to Infrastructure as an Asset Class," NBER Working Papers 25045, National Bureau of Economic Research, Inc.
  • Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2018. "The subsidy to infrastructure as an asset class," CFS Working Paper Series 599, Center for Financial Studies (CFS).
  • Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018. "The Subsidy to Infrastructure as an Asset Class," Research Papers 3737, Stanford University, Graduate School of Business.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2018. "Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities," CFS Working Paper Series 607, Center for Financial Studies (CFS).
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2017. "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," NBER Working Papers 24083, National Bureau of Economic Research, Inc.
  • Leuz, Christian & Meyer, Steffen & Muhn, Maximilian & Soltes, Eugene & Hackethal, Andreas, 2018. "Who falls prey to the Wolf of Wall Street? Investor participation in market manipulation," CFS Working Paper Series 609, Center for Financial Studies (CFS).
• Das, Nandita & Chatterje, Swarn & Ruf, Bernadette & Sunder, Aman, 2018. "ESG Ratings and the Performance of Socially Responsible Mutual Funds: A Panel Study," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 17(1), pages 49-57.
• Khan, Kanwal Iqbal & Ghafoor, Muhammad Mudassar & Sheeraz, Muhammad & Mahmood, Shahid, 2018. "Pay or not to Pay Dividends: Company Policy and Investor Expectations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 7(1), pages 137-157.
• Mause, Karsten, 2018. "Investitionen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1039-1048.
• Baumöhl, Eduard, 2019. "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," Finance Research Letters, Elsevier, vol. 29(C), pages 363-372.
  • Baumöhl, Eduard, 2018. "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints 174884, ZBW - Leibniz Information Centre for Economics.
• Li, Jianbiao & Niu, Xiaofei & Li, Dahui & Cao, Qian, 2018. "Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior," EconStor Preprints 177890, ZBW - Leibniz Information Centre for Economics.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
  • Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
• Saha, Kunal, 2018. "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints 181878, ZBW - Leibniz Information Centre for Economics.
• Gangwar, Rachna & Singh, Ritvik, 2018. "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," EconStor Preprints 183168, ZBW - Leibniz Information Centre for Economics.
• Chen, Xi, 2018. "Smog, Cognition and Real-World Decision Making," IZA Discussion Papers 11921, Institute of Labor Economics (IZA).
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• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2023. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
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• Jonas Löher & Stefan Schneck & Arndt Werner, 2018. "A research note on entrepreneurs’ financial commitment and crowdfunding success," Venture Capital, Taylor & Francis Journals, vol. 20(3), pages 309-322, July.
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• Chaliasos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2018. "Financial literacy externalities," IMFS Working Paper Series 127, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Christopher Roth & Johannes Wohlfart, 2020. "How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 731-748, October.
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• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2018. "How do consumers adapt to a new environment in their economic forecasting? Evidence from the German reunification," IMFS Working Paper Series 129, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018. "Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 105-116.
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• Packham, Natalie & Papenbrock, Jochen & Schwendner, Peter & Woebbeking, Fabian, 2018. "Tail-Risk Protection Trading Strategies," IRTG 1792 Discussion Papers 2018-038, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Chiu, Hsin-Yu & Chiang, Mi-Hsiu & Kuo, Wei-Yu, 2018. "Predicative Ability of Similarity-based Futures Trading Strategies," IRTG 1792 Discussion Papers 2018-045, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018. "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers 2018-058, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Littke, Helge C. N., 2018. "Channeling the Iron Ore Super-Cycle: The role of regional bank branch networks in emerging markets," IWH Discussion Papers 11/2018, Halle Institute for Economic Research (IWH).
• Littke, Helge C.N. & Ossandon Busch, Matias, 2021. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Journal of International Money and Finance, Elsevier, vol. 119(C).
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• Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
• Voigtländer, Michael, 2018. "Die Modernisierungsumlage zwischen Investitionshemmnis und Mieterüberforderung," IW policy papers 11/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Demary, Markus & Neligan, Adriana, 2018. "Are green bonds a viable way to finance environmental goals? An analysis of chances and risks of green bonds," IW-Reports 28/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Voigtländer, Michael, 2018. "Balance halten in der Mietpreisregulierung: Stellungnahme zum Mietrechtsanpassungsgesetz (Drucksache 19/4672) sowie zu weiteren Anträgen zur Mietpreisregulierung (Drucksachen 19/2976, 19/4829, 19/4885," IW-Reports 43/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018. "Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 105-116.
  • Thomas Walther & Tony Klein & Hien Pham Thu, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance 1812, University of St. Gallen, School of Finance.
  • Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018. "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series 2018/01, Queen's University Belfast, Queen's Business School.
  • Klein, Tony & Thu, Hien Pham & Walther, Thomas, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," IRTG 1792 Discussion Papers 2018-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Walther, Thomas & Klein, Tony & Bouri, Elie, 2019. "Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
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• Hackethal, Andreas & Laudenbach, Christine & Meyer, Steffen & Weber, Annika, 2018. "Client involvement in expert advice: Antibiotics in finance?," SAFE Working Paper Series 219, Leibniz Institute for Financial Research SAFE.
• Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021. "Portfolio similarity and asset liquidation in the insurance industry," Journal of Financial Economics, Elsevier, vol. 142(1), pages 69-96.
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• Oded Stark, 2019. "On Social Preferences and the Intensity of Risk Aversion," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 86(3), pages 807-826, September.
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• Jaspersen, Stefan & Limbach, Peter, 2018. "Knowing Me, Knowing You? Similarity to the CEO and Fund Managers' Investment Decisions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181501, Verein für Socialpolitik / German Economic Association.
• Fehr, Hans & Hofmann, Maurice, 2020. "Tenure choice, portfolio structure and long-term care – Optimal risk management in retirement," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
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• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018. "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181542, Verein für Socialpolitik / German Economic Association.
• Avdiu, Besart & Gruhle, Tobias, 2018. "Contagion and Information Frictions in Emerging Markets: The Role of Joint Signals," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181570, Verein für Socialpolitik / German Economic Association.
• Eidam, Frederik, 2018. "Gap-filling government debt maturity choice," ZEW Discussion Papers 18-025, ZEW - Leibniz Centre for European Economic Research.
• Wojciech Świder, 2018. "The momentum effect on selected stock indices of Central and Eastern Europe," Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection, Malopolska School of Economics in Tarnow, vol. 39(3), pages 129-147, September.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018. "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers 290, Department of Economics - University of Zurich, revised Dec 2018.
• Mark Schaub, 2018. "A note on the long-term performance of Korean ADRs," Managerial Finance, Emerald Group Publishing, vol. 44(1), pages 86-91, January.
• Abdelaziz Chazi & Alexandra Theodossiou & Zaher Zantout, 2018. "Corporate payout-form: investors’ preference and catering theory," Managerial Finance, Emerald Group Publishing, vol. 44(12), pages 1418-1433, December.
• J. Christopher Hughen & Peter P. Lung, 2018. "Risk management in student-managed funds: Earnings announcements and the collar strategy," Managerial Finance, Emerald Group Publishing, vol. 46(5), pages 692-702, September.
• Haiwei Chen & James Estes & William Pratt, 2018. "Investing in the healthcare sector: mutual funds or ETFs," Managerial Finance, Emerald Group Publishing, vol. 44(4), pages 495-508, April.
• Bart Frijns & Ivan Indriawan, 2018. "On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 30(4), pages 463-481, November.
• Priya Kansal & Seema Singh, 2018. "Determinants of overconfidence bias in Indian stock market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 10(4), pages 381-394, October.
• Inderjit Kaur, 2018. "Mutual fund investor’s behaviour towards information search and selection criteria," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 10(4), pages 395-414, October.
• Rangga Handika & Dony Abdul Chalid, 2018. "The predictive power of log-likelihood of GARCH volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 17(4), pages 482-497, November.
• Gerasimos Rompotis, 2018. "Large-cap vs small-cap portfolio performance: new empirical evidence from ETFs," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 18(1), pages 71-94, November.
• Rangga Handika & Dony Abdul Chalid, 2018. "The predictive power of log-likelihood of GARCH volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 17(4), pages 482-497, November.
• Andreas Oehler & Matthias Horn & Florian Wedlich, 2018. "Young adults’ subjective and objective risk attitude in financial decision making," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 10(3), pages 274-294, July.
• Kent Baker & Adri De Ridder & Annalien De Vries, 2018. "Stockholdings of first-time and more experienced investors," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 10(2), pages 146-162, June.
• Doron Nisani, 2018. "Portfolio selection using the Riskiness Index," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(2), pages 330-339, May.
• Andreas Oehler & Andreas Höfer & Matthias Horn & Stefan Wendt, 2018. "Do mutual fund ratings provide valuable information for retail investors?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(1), pages 137-152, March.
• Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018. "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(1), pages 2-24, March.
• En Te Chen & Yunieta Anny Nainggolan, 2018. "Distance bias of socially responsible investment," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 14(1), pages 96-110, March.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 23-35, December.
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• Eugenio Cerutti & Sylvester Eijffinger & Serafín Frache & Javier García-Cicco & Ernest Gnan & David Martinez-Miera & Donato Masciandaro & Athanasios Orphanides & Jorge Ponce & Paola Profeta & Davide R, 2017. "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2 edited by Ernest Gnan and Donato Masciandaro, May.
• Tobias Adrian & Edouard Chrétien & Michael Chui & Saskia de Vries-van Ewijk & Christoph Fricke & Daniel Fricke & Seppo Honkapohja & Jiasun Li & Victor Lyonnet & Stan Maes & Patrizio Morganti & Daniéle, 2018. "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1 edited by Esa Jokivuolle, May.
• Moutanabbir, Khouzeima & Noureldin, Diaa, 2020. "Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 708-730.
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• Rangga Handika & Sania Ashraf, 2018. "Financialized Commodities and Stock Indices Volatilities," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 153-164.
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• D.A. Milenkova, 2018. "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, vol. 0(Special1), pages 273-286.
• Rosa María Domínguez Gijón & Francisco Venegas Martínez & Reyna Susana García Ruíz, 2018. "Un modelo microeconómico estocástico del comportamiento de una jefa de familia como único participante en el ingreso familiar: el caso mexicano, 2005-2016," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 49(2), pages 119-142, Julio-Dic.
• Vasile BRÄ‚TIAN, 2018. "Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast," Expert Journal of Economics, Sprint Investify, vol. 6(1), pages 26-34.
• Elena Beccalli & Saverio Bozzolan & Enrico Laghi & Marco Mattei, 2018. "Do letters to shareholders inform or mislead? Insights from insider trading," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2018(2), pages 73-109.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018. "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 268-293, July.
• Adam Zaremba, 2018. "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(4), pages 374-398, September.
• Matej Opatrny, 2018. "Extent of Irrationality of the Consumer: Combining the Critical Cost Eciency and Houtman Maks Indices," Working Papers IES 2018/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2018.
• Karel Janda, 2018. "Earnings Stability and Peer Selection for Indirect Valuation," Working Papers IES 2018/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2018.
• Onrej Tobek & Martin Hronec, 2018. "Does the Source of Fundamental Data Matter?," Working Papers IES 2018/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2018.
• Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, vol. 52(C).
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• Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
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• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2019. "The investment-uncertainty relationship in the oil and gas industry," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
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• Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
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• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela, 2018. "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series 2018-060r1, Board of Governors of the Federal Reserve System (U.S.), revised 29 Jun 2020.
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• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chaehee Shin, 2018. "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?," Supervisory Research and Analysis Working Papers RPA 18-4, Federal Reserve Bank of Boston.
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• Thorsten Hens & János Mayer, 2018. "Decision Theory Matters for Financial Advice," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 195-226, June.
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• Chiaki Hara, 2018. "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers 1005, Kyoto University, Institute of Economic Research.
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• Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018. "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers 128, Peruvian Economic Association.
• Akmal Hidayah Halim* & Nor Azlina Mohd Noor & Azhani Arshad, 2018. "Administration of Unclaimed Estates in Malaysia: The Peculiarities of Unclaimed Money, Undistributed Fund and Bona Vacantia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 1075-1079:6.
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• Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
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• Iryna Honcharenko & Inna Servatynska, 2018. "Financial Unity Of The World As An Organic Part Of Globalization," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(2).
• Maria Iorgachova & Olena Kovalova & Ivan Plets, 2018. "Financial Engineering As A Tool For The Development Of Corporate Bond Market In Eastern Europe On The Example Of Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
• Tetyana Korytko & Olga Bogutska & Samira PÑ–letska, 2018. "Formation Of An Organizational And Economic Mechanism For Encouraging Investment Activity Of Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(5).
• Claudio D’Auria, 2018. "The new Regulation on Loan Portfolios Public Guarantee," BANCARIA, Bancaria Editrice, vol. 11, pages 72-81, November.
• Paolo Molesini, 2018. "Financial advisors and wealth management: an Italian model for private and retail investors," BANCARIA, Bancaria Editrice, vol. 11, pages 82-87, November.
• Massimo Coletta & Raffaele Santioni, 2018. "Banks bonds in household wealth: recent trends in Italy," BANCARIA, Bancaria Editrice, vol. 3, pages 52-61, March.
• Fabiomassimo Mango & Pina Murè & Marco Spallone, 2018. "Optimal diversification: an empirical approach," BANCARIA, Bancaria Editrice, vol. 3, pages 62-71, March.
• Hsiu-lang Chen & Rodrigo F. Malaquias, 2018. "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 1-15, May.
• Bruce Morley & Dennis Thomas, 2018. "Covariance Risk and the Ripple Effect in the UK Regional Housing Market," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 1-13, August.
• Daniel Castillo & Joseph Falzon, 2018. "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 93-100, August.
• Spartak Keremidchiev & Yana Kirilova & Dochka Velkova, 2018. "Financial Aspects of NPP Construction: Implications for NPP Belene," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 121-129.
• Bozhidar Nedev, 2018. "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Alessandro Schiavone, 2018. "Estimating the contagion effect through the portfolio channel using a network approach," Questioni di Economia e Finanza (Occasional Papers) 429, Bank of Italy, Economic Research and International Relations Area.
• Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2019. "Looking through cross-border positions in investment funds: evidence from Italy," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
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• Michele Manna & Stefano Nobili, 2023. "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
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• Alessio Ciarlone & Andrea Colabella, 2018. "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers) 1175, Bank of Italy, Economic Research and International Relations Area.
• Valerio Nispi Landi & Alessandro Schiavone, 2021. "The Effectiveness of Capital Controls," Open Economies Review, Springer, vol. 32(1), pages 183-211, February.
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• Mariela Dal Borgo, 2019. "Ethnic and racial disparities in saving behavior," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
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• Patrick Bell & Rozlyn Engel & Darren Hudson & Julian Jamison & William Skimmyhorn, 2018. "Risk preferences in future military leaders," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 2(2), pages 11-24, September.
• Christian Pfister, 2018. "Taxation of Savings and Portfolio Choices of French Households," Working papers 699, Banque de France.
• Maxime Ponsart & Alessandra Salvio, 2018. "Investment funds in the euro area: an uneven dynamic since 2009 [Les fonds d’investissement dans la zone euro : une dynamique hétérogène depuis 2009]," Bulletin de la Banque de France, Banque de France, issue 216.
• David Lagziel & Ehud Lehrer, 2021. "Transferable deposits as a screening mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
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• Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• John Ammer & Alexandra Tabova & Caleb Wroblewski, 2018. "Searching for yield abroad: risk-taking through foreign investment in U.S. bonds," BIS Working Papers 687, Bank for International Settlements.
• Ricardo Caballero & Alp Simsek, 2018. "A risk-centric model of demand recessions and macroprudential policy," BIS Working Papers 733, Bank for International Settlements.
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• Nicolas Aubert & Hachmi Ben Ameur & Guillaume Garnotel & Jean‐Luc Prigent, 2018. "Optimal Employee Ownership Contracts Under Ambiguity Aversion," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 238-251, January.
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• Glenn Boyle & Gerald Ward, 2018. "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2137-2157, October.
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• William N. Goetzmann & Dasol Kim, 2018. "Negative bubbles: What happens after a crash," European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
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• Memmel Christoph & Seymen Atılım & Teichert Max, 2018. "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, De Gruyter, vol. 19(3), pages 330-350, August.
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• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018. "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 705-715, December.
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• Francisco Barillas & Jay Shanken, 2018. "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, vol. 73(2), pages 715-754, April.
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• Nicolae Gârleanu & Lasse Heje Pedersen, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
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• Magnus Dahlquist & Ofer Setty & Roine Vestman, 2018. "On the Asset Allocation of a Default Pension Fund," Journal of Finance, American Finance Association, vol. 73(4), pages 1893-1936, August.
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• Karvik, Geir-Are & Noss, Joseph & Worlidge, Jack & Beale, Daniel, 2018. "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England working papers 743, Bank of England.
• Douglas, Graeme & Roberts-Sklar, Matt, 2018. "What drives UK defined benefit pension funds' investment behaviour?," Bank of England working papers 757, Bank of England.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2018. "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," BOFIT Discussion Papers 19/2018, Bank of Finland, Institute for Economies in Transition.
• Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Research Discussion Papers 7/2018, Bank of Finland.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018. "Diversification, integration and cryptocurrency market," Working Papers 244, Bank of Greece.
• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
• Konstantin Kosenko & Noam Michelson, 2018. "It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications," Bank of Israel Working Papers 2018.11, Bank of Israel.
• Cheonggu Cho, 2018. "Structural Relationships between Equity Flows, Stock Prices and Exchange Rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 24(2), pages 89-129, June.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018. "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis," Departmental Working Papers 2018-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
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• Isabel Schnabel & Johannes Tischer, 2018. "Banks’ Trading after the Lehman Crisis – The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_036_2018, University of Bonn and University of Mannheim, Germany.
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• Tariq Aziz & Valeed Ahmad Ansari, 2018. "Are extreme negative returns priced in the Indian stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(1), pages 76-90, March.
• Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018. "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(2), pages 91-100, June.
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• Christoph Memmel & Atılım Seymen & Max Teichert, 2018. "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 330-350, August.
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• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018. "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, vol. 18(3), pages 1-11, September.
• de Boyrie Maria E. & Pavlova Ivelina, 2018. "Equities and Commodities Comovements: Evidence from Emerging Markets," Global Economy Journal, De Gruyter, vol. 18(3), pages 1-14, September.
• Carlos Carvalho & Jared D. Fisher & Davide Pettenuzzo, 2018. "Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models," Working Papers 123, Brandeis University, Department of Economics and International Business School.
• Bertrand Jacquillat, 2018. "Styles de gestion de portefeuille et gouvernance des entreprises," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 145-160.
• Caroline Marie-Jeanne, 2018. "Analyse morale de la spéculation," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 269-284.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019. "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 212(1), pages 155-176.
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• Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
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• Chen, Guodong & Lee, Minjoon & Nam, Tong-yob, 2020. "Forced retirement risk and portfolio choice," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 293-315.
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• Cronin, David & Dunne, Peter G., 2019. "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 49-66.
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• Glenn Boyle & Gerald Ward, 2018. "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2137-2157, October.
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• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2023. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
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• Alessandra Milazzo & Elena Vigna, 2018. "The Italian Pension Gap: a Stochastic Optimal Control Approach," Carlo Alberto Notebooks 553, Collegio Carlo Alberto.
• Davide Bellucci & Giulia Fuochi & Pierluigi Conzo, 2018. "Ain't got no, I got life: Childhood exposure to WW2 and financial risk taking in adult life," Carlo Alberto Notebooks 570, Collegio Carlo Alberto.
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• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Working papers 058, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
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• Francesco D'Acunto & Nagpurnanand Prabhala & Alberto G. Rossi, 2018. "The Promises and Pitfalls of Robo-advising," CESifo Working Paper Series 6907, CESifo.
• Hintermaier, Thomas & Koeniger, Winfried, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," Economics Working Paper Series 1806, University of St. Gallen, School of Economics and Political Science, revised Nov 2019.
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• Gregor Dorfleitner & Lars Hornuf & Martina Weber, 2018. "Paralyzed by Shock: The Portfolio Formation Behavior of Peer-to-Business Lending Investors," CESifo Working Paper Series 7092, CESifo.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020. "Heterogeneity and Persistence in Returns to Wealth," Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
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• Khaled, Shafi A., 2018. "Risk, Return, and Profit-Loss Shared Lending under a Zero-Interest Financial System," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 1-30.
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• OKORO, Cyprian Okey, 2018. "Analysis Of The Determinants Of Dividend Payout Of Consumer Goods Companies In Nigeria," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 9(1), pages 141-165.
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• Cathy Ning & Wanling Huang, 2018. "Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach," Working Papers 071, Toronto Metropolitan University, Department of Economics.
• Cathy Ning & Wanling Huang, 2018. "Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach," Working Papers 092, Toronto Metropolitan University, Department of Economics.
• Tiffany Hutcheson & Graeme Newell, 2018. "Decision-making in the management of property investment by Australian superannuation funds," Australian Journal of Management, Australian School of Business, vol. 43(3), pages 404-420, August.
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• Mercado, Rogelio V., 2023. "Bilateral capital flows: Transaction patterns and gravity," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 39-54.
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• Kalpakam Gopalakrishnan & Smita Ramakrishna, 2018. "Do the Winners repeat their performance? A Case Indian Mutual Funds?," Proceedings of International Academic Conferences 6509382, International Institute of Social and Economic Sciences.
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• Cristiana Tudor, 2018. "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences 7508377, International Institute of Social and Economic Sciences.
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• Ivo Speranda, 2018. "A New Perspective on Valuating of Common Stocks," Proceedings of Economics and Finance Conferences 6908849, International Institute of Social and Economic Sciences.
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• Tanapol Rattanasamakarn & Roengchai Tansuchat, 2018. "Realized Volatility in Agricultural Commodities Futures," Proceedings of Economics and Finance Conferences 7109342, International Institute of Social and Economic Sciences.
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• Jukka Ilomäki, 2018. "Animal Spirits and Risk in Financial Markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(9), pages 52-59, May.
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• Anna Wierzbicka, 2018. "The Impact of Corporate Governance on the Value of Enterprises (Wplyw corporate governance na wartosc przedsiebiorstwa)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(27), pages 143-150.
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• Nadya Velinova-Sokolova, 2018. "Accounting Of The Credit Losses According To The Ifrs 9," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 15(1), pages 243-254, June.
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• Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.
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• Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, vol. 52(C).
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• Naceur Naguez, 2018. "Dynamic portfolio insurance strategies: risk management under Johnson distributions," Annals of Operations Research, Springer, vol. 262(2), pages 605-629, March.
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• Donatien Hainaut & Yang Shen & Yan Zeng, 2018. "How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?," Annals of Operations Research, Springer, vol. 262(2), pages 519-545, March.
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• Bàrbara Llacay & Gilbert Peffer, 2018. "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, vol. 24(3), pages 308-350, September.
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• Selma Izadi & M. Kabir Hassan, 2018. "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 183-213, August.
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• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018. "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 511-521, Springer.
• Imlak Shaikh, 2018. "Brexit and Global Implied Volatility Indices," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 73-88, Springer.
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• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2019. "Do Household Finances Constrain Unconventional Fiscal Policy?," Tax Policy and the Economy, University of Chicago Press, vol. 33(1), pages 1-32.
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• Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018. "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers 25040, National Bureau of Economic Research, Inc.
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• Helmut Elsinger & Pirmin Fessler & Judith Feyrer & Konrad Richter & Maria Antoinette Silgoner & Andreas Timel, 2018. "Digitalization in financial services and household finance: fintech, financial literacy and financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 50-58.
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• David Gill & Daniel Sgroi & Churchill College and Department of Applied Economics & University of Cambridge, 2004. "The Superiority of Biased Reviewers in a Model of Simultaneous Sales," Economics Series Working Papers 206, University of Oxford, Department of Economics.
• Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018. "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 186-214, Junio.
• El Jebari, Ouael & Hakmaoui, Abdelati, 2018. "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 237-249, Diciembre.
• Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018. "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 269-293, Diciembre.
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• Nugroho Sasikirono & Sumiati Sumiati & Nur Khusniyah Indrawati, 2018. "Underpricing and long-term market performance of initial public offerings in Indonesia: A quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(1), pages 152-167, January.
• David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2017. "Stochastic Impatience and the Separation of Time and Risk Preferences," PIER Working Paper Archive 20-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 05 Jul 2020.
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• Renström, Thomas I. & Spataro, Luca & Marsiliani, Laura, 2019. "Optimal Taxation, Environment Quality, Socially Responsible Firms and Investors," International Review of Environmental and Resource Economics, now publishers, vol. 13(3-4), pages 339-373, September.
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• Mukrim, Syahirah & Masih, Mansur, 2018. "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper 112099, University Library of Munich, Germany.
• Harashima, Taiji, 2018. "Bubbles and Bluffs: Risk Lovers Can Survive Economically," MPRA Paper 83615, University Library of Munich, Germany.
• TAWIL, Dima & LIU, Xiyang & HU, Baoyuan, 2018. "Research on optimization strategy of CPPI," MPRA Paper 84624, University Library of Munich, Germany.
• Fauzi, Achmad, 2018. "The Role of Ratio Profits as The Improvement of Realization of KPR BTN Credit on PT. BTN (Persero) Tbk," MPRA Paper 84677, University Library of Munich, Germany.
• Avdiu, Besart & Gruhle, Tobias, 2018. "Contagion and information frictions in emerging markets: the role of joint signals," MPRA Paper 84872, University Library of Munich, Germany.
• Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018. "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto [Optimal portfolios in the Mexican stock ma," MPRA Paper 85446, University Library of Munich, Germany.
• Mario Tirelli, 2017. "Optimal Financial Contracts With Unobservable Investments," Departmental Working Papers of Economics - University 'Roma Tre' 0230, Department of Economics - University Roma Tre.
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• Suen, Richard M.H., 2018. "Standard risk aversion and efficient risk sharing," Economics Letters, Elsevier, vol. 173(C), pages 23-26.
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• Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018. "Asset Pricing and Asymmetric Information," MPRA Paper 87403, University Library of Munich, Germany.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2018. "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper 87637, University Library of Munich, Germany.
• Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022. "Return and volatility spillovers between South African and Nigerian equity markets," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 13(2), pages 205-218, January.
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• Suen, Richard M.H., 2018. "Standard risk aversion and efficient risk sharing," Economics Letters, Elsevier, vol. 173(C), pages 23-26.
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• Cesteros, Santiago Rodrigo, 2018. "Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino [On macroeconomic volatility and wealth dollarization: the Argentine case]," MPRA Paper 88968, University Library of Munich, Germany.
• Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018. "Time Diversification: Perspectives From The Economic Index Of Riskiness," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-15, September.
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• Gangwar, Rachna & Singh, Ritvik, 2018. "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," MPRA Paper 89452, University Library of Munich, Germany.
• MESTRE, Roman & Terraza, Michel, 2018. "Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - [Forward Regression with Discrete and Continuous Wavel," MPRA Paper 89682, University Library of Munich, Germany.
• María del Carmen Gómez-Ríos & David Juárez-Luna, 2019. "Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(3), pages 353-377, Julio - S.
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• Marcel Fischer & Natalia Khorunzhina, 2019. "Housing Decision With Divorce Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(3), pages 1263-1290, August.
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• Chin, Leong Choong & Sek, Siok Kun & Tan, Yee Theng, 2018. "A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia)," MPRA Paper 90148, University Library of Munich, Germany.
• Yildirim, Ramazan & Ilhan, Bilal, 2018. "Shari'ah Screening Methodology- New Shari'ah Compliant Approach," MPRA Paper 90277, University Library of Munich, Germany.
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• Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018. "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper 91227, University Library of Munich, Germany.
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• Suwanhirunkul, Suwijak & Masih, Mansur, 2018. "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper 93542, University Library of Munich, Germany.
• Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
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• Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
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• Tamara Ajrapetova, 2018. "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(1), pages 41-60.
• Jan Bastin, 2018. "Risk-Based Investing in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 55-72.
• Umut Ugurlu & Oktay Tas & Celal Barkan Guran & Aysun Guran, 2018. "SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(2), pages 169-195.
• Lukáš Frýd, 2018. "Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace [Asymmetry of Financial Time Series During the Financial Crisis: Asymmetric Volatility Outperforms," Politická ekonomie, Prague University of Economics and Business, vol. 2018(3), pages 302-329.
• Peerapong Dhangwatnotai & Sampan Nettayanun, 2018. "Value Investing with Quality in the US Public Insurance Companies," PIER Discussion Papers 93, Puey Ungphakorn Institute for Economic Research.
• Roongkiat Ratanabanchuen & Kanis Saengchote, 2018. "Chasing Returns with High-Beta Stocks," PIER Discussion Papers 96, Puey Ungphakorn Institute for Economic Research.
• Roongkiat Ratanabanchuen & Kanis Saengchote, 2018. "Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds' Holdings," PIER Discussion Papers 97, Puey Ungphakorn Institute for Economic Research.
• Céspedes, Nikita, 2018. "La heterogeneidad de la dolarización de créditos a nivel de personas," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 9-28.
  • Céspedes Reynaga, Nikita, 2017. "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers 2017-008, Banco Central de Reserva del Perú.
  • Nikita Céspedes Reynaga, 2017. "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers 108, Peruvian Economic Association.
• Grimm, Stefan, 2018. "Show What You Risk - Norms for Risk Taking," Rationality and Competition Discussion Paper Series 119, CRC TRR 190 Rationality and Competition.
• Martin G Kocher & Konstantin E Lucks & David Schindler, 2019. "Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2149-2178.
  • Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics 27572, University of Munich, Department of Economics.
  • Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series 81, CRC TRR 190 Rationality and Competition.
  • Martin G. Kocher & Konstantin E. Lucks & David Schindler, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," CESifo Working Paper Series 5812, CESifo.
• R. Anton Braun & Tomoyuki Nakajima, 2018. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 235-255, July.
  • R. Anton Braun & Tomoyuki Nakajima, 2018. "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes 16-80, Review of Economic Dynamics.
• Sewon Hur, 2018. "The Lost Generation of the Great Recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 179-202, October.
  • Sewon Hur, 2018. "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes 18-178, Review of Economic Dynamics.
• R. Anton Braun & Tomoyuki Nakajima, 2018. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 235-255, July.
  • R. Anton Braun & Tomoyuki Nakajima, 2011. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," KIER Working Papers 796, Kyoto University, Institute of Economic Research.
  • R. Anton Braun & Tomoyuki Nakajima, 2012. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," IMES Discussion Paper Series 12-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
  • R. Anton Braun & Tomoyuki Nakajima, 2018. "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes 16-80, Review of Economic Dynamics.
• Sewon Hur, 2018. "The Lost Generation of the Great Recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 179-202, October.
  • Sewon Hur, 2018. "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes 18-178, Review of Economic Dynamics.
• Matt Darst & Ehraz Refayet, 2017. "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," Finance and Economics Discussion Series 2017-057, Board of Governors of the Federal Reserve System (U.S.).
  • Matthew Darst & Ehraz Refayet, 2018. "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers 1004, Society for Economic Dynamics.
• Jaroslav Borovička & John Stachurski, 2020. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
  • Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
  • Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
  • Jaroslav Borovicka & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers 1710.06526, arXiv.org, revised Apr 2019.
• Ryan Chahrour & Rosen Valchev, 2017. "International Medium of Exchange: Privilege and Duty," Boston College Working Papers in Economics 934, Boston College Department of Economics.
  • Ryan Chahrour & Rosen Valchev, 2018. "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers 317, Society for Economic Dynamics.
• Jeppe Druedahl & Alessandro Martinello, 2022. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 1079-1095, December.
  • Druedahl, Jeppe & Martinello, Alessandro, 2016. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," Working Papers 2016:7, Lund University, Department of Economics, revised 08 May 2018.
  • Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers 390, Society for Economic Dynamics.
  • Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series 17-02, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Hintermaier, Thomas & Koeniger, Winfried, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," Economics Working Paper Series 1806, University of St. Gallen, School of Economics and Political Science, revised Nov 2019.
  • Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," 2018 Meeting Papers 405, Society for Economic Dynamics.
  • Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers 12743, Institute of Labor Economics (IZA).
  • Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," CESifo Working Paper Series 7088, CESifo.
  • Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in euro-area household finances and their relevance for monetary-policy transmission," CFS Working Paper Series 637, Center for Financial Studies (CFS).
• Bacchetta, Philippe & van Wincoop, Eric, 2021. "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, vol. 131(C).
  • Philippe Bacchetta & Eric van Wincoop, 2018. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers 675, Society for Economic Dynamics.
  • Bacchetta, Philippe & van Wincoop, Eric, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers 13839, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series 19-35, Swiss Finance Institute.
  • Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," NBER Working Papers 26259, National Bureau of Economic Research, Inc.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023. "Affordable Housing and City Welfare," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 293-330.
  • Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018. "Affordable Housing and City Welfare," 2018 Meeting Papers 867, Society for Economic Dynamics.
  • Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2019. "Affordable Housing and City Welfare," NBER Working Papers 25906, National Bureau of Economic Research, Inc.
  • Van Nieuwerburgh, Stijn & Favilukis, Jack & ,, 2019. "Affordable Housing and City Welfare," CEPR Discussion Papers 13758, C.E.P.R. Discussion Papers.
• John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018. "Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds," International Finance Discussion Papers 1224, Board of Governors of the Federal Reserve System (U.S.).
  • John Ammer & Alexandra Tabova & Stijn Claessens, 2018. "Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds," 2018 Meeting Papers 960, Society for Economic Dynamics.
• Dariusz Filip, 2018. "The impact of fund attributes on performance: Empirical evidence for Polish equity funds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 465-488.
• Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
  • Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
  • Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
  • Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
• Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
  • Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
  • Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019. "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 180-197, February.
  • Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2018. "Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil," Working Paper series 18-13, Rimini Centre for Economic Analysis.
• Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2018. "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series 535, Asian Development Bank.
• Galvani, Valentina & Li, Lifang, 2018. "The Momentum Effect for Canadian Corporate Bonds," Working Papers 2018-16, University of Alberta, Department of Economics.
• Varlı, Yusuf, 2018. "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(1), pages 87-107, January.
• Öztürk, Hakkı, 2018. "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(1), pages 109-121, January.
• Arslanturk Collu, Duygu, 2018. "Invidual Investors’ Behaviour on Stock Selection Decision: A Case of BIST," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(3), pages 559-578, July.
• Dionne, Georges & Koumou, Gilles Boevi, 2018. "Machine Learning and Risk Management: SVDD Meets RQE," Working Papers 18-6, HEC Montreal, Canada Research Chair in Risk Management.
• BONGA-BONGA, Lumengo & NLEYA, Lebogang, 2018. "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 87-128.
  • Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.
• Prasojo, Prasojo & Hadinata, Sofyan & Shalihin, Muhammad Yusuf, 2018. "Corporate Social Responsibility dan Kinerja Keuangan Bank Umum Syariah," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, vol. 2(2), pages 151-170, April.
• Khan, Vina Javed & Saeed, Muhammad & Ibrahim, Tella Oluwatoba & Rizwan, Muhammad, 2018. "Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(1), pages 49-70.
• Ejaz, Maham & Tashfeen, Rubeena & Younas, Kinza & Naeem, Abubaker, 2018. "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(2), pages 63-90.

2017

• Egle Jakucionyte, 2017. "Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy," Bank of Lithuania Working Paper Series 44, Bank of Lithuania.
• Jukka Ilomäki & Hannu Laurila, 2017. "Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 420-425.
• Humaira Asad & Faraz Khalid Cheema, 2017. "An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(2), pages 117-138, July-Dec.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2017. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2110-2129.
  • Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Working Paper Series of the Department of Economics, University of Konstanz 2014-10, Department of Economics, University of Konstanz.
  • Fischbacher, Urs & Hoffmann, Gerson & Schudy, Simeon, 2017. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Munich Reprints in Economics 49926, University of Munich, Department of Economics.
  • Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014. "The causal effect of stop-loss and take-gain orders on the disposition effect," TWI Research Paper Series 89, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
• Argha , Leila & Mowlaei , Mohammad & Khezri , Mohsen & Shahabadi , Abolfazl, 2017. "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(4), pages 481-489, October.
• Cyn-Young Park, 2017. "Developing Local Currency Bond Markets in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(12), pages 2826-2844, December.
  • Park, Cyn-Young, 2016. "Developing Local Currency Bond Markets in Asia," ADB Economics Working Paper Series 495, Asian Development Bank.
• Shangkari V. Anusakumar & Ruhani Ali, 2017. "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, vol. 25(1), pages 26-42.
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2017. "Dynamic Linkages between Newly Developed Islamic Equity Style Indices: Is Growth Style More Influential Than Value Style?," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 49-64.
• Jyri Kinnunen & Minna Martikainen, 2017. "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, vol. 21(1), pages 21-48, March.
• Luca Spataro & Lorenzo Corsini, 2017. "Endogenous Financial Literacy, Saving, and Stock Market Participation," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(2), pages 135-162, June.
  • Spataro, Luca & Corsini, Lorenzo, 2013. "Endogenous financial literacy, saving and stock market participation," MPRA Paper 44342, University Library of Munich, Germany.
• Christoph Anders & Max Groneck, 2017. "The Optimal Portfolio of PAYG Benefits and Funded Pensions in Germany," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(3), pages 255-291, September.
• Seung C. Ahn & Alex R. Horenstein, 2017. "Asset Pricing and Excess Returns over the Market Return," Working Papers 2017-12, University of Miami, Department of Economics.
• Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
  • Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
  • Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
  • Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
• Khalil, Makram, 2019. "Cross-border portfolio diversification under trade linkages," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 114-128.
  • Khalil, Makram, 2016. "Cross-Border Portfolio Diversification under Trade Linkages," VfS Annual Conference 2016 (Augsburg): Demographic Change 145811, Verein für Socialpolitik / German Economic Association.
  • Makram Khalil, 2017. "Cross-Border Portfolio Diversification under Trade Linkages," MNB Working Papers 2017/2, Magyar Nemzeti Bank (Central Bank of Hungary).
• Rafael Franco, 2017. "Del patrimonio virtual al patrimonio potencial Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., vol. 0(18), pages 90-109, Septiembr.
• Koichi Ando & Kazuyuki Matsumoto & Yukari Matsumoto, 2017. "Business Performance of Firms Using Debt," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 13(2), pages 167-182, October.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017. "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series 1707, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Oscar De la Torre Torres & Mª Isabel Martínez Torre Enciso, 2017. "Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review," Contaduría y Administración, Accounting and Management, vol. 62(1), pages 222-238, Enero-Mar.
• José Antonio Climent Hernández & Carolina Cruz Matú, 2017. "Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1136-1159, Octubre-D.
• José Antonio Climent Hernández & Carolina Cruz Matú, 2017. "Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1160-1182, Octubre-D.
• Stanisław Urbański, 2017. "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 343-374.
• Philippe Gorry & Diego Useche, 2018. "Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies," NBER Chapters, in: Economic Dimensions of Personalized and Precision Medicine, pages 305-334, National Bureau of Economic Research, Inc.
  • Diego Useche & Philippe Gorry, 2015. "Orphan Drug Designations as Valuable intangible assets for Ipo Investors in Pharma-biotech companies," Post-Print hal-02195963, HAL.
  • Diego Useche & Philippe Gorry, 2016. "Orphan Drug Designations as valuable Intangible assets for IPO Investors in Pharma-Biotech Companies," Post-Print hal-02195744, HAL.
  • Philippe Gorry & Diego Useche, 2017. "Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies," NBER Working Papers 24021, National Bureau of Economic Research, Inc.
• Ioannis Branikas & Harrison Hong & Jiangmin Xu, 2017. "Location Choice, Portfolio Choice," NBER Working Papers 23040, National Bureau of Economic Research, Inc.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2021. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 5-27, March.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," SAFE Working Paper Series 164, Leibniz Institute for Financial Research SAFE, revised 2017.
  • Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017. "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers 23073, National Bureau of Economic Research, Inc.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2019. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," CFS Working Paper Series 629, Center for Financial Studies (CFS).
• Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," American Economic Review, American Economic Association, vol. 107(5), pages 398-403, May.
  • Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," Staff Report 546, Federal Reserve Bank of Minneapolis.
  • Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," NBER Working Papers 23163, National Bureau of Economic Research, Inc.
  • Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo, 2017. "Worker Betas: Five Facts About Systematic Earnings Risk," Working Paper Series WP-2017-4, Federal Reserve Bank of Chicago.
• Adam Jørring & Andrew W Lo & Tomas J Philipson & Manita Singh & Richard T Thakor, 2022. "Sharing R&D Risk in Healthcare via FDA Hedges [Bank lines of credit as contingent liquidity: Covenant violations and their implications]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 880-922.
  • Adam Jørring & Andrew W. Lo & Tomas J. Philipson & Manita Singh & Richard T. Thakor, 2017. "Sharing R&D Risk in Healthcare via FDA Hedges," NBER Working Papers 23344, National Bureau of Economic Research, Inc.
• Bacchetta, Philippe & van Wincoop, Eric, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers 11983, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
  • Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series 17-15, Swiss Finance Institute.
  • Philippe Bacchetta & Eric Van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Cahiers de Recherches Economiques du Département d'économie 17.05, Université de Lausanne, Faculté des HEC, Département d’économie.
• Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018. "Are Mutual Fund Managers Paid for Investment Skill?," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 715-772.
  • Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers 12010, C.E.P.R. Discussion Papers.
  • Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," NBER Working Papers 23373, National Bureau of Economic Research, Inc.
  • Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers 12241, C.E.P.R. Discussion Papers.
• Kaiji Chen & Jue Ren & Tao Zha, 2018. "The Nexus of Monetary Policy and Shadow Banking in China," American Economic Review, American Economic Association, vol. 108(12), pages 3891-3936, December.
  • Kaiji Chen & Jue Ren & Tao Zha, 2017. "The Nexus of Monetary Policy and Shadow Banking in China," NBER Working Papers 23377, National Bureau of Economic Research, Inc.
• Camelia M. Kuhnen & Sarah Rudorf & Bernd Weber, 2017. "The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions," NBER Working Papers 23438, National Bureau of Economic Research, Inc.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2017. "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," NBER Working Papers 23557, National Bureau of Economic Research, Inc.
• Matthijs Breugem & Adrian Buss, 2017. "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," NBER Working Papers 23561, National Bureau of Economic Research, Inc.
• Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers 12134, C.E.P.R. Discussion Papers.
  • Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Working Papers 23572, National Bureau of Economic Research, Inc.
• Ricardo J Caballero & Alp Simsek, 2020. "A Risk-Centric Model of Demand Recessions and Speculation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(3), pages 1493-1566.
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• Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & Andrés Garcia-Suaza, 2017. "Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation," Borradores de Economia 1004, Banco de la Republica de Colombia.
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• Carlos Castro, 2017. "Does the market model provide a good counterfactual for event studies in finance?," Documentos de Trabajo 15894, Universidad del Rosario.
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• Luna-Ramírez, Susana Arango & Diego A. Agudelo, 2017. "Does Black-Litterman Model adds value to a MILA portfolio?," Documentos de Trabajo de Valor Público 16940, Universidad EAFIT.
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• Susana Luna-Ramírez & Diego A. Agudelo, 2017. "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público 16959, Universidad EAFIT.
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• Orlando E. Contreras-Pacheco & Aura Cecilia Pedraza Avella & Mauricio José Martínez Pérez, 2017. "La inversión de impacto como medio de impulso al desarrollo sostenible: una aproximación multicaso a nivel de empresa en Colombia," Estudios Gerenciales, Universidad Icesi, vol. 33(142), pages 13-23, March.
• Mauricio I. Gutiérrez Urzúa & Patricio Galvez Galvez & Benjamin Eltit & Hernaldo Reinoso, 2017. "Resolución del problema de carteras de inversión utilizando la heurística de colonia artificial de abejas," Estudios Gerenciales, Universidad Icesi, vol. 33(145), pages 391-399, November.
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• Mercedes Alda & Isabel Marco & Adrián Marzo, 2017. "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(1), pages 25-43, November.
• Alda & Isabel Marco & Adrián Marzo, 2017. "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(1), pages 45-63, November.
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• Martha Soledad Hernández Mora & Hernando Bayona Rodríguez, 2017. "Dos modelos matemáticos para el lavado de activos," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, vol. 9(18), pages 197-205, December.
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• Asonuma, Tamon & Niepelt, Dirk & Ranciere, Romain, 2023. "Sovereign bond prices, haircuts and maturity," Journal of International Economics, Elsevier, vol. 140(C).
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• Martin Flodén & Matilda Kilström & Jósef Sigurdsson & Roine Vestman, 2021. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," The Economic Journal, Royal Economic Society, vol. 131(636), pages 1742-1771.
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• Jack Favilukis & Stijn Van Nieuwerburgh, 2021. "Out‐of‐Town Home Buyers and City Welfare," Journal of Finance, American Finance Association, vol. 76(5), pages 2577-2638, October.
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• Raman Uppal & Harjoat Bhamra, 2016. "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," 2016 Meeting Papers 1358, Society for Economic Dynamics.
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• Uppal, Raman & Buss, Adrian & Vilkov, Grigory, 2017. "Financial Innovation and Asset Prices," CEPR Discussion Papers 12416, C.E.P.R. Discussion Papers.
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• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017. "A normalized value for information purchases," Journal of Economic Theory, Elsevier, vol. 170(C), pages 266-288.
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• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2017. "Differential equations connecting VaR and CVaR," INDEM - Working Paper Business Economic Series 24017, Instituto para el Desarrollo Empresarial (INDEM).
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2017. "Differential equations connecting VaR and CVaR," IC3JM - Estudios = Working Papers 24017, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
• Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017. "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS 24552, Universidad Carlos III de Madrid. Departamento de Estadística.
• D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017. "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS 25819, Universidad Carlos III de Madrid. Departamento de Estadística.
• Júlio Lobão & Cristiano Pereira, 2017. "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 40(114), pages 268-278, Septiembr.
• Wei Tang & Tianhao Wu & Liheng Xu, 2017. "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 173-199, May.
• Guoshi Tong, 2017. "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 291-322, November.
• Jianmei Zhao & Jiandong Li, 2017. "The Dual Effects of Housing on Portfolio Choices: Evidence from Urban China," Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 253-276, November.
• Raymond Swaray & Afees A. Salisu, 2017. "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers 021, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017. "A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects," Working Papers 024, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Umar B. Ndako, 2017. "A new look at the stock price-exchange rate nexus," Working Papers 031, Centre for Econometric and Allied Research, University of Ibadan.
• Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko, 2017. "US stocks in the presence of oil price risk: Large cap vs. Small cap," Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 116-124.
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• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017. "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 71-109, February.
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• Antoniou, Constantinos & Harrison, Glenn W. & Lau, Morten I. & Read, Daniel, 2017. "Information Characteristics and Errors in Expectations: Experimental Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(2), pages 737-750, April.
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• Eriksen, Jonas N., 2017. "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1667-1703, August.
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• Filippou, Ilias & Taylor, Mark P., 2017. "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1731-1763, August.
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• Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2251-2275, October.
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• Botshekan, Mahmoud & Lucas, André, 2017. "Long-Term versus Short-Term Contingencies in Asset Allocation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2277-2303, October.
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• Breeden, Joseph L. & Liang, Sisi, 2017. "Auction-Price Dynamics for Fine Wines from Age-Period-Cohort Models," Journal of Wine Economics, Cambridge University Press, vol. 12(2), pages 173-202, May.
• Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric & Storchmann, Karl, 2017. "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Journal of Wine Economics, Cambridge University Press, vol. 12(3), pages 302-331, August.
• Le Blanc, Julia & Scholl, Almuth, 2017. "Optimal Savings For Retirement: The Role Of Individual Accounts," Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1361-1388, September.
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• Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2017. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers 2076, Cowles Foundation for Research in Economics, Yale University.
• Yusuf Yargı BAYDİLLİ & Şafak BAYIR & İlker TÜRKER, 2017. "A Hierarchical View of a National Stock Market as a Complex Network," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(1), pages 205-222.
• Ling PENG & William W. HAGER, 2017. "Non-constant Quasi-hyperbolic Discounting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 145-164.
• Binyamin YUSOFF & Jose Maria MERIGÓ & David CEBALLOS, 2017. "OWA-based Aggregation Operations in Multi-Expert MCDM Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 211-230.
• Cristinca FULGA, 2017. "Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 127-142.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017. "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 197-210.
• Теодор Тодоров, 2017. "Техническите Индикатори – Инструментариум За Измерване Пулса На “Forex” Пазара," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, vol. 13(13 Year 2), pages 133-150.
• Даниел Николаев, 2017. "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, vol. 13(13 Year 2), pages 5-23.
• Plamen Patev & Kaloyan Petkov, 2017. "Significance Of The Portfolio Scope For Improving The Results Of The Active Portfolio Management– Following The Example Of The Emerging Stock Markets In Southeast Asia," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 15-32.
• Пламен Пътев & Калоян Петков, 2017. "Значението На Обхвата На Портфейла За Подобряване Резултатите От Активния Портфейлен Мениджмънт – По Примера На Нововъзникналите Фондови Пазари От Югоизточна Азия," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 16-35.
• Gérard CHARREAUX, 2017. "Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?," Working Papers CREGO 1170201, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Philippe DESBRIERES, 2017. "L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?," Working Papers CREGO 1171001, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168302, Verein für Socialpolitik / German Economic Association.
  • Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
• Tobias Schmidt & Panagiota Tzamourani, 2017. "Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(4), pages 31-49.
• Tobias Aufenanger & Matthias Wrede, 2017. "Schützt finanzielle Bildung vor der Unsicherheitsfalle?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(4), pages 51-56.
• Michael Walter & Lydia Welbers, 2017. "Wie „ticken“ Kleinanleger auf dem Finanzmarkt? Einblicke in ein qualitatives Forschungsprojekt," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(4), pages 67-82.
• Guglielmo Maria Caporale & Kefei You, 2017. "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series 6494, CESifo.
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• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
  • Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168302, Verein für Socialpolitik / German Economic Association.
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
• Grohmann, Antonia, 2018. "Financial literacy and financial behavior: Evidence from the emerging Asian middle class," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 129-143.
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• Martijn A. Boermans & Sweder van Wijnbergen, 2018. "Contingent convertible bonds: Who invests in European CoCos?," Applied Economics Letters, Taylor & Francis Journals, vol. 25(4), pages 234-238, February.
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• Martijn Boermans & Rients Galema, 2017. "Pension funds carbon footprint and investment trade-offs," DNB Working Papers 554, Netherlands Central Bank, Research Department.
• Dirk Broeders & Kristy Jansen & Bas Werker, 2017. "Pension fund's illiquid assets allocation under liquidity and capital constraints," DNB Working Papers 555, Netherlands Central Bank, Research Department.
• Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019. "Does it pay to pay performance fees? Empirical evidence from Dutch pension funds," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 299-312.
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• I. Koetsier & J.A. Bikker, 2017. "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers 17-15, Utrecht School of Economics.
  • Ian Koetsier & Jacob Bikker, 2017. "Herding behaviour of Dutch pension funds in sovereign bond investments," DNB Working Papers 569, Netherlands Central Bank, Research Department.
• Henriëtte Prast & Federica Teppa, 2017. "The power of percentage: Quantitative framing of pension income," DNB Working Papers 578, Netherlands Central Bank, Research Department.
• M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
  • M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper 0997, Institute of Social and Economic Research, The University of Osaka.
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• Nadine Levratto & Maarouf Ramadan & Luc Tessier, 2017. "Les business angels, révélateurs, plus que moteurs, de l’engagement des entreprises dans l’innovation," EconomiX Working Papers 2017-1, University of Paris Nanterre, EconomiX.
• Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017. "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers 2017-2, University of Paris Nanterre, EconomiX.
• Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," Working Papers hal-04141648, HAL.
  • Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," EconomiX Working Papers 2017-23, University of Paris Nanterre, EconomiX.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers hal-01401718, HAL.
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  • Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers hal-04141666, HAL.
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• M. Caridad SEVILLANO & Francisco JAREÑO, 2017. "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 37-56.
• William T Ziemba, 2017. "Beginning," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 1, pages 1-5, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Early Days in Adams and at the University of Massachusetts in Amherst," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 2, pages 7-13, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Reminiscences of the Early Days in Berkeley," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 3, pages 15-20, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Start of a New Department in Vancouver," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 4, pages 21-27, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Travels on a Flying Carpet," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 5, pages 29-60, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Canadian Sports Pool and a New Name, Dr Z, 1982," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 6, pages 61-67, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Fortune’s Formula: How the Pros Wager," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 7, pages 69-82, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Invention of the Place and Show Betting System," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 8, pages 83-93, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Turn-of-the-Year 1982/1983," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 9, pages 95-99, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Testing the Dr Z System with Ed Thorp," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 10, pages 101-122, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The 2 Minute Sprint," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 11, pages 123-128, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Susquehanna," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 12, pages 129-131, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "What is Japan Doing Right to Get All that Money? Will they Lose It?," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 13, pages 133-145, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Bond–Stock Earnings Yield Crash Prediction Model," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 14, pages 147-158, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Arbitrage and Risk Arbitrage," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 15, pages 159-164, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Bill Benter Letter," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 16, pages 165-169, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Scenario Optimization in Action — The Russell–Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 17, pages 171-177, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Anomalies Research at Frank Russell, 1989–1998," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 18, pages 179-194, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Risk Management and Planning in the Vienna Siemens Pension Model, InnoALM," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 19, pages 195-200, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Evaluating the Greatest Investors," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 20, pages 201-210, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "How to Lose Money in Derivatives and Some Who Did," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 21, pages 211-260, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Trend Following in the Bahamas," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 22, pages 261-266, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Internet Bubble Crash, 2000–2002," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 23, pages 267-269, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The US Housing Bubble, Credit Crisis, Crash and Recovery 2006 to 2015," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 24, pages 271-273, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Flash Crash and High Frequency Trading," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 25, pages 275-281, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "The Greek Crisis and Why It is Important," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 26, pages 283-295, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Inefficiencies and Anomalies: Other Crashes and How They Fit the Models," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 27, pages 297-314, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Dealing with Madoff and Other Swindlers," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 28, pages 315-319, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "An Adventure in the Bed and Breakfast Business, British Columbia Real Estate over the Years," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 29, pages 321-326, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Two Tries in the Horse Ownership Business," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 30, pages 327-383, World Scientific Publishing Co. Pte. Ltd..
• William T Ziemba, 2017. "Travels to Universities and Academic and Professional Conferences over the Years," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 31, pages 385-433, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Z Prisman, 2017. "Introduction and Review of Simple Concepts," World Scientific Book Chapters, in: Lecture Notes in Fixed Income Fundamentals, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Z Prisman, 2017. "A Basic Model of Bond Markets," World Scientific Book Chapters, in: Lecture Notes in Fixed Income Fundamentals, chapter 2, pages 19-67, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Z Prisman, 2017. "The Term Structure, its Estimation, and Smoothing," World Scientific Book Chapters, in: Lecture Notes in Fixed Income Fundamentals, chapter 3, pages 69-118, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Z Prisman, 2017. "Duration and Immunization," World Scientific Book Chapters, in: Lecture Notes in Fixed Income Fundamentals, chapter 4, pages 119-169, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Z Prisman, 2017. "Forwards, Eurodollars, and Futures," World Scientific Book Chapters, in: Lecture Notes in Fixed Income Fundamentals, chapter 5, pages 171-215, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Z Prisman, 2017. "Swaps: A Second Look," World Scientific Book Chapters, in: Lecture Notes in Fixed Income Fundamentals, chapter 6, pages 217-250, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Curtain Raiser," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 1, pages 1-6, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Temasek Holdings," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 2, pages 7-18, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Agri-Business Companies: An Overview," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 3, pages 19-20, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Golden Agri Resources," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 4, pages 21-29, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Wilmar International," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 5, pages 31-36, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Olam International," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 6, pages 37-51, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Investing In Agri Business Companies: Takeaways," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 7, pages 53-55, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "The Banking Troika," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 8, pages 57-79, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "The Singapore Exchange," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 9, pages 81-89, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Keppel Corporation," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 10, pages 91-104, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Fraser & Neave," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 11, pages 105-113, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Sembcorp Industries," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 12, pages 115-123, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Technologies Engineering Limited," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 13, pages 125-132, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Sia Engineering Company," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 14, pages 133-141, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "The Gaming Duopoly," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 15, pages 143-157, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "The Singapore Property Sector: An Overview," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 16, pages 159-170, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Capitaland," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 17, pages 171-181, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "THE TALE OF TWO REITs," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 18, pages 183-193, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Global Logistic Properties," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 19, pages 195-203, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Telecoms: An Overview," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 20, pages 205-208, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Starhub," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 21, pages 209-217, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Telecommunications," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 22, pages 219-229, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Investing In Singapore Telecoms: Takeaways," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 23, pages 231-232, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Comfortdelgro," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 24, pages 233-241, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Airlines," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 25, pages 243-254, World Scientific Publishing Co. Pte. Ltd..
• Nandini Vijayaraghavan & Umesh Desai, 2017. "And The Curtains Fall…For Now," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 26, pages 255-264, World Scientific Publishing Co. Pte. Ltd..
• M Hashem Pesaran & Takashi Yamagata, 2024. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
  • M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper 0997, Institute of Social and Economic Research, The University of Osaka.
  • M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
  • M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers 17/06, Department of Economics, University of York.
• Zhechun He, 2017. "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers 17/07, Department of Economics, University of York.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017. "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 20(SCI), pages 13-23, April.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2017. "The debt tax shield, economic growth and inequality," arqus Discussion Papers in Quantitative Tax Research 219, arqus - Arbeitskreis Quantitative Steuerlehre.
• Gonçalo Faria & Fabio Verona, 2016. "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers) 06, Católica Porto Business School, Universidade Católica Portuguesa.
  • Faria, Gonçalo & Verona, Fabio, 2017. "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers 1/2017, Bank of Finland.
• Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti, 2017. "Why does portfolio choice correlate across generations?," Bank of Finland Research Discussion Papers 25/2017, Bank of Finland.
• Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers 625, Bank for International Settlements.
  • Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers 06/2017, Deutsche Bundesbank.
• Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017. "Bank stress testing under different balance sheet assumptions," Discussion Papers 07/2017, Deutsche Bundesbank.
• Axel Möhlmann, 2021. "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
  • Möhlmann, Axel, 2017. "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers 10/2017, Deutsche Bundesbank.
• Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017. "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers 19/2017, Deutsche Bundesbank.
  • Isabel Schnabel & Johannes Tischer, 2018. "Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
• Darracq Pariès, Matthieu & Kühl, Michael, 2016. "The optimal conduct of central bank asset purchases," Working Paper Series 1973, European Central Bank.
  • Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
• Fricke, Christoph & Fricke, Daniel, 2021. "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, vol. 52(C).
  • Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
• Ohls, Jana, 2017. "Moral suasion in regional government bond markets," Discussion Papers 33/2017, Deutsche Bundesbank.
• Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017. "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers 15-08, University of Cologne, Centre for Financial Research (CFR), revised 2017.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017. "Low-beta strategies," CFR Working Papers 15-17 [rev.], University of Cologne, Centre for Financial Research (CFR), revised 2017.
• Jaspersen, Stefan & Limbach, Peter, 2020. "Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads," CFR Working Papers 17-02, University of Cologne, Centre for Financial Research (CFR), revised 2020.
• Keim, Donald B. & Mitchell, Olivia S., 2018. "Simplifying choices in defined contribution retirement plan design: a case study," Journal of Pension Economics and Finance, Cambridge University Press, vol. 17(3), pages 363-384, July.
  • Mitchell, Olivia S. & Keim, Donald B., 2017. "Simplifying choices in defined contribution retirement plan design: A case study," CFS Working Paper Series 573, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Voigt, Stefan, 2019. "Large-scale portfolio allocation under transaction costs and model uncertainty," Journal of Econometrics, Elsevier, vol. 212(1), pages 221-240.
  • Nikolaus Hautsch & Stefan Voigt, 2017. "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers 1709.06296, arXiv.org, revised Jun 2018.
  • Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series 582, Center for Financial Studies (CFS).
• Brutscher, Philipp-Bastian & Heipertz, Jonas & Hols, Christopher, 2017. "Loan characteristics, firm preferences and investment: Evidence from a unique experiment," EIB Working Papers 2017/03, European Investment Bank (EIB).
• Prencipe, Dario, 2017. "The European venture capital landscape: an EIF perspective. Volume III: Liquidity events and returns of EIF-backed VC investments," EIF Working Paper Series 2017/41, European Investment Fund (EIF).
• Heidorn, Thomas & Maier, F. & Winker, M., 2017. "The effectiveness of seasonal investments in European Share Portfolios," Frankfurt School - Working Paper Series 224, Frankfurt School of Finance and Management.
• Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168302, Verein für Socialpolitik / German Economic Association.
  • Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
  • Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Sharma, Chanchal Kumar, 2017. "Federalism and Foreign Direct Investment: How Political Affiliation Determines the Spatial Distribution of FDI – Evidence from India," GIGA Working Papers 307, GIGA German Institute of Global and Area Studies.
• Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter, 2017. "Moral hazard in VC finance: More expensive than you thought," Hohenheim Discussion Papers in Business, Economics and Social Sciences 02-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
  • Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168302, Verein für Socialpolitik / German Economic Association.
  • Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
• Reimers, Benjamin, 2017. "Momentumeffekt: Eine empirische Analyse der DAXsector Indizes des deutschen Prime Standards," Wismar Discussion Papers 01/2017, Hochschule Wismar, Wismar Business School.
• Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo, 2017. "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-16.
  • Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne, 2016. "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics Discussion Papers 2016-41, Kiel Institute for the World Economy (IfW Kiel).
• Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
  • Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
  • Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
  • Matthias Raddant & Dror Y. Kenett, 2017. "Interconnectedness in the Global Financial Market," Papers 1704.01028, arXiv.org, revised Jun 2020.
  • Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
• Böhl, Gregor & Fischer, Thomas, 2017. "Can taxation predict US top-wealth share dynamics?," IMFS Working Paper Series 118, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020. "Do conventional monetary policy instruments matter in unconventional times?," Journal of Banking & Finance, Elsevier, vol. 118(C).
  • Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
  • Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019. "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers 27/2019, Deutsche Bundesbank.
• Noth, Felix & Ossandon Busch, Matias, 2021. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," Journal of Financial Stability, Elsevier, vol. 56(C).
  • Noth, Felix & Ossandon Busch, Matias, 2019. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers 7/2017, Halle Institute for Economic Research (IWH), revised 2019.
• Grunewald, Mara & Möller, Marie, 2017. "Sieben typische Fehler bei der Geldanlage: Lösungsansätze der Behavioral Finance," IW policy papers 1/2017, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2021. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 5-27, March.
  • Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017. "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers 23073, National Bureau of Economic Research, Inc.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," SAFE Working Paper Series 164, Leibniz Institute for Financial Research SAFE, revised 2017.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2019. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," CFS Working Paper Series 629, Center for Financial Studies (CFS).
• Curatola, Giuliano & Dergunov, Ilya, 2017. "International capital markets with time-varying preferences," SAFE Working Paper Series 176, Leibniz Institute for Financial Research SAFE.
• Kraft, Holger & Weiss, Farina, 2017. "Consumption-Portfolio Choice with Preferences for Cash," SAFE Working Paper Series 181, Leibniz Institute for Financial Research SAFE.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2017. "How persistent low expected returns alter optimal life cycle saving, investment, and retirement behavior," SAFE Working Paper Series 190, Leibniz Institute for Financial Research SAFE.
  • Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018. "How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior," NBER Working Papers 24311, National Bureau of Economic Research, Inc.
• Müller, Marcel & Rosenberger, Tobias & Uhrig-Homburg, Marliese, 2017. "Fake alpha," SFB 649 Discussion Papers 2017-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017. "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers 2017-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020. "Adaptive weights clustering of research papers," Digital Finance, Springer, vol. 2(3), pages 169-187, December.
  • Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017. "Adaptive weights clustering of research papers," SFB 649 Discussion Papers 2017-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen, 2017. "Data Science & Digital Society," SFB 649 Discussion Papers SFB649DP2017-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ya Qian & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen, 2017. "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers SFB649DP2017-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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• Nataliya Trusova, 2017. "Structure of the Total Financial Potential of Agriculture: Regional Aspect," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 119-125, September.
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• Margarida Abreu, 2017. "How Biased is the Behavior of the Individual Investor in Warrants?," Working Papers REM 2017/07, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Victor Mendes & Margarida Abreu, 2014. "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," EcoMod2014 6621, EcoMod.
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• António Afonso & Pedro Cardoso, 2017. "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM 2017/22, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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• Tamas Szigetvari, 2017. "Turkish investments abroad, with a special focus on Central and Eastern Europe," IWE Working Papers 233, Institute for World Economics - Centre for Economic and Regional Studies.
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• Dr. Monika Garg, 2017. "Implication of Efficient Market Hypothesis for Investment Decisions," Journal of Commerce and Trade, Society for Advanced Management Studies, vol. 12(2), pages 135-141, October.
• Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud, 2017. "Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(1), pages 329-342, January-M.
• Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar, 2017. "Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(3), pages 349-362, July-Sept.
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• Yuki Shigeta, 2017. "Portfolio selections under mean-variance preference with multiple priors for means and variances," Annals of Finance, Springer, vol. 13(1), pages 97-124, February.
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• Dian Zhu & Andrew J. Heunis, 2017. "Quadratic minimization with portfolio and intertemporal wealth constraints," Annals of Finance, Springer, vol. 13(3), pages 299-340, August.
• Laura Delaney & Polina Kovaleva, 2017. "The dampening effect of iceberg orders on small traders’ welfare," Annals of Finance, Springer, vol. 13(4), pages 453-484, November.
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• Wei Zhou, 2017. "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 207-230, August.
• Ji Cao, 2017. "How does the underlying affect the risk-return profiles of structured products?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(1), pages 27-47, February.
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• Martin H. Schmidt, 2017. "Trading strategies based on past returns: evidence from Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(2), pages 201-256, May.
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• Yuming Li, 2017. "Risks and rewards for momentum and reversal portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(3), pages 289-315, August.
• Jan Henrik Wosnitza, 2017. "The optimal trade-off between interest rate risk and annual return of bond ladders," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(4), pages 469-489, November.
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• Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017. "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, vol. 144(3), pages 533-547, September.
• Gbenga Ibikunle & Tom Steffen, 2017. "European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers," Journal of Business Ethics, Springer, vol. 145(2), pages 337-355, October.
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• Chinmoy Ghosh & Milena T. Petrova, 2017. "The Impact of Capital Expenditures on Property Performance in Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 55(1), pages 106-133, July.
• Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee, 2017. "REITs, Growth Options and Beta," The Journal of Real Estate Finance and Economics, Springer, vol. 55(3), pages 370-394, October.
• Ioannis Litsios & Keith Pilbeam, 2017. "The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate," Open Economies Review, Springer, vol. 28(5), pages 1011-1028, November.
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• Anastasia Petraki & Anna Zalewska, 2017. "Jumping over a low hurdle: personal pension fund performance," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 153-190, January.
• Jing-Rung Yu & Wan-Jiun Paul Chiou & Jian-Hong Yang, 2017. "Diversification benefits of risk portfolio models: a case of Taiwan’s stock market," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 467-502, February.
• Wen-Lin Wu & Yin-Feng Gau, 2017. "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 527-556, February.
• Leonidas S. Rompolis & Elias Tzavalis, 2017. "Retrieving risk neutral moments and expected quadratic variation from option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 955-1002, May.
• Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
• Ali Nejadmalayeri & Subramanian Rama Iyer & Manohar Singh, 2017. "Is there an optimally diversified conglomerate? Gleaning answers from capital markets," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 117-158, July.
• Fredj Jawadi & Georges Prat, 2017. "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 661-695, October.
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• Onur Kemal Tosun, 2017. "Is corporate social responsibility sufficient enough to explain the investment by socially responsible funds?," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 697-726, October.
• Li-Hsun Wang & Chu-Hsiung Lin & Erin H. Kao & Hung-Gay Fung, 2017. "Good deeds earn chits? Evidence from philanthropic family controlled firms," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 765-783, October.
• Dimitris Andriosopoulos & Leonidas G. Barbopoulos, 2017. "Relative equity market valuation conditions and acquirers’ gains," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 855-884, October.
• Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2017. "Copula-based factor model for credit risk analysis," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 949-971, November.
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• Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017. "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1087-1119, November.
• Lars Hornuf & Matthias Neuenkirch, 2017. "Pricing shares in equity crowdfunding," Small Business Economics, Springer, vol. 48(4), pages 795-811, April.
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• Chao Tang, 2017. "Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 38-46, September.
• S. Demiralp & J. Eisenschmidt & T. Vlassopoulos, 2017. "Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers 1708, Koc University-TUSIAD Economic Research Forum.
• Krzysztof Marcinek, 2017. "Impact Investing on the Real Estate Market – Foreign Experience," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 100, pages 5-10, June.
• Małgorzata Rymarzak & Dariusz Trojanowski, 2017. "Modele finansowania inwestycji w domy studenckie uczelni publicznych na przykładzie Polski," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 101, pages 21-28, September.
• Koppány, Krisztián, 2017. "A növekedés lehetőségei és kockázatai. Magyarország feldolgozóipari exportteljesítményének és ágazati szerkezetének vizsgálata, 2010-2014 [Growth opportunities and risks in Hungary's industrial mix," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 17-53.
• Hevér, Judit, 2017. "A likviditás és a permanens árhatás szerepe a portfólióértékelésben [The role of liquidity policy and permanent price impact in portfolio valuation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 594-611.
• Ouael EL JEBARI & Abdelati HAKMAOUI, 2017. "Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH," Turkish Economic Review, KSP Journals, vol. 4(4), pages 388-399, December.
• Oyakhilome IBHAGUI, 2017. "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, KSP Journals, vol. 4(2), pages 130-159, June.
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• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017. "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, KSP Journals, vol. 4(2), pages 206-226, June.
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• Yasemin Erduman & Zelal Aktaş & Neslihan Kaya Ekşi, 2017. "Fed Para Politikasına Đlişkin Beklentilerin Türkiye’ye Yönelen Portföy Akımları Üzerine Etkisi," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 6(3), pages 1-14, September.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE 2017-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017. "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers 17-059/III, Tinbergen Institute.
• Max van Lent, 2017. "Increasing the Well-Being of Others On-the-Job and Outside the Workplace," Tinbergen Institute Discussion Papers 17-061/VII, Tinbergen Institute.
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• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017. "A Life-Cycle Model with Unemployment Traps," Carlo Alberto Notebooks 514, Collegio Carlo Alberto, revised 2019.
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• Chichaibelu, Bezawit Beyene & Waibel, Hermann, 2017. "Explaining differences in rural household debt between Thailand and Vietnam: Economic environment versus household characteristics," TVSEP Working Papers wp-002, Leibniz Universitaet Hannover, Institute for Environmental Economics and World Trade, Project TVSEP.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2017. "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Econometric Institute Research Papers TI 2017-022/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE 2017-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 2017-12, Universidad Torcuato Di Tella.
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• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017. "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance 1718, University of St. Gallen, School of Finance, revised Nov 2017.
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  • Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers 2017:31, Department of Economics, University of Venice "Ca' Foscari".
• Branko Urošević & Ivana Rajković, 2017. "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(1), pages 31-44, December.
• Branko Urošević & Ivana Rajković, 2017. "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(1), pages 31-44.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017. "The Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(5), pages 571-592, December.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017. "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(5), pages 571-592.
• Singh Amanjot, 2017. "Modeling Conditional Volatility of Indian Banking Sector’s Stock Market Returns," Scientific Annals of Economics and Business, Sciendo, vol. 64(3), pages 325-338, October.
• Marszk Adam, 2017. "Exchange traded commodities as a category of innovative products on European financial markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(2), pages 14-21, December.
• Jedynak Tomasz, 2017. "Is it Worth Being Good? – The Efficiency and Risk of Socially Responsible Investing in Light of Various Empirical Studies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(3), pages 1-14, September.
• Kozak Sylwester, 2017. "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(3), pages 33-42, September.
• Śliwiński Paweł & Łobza Maciej, 2017. "Financial Performance of Socially Responsible Indices," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(1), pages 25-46, March.
• Zaremba Adam & Konieczka Przemysław, 2017. "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(3), pages 26-47, September.
• Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela, 2017. "Portfolio Diversification in the South-East European Equity Markets," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 126-135, April.
• Marcin Kawiński & Piotr Majewski, 2017. "Financial and insurance literacy in Poland," Working Papers 2017-03, Faculty of Economic Sciences, University of Warsaw.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 89941, University Library of Munich, Germany.
  • Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017. "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series 8098, The World Bank.
  • Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 79358, University Library of Munich, Germany.
• Gong Feixue & Gregory Phelan, 2017. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2017-06, Department of Economics, Williams College.
• Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Sep 2016.
  • Gregory Phelan & Alexis A. Toda, 2017. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2017-07, Department of Economics, Williams College.
• Justine Hastings & Ali Hortaçsu & Chad Syverson, 2017. "Sales Force and Competition in Financial Product Markets: The Case of Mexico's Social Security Privatization," Econometrica, Econometric Society, vol. 85(6), pages 1723-1761, November.
  • Justine S. Hastings & Ali Hortaçsu & Chad Syverson, 2013. "Sales Force and Competition in Financial Product Markets: The Case Of Mexico’s Social Security Privatization," NBER Working Papers 18881, National Bureau of Economic Research, Inc.
• Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
  • Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
  • Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 1-10, November.
• Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017. "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-12, August.
  • Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper 52368, University Library of Munich, Germany.
• William T Ziemba, 2017. "The Adventures of a Modern Renaissance Academic in Investing and Gambling," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10242.
• Eliezer Z Prisman, 2017. "Lecture Notes in Fixed Income Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10271.
• Nandini Vijayaraghavan & Umesh Desai, 2017. "The Singapore Blue Chips:The Rewards & Risks of Investing in Singapore's Largest Corporates," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9960.

2016

• Channa, Sumaira & Memon, Pervaiz Ahmed & Kalhoro, Muhammad Ramzan, 2016. "Co-Integration between Stock Prices and Exchange Rate of Selected SAARC Countries: An Empirical Study," Sukkur IBA Journal of Management and Business, Sukkur IBA University, vol. 3(1), pages 82-98, April.
• Shah, Aasif & Deo, Malabika, 2016. "Integration of the Indian Stock Market :at the angle of Time-Frequency," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 31(1), pages 183-205.
• Igan, Deniz & Pinheiro, Marcelo, 2016. "Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets," Journal of Financial Transformation, Capco Institute, vol. 43, pages 144-157.
  • Ms. Deniz O Igan & Marcelo Pinheiro, 2015. "Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets," IMF Working Papers 2015/198, International Monetary Fund.
• Chamizo Cana, Álvaro & Novales Cinca, Alfonso, 2016. "Credit Risk Decomposition for Asset Allocation," Journal of Financial Transformation, Capco Institute, vol. 43, pages 117-123.
• Freeman, Andrew & Wilford, D. Sykes, 2016. "Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach," Journal of Financial Transformation, Capco Institute, vol. 43, pages 106-117.
• Asgharpur, Hossein & Rezazadeh , Ali, 2016. "Determining the Stock Optimal Portfolio using Value at Risk," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 2(4), pages 93-118, March.
• Bogdan, Sinisa & Baresa, Suzana & Ivanovic, Zoran, 2016. "Domestic Vs International Risk Diversification Possibilities In Southeastern European Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 7(2), pages 197-208.
• Marc‐André Luik & Amelia Guha Thakurta & Dennis Wesselbaum, 2021. "Child health, human capital, and adult financial behavior," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2722-2750, November.
  • Luik, Marc-André, 2016. "Child Health, Human Capital and Adult Financial Behavior," Working Paper 174/2013, Helmut Schmidt University, Hamburg.
• Luik, Marc-André, 2016. "Child Health, Human Capital and Adult Financial Behavior," Working Paper 174/2016, Helmut Schmidt University, Hamburg.
• Adam Zaremba, 2016. "Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 88-103, March.
• Hongfeng Peng & Xiaoyu Tan & Yi Chen, 2016. "Discretion of Dynamic Position Adjustment in Hedging Strategy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 86-101, June.
• Agamirova, Maria Е. (Агамирова, Мария) & Dzagurova, Nataliya B. (Дзагурова, Наталия), 2016. "The Legality of Vertical Restraints by the Rule of Reason and the Character of the Specific Investments [Правомерность Вертикальных Ограничивающих Соглашений С Позиции "Взвешенного Подхода&quo," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 122-137, December.
• Boena CHOVANCOVÁ & Jaroslav HUDCOVSKÝ, 2016. "Return-risk profile of Slovak pension funds," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, vol. 2016(27), pages 94-106, Decembre.
• Angrisani, Marco & Atella, Vincenzo & Brunetti, Marianna, 2018. "Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 198-212.
  • Marco Angrisani & Vincenzo Atella & Marianna Brunetti, 2016. "Public Health Insurance and Household Portfolio Choices: Unraveling Financial “Side Effects” of Medicare," CEIS Research Paper 382, Tor Vergata University, CEIS, revised 07 Feb 2017.
• Vincenzo Atella & Edoardo Di Porto & Joanna Kopinska, 2016. "Heterogenous mechanisms in WWII stress transmission: evidence from a natural experiment," CEIS Research Paper 385, Tor Vergata University, CEIS, revised 01 Aug 2017.
  • Vincenzo Atella & Edoardo Di Porto & Joanna Kopinska, 2017. "Heterogenous Mechanisms in WWII Stress Transmission: Evidence from a Natural Experiment," CSEF Working Papers 479, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Li, Yang, 2017. "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 195-205.
  • Yang Li, 2016. "Asset Returns and Financial Fragility," Departmental Working Papers 201601, Rutgers University, Department of Economics.
• Tomasz Potocki & Anna Rogoziñska, 2016. "Art as an investment in Poland - the first 20 years after the collapse of the central planning economy," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(3), pages 22-33, February.
• Adam Zaremba & Przemys³aw Konieczka, 2016. "Paper profits from value, size and momentum: evidence from the Polish market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(3), pages 58-69, February.
• Dominik Filipiak & Agata Filipowska, 2016. "Towards data oriented analysis of the art market: survey and outlook," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 21-31, June.
• Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016. "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(2), pages 23-35.
  • Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016. "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 23-35, October.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015. "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers 2015-39, Faculty of Economic Sciences, University of Warsaw.
• Daniel Chai & Binh Do, 2016. "Co-existence of short-term reversals and momentum in the Australian equity market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 55-76, February.
• Peter M Clarkson & Shams Pathan & Andrew Tellam, 2016. "Do private equity target firms exhibit less effectual governance structures?," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 244-270, May.
• Subhrendu Rath & Mamunur Rashid, 2016. "Undervaluation and private equity takeovers," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 735-759, November.
• Paramita Mukherjee & Malabika Roy, 2016. "What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 119-145, April.
• Rakesh Kumar, 2016. "Integration of Stock Returns and Volatility of Emerging Equity Markets," Review of Market Integration, India Development Foundation, vol. 8(1-2), pages 79-102, April.
• Chris Becker, 2016. "Living with Volatilities: Capital Flows and Policy Implications for SEACEN Central Banks," Working Papers wp13, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Ros Zam Zam Sapian, 2016. "Foreign Equity Flows And Market Return Volatility: Evidence From An Emerging Equity Market," Proceedings of International Academic Conferences 3605726, International Institute of Social and Economic Sciences.
• Ian Smith, 2016. "A study into UK Financial Planners opinions on risk tolerance and risk perception," Proceedings of International Academic Conferences 4006388, International Institute of Social and Economic Sciences.
• Hong-Bae Kim, 2016. "portfolio management with Islam Equity in Korea stock market," Proceedings of International Academic Conferences 4006501, International Institute of Social and Economic Sciences.
• Pawe? Kliber, 2016. "Portfolio analysis in jump-diffusion model with power-law tails," Proceedings of International Academic Conferences 5306873, International Institute of Social and Economic Sciences.
• Lord Mensah, 2016. "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences 3205757, International Institute of Social and Economic Sciences.
• Urbina Rugeiro, Jaime Iván & Núñez Antonio, Gabriel & Saavedra Barrera, Patricia, 2016. "Análisis, aplicación y comparación de tres métodos estadísticos en la estimación del VaR y el EVaR," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 37-54, enero-jun.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016. "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 83-114, enero-jun.
• Zuñiga Feria, Laura G., 2016. "Análisis del desempeño de los fondos de inversión de renta variable en México / Performance analysis of the mexican equity mutual funds," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(2), pages 121-158, julio-dic.
• Marcin Kolasa, 2022. "Equilibrium foreign currency mortgages," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 168-186, July.
  • Marcin Kolasa, 2016. "Equilibrium foreign currency mortgages," KAE Working Papers 2016-021, Warsaw School of Economics, Collegium of Economic Analysis.
  • Marcin Kolasa, 2021. "Equilibrium Foreign Currency Mortgages," IMF Working Papers 2021/084, International Monetary Fund.
  • Marcin Kolasa, 2018. "Equilibrium foreign currency mortgages," NBP Working Papers 293, Narodowy Bank Polski.
• Toni Vide, 2016. "Does It Pay To Be Good? An Analysis Of Vice And Virtue Stock Performance In The Eurozone," Faculty of Management Working Paper Series 12016, University of Warsaw, Faculty of Management.
• Toni Vide, 2016. "Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(6), pages 113-125, June.
• Philippe de Brouwer, 2016. "Proposal for a Practical Implementation of Maslowian Portfolio Theory (Wniosek dotyczacy praktycznego wdrozenia Maslowian Portfolio Theory)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(63), pages 39-56.
• Rafa³ Cieslik, 2016. "Effect of Earnings Quality on the Returns-Earnings Relationship: Evidence from the Warsaw Stock Exchange (Wplyw jakosci zysku na zaleznosc pomiedzy zyskiem a stopa zwrotu z akcji na przykladzie GPW w ," Research Reports, University of Warsaw, Faculty of Management, vol. 2(22), pages 60-77.
• Divya Jindal & Ravi Singla, 2016. "A Study Of The Impact Of The Indian Stock Market Crash Of 2008 On Ipos Listed On The National Stock Exchange," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 8(3 (Decemb), pages 359-374.
• Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2016. "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," IZA Discussion Papers 10408, Institute of Labor Economics (IZA).
  • Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer, 2016. "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," Working Papers 2016012, The University of Sheffield, Department of Economics.
• Jens H. E. Christensen & Signe Krogstrup, 2022. "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
• Thomas Kick & Enrico Onali & Benedikt Ruprecht & Klaus Schaeck, 2016. "How does the Eurozone crisis affect securities portfolios?," Working Papers CEB 16-022, ULB -- Universite Libre de Bruxelles.
• Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
  • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Sciences Po publications info:hdl:2441/5glg8brs7n8, Sciences Po.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," SciencePo Working papers Main hal-03392947, HAL.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers Main hal-03470191, HAL.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," SciencePo Working papers Main hal-03602482, HAL.
  • Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po publications info:hdl:2441/5djvq5crl99, Sciences Po.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Working Papers hal-03470191, HAL.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
• Gregor Dorfleitner & Mai Nguyen, 2016. "Which proportion of SR investments is enough? A survey-based approach," Business Research, Springer;German Academic Association for Business Research, vol. 9(1), pages 1-25, April.
• Anett Wins & Bernhard Zwergel, 2016. "Comparing those who do, might and will not invest in sustainable funds: a survey among German retail fund investors," Business Research, Springer;German Academic Association for Business Research, vol. 9(1), pages 51-99, April.
• Henryk Gurgul & Artur Machno, 2016. "Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(3), pages 763-786, September.
• Massimiliano Amarante, 2016. "A representation of risk measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 95-103, April.
  • AMARANTE, Massimiliano, 2013. "A Representation of Risk Measures," Cahiers de recherche 2013-08, Universite de Montreal, Departement de sciences economiques.
  • Massimiliano AMARANTE, 2013. "A Representation of Risk Measures," Cahiers de recherche 11-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• John A. Buzacott, 2016. "Capital allocation to alternatives with a multivariate ladder gamma return distribution," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 235-258, November.
• Fabio Antonelli & Carlo Mancini, 2016. "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 293-310, November.
• Mario Menegatti, 2016. "A note on portfolio selection and stochastic dominance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 327-331, November.
• Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
  • Enrico G. De Giorgi & Ola Mahmoud, 2015. "Diversification Preferences in the Theory of Choice," Papers 1507.02025, arXiv.org, revised Oct 2016.
• Yoshifumi Tahira & Takayuki Mizuno, 2016. "Trading strategy of a stock index based on the frequency of news releases for listed companies," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 437-444, December.
• Philip Hans Franses & Wouter Knecht, 2016. "The late 1970s bubble in Dutch collectible postage stamps," Empirical Economics, Springer, vol. 50(4), pages 1215-1228, June.
  • Franses, Ph.H.B.F. & Knecht, W., 2012. "The Late 1970's Bubble in Dutch Collectible Postage Stamps," Econometric Institute Research Papers EI 2013-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Yudong Wang & Li Liu, 2016. "Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging," Empirical Economics, Springer, vol. 50(4), pages 1481-1509, June.
• Richard Ochmann, 2016. "Distributional and welfare effects of Germany’s year 2000 tax reform: the context of savings and portfolio choice," Empirical Economics, Springer, vol. 51(1), pages 93-123, August.
• Adam Zaremba, 2016. "Is there a low-risk anomaly across countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(1), pages 45-65, April.
• Kasper Larsen & Halil Mete Soner & Gordan Žitković, 2016. "Facelifting in utility maximization," Finance and Stochastics, Springer, vol. 20(1), pages 99-121, January.
• Peter Bank & Selim Gökay, 2016. "Superreplication when trading at market indifference prices," Finance and Stochastics, Springer, vol. 20(1), pages 153-182, January.
• Aurélien Alfonsi & Pierre Blanc, 2016. "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, vol. 20(1), pages 183-218, January.
• Peter Bank & Selim Gökay, 2016. "Superreplication when trading at market indifference prices," Finance and Stochastics, Springer, vol. 20(1), pages 153-182, January.
• Aurélien Alfonsi & Pierre Blanc, 2016. "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, vol. 20(1), pages 183-218, January.
• Kasper Larsen & Halil Soner & Gordan Žitković, 2016. "Facelifting in utility maximization," Finance and Stochastics, Springer, vol. 20(1), pages 99-121, January.
• Eyal Neuman & Alexander Schied, 2016. "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, vol. 20(2), pages 495-509, April.
• Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016. "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, vol. 20(3), pages 705-740, July.
• Martin Bischoff & Johannes Jahn, 2016. "Economic objectives, uncertainties and decision making in the energy sector," Journal of Business Economics, Springer, vol. 86(1), pages 85-102, January.
• Nader Shahzad Virk & Hilal Anwar Butt, 2016. "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 68-84, January.
• Nader Virk & Hilal Butt, 2016. "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 68-84, January.
• George Comer & Javier Rodriguez, 2016. "An empirical analysis of the Wall Street Journal’s SmartMoney fund screen," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 380-401, April.
• Daniel Perez-Liston & Daniel Huerta & Sanzid Haq, 2016. "Does investor sentiment impact the returns and volatility of Islamic equities?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 421-437, July.
• Neeraj J. Gupta & Mark Kurt & Reilly White, 2016. "The Buffett critique: volatility and long-dated options," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 524-537, July.
• W. D. Chen & H. C. Li, 2016. "Wavelet decomposition of heterogeneous investment horizon," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(4), pages 714-734, October.
• Mico Apostolov, 2016. "Cobb–Douglas production function on FDI in Southeast Europe," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-28, December.
• Matthias Raddant & Friedrich Wagner, 2016. "Phase transition in the S&P stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(2), pages 229-246, October.
  • Raddant, Matthias & Wagner, Friedrich, 2013. "Phase transition in the S&P stock market," Kiel Working Papers 1846, Kiel Institute for the World Economy (IfW).
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• Kun Wu & Weixing Wu, 2016. "Optimal Controls for a Large Insurance Under a CEV Model: Based on the Legendre Transform-Dual Method," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 167-178, December.
• Alexander Nezlobin & Madhav V. Rajan & Stefan Reichelstein, 2016. "Structural properties of the price-to-earnings and price-to-book ratios," Review of Accounting Studies, Springer, vol. 21(2), pages 438-472, June.
• Mu-Shun Wang, 2016. "Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects," Review of Managerial Science, Springer, vol. 10(2), pages 213-244, March.
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• Sebastian Lobe & Christian Walkshäusl, 2016. "Vice versus virtue investing around the world," Review of Managerial Science, Springer, vol. 10(2), pages 303-344, March.
• Mu-Shun Wang, 2016. "Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects," Review of Managerial Science, Springer, vol. 10(2), pages 213-244, March.
• Elina Pradkhan, 2016. "Impact of culture and patriotism on home bias in bond portfolios," Review of Managerial Science, Springer, vol. 10(2), pages 265-301, March.
• Sebastian Lobe & Christian Walkshäusl, 2016. "Vice versus virtue investing around the world," Review of Managerial Science, Springer, vol. 10(2), pages 303-344, March.
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• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2016. "Back to Background Risk," EIEF Working Papers Series 1602, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2016.
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• Gonçalo Faria & João Correia-da-Silva, 2016. "Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?," The European Journal of Finance, Taylor & Francis Journals, vol. 22(7), pages 601-626, May.
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• Michael W. McCracken & Serena Ng, 2016. "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 574-589, October.
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• Daniel Huerta & Peter V. Egly & Diego Escobari, 2016. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(1), pages 47-62, January.
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• Asli Yuksel, 2016. "The relationship between stock and real estate prices in Turkey : Evidence around the global financial crisis," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 16(1), pages 33-40.
• Yasemin Erduman & Neslihan Kaya, 2016. "Time varying determinants of bond flows to emerging markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 16(2), pages 65-72.
• Ahmed Tahoun & Florin P. Vasvari, 2016. "Political Lending," Working Papers Series 47, Institute for New Economic Thinking.
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• Chen, J. & Kobayashi, M. & McAleer, M.J., 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers EI2016-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, vol. 24(C), pages 133-150.
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• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers 16-099/III, Tinbergen Institute.
• Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016. "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 18-35.
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• Jiajia Cui & Eduard H. M. Ponds, 2016. "Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 31-42, September.
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• Chen, Daniel L. & Schonger, Martin, 2016. "Is Ambiguity Aversion a Preference?," TSE Working Papers 16-703, Toulouse School of Economics (TSE), revised Feb 2020.
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• Chen, Daniel L. & Schonger, Martin, 2016. "Is Ambiguity Aversion a Preference?," IAST Working Papers 16-52, Institute for Advanced Study in Toulouse (IAST), revised Feb 2020.
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• Marmer, Vadim & Slade, Margaret E., 2018. "Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 233-254.
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• Yoram Halevy & Dotan Persitz & Lanny Zrill, 2018. "Parametric Recoverability of Preferences," Journal of Political Economy, University of Chicago Press, vol. 126(4), pages 1558-1593.
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• Halevy, Yoram & Zrill, Lanny, 2016. "Parametric Recovery Methods: A Comparative Experimental Study," Microeconomics.ca working papers yoram_halevy-2016-2, Vancouver School of Economics, revised 03 Nov 2016.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
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• Chen, J. & Kobayashi, M. & McAleer, M.J., 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers EI2016-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Documentos de Trabajo del ICAE 2016-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Tinbergen Institute Discussion Papers 16-015/III, Tinbergen Institute.
• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, vol. 24(C), pages 133-150.
  • Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K., 2016. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometric Institute Research Papers EI2016-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016. "Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization," Documentos de Trabajo del ICAE 2017-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Tinbergen Institute Discussion Papers 16-025/III, Tinbergen Institute.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016. "Towards greater diversification in central bank reserves," Journal of Asset Management, Palgrave Macmillan, vol. 17(4), pages 295-312, July.
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  • Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016. "Towards Greater Diversification in Central Bank Reserves," ULB Institutional Repository 2013/232457, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Kim Oosterlinck & Ariane Szafarz & Valérie Mignon, 2016. "Towards Greater Diversification in Central Bank Reserves," Post-Print hal-02315436, HAL.
  • Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015. "Towards Greater Diversification in Central Bank Reserves," EconomiX Working Papers 2015-34, University of Paris Nanterre, EconomiX.
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• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2016. "Banking Crisis, Moral Hazard and Fiscal Policy Responses," Working Papers of BETA 2016-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Francesco Cerigioni, 2016. "Dual Decision Processes and Noise Trading," Working Papers 925, Barcelona School of Economics.
  • Francesco Cerigioni, 2016. "Dual decision processes and noise trading," Economics Working Papers 1553, Department of Economics and Business, Universitat Pompeu Fabra.
• Gruber, Alexander & Kogler, Michael, 2016. "Banks and Sovereigns: A Model of Mutual Contagion," Economics Working Paper Series 1614, University of St. Gallen, School of Economics and Political Science.
• Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016. "Characteristics-based portfolio choice with leverage constraints," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 23-37.
  • Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016. "Characteristics-based Portfolio Choice with Leverage Constraints," Working Papers on Finance 1607, University of St. Gallen, School of Finance.
• Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017. "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 9-24.
  • Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016. "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance 1613, University of St. Gallen, School of Finance.
• Ammann, Manuel & Ehmann, Christian, 2016. "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Working Papers on Finance 1623, University of St. Gallen, School of Finance.
• Kai Li & Jun Liu, 2016. "Reversing Momentum: The Optimal Dynamic Momentum Strategy," Research Paper Series 370, Quantitative Finance Research Centre, University of Technology, Sydney.
• Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019. "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
  • Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Working Papers 2016-17, University of Alberta, Department of Economics.
  • Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," University of Western Ontario, Departmental Research Report Series 20166, University of Western Ontario, Department of Economics.
  • Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016. "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Staff Working Papers 16-47, Bank of Canada.
• Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix," Working Papers 2016:01, Department of Economics, University of Venice "Ca' Foscari".
• Anastasia Girshina, 2016. "Implications of Fiscal Policy for Housing Tenure Decisions," Working Papers 2014:, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Non Central Moments of the Truncated Normal Variable," Working Papers 2016:17, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers 2016:18, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions," Working Papers 2016:30, Department of Economics, University of Venice "Ca' Foscari".
• Iuliana Bitca & Andrea Ellero & Paola Ferretti, 2016. "Is there any link between level of instruction and financial choices? A study on a Generation Y-based survey," Working Papers 2016:38, Department of Economics, University of Venice "Ca' Foscari".
• Louis Raymond Eeckhoudt & Elisa Pagani & Emanuela Rosazza Gianin, 2016. "Prudence, risk measures and the Optimized Certainty Equivalent: a note," Working Papers 07/2016, University of Verona, Department of Economics.
• EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016. "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(2), pages 6-24.
• Inga Jonaityte, 2016. "Experts' versus Consumers' Perception of Financial Products," Working Papers 19, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(3), pages 273-291, June.
  • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(3), pages 273-291.
  • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016. "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 23-35, October.
  • Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016. "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(2), pages 23-35.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015. "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers 2015-39, Faculty of Economic Sciences, University of Warsaw.
• Flotyński Marcin, 2016. "The Profitability of the Strategy Linking Fundamental, Portfolio and Technical Analysis on the Polish Capital Market," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 113-146, December.
• Dittmann Iwona, 2016. "Rates of Return on Open-End Debt Investment Funds and Bank Deposits in Poland in the Years 1995–2015 – A Comparative Analysis," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 93-112, December.
• Piasecki Krzysztof, 2016. "Note to “Rates of Return on Open-End Debt Investment Funds and Bank Deposits in Poland in the years 1995–2015 – A Comparative Analysis” Folia Oeconomica Stetinensia 16 (1), (2016), 93–112," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 250-254, December.
• Žmuk Berislav, 2016. "Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading," Naše gospodarstvo/Our economy, Sciendo, vol. 62(1), pages 12-26, March.
• Wolski Rafał, 2016. "Investment Risk in the Context of Price Changes on the Real Estate and Stock Markets," Real Estate Management and Valuation, Sciendo, vol. 24(1), pages 41-50, March.
• Dittmann Iwona, 2016. "Rates of Return on Shares of Real Estate Development Companies in Poland in the Years 2001-2015. A Comparative Analysis," Real Estate Management and Valuation, Sciendo, vol. 24(4), pages 23-34, December.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers 2016-08, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers 2016-09, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 47.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers 2016-10, Faculty of Economic Sciences, University of Warsaw.
• Feixue Gong & Gregory Phelan, 2016. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2016-06, Department of Economics, Williams College, revised Aug 2017.
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• Johannes C. Buggle & Steven Nafziger, 2016. "Long-Run Consequences of Labor Coercion: Evidence from Russian Serfdom," Department of Economics Working Papers 2016-07, Department of Economics, Williams College.
• Mira G. Baron & Ella R. Diamant, 2016. "Real estate in studentified neighborhoods," ERSA conference papers ersa16p642, European Regional Science Association.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
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• Raj Chetty & Adam Szeidl, 2016. "Consumption Commitments and Habit Formation," Econometrica, Econometric Society, vol. 84, pages 855-890, March.
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• Davide Pettenuzzo & Francesco Ravazzolo, 2016. "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
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• Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
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• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
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• Christoph Basten & Andreas Fagereng & Kjetil Telle, 2016. "Saving and Portfolio Allocation Before and After Job Loss," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 293-324, March.
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• Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
  • Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
• Toni Ahnert, 2016. "Rollover Risk, Liquidity and Macroprudential Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1753-1785, December.
  • Toni Ahnert, 2014. "Rollover Risk, Liquidity and Macroprudential Regulation," Staff Working Papers 14-23, Bank of Canada.
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• Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016. "A General Optimal Investment Model In The Presence Of Background Risk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-8, March.
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• Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016. "A General Optimal Investment Model In The Presence Of Background Risk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-8.
  • Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
• Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
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• Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37.
  • Hałaj, Grzegorz, 2016. "Dynamic balance sheet model with liquidity risk," Working Paper Series 1896, European Central Bank.
• William T Ziemba, 2016. "Great Investment Ideas," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10149.
• William T Ziemba, 2016. "Comment on “Why a Weekend Effect?”," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 1, pages 1-14, World Scientific Publishing Co. Pte. Ltd..
• Vijay K. Chopra & William T. Ziemba, 2016. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 2, pages 15-24, World Scientific Publishing Co. Pte. Ltd..
• Chris R. Hensel & Gordon A. Sick & William T. Ziemba, 2016. "The Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 3, pages 25-46, World Scientific Publishing Co. Pte. Ltd..
• Julian Douglass & Owen Wu & William Ziemba, 2016. "Stock Ownership Decisions in Defined Contribution Pension Plans," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 4, pages 47-63, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2016. "The Symmetric Downside-Risk Sharpe Ratio and the Evaluation of Great Investors and Speculators," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 5, pages 65-91, World Scientific Publishing Co. Pte. Ltd..
• Klaus Berge & Giorgio Consigli & William T. Ziemba, 2016. "The Predictive Ability of the Bond Stock Earnings Yield Differential Model," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 6, pages 93-123, World Scientific Publishing Co. Pte. Ltd..
• Constantine Dzhabarov & William T. Ziemba, 2016. "Do Seasonal Anomalies Still Work?," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 7, pages 125-145, World Scientific Publishing Co. Pte. Ltd..
• Leonard C. MacLean & Edward O. Thorp & Yonggan Zhao & William T. Ziemba, 2016. "How Does the Fortune's Formula-Kelly Capital Growth Model Perform?," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 8, pages 147-173, World Scientific Publishing Co. Pte. Ltd..
• Olivier Gergaud & William T. Ziemba, 2016. "Great Investors: Their Methods, Results and Evaluation," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 9, pages 175-212, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2016. "Is the 60-40 Stock-Bond Pension Fund Rule Wise?," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 10, pages 213-229, World Scientific Publishing Co. Pte. Ltd..
• A. N. Shiryaev & M. V. Zhitlukhin & W. T. Ziemba, 2016. "When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 11, pages 231-248, World Scientific Publishing Co. Pte. Ltd..
• W. T. Ziemba, 2016. "A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth Investing," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 12, pages 249-274, World Scientific Publishing Co. Pte. Ltd..
• Han, Xing & Li, Youwei, 2017. "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
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• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016. "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers 16/11, Department of Economics, University of York.
• Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
  • Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
  • Faria, Gonçalo & Verona, Fabio, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers 29/2016, Bank of Finland.
  • Gonçalo Faria & Fabio Verona, 2017. "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers 1702, Universidade do Porto, Faculdade de Economia do Porto.
• Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," Discussion Papers 08/2016, Deutsche Bundesbank.
• Kurz-Kim, Jeong-Ryeol, 2016. "Black Monday, globalization and trading behavior of stock investors," Discussion Papers 18/2016, Deutsche Bundesbank.
• Memmel Christoph & Seymen Atılım & Teichert Max, 2018. "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, De Gruyter, vol. 19(3), pages 330-350, August.
  • Christoph Memmel & Atılım Seymen & Max Teichert, 2018. "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 330-350, August.
  • Memmel, Christoph & Seymen, Atılım & Teichert, Max, 2016. "Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence," Discussion Papers 22/2016, Deutsche Bundesbank.
• de Roure, Calebe, 2016. "Fire buys of central bank collateral assets," Discussion Papers 51/2016, Deutsche Bundesbank.
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2016. "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers 13-05 [rev.2], University of Cologne, Centre for Financial Research (CFR).
• Jaspersen, Stefan, 2021. "Mutual Fund Bets on Market Power," CFR Working Papers 16-07, University of Cologne, Centre for Financial Research (CFR), revised 2021.
• Neubert, Milena & Bannier, Christina E., 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," VfS Annual Conference 2016 (Augsburg): Demographic Change 145593, Verein für Socialpolitik / German Economic Association.
  • Bannier, Christina E. & Neubert, Milena, 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," CFS Working Paper Series 528, Center for Financial Studies (CFS).
  • Christina E. Bannier & Milena Neubert, 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," Working Papers 1605, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers 22492, National Bureau of Economic Research, Inc.
  • Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016. "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series 533, Center for Financial Studies (CFS).
  • Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series 2016-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017. "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series 6560, CESifo.
• Buehlmaier, Matthias M. M. & Zechner, Josef, 2016. "Financial media, price discovery, and merger arbitrage," CFS Working Paper Series 551, Center for Financial Studies (CFS).
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016. "The winner's curse on art markets," CFS Working Paper Series 564, Center for Financial Studies (CFS).
• Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016. "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(3), pages 311-319.
• Weinert, Jan-Hendrik & Gründl, Helmut, 2016. "The modern tontine: An innovative instrument for longevity risk management in an aging society," ICIR Working Paper Series 22/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo, 2017. "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-16.
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• Eichler, Stefan & Plaga, Timo, 2017. "The political determinants of government bond holdings," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 1-21.
  • Eichler, Stefan & Plaga, Timo, 2016. "The Political Determinants of Government Bond Holdings," Hannover Economic Papers (HEP) dp-573, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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• Curatola, Giuliano, 2016. "Optimal consumption and portfolio choice with loss aversion," SAFE Working Paper Series 130, Leibniz Institute for Financial Research SAFE.
• Kraft, Holger & Munk, Claus & Weiss, Farina, 2017. "Predictors and portfolios over the life cycle: Skill vs. luck," SAFE Working Paper Series 139, Leibniz Institute for Financial Research SAFE, revised 2017.
• Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
• Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen, 2016. "Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach," SAFE Working Paper Series 147, Leibniz Institute for Financial Research SAFE.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2017. "Systemic co-jumps," Journal of Financial Economics, Elsevier, vol. 126(3), pages 563-591.
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• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2016. "Putting the Pension Back in 401(k) Plans: Optimal versus Default Longevity Income Annuities," NBER Working Papers 22717, National Bureau of Economic Research, Inc.
  • Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2016. "Putting the pension back in 401(k) plans: Optimal versus default longevity income annuities," SAFE Working Paper Series 150, Leibniz Institute for Financial Research SAFE.
• Meyer, Steffen & Urban, Linda & Ahlswede, Sophie, 2016. "Does feedback on personal investment success help?," SAFE Working Paper Series 157, Leibniz Institute for Financial Research SAFE.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016. "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series 158, Leibniz Institute for Financial Research SAFE.
• Hanspal, Tobin, 2016. "The effect of personal financing disruptions on entrepreneurship," SAFE Working Paper Series 161, Leibniz Institute for Financial Research SAFE.
• Maurer, Raimond & Mitchell, Olivia S., 2021. "Older peoples' willingness to delay social security claiming," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(3), pages 410-425, July.
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  • Raimond Maurer & Olivia S. Mitchell, 2016. "Older People’s Willingness to Delay Social Security Claiming," Working Papers wp346, University of Michigan, Michigan Retirement Research Center.
  • Maurer, Raimond & Mitchell, Olivia S., 2016. "Older people's willingness to delay social security claiming," SAFE Working Paper Series 170, Leibniz Institute for Financial Research SAFE.
  • Raimond Maurer & Olivia S. Mitchell, 2016. "Older Peoples’ Willingness to Delay Social Security Claiming," NBER Working Papers 22942, National Bureau of Economic Research, Inc.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016. "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers 2016-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2016. "What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factors," SFB 649 Discussion Papers 2016-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
• Mazelis, Falk, 2016. "Implications of shadow ban regulation for monetary policy at the zero lower bound," SFB 649 Discussion Papers 2016-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chen, Xiaoyu & Ji, Xiaohao, 2016. "How does rising house price influence stock market participation in China? A micro-household perspective," SFB 649 Discussion Papers 2016-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2016. "The banking firm under ambiguity aversion," CEPIE Working Papers 01/16, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
• Neugart, Michael, 2016. "Economic systems and risk preferences: evidence from East and West Germany," VfS Annual Conference 2016 (Augsburg): Demographic Change 145475, Verein für Socialpolitik / German Economic Association.
• Haas, Markus, 2016. "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, vol. 19(C), pages 209-216.
  • Haas, Markus, 2016. "A note on optimal portfolios under regime-switching," VfS Annual Conference 2016 (Augsburg): Demographic Change 145493, Verein für Socialpolitik / German Economic Association.
• Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
  • Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
  • Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
  • Matthias Raddant & Dror Y. Kenett, 2017. "Interconnectedness in the Global Financial Market," Papers 1704.01028, arXiv.org, revised Jun 2020.
  • Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
• Bannier, Christina E. & Neubert, Milena, 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," CFS Working Paper Series 528, Center for Financial Studies (CFS).
  • Neubert, Milena & Bannier, Christina E., 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," VfS Annual Conference 2016 (Augsburg): Demographic Change 145593, Verein für Socialpolitik / German Economic Association.
  • Christina E. Bannier & Milena Neubert, 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," Working Papers 1605, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Kiesel, Konstantin & Noth, Felix, 2016. "When Debt spells Sin: Does Religiosity guard against Over-Indebtedness?," Annual Conference 2016 (Augsburg): Demographic Change 145774, Verein für Socialpolitik / German Economic Association.
• Bätje, Fabian & Menkhoff, Lukas, 2016. "Predicting the equity premium via its components," VfS Annual Conference 2016 (Augsburg): Demographic Change 145789, Verein für Socialpolitik / German Economic Association.
• Khalil, Makram, 2019. "Cross-border portfolio diversification under trade linkages," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 114-128.
  • Khalil, Makram, 2016. "Cross-Border Portfolio Diversification under Trade Linkages," VfS Annual Conference 2016 (Augsburg): Demographic Change 145811, Verein für Socialpolitik / German Economic Association.
  • Makram Khalil, 2017. "Cross-Border Portfolio Diversification under Trade Linkages," MNB Working Papers 2017/2, Magyar Nemzeti Bank (Central Bank of Hungary).
• Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
  • Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
• Hasler, Nicole, 2016. "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change 145840, Verein für Socialpolitik / German Economic Association.
• Mann, Katja & Davenport, Margaret, 2016. "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145948, Verein für Socialpolitik / German Economic Association.
• Zhuoqiong (Charlie) Chen & Tobias Gesche, 2016. "Persistent bias in advice-giving," ECON - Working Papers 228, Department of Economics - University of Zurich, revised Oct 2017.
• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019. "Large Dynamic Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 363-375, April.
  • Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016. "Large dynamic covariance matrices," ECON - Working Papers 231, Department of Economics - University of Zurich, revised Apr 2017.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016. "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," ECON - Working Papers 238, Department of Economics - University of Zurich, revised May 2018.
• Daniel Ladley & Guanqing Liu & James Rockey, 2016. "Margin Trading: Hedonic Returns and Real Losses," Discussion Papers in Economics 16/06, Division of Economics, School of Business, University of Leicester.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016. "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(1), pages 1-21, Jan-June.
• Mobeen Ur Rehman, 2016. "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 121-151, July-Dec.
• Martin G Kocher & Konstantin E Lucks & David Schindler, 2019. "Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2149-2178.
  • Martin G. Kocher & Konstantin E. Lucks & David Schindler, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," CESifo Working Paper Series 5812, CESifo.
  • Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series 81, CRC TRR 190 Rationality and Competition.
  • Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics 27572, University of Munich, Department of Economics.
• Chaikal Nuryakin & Edith Zheng Wen Yuan & I Gede Putra Arsana, 2016. "Portfolio Flows into Indonesia: Push or Pull?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 62, pages 121-126, August.
• Paul J. Bolster & Emery A. Trahan & Pinshuo Wang, 2016. "Assessing performance of Morningstar’s star rating system for equity investment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 11-22, February.
• Yutaka Kurihara, 2016. "Deterministic Elements of Japanese Stock Prices under Low Interest Rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(2), pages 24-30, April.
• Capasso, Salvatore & Neanidis, Kyriakos C., 2019. "Domestic or foreign currency? Remittances and the composition of deposits and loans," Journal of Economic Behavior & Organization, Elsevier, vol. 160(C), pages 168-183.
  • Salvatore Capasso & Kyriakos C. Neanidis, 2016. "Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans," Centre for Growth and Business Cycle Research Discussion Paper Series 220, Economics, The University of Manchester.
• Gunnar Gutsche & Bernhard Zwergel, 2016. "Information barriers and SRI market participation – Can sustainability and transparency labels help?," MAGKS Papers on Economics 201624, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Gunnar Gutsche & Andreas Ziegler, 2016. "Are private investors willing to pay for sustainable investments? A stated choice experiment," MAGKS Papers on Economics 201640, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Gunnar Gutsche & Anja Köbrich León & Andreas Ziegler, 2016. "On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis," MAGKS Papers on Economics 201641, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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• Mark Rachwalski & Quan Wen, 2016. "Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 6(2), pages 303-328.
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• Milena - Jana Schank, 2016. "The Impact of Economic Sentiments on Foreign Direct Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 605-610, February.
• Peiran Jiao & Heinrich H. Nax, 2016. "When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions," Economics Papers 2016-W01, Economics Group, Nuffield College, University of Oxford.
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• Agnes Kovacs & Hamish Low & Patrick Moran, 2021. "Estimating Temptation And Commitment Over The Life Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 101-139, February.
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• Quiroga Juárez, Christian Arturo & Villalobos Escobedo, Aglaé, 2016. "Aplicación de dos técnicas del análisis multivariado en el mercado de valores mexicano || Application of Two Techniques of Multivariate Analysis in the Mexican Stock Market," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 22(1), pages 104-119, December.
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• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Efficient skewness/semivariance portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 331-346, September.
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• Krzysztof Borowski, 2016. "Analysis Of Monthly Rates Of Return In April On The Example Of Selected World Stock Exchange Indices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(2), pages 307-325, June.
• Andrzej Kowalczuk, 2016. "The Analysis Of The Competitiveness Of The Biggest Enterprises In The Construction Industry In Podlaskie Region Compared To The Sector, Based On Nagashima'S Radar," Oeconomia Copernicana, Institute of Economic Research, vol. 7(2), pages 297-315, June.
• Murat Akbalik & K. Batu Tunay, 2016. "An Analysis Of Ramadan Effect By Gjr-Garch Model: Case Of Borsa Istanbul," Oeconomia Copernicana, Institute of Economic Research, vol. 7(4), pages 593-612, December.
• Lai, Ping-fu (Brian) & Cho, Kwai-yee (Kevin), 2016. "Relationships Between Stock Returns and Corporate Financial Ratios Based on a Statistical Analysis of Corporate Data from the Hong Kong Stock Market," Public Finance Quarterly, Corvinus University of Budapest, vol. 61(1), pages 110-123.
• Artur Aiguzhinov & Ana Paula Serra & Carlos Soares, 2016. "Are rankings of financial analysts useful to investors?," CEF.UP Working Papers 1604, Universidade do Porto, Faculdade de Economia do Porto.
• Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016. "Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom," FEP Working Papers 579, Universidade do Porto, Faculdade de Economia do Porto.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016. "Momentum: Strategies, Size and Risk Factor," FEP Working Papers 582, Universidade do Porto, Faculdade de Economia do Porto.
• Yuri Evdokimenko & Efimenko Galina & Zmievskaya Irena & Oboyanskaya Lubov, 2016. "Критерий Эффективности Применения Портфельной Теории Марковица В Краткосрочной Торговле На Примере Украинской Фондовой Биржи [The efficiency criterion of Markowitz portfolio theory application in t," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, vol. 2(3(8)), pages 2.38-2.46, March.
• Musa, Mustafa & Masih, Mansur, 2016. "Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence," MPRA Paper 101256, University Library of Munich, Germany.
• Lal, Irfan & Mubeen, Muhammad & Hussain, Adnan & Zubair, Mohammad, 2016. "An Empirical Analysis of Higher Moment Capital Asset Pricing Model for Karachi Stock Exchange (KSE)," MPRA Paper 106869, University Library of Munich, Germany.
• Shaikh, Slam Ahmed, 2016. "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper 68743, University Library of Munich, Germany.
• BOUSALAM, Issam & HAMZAOUI, Moustapha, 2016. "Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes," MPRA Paper 68979, University Library of Munich, Germany.
• Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
• Bouoiyour, Jamal & Selmi, Refk, 2016. "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper 70379, University Library of Munich, Germany.
• Guo, Xu & Wong, Wing-Keung, 2016. "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper 70637, University Library of Munich, Germany.
• Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016. "A General Optimal Investment Model In The Presence Of Background Risk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-8, March.
  • Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
• Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016. "US Dollar Carry Trades in the Era of "Cheap Money"," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 374-404, October.
  • Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016. "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper 70770, University Library of Munich, Germany.
• Thomadakis, Apostolos, 2016. "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper 71589, University Library of Munich, Germany.
• Haniff, Norazza Mohd & Masih, Mansur, 2016. "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper 71681, University Library of Munich, Germany.
• Shakir, Zeeniya & Masih, Mansur, 2016. "How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis," MPRA Paper 71683, University Library of Munich, Germany.
• Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016. "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper 71709, University Library of Munich, Germany.
• Fajardo, José & Corcuera, José Manuel & Menouken Pamen, Olivier, 2016. "On the optimal investment," MPRA Paper 71901, University Library of Munich, Germany.
• Mantai, Mohammed Mahmoud & Masih, Mansur, 2016. "Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis," MPRA Paper 72166, University Library of Munich, Germany.
• Ali, Hakim & Masih, Mansur, 2016. "Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia," MPRA Paper 72180, University Library of Munich, Germany.
• Zdravkovski, Aleksandar, 2016. "Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries," MPRA Paper 72182, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016. "Forecast in Capital Markets," MPRA Paper 72286, University Library of Munich, Germany.
• Rondinone, Gonzalo & Thomasz, Esteban Otto, 2016. "Un análisis exploratorio de los exchangeable trade funds y su influencia en el proceso de financiarización de commodities [An exploratory analisys of the exchangeable trade funds and their influenc," MPRA Paper 72677, University Library of Munich, Germany.
• Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper 72733, University Library of Munich, Germany.
• Das, Rituparna, 2016. "How Much is the Presence of Timber Exchange Traded Fund Feasible in India?," MPRA Paper 72829, University Library of Munich, Germany.
• Cuthbert, James R. & Magni, Carlo Alberto, 2016. "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," International Journal of Production Economics, Elsevier, vol. 179(C), pages 130-140.
  • Cuthbert, James R. & Magni, Carlo Alberto, 2016. "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," MPRA Paper 72857, University Library of Munich, Germany.
• Lucks, Konstantin, 2016. "The Impact of Self-Control on Investment Decisions," MPRA Paper 73099, University Library of Munich, Germany.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017. "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
  • R. Ferreira, Alexandre & A. P. Santos, Andre, 2016. "On the choice of covariance specifications for portfolio selection problems," MPRA Paper 73259, University Library of Munich, Germany.
• Tomić, Bojan, 2016. "Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala [Testing the significance of calendar effects on croatian capital market]," MPRA Paper 73311, University Library of Munich, Germany.
• Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía, 2016. "Estudio de las posibilidades de inversión en los mercados frontera [Study of the possibilities of investment in the frontier market]," MPRA Paper 73618, University Library of Munich, Germany.
• Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz, 2016. "Wavelet Based Analysis Of Major Real Estate Markets," MPRA Paper 74083, University Library of Munich, Germany.
• Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016. "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper 74360, University Library of Munich, Germany.
• Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper 75002, University Library of Munich, Germany.
• Byrne, Joseph & Fu, Rong, 2016. "Stock Return Prediction with Fully Flexible Models and Coefficients," MPRA Paper 75366, University Library of Munich, Germany.
• Oyakhilome IBHAGUI, 2017. "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, KSP Journals, vol. 4(2), pages 130-159, June.
  • Ibhagui, Oyakhilome, 2016. "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," MPRA Paper 75802, University Library of Munich, Germany.
• Di Gialleonardo, Luca & Marè, Mauro & Motroni, Antonello & Porcelli, Francesco, 2016. "The impact of financial crisis on savings decisions: evidences from Italian pension funds," MPRA Paper 76066, University Library of Munich, Germany, revised Jul 2016.
• Sirine Ben Yaâla & Jamel Henchiri, 2016. "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(8), pages 194-194, August.
  • Ben Yaala, sirine & Henchiri, jamel E., 2016. "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," MPRA Paper 76783, University Library of Munich, Germany.
• Magni, Carlo Alberto, 2016. "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 54-79.
  • Magni, Carlo Alberto, 2016. "Capital depreciation and the underdetermination of rate of return: A unifying perspective," MPRA Paper 77401, University Library of Munich, Germany.
• Širůček, Martin & Křen, Lukáš, 2016. "Tools and Techniques for Economic Decision Analysis," MPRA Paper 77516, University Library of Munich, Germany, revised 2016.
• Xing, Victor, 2016. "Ultra-accommodative Monetary Policy and Unintentional Drags on Consumer Spending," MPRA Paper 77749, University Library of Munich, Germany.
• Shijaku, Gerti, 2016. "Foreign currency lending in Albania," MPRA Paper 79087, University Library of Munich, Germany.
• Ripamonti, Alexandre, 2016. "Corwin-Schultz bid-ask spread estimator in the Brazilian stock market," MPRA Paper 79459, University Library of Munich, Germany.
• Deng, Binbin, 2016. "A Simple Model of Managerial Incentives and Portfolio-Investment Decision," MPRA Paper 79959, University Library of Munich, Germany.
• Stoforos, Chrysostomos E. & Degiannakis, Stavros & Palaskas, Theodosios B., 2017. "Hedge fund returns under crisis scenarios: A holistic approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1196-1207.
  • Stoforos, Chrysostomos & Degiannakis, Stavros & Palaskas, Theodosios, 2016. "Hedge Fund Returns under Crisis Scenarios: A Holistic Approach," MPRA Paper 80161, University Library of Munich, Germany.
• Degiannakis, Stavros, 2017. "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1298-1314.
  • Degiannakis, Stavros, 2016. "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper 80163, University Library of Munich, Germany.
• Širůček, Martin & Galečka, Ondřej, 2016. "Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing," MPRA Paper 80526, University Library of Munich, Germany.
• Tan, Zekuang, 2016. "Application of Discounted Cash Flow Model Valuation – Wal-Mart," MPRA Paper 83903, University Library of Munich, Germany.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017. "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1121-1131.
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• Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016. "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 8(2), pages 121-145.
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• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024. "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, vol. 29(1), pages 527-579, March.
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  • Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 89919, University Library of Munich, Germany, revised 09 Nov 2018.
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• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024. "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, vol. 29(1), pages 527-579, March.
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• Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Collateralized borrowing and risk taking at low interest rates," European Economic Review, Elsevier, vol. 85(C), pages 62-83.
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• Zaremba, Adam, 2016. "Strategies Based on Momentum and Term Structure in Financialized Commodity Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 31-46, January.
• Tuna, İsmail & Karaca, Süleyman Serdar, 2016. "Determining the Firm Specific Factors Affecting the Capital Increase," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 89-105, January.
• Yakut, Emre & Çankal, Ahmet, 2016. "Portfolio Optimzation Using of Metods Multi Objective Genetic Algorithm and Goal Programming: An Application in BIST-30," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(2), pages 43-62, April.
• Ateş, Sinem & Coşkun, Ali & Şahin, M. Abdullah & Demircan, M. Levent, 2016. "Impact of Financial Literacy on the Behavioral Biases of Individual Stock Investors: Evidence from Borsa Istanbul," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(3), pages 1-19, July.
• Eyüboğlu, Kemal & Çelik, Pelin, 2016. "Financial Performance Evaluation of Turkish Energy Companies with Fuzzy AHP and Fuzzy TOPSIS Methods," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(3), pages 21-37, July.
• Singhal, Shelly & Biswal, P. C., 2016. "Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(4), pages 17-29, October.
• Evci, Samet & Şak, Nazan & Karaağaç, Gökben Adana, 2016. "Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(4), pages 67-77, October.
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• Valentyn Khokhlov, 2016. "Alpha-Beta Separation Portfolio Strategies For Islamic Finance," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(4).
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• Tonci Svilokos, 2016. "Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 99-115,116-.
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• Francesco Potente & Antonio Scalia, 2016. "Market timing and performance attribution in the ECB reserve management framework," Temi di discussione (Economic working papers) 1062, Bank of Italy, Economic Research and International Relations Area.
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• Jimmy Melo, 2016. "Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(80), pages 91-102, June.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016. "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 191-205, November.
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• Bachellerie, A. & Charavel, C. & Pfister, C., 2016. "La destination finale des placements financiers des ménages avant et pendant la crise," Bulletin de la Banque de France, Banque de France, issue 205, pages 55-61.
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• Francesco Cerigioni, 2016. "Dual decision processes and noise trading," Economics Working Papers 1553, Department of Economics and Business, Universitat Pompeu Fabra.
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• Elisa Luciano & Antonella Tolomeo, 2016. "Are information and portfolio diversification substitutes or complements?," Carlo Alberto Notebooks 456, Collegio Carlo Alberto.
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• Farmer, Roger & Zabczyk, Pawel, 2016. "The Theory of Unconventional Monetary Policy," CEPR Discussion Papers 11196, C.E.P.R. Discussion Papers.
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• Jens H. E. Christensen & Signe Krogstrup, 2022. "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
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• Richard Lu, 2016. "The Returns and Risk of Dynamic Investment Strategies: A Simulation Comparison," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 15(1), pages 79-83, June.
• Muhammad Aftab & Ijaz Ur Rehman & Abolaji Daniel Anifowose, 2016. "Disposition Effect and Asset Pricing in an Emerging Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(6), pages 320-332, June.
• Arturo Lorenzo-Valdés, 2016. "Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(1), pages 3-14, April.
• Daniel Lara & Fernando López & Andrés Morgado, 2016. "Fondos de Pensiones: ¿Existe un líder en rentabilidad?," ILADES-UAH Working Papers inv315, Universidad Alberto Hurtado/School of Economics and Business.
• Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017. "Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 19-31.
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• Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017. "Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 19-31.
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• Mauricio Cervantes & Miguel Ángel Montoya & L. Arturo Bernal Ponce, 2016. "Effect of the Business Cycle on Investment Strategies: Evidence from Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 11(2), pages 39-49, Julio-Sep.
• Markku Kaustia & Samuli Knüpfer & Sami Torstila, 2016. "Stock Ownership and Political Behavior: Evidence from Demutualizations," Management Science, INFORMS, vol. 62(4), pages 945-963, April.
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• Clemens Sialm & T. Mandy Tham, 2016. "Spillover Effects in Mutual Fund Companies," Management Science, INFORMS, vol. 62(5), pages 1472-1486, May.
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• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018. "Rankings and Risk‐Taking in the Finance Industry," Journal of Finance, American Finance Association, vol. 73(5), pages 2271-2302, October.
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• Jieshuang He, 2016. "Endogenous Bank Networks and Contagion," CAEPR Working Papers 2016-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
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• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013. "Equilibrium existence in the international asset and good markets," Working Papers 16, Development and Policies Research Center (DEPOCEN), Vietnam.
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• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 213-227.
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• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2015. "Assessing the effects of unconventional monetary policy on pension funds risk incentives," MPRA Paper 73398, University Library of Munich, Germany, revised Aug 2016.
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• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016. "Caracterización Paramétrica de los Rendimientos de los Precios del Petróleo 2010-2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(22), pages 63-74, primer se.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016. "Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(44), pages 125-135, primer se.
• Mariya Gubareva & Maria Rosa Borges, 2016. "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics 2016/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Mariya Gubareva & Maria Rosa Borges, 2016. "Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt," Working Papers Department of Economics 2016/22, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Stefan Eichler & T. Plaga, 2016. "The Political Determinants of Government Bond Holdings," IWH Discussion Papers 14, Halle Institute for Economic Research.
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• P.N. (Raja) Junankar, 2016. "On Measuring Uncertainty: Snakes and Ladders," Working Papers id:11420, eSocialSciences.
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• Angelini, Viola & Bertoni, Marco & Stella, Luca & Weiss, Christoph T., 2019. "The ant or the grasshopper? The long-term consequences of Unilateral Divorce Laws on savings of European households," European Economic Review, Elsevier, vol. 119(C), pages 97-113.
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• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020. "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 548-568.
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• Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer, 2016. "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," Working Papers 2016012, The University of Sheffield, Department of Economics.
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• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2016. "Does socially responsible mutual fund performance vary over the business cycle? New insights on the role of ethical strategy focus and green industry idiosyncratic risk," Working Papers 2016/03, Economics Department, Universitat Jaume I, Castellón (Spain).
• Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016. "The impact of information-based familiarity on the stock market," Working Papers 2016/08, Economics Department, Universitat Jaume I, Castellón (Spain).
• Javed Bin Kamal & A.K. Enamul Haque, 2016. "Dependence between stock market and foreign exchange market in South Asia: A Copula-Garch approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(1), pages 175-194, January-M.
• Neubert, Milena & Bannier, Christina E., 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," VfS Annual Conference 2016 (Augsburg): Demographic Change 145593, Verein für Socialpolitik / German Economic Association.
  • Christina E. Bannier & Milena Neubert, 2016. "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," Working Papers 1605, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
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• Hiroaki Ohno & Kouki Sugawara, 2016. "Variety expansion, preference shocks, and financial intermediaries," Annals of Finance, Springer, vol. 12(1), pages 17-28, February.
• Dilip B. Madan, 2016. "Risk premia in option markets," Annals of Finance, Springer, vol. 12(1), pages 71-94, February.
• Dilip B. Madan, 2016. "Benchmarking in two price financial markets," Annals of Finance, Springer, vol. 12(2), pages 201-219, May.
• Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016. "How suboptimal are linear sharing rules?," Annals of Finance, Springer, vol. 12(2), pages 221-243, May.
• Kenneth Bruhn & Ninna Reitzel Jensen & Mogens Steffensen, 2016. "Smooth investment," Annals of Finance, Springer, vol. 12(3), pages 335-361, December.
• Aleksandr G. Alekseev & Mikhail V. Sokolov, 2016. "Benchmark-based evaluation of portfolio performance: a characterization," Annals of Finance, Springer, vol. 12(3), pages 409-440, December.
• Asheesh Pandey & Sanjay Sehgal, 2016. "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(1), pages 45-68, March.
• Po-Jung Chen, 2016. "The Effects of Analysts’ Herding on Traders: Evidence from the Taiwan Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(2), pages 203-227, June.
• Kevin Aretz & Marc Aretz, 2016. "Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 19-61, February.
• Kevin Aretz & Marc Aretz, 2016. "Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 19-61, February.
• Friedrich-Carl Franz & Tobias Regele, 2016. "Beating the DAX, MDAX, and SDAX: investment strategies in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(2), pages 161-204, May.
• Wouter Thierie & Lieven Moor, 2016. "The characteristics of infrastructure as an investment class," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(3), pages 277-297, August.
• Dawood Ashraf, 2016. "Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices," Journal of Business Ethics, Springer, vol. 134(2), pages 209-228, March.
• Yunieta Nainggolan & Janice How & Peter Verhoeven, 2016. "Ethical Screening and Financial Performance: The Case of Islamic Equity Funds," Journal of Business Ethics, Springer, vol. 137(1), pages 83-99, August.
• Lee M. Dunham & Randy Jorgensen & Ken Washer, 2016. "Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations," Journal of Business Ethics, Springer, vol. 139(1), pages 21-28, November.
• Seth C. Anderson & Robert B. Ekelund & John D. Jackson & Robert D. Tollison, 2016. "Investment in early American art: the impact of transaction costs and no-sales on returns," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 40(3), pages 335-357, August.
• Rosella Levaggi & Francesco Menoncin, 2016. "Dynamic tax evasion with audits based on visible consumption," Journal of Economics, Springer, vol. 119(2), pages 131-146, October.
• Haejun Jeon, 2016. "Patent litigation and cross licensing with cumulative innovation," Journal of Economics, Springer, vol. 119(3), pages 179-218, November.
• Brent W. Ambrose & Charles Cao & Walter D’Lima, 2016. "Real Estate Risk and Hedge Fund Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 197-225, April.
• Brent Ambrose & Charles Cao & Walter D’Lima, 2016. "Real Estate Risk and Hedge Fund Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 197-225, April.
• David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016. "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, vol. 52(4), pages 347-382, May.
• Alexis Flageollet & Hamza Bahaji, 2016. "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, vol. 27(5), pages 851-870, November.
• Antje Mahayni & Judith C. Schneider, 2016. "Minimum return guarantees, investment caps, and investment flexibility," Review of Derivatives Research, Springer, vol. 19(2), pages 85-111, July.
• Dean Amel & Robin Prager, 2016. "Community Bank Performance: How Important are Managers?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 48(2), pages 149-180, March.
• Dimitris Andriosopoulos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016. "Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 387-416, February.
• Alan V. S. Douglas & Alan G. Huang & Kenneth R. Vetzal, 2016. "Cash flow volatility and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 417-458, February.
• Dimitris Andriosopoulos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016. "Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 387-416, February.
• Alan Douglas & Alan Huang & Kenneth Vetzal, 2016. "Cash flow volatility and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 417-458, February.
• Oliver Entrop & Michael McKenzie & Marco Wilkens & Christoph Winkler, 2016. "The performance of individual investors in structured financial products," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 569-604, April.
• Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2016. "Diversification, gambling and market forces," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 129-157, July.
• Qi Deng & Zhong-guo Zhou, 2016. "The pricing of first day opening price returns for ChiNext IPOs," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 249-271, August.
• Loïc Berger, 2016. "The impact of ambiguity and prudence on prevention decisions," Theory and Decision, Springer, vol. 80(3), pages 389-409, March.
• Takuji Arai, 2016. "Good deal bounds with convex constraints: --- examples and proofs ---," Keio-IES Discussion Paper Series 2016-017, Institute for Economics Studies, Keio University.
• Angela Timus & Cristina Ungur, 2016. "The Estimation Of Insurance Potential: Methodological Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 8(4), pages 30-36, December.
• Jens Carsten Jackwerth & Anna Slavutskaya, 2016. "The total benefit of alternative assets to pension fund portfolios," Working Paper Series of the Department of Economics, University of Konstanz 2016-06, Department of Economics, University of Konstanz.
• Bassett, William & Demiralp, Selva & Lloyd, Nathan, 2020. "Government support of banks and bank lending," Journal of Banking & Finance, Elsevier, vol. 112(C).
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• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016. "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, KSP Journals, vol. 3(2), pages 303-326, June.
• Tai-Yuen HON, 2016. "The 11th Biennial Conference of Asian Consumer and Family Economics Association (ACFEA)," Journal of Economics Library, KSP Journals, vol. 3(3), pages 551-553, September.
• Severin ZEILBECK, 2016. "An Investment Initiative for Fiscally Constrained EU Member States – The Role of Synergetic Financial Instruments," Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 380-408, September.
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• Yuki Shigeta, 2016. "Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors," Discussion papers e-16-004, Graduate School of Economics , Kyoto University.
• Dominika P. Galkiewicz, 2016. "Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison," Credit and Capital Markets, Credit and Capital Markets, vol. 49(2), pages 245-298.
• Chiaki Hara & Toshiki Honda, 2016. "Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio," KIER Working Papers 943, Kyoto University, Institute of Economic Research.
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• Karoll Gomez, 2016. "An empirical analysis of unspanned risk for the U.S. yield curve," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 11-51, Julio - D.
• Esteban Thomasz & Juan Massot & Gonzalo Rondinone, 2016. "Is the interest rate more important than inventories? The case of agricultural commodities in the context of the financialization process," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 127-153, Julio - D.
• Guillén León & Sergio Afcha, 2016. "Socioeconomic Characterization and Equity Market Knowledge of the Citizens of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 179-209, Julio - D.
• Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
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• Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2016. "Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios," Working Paper Series 2016-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach, 2016. "Measuring Institutional Investors’ Skill from Their Investments in Private Equity," NBER Working Papers 22547, National Bureau of Economic Research, Inc.
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• Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016. "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 31-38.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2016. "Benefits from social trading? Empirical evidence for certificates on wikifolios," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 202-210.
• Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik, 2016. "Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 239-256.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016. "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 84-103.
  • Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013. "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers 2013-31, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015. "Risk-Return Trade-Off for European Stock Markets," Working Papers 2072/246967, Universitat Rovira i Virgili, Department of Economics.
• Fletcher, Jonathan & Basu, Devraj, 2016. "An examination of the benefits of dynamic trading strategies in U.K. closed-end funds," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 109-118.
• Olkhov, Victor, 2016. "On Economic Space notion," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 372-381.
• Dang, Ha V. & Lin, Mi, 2016. "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 247-260.
• Li, Lingxiang, 2016. "New findings on repurchase anomaly — The first-month effect," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 331-349.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016. "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 406-418.
• Jang, Bong-Gyu & Lee, Ho-Seok, 2016. "Retirement with risk aversion change and borrowing constraints," Finance Research Letters, Elsevier, vol. 16(C), pages 112-124.
• Sensoy, Ahmet, 2016. "Commonality in liquidity: Effects of monetary policy and macroeconomic announcements," Finance Research Letters, Elsevier, vol. 16(C), pages 125-131.
• Dyhrberg, Anne Haubo, 2016. "Hedging capabilities of bitcoin. Is it the virtual gold?," Finance Research Letters, Elsevier, vol. 16(C), pages 139-144.
• Park, Heungju & Sohn, Bumjean, 2016. "Long-term perspective on the stock market matters in asset pricing," Finance Research Letters, Elsevier, vol. 16(C), pages 162-170.
• Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016. "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, vol. 16(C), pages 171-178.
• Lim, Byung Hwa & Kwak, Minsuk, 2016. "Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies," Finance Research Letters, Elsevier, vol. 16(C), pages 19-27.
• Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos, 2016. "Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective," Finance Research Letters, Elsevier, vol. 16(C), pages 190-195.
• Guo, Biao & Xiao, Yugu, 2016. "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, vol. 16(C), pages 248-254.
• Buchner, Axel & Wagner, Niklas, 2016. "The betting against beta anomaly: Fact or fiction?," Finance Research Letters, Elsevier, vol. 16(C), pages 283-289.
• Castañeda, Pablo & Devoto, Benjamín, 2016. "On the structural estimation of an optimal portfolio rule," Finance Research Letters, Elsevier, vol. 16(C), pages 290-300.
• Chen, An-Sing & Yang, Wayne, 2016. "Echo effects and the returns from 52-week high strategies," Finance Research Letters, Elsevier, vol. 16(C), pages 38-46.
• de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz, 2016. "Enhanced index tracking optimal portfolio selection," Finance Research Letters, Elsevier, vol. 16(C), pages 93-102.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016. "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, vol. 17(C), pages 55-61.
• Boermans, Martijn A. & Vermeulen, Robert, 2016. "Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences," Finance Research Letters, Elsevier, vol. 17(C), pages 62-65.
• Fong, Wai Mun, 2016. "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, vol. 17(C), pages 7-9.
• Kourtis, Apostolos, 2016. "The Sharpe ratio of estimated efficient portfolios," Finance Research Letters, Elsevier, vol. 17(C), pages 72-78.
• Alkhareif, Ryadh, 2016. "Are there significant premiums in the Saudi stock market?," Finance Research Letters, Elsevier, vol. 18(C), pages 108-115.
• Jang, Bong-Gyu & Park, Seyoung, 2016. "Ambiguity and optimal portfolio choice with Value-at-Risk constraint," Finance Research Letters, Elsevier, vol. 18(C), pages 158-176.
• Frömmel, Michael & Lampaert, Kevin, 2016. "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, vol. 18(C), pages 177-183.
• Moreno, Antonio & Orlando, James & Redin, Dulce M., 2016. "The macro-finance environment and asset allocation: A simultaneous equation approach," Finance Research Letters, Elsevier, vol. 18(C), pages 199-204.
• Ji, Xiuqing, 2016. "Momentum: Further Evidence from Australia," Finance Research Letters, Elsevier, vol. 18(C), pages 234-236.
• Rubtsov, Alexey, 2016. "Model misspecification and pricing of illiquid claims," Finance Research Letters, Elsevier, vol. 18(C), pages 242-249.
• Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao, 2016. "The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan," Finance Research Letters, Elsevier, vol. 18(C), pages 263-272.
• Gan, Liu & Luo, Pengfei & Yang, Zhaojun, 2016. "Real option, debt maturity and equity default swaps under negotiation," Finance Research Letters, Elsevier, vol. 18(C), pages 278-284.
• Boako, Gideon & Alagidede, Paul, 2016. "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 317-321.
• Erragragui, Elias & Lagoarde-Segot, Thomas, 2016. "Solving the SRI puzzle? A note on the mainstreaming of ethical investment," Finance Research Letters, Elsevier, vol. 18(C), pages 32-42.
• Li, Ping & Han, Yingwei & Xia, Yong, 2016. "Portfolio optimization using asymmetry robust mean absolute deviation model," Finance Research Letters, Elsevier, vol. 18(C), pages 353-362.
• Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J., 2016. "Portfolio selection with conservative short-selling," Finance Research Letters, Elsevier, vol. 18(C), pages 363-369.
• Sun, Yufei & Aw, Grace & Teo, Kok Lay & Zhu, Yanjian & Wang, Xiangyu, 2016. "Multi-period portfolio optimization under probabilistic risk measure," Finance Research Letters, Elsevier, vol. 18(C), pages 60-66.
• Lee, Hyun-Tak, 2016. "Dynamic consumption and portfolio choice with permanent learning," Finance Research Letters, Elsevier, vol. 19(C), pages 112-118.
• Zhu, Huiming & Peng, Cheng & You, Wanhai, 2016. "Quantile behaviour of cointegration between silver and gold prices," Finance Research Letters, Elsevier, vol. 19(C), pages 119-125.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2016. "Does the earnings quality matter? Evidence from a quasi-experimental setting," Finance Research Letters, Elsevier, vol. 19(C), pages 146-157.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
• Haas, Markus, 2016. "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, vol. 19(C), pages 209-216.
  • Haas, Markus, 2016. "A note on optimal portfolios under regime-switching," VfS Annual Conference 2016 (Augsburg): Demographic Change 145493, Verein für Socialpolitik / German Economic Association.
• Chiu, Wan-Yi & Jiang, Ching-Hai, 2016. "On the weight sign of the global minimum variance portfolio," Finance Research Letters, Elsevier, vol. 19(C), pages 241-246.
• Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016. "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, vol. 19(C), pages 255-260.
• Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016. "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, vol. 19(C), pages 54-59.
• Campbell, T. Colin & Chichernea, Doina C. & Petkevich, Alex, 2016. "Dissecting the bond profitability premium," Journal of Financial Markets, Elsevier, vol. 27(C), pages 102-131.
• Kaustia, Markku & Rantapuska, Elias, 2016. "Does mood affect trading behavior?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 1-26.
• Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016. "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, vol. 31(C), pages 25-42.
• Xing, Xuejing & Anderson, Randy I. & Hu, Yan, 2016. "What׳s a name worth? The impact of a likeable stock ticker symbol on firm value," Journal of Financial Markets, Elsevier, vol. 31(C), pages 63-80.
• Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun, 2016. "Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods," Journal of Financial Stability, Elsevier, vol. 24(C), pages 1-11.
• Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016. "Banks and sovereign risk: A granular view," Journal of Financial Stability, Elsevier, vol. 25(C), pages 1-15.
  • Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2013. "Banks and sovereign risk: A granular view," Discussion Papers 29/2013, Deutsche Bundesbank.
  • Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2015. "Banks and Sovereign Risk: A Granular View," IWH Discussion Papers 12/2015, Halle Institute for Economic Research (IWH).
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Pricing default risk: The good, the bad, and the anomaly," Journal of Financial Stability, Elsevier, vol. 26(C), pages 190-213.
  • Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Pricing Default Risk: The good, the bad, and the anomaly," EIF Working Paper Series 2014/23, European Investment Fund (EIF).
  • Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper 53373, University Library of Munich, Germany.
• Bijlsma, Melle & Vermeulen, Robert, 2016. "Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?," Journal of Financial Stability, Elsevier, vol. 27(C), pages 137-154.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, vol. 27(C), pages 263-277.
  • Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015. "Taming the Basel Leverage Cycle," Papers 1507.04136, arXiv.org.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 118989, London School of Economics and Political Science, LSE Library.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
• Degiannakis, Stavros & Floros, Christos, 2016. "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, vol. 29(C), pages 24-41.
  • Degiannakis, Stavros & Floros, Christos, 2014. "Intra-Day Realized Volatility for European and USA Stock Indices," MPRA Paper 64940, University Library of Munich, Germany, revised Jan 2015.
• Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V., 2016. "Investor response to online value line rank changes: Foreign versus local stocks," Global Finance Journal, Elsevier, vol. 30(C), pages 10-26.
• Kaschützke, B. & Maurer, R., 2016. "Investing and Portfolio Allocation for Retirement," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 567-608, Elsevier.
• Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
• Zeng, Yan & Li, Danping & Gu, Ailing, 2016. "Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 138-152.
• Liu, Cong & Zheng, Harry, 2016. "Asymptotic analysis for target asset portfolio allocation with small transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 59-68.
• Zhang, Xin & Meng, Hui & Zeng, Yan, 2016. "Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 125-132.
• Mousa, A.S. & Pinheiro, D. & Pinto, A.A., 2016. "Optimal life-insurance selection and purchase within a market of several life-insurance providers," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 133-141.
• Cohen, Asaf & Young, Virginia R., 2016. "Minimizing lifetime poverty with a penalty for bankruptcy," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 156-167.
• Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2016. "Minimizing the probability of lifetime drawdown under constant consumption," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 210-223.
  • Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015. "Minimizing the Probability of Lifetime Drawdown under Constant Consumption," Papers 1507.08713, arXiv.org, revised May 2016.
• Guan, Guohui & Liang, Zongxia, 2016. "Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 224-237.
• Bayraktar, Erhan & Young, Virginia R., 2016. "Optimally investing to reach a bequest goal," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 1-10.
  • Erhan Bayraktar & Virginia R. Young, 2015. "Optimally Investing to Reach a Bequest Goal," Papers 1503.00961, arXiv.org, revised May 2016.
• Young, Virginia R. & Zhang, Yuchong, 2016. "Lifetime ruin under ambiguous hazard rate," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 125-134.
• Guan, Guohui & Liang, Zongxia, 2016. "A stochastic Nash equilibrium portfolio game between two DC pension funds," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 237-244.
• Liang, Zongxia & Zhao, Xiaoyang, 2016. "Optimal mean–variance efficiency of a family with life insurance under inflation risk," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 164-178.

2015

• Catherine , Sylvain, 2015. "A Certainty Equivalent Valuation of Social Security Entitlements," HEC Research Papers Series 1086, HEC Paris.
• Augustin Landier & Guillaume Simon & David Thesmar, 2015. "The Capacity of Trading Strategies," Working Papers hal-02011394, HAL.
  • Thesmar , David & Landier , Augustin, 2015. "The Capacity of Trading Strategies," HEC Research Papers Series 1089, HEC Paris.
• Michael Cooper & Alexei Ovtchinnikov, 2015. "Geographical Vibrancy and Firm Performance," Working Papers hal-02002786, HAL.
  • Ovtchinnikov , Alexei & Cooper , Michael, 2015. "Geographical Vibrancy and Firm Performance," HEC Research Papers Series 1090, HEC Paris.
• Martin , Thorsten & Sonnenburg , Florian, 2015. "Managerial Ownership Changes and Mutual Fund Performance," HEC Research Papers Series 1102, HEC Paris.
• Mengus, Eric & Roberto Pancrazi, 2015. "The Inequality Accelerator," Economic Research Papers 270216, University of Warwick - Department of Economics.
  • Mengus , Eric & Pancrazi , Roberto, 2015. "The Inequality Accelerator," HEC Research Papers Series 1108, HEC Paris.
  • Pancrazi, Roberto & Mengus , Eric, 2015. "The Inequality Accelerator," The Warwick Economics Research Paper Series (TWERPS) 1067, University of Warwick, Department of Economics.
  • Roberto Pancrazi & Eric Mengus, 2016. "The Inequality Accelerator," 2016 Meeting Papers 851, Society for Economic Dynamics.
• Habib, Maurizio Michael & Floreani, Vincent Arthur, 2015. "Financial exposure to the euro area before and after the crisis: home bias and institutions at home," Working Paper Series 1799, European Central Bank.
• Florian Deuflhard & Dimitris Georgarakos & Roman Inderst, 2019. "Financial Literacy and Savings Account Returns," Journal of the European Economic Association, European Economic Association, vol. 17(1), pages 131-164.
  • Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2014. "Financial Literacy and Savings Account Returns," MPRA Paper 53857, University Library of Munich, Germany.
  • Georgarakos, Dimitris & Inderst, Roman & Deuflhard, Florian, 2015. "Financial literacy and savings account returns," Working Paper Series 1852, European Central Bank.
  • Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2015. "Financial literacy and savings account returns," IMFS Working Paper Series 88, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Inderst, Roman & Georgarakos, Dimitris & Deuflhard, Florian, 2014. "Financial Literacy and Savings Account Returns," CEPR Discussion Papers 9882, C.E.P.R. Discussion Papers.
• Birru, Justin, 2015. "Psychological Barriers, Expectational Errors, and Underreaction to News," Working Paper Series 2014-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bollen, Nicolas P. B. & Sensoy, Berk A., 2015. "How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity," Working Paper Series 2015-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bao, Jack & Chen, Jia & Hou, Kewei & Lu, Lei, 2015. "Prices and Volatilities in the Corporate Bond Market," Working Paper Series 2015-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2016. "Assessing asset pricing models using revealed preference," Journal of Financial Economics, Elsevier, vol. 119(1), pages 1-23.
  • Jonathan B. Berk & Jules H. van Binsbergen, 2014. "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers 20435, National Bureau of Economic Research, Inc.
  • Berk, Jonathan B. & van Binsbergen, Jules H., 2015. "Assessing Asset Pricing Models Using Revealed Preference," Research Papers 3130, Stanford University, Graduate School of Business.
• Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A., 2015. "Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective," Research Papers 3322, Stanford University, Graduate School of Business.
• Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2014. "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers 3252, Stanford University, Graduate School of Business.
  • Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2015. "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers 3333, Stanford University, Graduate School of Business.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014. "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers 3249, Stanford University, Graduate School of Business.
  • Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2015. "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers 3373, Stanford University, Graduate School of Business.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2015. "Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry," Working Papers 15-07, University of Pennsylvania, Wharton School, Weiss Center.
• Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015. "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 312-323.
• Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015. "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 324-333.
• Mehmet Islamo lu & Mehmet Apan & Adem Ayvali, 2015. "Determination of Factors Affecting Individual Investor Behaviours: A Study on Bankers," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 531-543.
• Rafiq Bhuyan & James Kuhle & Talla Mohammed Al-Deehani & Munir Mahmood, 2015. "Portfolio Diversification Benefits Using Real Estate Investment Trusts An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 922-928.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015. "Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Castro, Rubén & Fortunato, Andrés, 2015. "¿Se comporta el alfabetismo financiero como un bien económico?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015. "Pricing and spread components at the Lima Stock Exchange," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Castro, Rubén & Fortunato, Andrés, 2015. "Is financial literacy an economic good?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
  • Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
  • P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Education and the local equity bias around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 65-88.
  • Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2015. "Education and the local equity bias around the world," Working Papers 2015_13, Business School - Economics, University of Glasgow.
  • Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Education and the local equity bias around the world," SIRE Discussion Papers 2015-76, Scottish Institute for Research in Economics (SIRE).
• Bachmann, Kremena & Hens, Thorsten, 2015. "Investment competence and advice seeking," Journal of Behavioral and Experimental Finance, Elsevier, vol. 6(C), pages 27-41.
• Aspara, Jaakko & Hoffmann, Arvid O.I., 2015. "Cut your losses and let your profits run: How shifting feelings of personal responsibility reverses the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 8(C), pages 18-24.
• Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015. "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, vol. 8(C), pages 40-43.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015. "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 191-209.
• Aymanns, Christoph & Farmer, J. Doyne, 2015. "The dynamics of the leverage cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 155-179.
  • Christoph Aymanns & J. Doyne Farmer, 2014. "The dynamics of the leverage cycle," Papers 1407.5305, arXiv.org, revised Aug 2014.
• Colwell, David B. & Feldman, David & Hu, Wei, 2015. "Non-transferable non-hedgeable executive stock option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 161-191.
• Lei, Yaoting & Xu, Jing, 2015. "Costly arbitrage through pairs trading," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 1-19.
• Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
• Isaenko, Sergey, 2015. "Equilibrium theory of stock market crashes," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 73-94.
• Shi, Yun & Cui, Xiangyu & Li, Duan, 2015. "Discrete-time behavioral portfolio selection under cumulative prospect theory," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 283-302.
• Branger, Nicole & Schlag, Christian & Wu, Lue, 2015. "‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 303-333.
  • Branger, Nicole & Schlag, Christian & Wu, Lue, 2015. ""Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors," SAFE Working Paper Series 114, Leibniz Institute for Financial Research SAFE.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015. "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, vol. 48(C), pages 16-24.
  • Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014. "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers 502, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2015. "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 47-60.
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• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2015. "Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 91-107.
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• Gaetano Cuomo, 2015. "Investment financing in cooperative firms," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(2), pages 30-40, April.
• Md. Al Mamun & Md. Abu Syeed & Farida Yasmeen, 2015. "Are investors rational, irrational or normal?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(4), pages 1-15, August.
• Susila Munisamy & Edward Wong Sek Khin & Chia Zi Fon, 2015. "Innovation and technical efficiency in Malaysian family manufacturing industries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(4), pages 50-67, August.
• Yu-Wei Lan & Dan Lin & Lu Lin, 2015. "Cointegration analysis of tourism demand by Mainland China in Taiwan and stock investment strategy," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(5), pages 1-9, October.
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• Trianti, Nikoletta, 2015. "Portfolio Management in Public Pension Reserve Funds/Gestión de carteras en los Fondos de Reserva de las Pensiones Públicas," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 985-1008, Septiembr.
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• Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy," Cahiers de recherche 1519, CIRPEE.
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• Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
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• Gilles Boevi Koumou & Kevin Moran, 2015. "A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy," Cahiers de recherche 1509, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy," Cahiers de recherche 1519, CIRPEE.
• Benedikt Hoechner & Peter Reichling & Gordon Schulze, 2015. "Pitfalls of downside performance measures with arbitrary targets," FEMM Working Papers 150018, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Seifoddini , Jalal & Rahnamay Roodposhti , Fraydoon & Nikoomaram , Hashem, 2015. "Parametric Estimates of High Frequency Market Microstructure Noise as an Unsystematic Risk," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(4), pages 29-50, October.
• Erdal Özmen & Özge Doğanay Yaşar, 2015. "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers 1510, ERC - Economic Research Center, Middle East Technical University, revised Nov 2015.
• Aftab Parvez Khan & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih, 2015. "Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets," Capital Markets Review, Malaysian Finance Association, vol. 23(1&2), pages 40-64.
• Lorne Switzer & Alan Picard, 2015. "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 19(3), pages 169-221, September.
• Carlo Alberto Magni, 2015. "Investment, financing and the role of ROA and WACC in value creation," Department of Economics 0050, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Carlo Alberto Magni & Ken V. Peasnell, 2015. "The Term Structure of Capital Values:An accounting-based framework for measuring economic profitability," Department of Economics 0060, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli, 2015. "Emotional Intelligence and risk taking in investment decision-making," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0053, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Dean Altshuler & Carlo Alberto Magni, 2015. "Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0056, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli, 2015. "Emotional Intelligence and risk taking in investment decision-making," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 15107, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Dean Altshuler & Carlo Alberto Magni, 2015. "Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 15209, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Hideaki Miyajima & Takaaki Hoda, 2015. "Ownership Structure and Corporate Governance: Has an Increase in Institutional Investors f Ownership Improved Business Performance?," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 11(3), pages 361-394, July.
• Matthias Lang, 2017. "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, vol. 63(4), pages 1254-1269, April.
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• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2015. "Paving the way for better telecom performance: Evidence from the telecommunication sector in MENA countries," Documents de travail du Centre d'Economie de la Sorbonne 15040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Luc Renneboog, 2015. "Investing in Diamonds," Business and Economic Research, Macrothink Institute, vol. 5(1), pages 166-195, June.
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• Skander BEN ABDALLAH & Pierre LASSERRE, 2015. "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche 06-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
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• Martin Širůček & Lukáš Křen, 2015. "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(4), pages 1375-1386.
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• Georges Hübner & Thomas Lejeune, 2015. "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research 289, National Bank of Belgium.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2019. "Investor sophistication and capital income inequality," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 18-31.
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• Charles R. Hulten & Marshall B. Reinsdorf, 2015. "Measuring Wealth and Financial Intermediation and Their Links to the Real Economy," NBER Books, National Bureau of Economic Research, Inc, number hult10-1, May.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
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  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
• Grey Gordon & Aaron Hedlund, 2017. "Accounting for the Rise in College Tuition," NBER Chapters, in: Education, Skills, and Technical Change: Implications for Future US GDP Growth, pages 357-394, National Bureau of Economic Research, Inc.
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• Brown, Jeffrey R. & Farrell, Anne M. & Weisbenner, Scott J., 2016. "Decision-making approaches and the propensity to default: Evidence and implications," Journal of Financial Economics, Elsevier, vol. 121(3), pages 477-495.
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• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
  • Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
• Jeffrey R. Brown & Joshua M. Pollet & Scott J. Weisbenner, 2015. "The In-State Equity Bias of State Pension Plans," NBER Working Papers 21020, National Bureau of Economic Research, Inc.
• Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2018. "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Review of Finance, European Finance Association, vol. 22(3), pages 951-975.
  • Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Working Papers 2015:8, Lund University, Department of Economics.
  • Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015. "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," NBER Working Papers 21043, National Bureau of Economic Research, Inc.
  • Black, Sandra & Devereux, Paul J. & Majlesi, Kaveh & Lundborg, Petter, 2015. "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," CEPR Discussion Papers 10525, C.E.P.R. Discussion Papers.
  • Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2015. "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Working Papers 201509, School of Economics, University College Dublin.
  • Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," IZA Discussion Papers 8905, Institute of Labor Economics (IZA).
• Clemens Sialm & Hanjiang Zhang, 2020. "Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 75(2), pages 735-777, April.
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• Kuhnen, Camelia M. & Miu, Andrei C., 2017. "Socioeconomic status and learning from financial information," Journal of Financial Economics, Elsevier, vol. 124(2), pages 349-372.
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• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019. "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, vol. 74(1), pages 371-399, February.
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  • Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers 21224, National Bureau of Economic Research, Inc.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2017. "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics 118956, London School of Economics and Political Science, LSE Library.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2019. "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics 87477, London School of Economics and Political Science, LSE Library.
• Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina, 2015. "Who is Internationally Diversified? Evidence from 296 401(k)," NBER Working Papers 21236, National Bureau of Economic Research, Inc.
• Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst, 2015. "Facts and Fantasies about Commodity Futures Ten Years Later," NBER Working Papers 21243, National Bureau of Economic Research, Inc.
• Robert Novy-Marx, 2015. "Backtesting Strategies Based on Multiple Signals," NBER Working Papers 21329, National Bureau of Economic Research, Inc.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "On The Origins of Risk-Taking," Working Papers 2015:20, Lund University, Department of Economics.
  • Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015. "On the Origins of Risk-Taking," NBER Working Papers 21332, National Bureau of Economic Research, Inc.
  • Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "On the Origins of Risk-Taking," IZA Discussion Papers 9178, Institute of Labor Economics (IZA).
  • Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015. "On The Origins of Risk-Taking," Working Papers 201517, School of Economics, University College Dublin.
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• Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai, 2020. "Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market," American Economic Review, American Economic Association, vol. 110(10), pages 3184-3230, October.
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• Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2020. "Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviours," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(4), pages 1683-1725.
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  • Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015. "Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviors," NBER Working Papers 21409, National Bureau of Economic Research, Inc.
  • Devereux, Paul J. & Black, Sandra & Lundborg, Petter & Majlesi, Kaveh, 2019. "Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviors," CEPR Discussion Papers 13559, C.E.P.R. Discussion Papers.
  • Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth," Working Papers 2015:21, Lund University, Department of Economics.
• Andrew W. Lo & Mila Getmansky & Peter A. Lee, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 483-577, December.
  • Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015. "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers 21449, National Bureau of Economic Research, Inc.
• Andrew B. Abel, 2015. "Crowding Out in Ricardian Economies," NBER Working Papers 21550, National Bureau of Economic Research, Inc.
• Ravi Jagannathan & Binying Liu, 2019. "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, vol. 74(1), pages 401-448, February.
  • Ravi Jagannathan & Binying Liu, 2015. "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers 21557, National Bureau of Economic Research, Inc.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar S., 2020. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1369-1414, June.
  • Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar, 2015. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," IZA Discussion Papers 9405, Institute of Labor Economics (IZA).
  • G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2015. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," NBER Working Papers 21661, National Bureau of Economic Research, Inc.
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• Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2021. "Windfall gains and stock market participation," Journal of Financial Economics, Elsevier, vol. 139(1), pages 57-83.
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  • Joseph S. Briggs & David Cesarini & Erik Lindqvist & Robert Östling, 2015. "Windfall Gains and Stock Market Participation," NBER Working Papers 21673, National Bureau of Economic Research, Inc.
• Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2021. "The Choice Channel of Financial Innovation," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 333-372, April.
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• Francisco Barillas & Jay Shanken, 2017. "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1316-1338.
  • Francisco Barillas & Jay Shanken, 2015. "Which Alpha?," NBER Working Papers 21698, National Bureau of Economic Research, Inc.
• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
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  • Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
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• Morad, Shahidah Nailul & Masih, Mansur, 2015. "Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach," MPRA Paper 65237, University Library of Munich, Germany.
• Rahim, Yasmin Abd & Masih, Mansur, 2015. "Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis," MPRA Paper 65259, University Library of Munich, Germany.
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• Širůček, Martin, 2015. "Kauzalní vztah peněžní nabídky a amerického akciového trhu [Money supply and US stock market causality]," MPRA Paper 66357, University Library of Munich, Germany, revised 30 Aug 2015.
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• Banerjee, Priyodorshi & Das, Tanmoy, 2015. "Are Contingent Choices Consistent?," MPRA Paper 66995, University Library of Munich, Germany.
• Hammad, Siddiqi, 2015. "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper 67403, University Library of Munich, Germany.
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• Hammad, Siddiqi, 2015. "Capital Asset Pricing Model Adjusted for Anchoring," MPRA Paper 67668, University Library of Munich, Germany.
• Bhaduri, Saumitra & Gupta, Saurabh, 2015. "Understanding Investor behavior and it's implications on Capital Markets - The Indian Context," MPRA Paper 67948, University Library of Munich, Germany.
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• Siddiqi, Hammad, 2015. "Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles," MPRA Paper 68729, University Library of Munich, Germany.
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• Inderst, Georg, 2015. "Social infrastructure investment: private finance and institutional investors," MPRA Paper 69504, University Library of Munich, Germany.
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• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
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• Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018. "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, vol. 129(2), pages 203-227.
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• Jesus Rogel - Salazar & Roberto Tella, 2015. "Portfolio Construction Based on Implied Correlation Information and Value at Risk," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 12(1), pages 125-144, Enero-Jun.
• Frédérique Bec & Christian Gollier, 2015. "Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 18-32, January-F.
• Frank de Jong & Joost Driessen, 2015. "Can Large Long-Term Investors Capture Illiquidity Premiums?," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 34-60, January-F.
• Éric Jondeau & Michael Rockinger, 2015. "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
• Kees De Vaan & Daniele Fano, 2015. "Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 71-86, January-F.
• Philippe Bertrand & Jean-Luc Prigent, 2015. "French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing," Bankers, Markets & Investors, ESKA Publishing, issue 135, pages 4-18, March-Apr.
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• Karim Ben Khediri & Souad Lajili Jarjir, 2015. "New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 20-40, May-June.
• Thierry Roncalli, 2015. "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 18-28, September.
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• Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
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• Jurgen Vandenbroucke, 2015. "Fallacies of Risk Control," Applied Economics and Finance, Redfame publishing, vol. 2(2), pages 23-28, May.
• Kotiranta, Annu & Widgrén, Joona, 2015. "Overview of Social Enterprises and Impact Investment in Finland," ETLA Reports 46, The Research Institute of the Finnish Economy.
• Parshakov, Petr, 2015. "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 57-66.
• Atskanov, Isuf, 2015. "Dynamic optimization of an investment portfolio on European stock markets using pair copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 40(4), pages 84-105.
• Bakaykina, Anna, 2015. "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 40(4), pages 106-128.
• Zaremba, Adam, 2015. "Inflation, Business Cycles, and Commodity Investing in Financialized Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 6(1), pages 1-18, January.
• Shah, Aasif & Deo, Malabika & King, Wayne, 2015. "Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 19(2), pages 189-220, June.
• Ernesto Garnier and Reinhard Madlener, 2016. "The Influence of Policy Regime Risks on Investments in Innovative Energy Technology," The Energy Journal, International Association for Energy Economics, vol. 0(Bollino-M).
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• Mohammad, Nazeeruddin & Ashraf, Dawood, 2015. "The market timing ability and return performance of Islamic equities: An empirical study," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 169-183.
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• Mohammadzadeh, Azam & Nabi Shahikitash, Mohammad & Roshan , Reza, 2015. "Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 2(3), pages 49-72, December.
• León, Ángel & Moreno, Manuel, 2015. "Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers," QM&ET Working Papers 15-3, University of Alicante, D. Quantitative Methods and Economic Theory.
• Climent Hernández, José A. & Venegas Martínez, Francisco & Ortiz Arango, Francisco, 2015. "Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 81-106.
• Dolinar, Denis & Orsag, Silvije & Suman, Paola, 2015. "Test Of The Chen-Roll-Ross Macroeconomic Factor Model: Evidence From Croatian Stock Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(2), pages 185-196.
• Mine AKSOY & Veysel ULUSOY, 2015. "Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 107-128, March.
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• Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE, 2015. "Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 27-38, September.
• Adam ZAREMBA, 2015. "Low Risk Anomaly In The Cee Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 81-102, September.
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• Ana-Maria CALOMFIR (METESCU), 2015. "A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 18(2), pages 285-292, December.
• Francesco Lautizi, 2015. "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper 353, Tor Vergata University, CEIS, revised 07 Aug 2015.
• Sascha Füllbrunn & Wolfgang J. Luhan, 2015. "Am I my Peer‘s Keeper? Social Responsibility in Financial Decision Making," Ruhr Economic Papers 0551, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Adam Zaremba & Przemys³aw Konieczka, 2015. "The Profitability Of Following Analyst Recommendations On The Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(1), pages 22-31, August.
• Pawe³ Mer³o & Patryk Konarzewski, 2015. "The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(1), pages 56-64, August.
• Joanne K Earl & Paul Gerrans & Anthony Asher & Julia Woodside, 2015. "Financial literacy, financial judgement, and retirement self-efficacy of older trustees of self-managed superannuation funds," Australian Journal of Management, Australian School of Business, vol. 40(3), pages 435-458, August.
• Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith, 2015. "Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints," Australian Journal of Management, Australian School of Business, vol. 40(3), pages 478-487, August.
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• Prashant Das & Alan Ziobrowski, 2015. "The Relationship between Indian Realty Stocks and Online Searches," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(1), pages 1-19, April.
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• Sandra Rigot, 2015. "Does Regulation Matter? Riskiness in Pension Asset Allocation," Proceedings of International Academic Conferences 1003259, International Institute of Social and Economic Sciences.
• James Estes, 2015. "Tobacco Settlement Bonds: A Look At The Effect Of Securitization on the Credit of Sttates Using Capital Appreciation Bonds," Proceedings of International Academic Conferences 2703037, International Institute of Social and Economic Sciences.
• Roengchai Tansuchat, 2015. "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences 2704838, International Institute of Social and Economic Sciences.
• R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled, 2015. "Behavior of Covariance Matrices with Equi-Correlation Approach," Proceedings of International Academic Conferences 2805027, International Institute of Social and Economic Sciences.
• Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015. "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences 3105383, International Institute of Social and Economic Sciences.
• Sadaf Anwar & Shveta Singh & P K Jain, 2015. "Cash Dividend Announcements and Stock Return Volatility: Evidence from India," Proceedings of Economics and Finance Conferences 2204432, International Institute of Social and Economic Sciences.
• osman kilic, 2015. "Hedge Funds and Market Timing: Evidence from Commodity Markets," Proceedings of Economics and Finance Conferences 2204604, International Institute of Social and Economic Sciences.
• Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio, 2015. "Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic genera," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 5(1), pages 95-111, enero-jun.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
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• Marie Briere & Ariane Szafarz, 2015. "Factor-Based v. Industry-Based Asset Allocation: The Contest," Working Papers CEB 15-035, ULB -- Universite Libre de Bruxelles.
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• Bernini, Michele & Guillou, Sarah & Bellone, Flora, 2015. "Financial leverage and export quality: Evidence from France," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 280-296.
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• Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
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  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
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  • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
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• Edoardo Otranto & Romana Gargano, 2015. "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(3), pages 315-339, September.
  • R. Gargano & E. Otranto, 2013. "Financial Clustering in Presence of Dominant Markets," Working Paper CRENoS 201318, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Jakša Cvitanić & Charles Plott & Chien-Yao Tseng, 2015. "Markets with random lifetimes and private values: mean reversion and option to trade," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(1), pages 1-19, April.
• Ryo Kinoshita, 2015. "Asset allocation under higher moments with the GARCH filter," Empirical Economics, Springer, vol. 49(1), pages 235-254, August.
• Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015. "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
  • Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
• Nikolas Topaloglou, 2015. "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 23-44, June.
• Caroline Hillairet & Ying Jiao, 2015. "Portfolio optimization with insider’s initial information and counterparty risk," Finance and Stochastics, Springer, vol. 19(1), pages 109-134, January.
• Oleksii Mostovyi, 2015. "Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption," Finance and Stochastics, Springer, vol. 19(1), pages 135-159, January.
• Pietro Siorpaes, 2015. "Optimal investment and price dependence in a semi-static market," Finance and Stochastics, Springer, vol. 19(1), pages 161-187, January.
• David Hobson & Martin Klimmek, 2015. "Robust price bounds for the forward starting straddle," Finance and Stochastics, Springer, vol. 19(1), pages 189-214, January.
• Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015. "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, vol. 19(2), pages 233-259, April.
• Jean-François Chassagneux & Romuald Elie & Idris Kharroubi, 2015. "When terminal facelift enforces delta constraints," Finance and Stochastics, Springer, vol. 19(2), pages 329-362, April.
• Albert Altarovici & Johannes Muhle-Karbe & Halil Soner, 2015. "Asymptotics for fixed transaction costs," Finance and Stochastics, Springer, vol. 19(2), pages 363-414, April.
• Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Finance and Stochastics, Springer, vol. 19(2), pages 415-448, April.
  • Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2013. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Papers 1301.0280, arXiv.org, revised Feb 2015.
• Peter Bank & Dmitry Kramkov, 2015. "A model for a large investor trading at market indifference prices. I: Single-period case," Finance and Stochastics, Springer, vol. 19(2), pages 449-472, April.
• Paolo Guasoni & Gu Wang, 2015. "Hedge and mutual funds’ fees and the separation of private investments," Finance and Stochastics, Springer, vol. 19(3), pages 473-507, July.
• Romuald Elie & Emmanuel Lépinette, 2015. "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, vol. 19(3), pages 541-581, July.
• Jin Choi & Kasper Larsen, 2015. "Taylor approximation of incomplete Radner equilibrium models," Finance and Stochastics, Springer, vol. 19(3), pages 653-679, July.
• Fred Benth & Nils Detering, 2015. "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, vol. 19(4), pages 849-889, October.
• Agostino Capponi & José Figueroa-López & Andrea Pascucci, 2015. "Dynamic credit investment in partially observed markets," Finance and Stochastics, Springer, vol. 19(4), pages 891-939, October.
  • Agostino Capponi & Jose Enrique Figueroa Lopez & Andrea Pascucci, 2013. "Dynamic Credit Investment in Partially Observed Markets," Papers 1303.2950, arXiv.org, revised Jun 2014.
• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015. "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 62(1), pages 1-21, March.
• Annamaria Lusardi, 2015. "Risk Literacy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 5-23, March.
• Terrance Grieb, 2015. "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 100-118, January.
• Brian Payne & John Geppert, 2015. "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 153-170, January.
• Randy Anderson & Justin Benefield & Matthew Hurst, 2015. "Property-type diversification and REIT performance: an analysis of operating performance and abnormal returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 48-74, January.
• James DiLellio, 2015. "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 235-261, April.
• Unyong Pyo & Yong Shin & Howard Thompson, 2015. "Reducing agency conflicts with target debt ratios," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 431-453, July.
• Sharon Garyn-Tal, 2015. "Mutual fund fees and performance: new insights," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 454-477, July.
• Florin Bidian & Camelia Bejan, 2015. "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
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• Yuri Salazar & Wing Ng, 2015. "Nonparametric estimation of general multivariate tail dependence and applications to financial time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 121-158, March.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
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• Fagereng, Andreas & Halvorsen, Elin, 2017. "Imputing consumption from Norwegian income and wealth registry data," Journal of Economic and Social Measurement, IOS Press, issue 1, pages 67-100.
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• Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
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• Giannis Vardas & Anastasios Xepapadeas, 2015. "Uncertainty aversion, robust control and asset holdings," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 477-491, March.
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• Vitali Alexeev & Mardi Dungey, 2015. "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1205-1215, July.
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• Siem Jan Koopman & Rutger Lit & André Lucas, 2015. "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers 15-037/III/DSF90, Tinbergen Institute.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE 2015-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015. "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Econometric Institute Research Papers EI2015-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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• Hornuf, Lars & Schwienbacher, Armin, 2015. "Funding Dynamics in Crowdinvesting," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112969, Verein für Socialpolitik / German Economic Association.
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• Edgar A. Ghossoub, 2015. "Endogenous Financial Structure and Monetary Policy," Working Papers 0153eco, College of Business, University of Texas at San Antonio.
• Edgar A. Ghossoub, 2015. "Endogenous Financial Structure and Monetary Policy," Working Papers 0162eco, College of Business, University of Texas at San Antonio.
• Sanna Nivakoski, 2015. "Wealth and the Effect of Subjective Survival Probability," Working Papers 201509, Geary Institute, University College Dublin.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers EI2015-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE 2015-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers 15-056/III, Tinbergen Institute.
• David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh, 2015. "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers 15-122/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2015. "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE 2015-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth," IZA Discussion Papers 9227, Institute of Labor Economics (IZA).
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• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "On The Origins of Risk-Taking," Working Papers 2015:20, Lund University, Department of Economics.
  • Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015. "On The Origins of Risk-Taking," Working Papers 201517, School of Economics, University College Dublin.
  • Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015. "On the Origins of Risk-Taking," IZA Discussion Papers 9178, Institute of Labor Economics (IZA).
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• Anne Haubo Dyhrberg, 2015. "Hedging Capabilities of Bitcoin. Is it the virtual gold?," Working Papers 201521, School of Economics, University College Dublin.
• Henrik Cronqvist & Stephan Siegel, 2015. "The Origins of Savings Behavior," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 123-169.
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• Tarek A. Hassan & Thomas M. Mertens, 2015. "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 29(1), pages 159-207.
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• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
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• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015. "The banking crisis with interbank market freeze," Working Papers of BETA 2015-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Grey Gordon & Aaron Hedlund, 2017. "Accounting for the Rise in College Tuition," NBER Chapters, in: Education, Skills, and Technical Change: Implications for Future US GDP Growth, pages 357-394, National Bureau of Economic Research, Inc.
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• Aaron Hedlund, 2015. "Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession," Working Papers 1515, Department of Economics, University of Missouri.
• Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2018. "Cognitive bubbles," Experimental Economics, Springer;Economic Science Association, vol. 21(1), pages 132-153, March.
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• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016. "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 84-103.
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• Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2017. "Tail risk in hedge funds: A unique view from portfolio holdings," Journal of Financial Economics, Elsevier, vol. 125(3), pages 610-636.
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  • Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2015. "Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings," Working Papers on Finance 1508, University of St. Gallen, School of Finance.
• Giofré, Maela, 2017. "Financial education, investor protection and international portfolio diversification," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 111-139.
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• Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015. "Fee structure, return chasing and mutual fund choice: an experiment," Working Paper Series 30, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Marco Corazza & Andrea Sangalli, 2015. "Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading," Working Papers 2015:15, Department of Economics, University of Venice "Ca' Foscari", revised 2015.
• Angelini, Viola & Cavapozzi, Danilo, 2017. "Dispositional optimism and stock investments," Journal of Economic Psychology, Elsevier, vol. 59(C), pages 113-128.
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• Samuele Murtinu & Vittoria Giada Scalera, 2015. "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 123(4), pages 447-462.
• Samuele Murtinu & Vittoria Giada Scalera, 2015. "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 131(4), pages 447-462.
• Bucciol, Alessandro & Miniaci, Raffaele & Pastorello, Sergio, 2017. "Return expectations and risk aversion heterogeneity in household portfolios," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 201-219.
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• Alessandro Bucciol & Luca Zarri, 2015. "Does Investors' Personality Influence their Portfolios?," Working Papers 03/2015, University of Verona, Department of Economics.
• Alessandro Bucciol & Barbara Cavasso & Luca Zarri, 2019. "Can Risk‐Averse Households Make Risky Investments? The Role of Trust in Others," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 326-352, January.
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• TUNA, Gülfen & BEKTUR, Çisem, 2015. "The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(4), pages 6-20.
• Caterina Cruciani & Gloria Gardenal & Anna Moretti, 2015. "Knowing is trusting? An experimental test of the role of information in advisory," Working Papers 2, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti, 2015. "A novel initialization of PSO for costly portfolio selection problems," Working Papers 4, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Škrinjarić Tihana, 2015. "Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 1(1-2), pages 27-41, December.
• Arfaoui Mongi & Ben Rejeb Aymen, 2015. "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 46(1), pages 72-100, June.
• Dittmann Iwona, 2015. "Scenario Analysis In The Calculation Of Investment Efficiency–The Problem Of Formulating Assumptions," Real Estate Management and Valuation, Sciendo, vol. 23(3), pages 54-64, September.
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• Okičić Jasmina, 2015. "An Empirical Analysis Of Stock Returns And Volatility: The Case Of Stock Markets From Central And Eastern Europe," South East European Journal of Economics and Business, Sciendo, vol. 9(1), pages 7-15, April.
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• Gregory Phelan, 2017. "Collateralized borrowing and increasing risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 471-502, February.
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• Philippe Wingender & Sara LaLumia, 2015. "Income Effects in Labor Supply: Evidence from Child-Related Tax Benefits," Department of Economics Working Papers 2015-04, Department of Economics, Williams College.
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• Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
• Love, David & Phelan, Gregory, 2015. "Hyperbolic discounting and life-cycle portfolio choice," Journal of Pension Economics and Finance, Cambridge University Press, vol. 14(4), pages 492-524, October.
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• Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
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• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
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• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1-25, February.
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• Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2015. "Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 263-290, March.
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• Yu-En Lin & Hsiang-Hsuan Chih & Tai-Hsun Huang & Chia-Hsien Tang, 2015. "The Disposition Effect, Escalation Of Commitment And Herding Behavior Of Mutual Fund Managers," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-23.
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• Anastasios G Malliaris & William T Ziemba (ed.), 2015. "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984.
• Michael Dempsey, 2015. "Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p1007.
• Paul A. Samuelson, 2015. "Proof that Properly Anticipated Prices Fluctuate Randomly," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 2, pages 25-38, World Scientific Publishing Co. Pte. Ltd..
• Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
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• Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
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• Claude B. Erb & Campbell R. Harvey, 2015. "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 6, pages 125-178, World Scientific Publishing Co. Pte. Ltd..
• Robert S. Steigerwald, 2015. "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 7, pages 181-246, World Scientific Publishing Co. Pte. Ltd..
• Barbara J. Mack, 2015. "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 8, pages 247-285, World Scientific Publishing Co. Pte. Ltd..
• Paul E. Peterson & Jin Wook Choi, 2015. "Agricultural Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 9, pages 289-323, World Scientific Publishing Co. Pte. Ltd..
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015. "World Metal Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 10, pages 325-347, World Scientific Publishing Co. Pte. Ltd..
• Bluford H. Putnam, 2015. "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 11, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
• Tim Weithers, 2015. "Currency Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 12, pages 381-405, World Scientific Publishing Co. Pte. Ltd..
• Betty Simkins & Yuecheng Jia, 2015. "Energy Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 13, pages 407-434, World Scientific Publishing Co. Pte. Ltd..
• Tom Nohel & Steven K. Todd, 2015. "Volatility as an Asset Class," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 14, pages 437-464, World Scientific Publishing Co. Pte. Ltd..
• Jin Wook Choi & Jin Man Lee, 2015. "Housing Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 15, pages 465-485, World Scientific Publishing Co. Pte. Ltd..
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015. "Freight Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 16, pages 487-510, World Scientific Publishing Co. Pte. Ltd..
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015. "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 17, pages 511-544, World Scientific Publishing Co. Pte. Ltd..
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015. "Electricity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 18, pages 545-565, World Scientific Publishing Co. Pte. Ltd..
• Rita l. D'Ecclesia, 2015. "Climate Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 19, pages 567-603, World Scientific Publishing Co. Pte. Ltd..
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015. "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 20, pages 605-639, World Scientific Publishing Co. Pte. Ltd..
• Alexandre Ziegler & William T. Ziemba, 2015. "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 21, pages 643-688, World Scientific Publishing Co. Pte. Ltd..
• Sebastien Lleo & William T. Ziemba, 2015. "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 22, pages 689-750, World Scientific Publishing Co. Pte. Ltd..
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• W. William Woolsey & Scott Sumner, 2015. "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 23, pages 751-770, World Scientific Publishing Co. Pte. Ltd..
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015. "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 24, pages 771-804, World Scientific Publishing Co. Pte. Ltd..
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• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers 15/07, Department of Economics, University of York.
• Julijana Angelovska, 2015. "Macedonian Small Investors’ Behavior Towards Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 18(1), pages 51-60, May.
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• Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2015. "Investor sentiment, flight-to-quality, and corporate bond comovement," CFR Working Papers 13-06 [rev.3], University of Cologne, Centre for Financial Research (CFR).
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).
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• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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  • Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01634155, HAL.
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• Dahm, Laura K. & Sorhage, Christoph, 2015. "Milk or wine: Mutual funds' (dis)economies of life," CFR Working Papers 15-05, University of Cologne, Centre for Financial Research (CFR).
• Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2018. "Holding Horizon: A New Measure of Active Investment Management," CFR Working Papers 15-06, University of Cologne, Centre for Financial Research (CFR), revised 2018.
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• Süleyman AÇIKALIN & Ýlker SAKINÇ, 2015. "Assessing Competition with the Panzar-Rosse Model in the Turkish Banking Sector," Journal of Economics Bibliography, KSP Journals, vol. 2(1), pages 18-28, March.
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• Michael, Bryane & Hartwell, Christopher A. & Korovkin, Vladimir, 2015. "CP ALL and the Case of Value Web Creation," EconStor Preprints 109020, ZBW - Leibniz Information Centre for Economics.
• Michael, Bryane, 2015. "Foreign Under-Investment in US Securities and the Role of Relational Capital," EconStor Preprints 109961, ZBW - Leibniz Information Centre for Economics.
• Mehta, Deepshikha, 2015. "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints 117335, ZBW - Leibniz Information Centre for Economics.
• Daniel Huerta & Peter V. Egly & Diego Escobari, 2016. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(1), pages 47-62, January.
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• Dutta, Sourish, 2015. "Financing Innovation: A Complex Nexus of Risk & Reward," MPRA Paper 75584, University Library of Munich, Germany.
  • Dutta, Sourish, 2015. "Financing Innovation: A Complex Nexus of Risk & Reward," EconStor Preprints 231356, ZBW - Leibniz Information Centre for Economics.
  • Sourish Dutta, 2019. "Financing Innovation: A Complex Nexus of Risk & Reward," Post-Print hal-03289700, HAL.
  • Dutta, Sourish, 2019. "Financing Innovation: A Complex Nexus of Risk & Reward," OSF Preprints sdxqv, Center for Open Science.
• Avdulaj, Krenar & Barunik, Jozef, 2015. "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data," Energy Economics, Elsevier, vol. 51(C), pages 31-44.
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• Lang, Michael & Schröder, Michael, 2014. "What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III," ZEW Discussion Papers 14-123, ZEW - Leibniz Centre for European Economic Research.
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• Christin Nitsche & Michael Schröder, 2018. "Are SRI funds conventional funds in disguise or do they live up to their name?," Chapters, in: Sabri Boubaker & Douglas Cumming & Duc K. Nguyen (ed.), Research Handbook of Investing in the Triple Bottom Line, chapter 19, pages 414-446, Edward Elgar Publishing.
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  • Nitsche, Christin & Schröder, Michael, 2015. "Are SRI funds conventional funds in disguise or do they live up to their name?," Frankfurt School - Working Paper Series 217, Frankfurt School of Finance and Management.
• Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
  • Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
• Luik, Marc-André & Steinhardt, Max Friedrich, 2016. "Immigrant-native differences in stockholding – The role of cognitive and non-cognitive skills," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 103-119.
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• Tobias Niedrig & Helmut Gründl, 2015. "The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements Under Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 416-443, July.
  • Gründl, Helmut & Niedrig, Tobias, 2015. "The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under Solvency II," SAFE Policy Letters 45, Leibniz Institute for Financial Research SAFE.
  • Niedrig, Tobias & Gründl, Helmut, 2015. "The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II," ICIR Working Paper Series 18/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
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• Körner, Finn Marten & Trautwein, Hans-Michael, 2015. "Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-54.
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• Florian Deuflhard & Dimitris Georgarakos & Roman Inderst, 2019. "Financial Literacy and Savings Account Returns," Journal of the European Economic Association, European Economic Association, vol. 17(1), pages 131-164.
  • Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2014. "Financial Literacy and Savings Account Returns," MPRA Paper 53857, University Library of Munich, Germany.
  • Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2015. "Financial literacy and savings account returns," IMFS Working Paper Series 88, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Georgarakos, Dimitris & Inderst, Roman & Deuflhard, Florian, 2015. "Financial literacy and savings account returns," Working Paper Series 1852, European Central Bank.
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• Zeilbeck, Severin, 2015. "An investment initiative for fiscally constrained EU member states: The role of synergetic financial instruments," IPE Working Papers 58/2015, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Hyll, Walter & Irrek, Maike, 2015. "The Impact of Risk Attitudes on Financial Investments," IWH Discussion Papers 10/2015, Halle Institute for Economic Research (IWH).
• Xiong, Qizhou, 2015. "Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households," IWH Discussion Papers 11/2015, Halle Institute for Economic Research (IWH).
• Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016. "Banks and sovereign risk: A granular view," Journal of Financial Stability, Elsevier, vol. 25(C), pages 1-15.
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• Shafi A. Khaled & A. Wahhab Khandker, 2015. "Profit-Loss Sharing Contract Formation Under Zero Interest Financial System عقد المشاركة من الأرباح والخسائر في ظل نظام مالي بدون ربا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 28(2), pages 75-107, July.
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• Correia, Leonida & Rebelo, João & Caldas, José, 2015. "Production and Trade of Port Wine: Temporal Dynamics and Pricing," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 16(01), pages 1-15.
• García-Bernabeu, A. & Pla-Santamaria, D. & Bravo, M. & Pérez-Gladish, B., 2015. "La protección medioambiental como criterio en la selección de inversiones socialmente responsables: una aproximación multicriterio," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 15(01).
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• Adam Zaremba & Andrzej Nowak, 2015. "Skewness preference across countries," Business and Economic Horizons (BEH), Prague Development Center, vol. 11(2), pages 115-130, July.
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• Stark, Oded & Zawojska, Ewa, 2015. "Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women," Economics Letters, Elsevier, vol. 137(C), pages 83-87.
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• Siddiqi, Hammad, 2015. "Anchoring Adjusted Capital Asset Pricing Model," Risk and Sustainable Management Group Working Papers 211224, University of Queensland, School of Economics.
• Mengus , Eric & Pancrazi , Roberto, 2015. "The Inequality Accelerator," HEC Research Papers Series 1108, HEC Paris.
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• Maria Carmen HUIAN, 2015. "Impact Of The Ifrs Adoption On Financial Assets And Liabilities. Empirical Evidence From Bucharest Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 69-90, December.
• Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen, 2015. "Herd behaviour in Southeast Asian stock markets — An empirical investigation," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 65(3), pages 413-429, September.
• Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra, 2015. "Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean ," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(17), pages 1-7.
• Michele Fratianni & Francesco Marchionne, 2015. "De-leveraging, de-risking and moral suasion in the banking sector," Mo.Fi.R. Working Papers 103, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• André A.P. Santos, 2015. "Beating the market with small portfolios: Evidence from Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(1), pages 22-31.
• Jerry Tsai & Jessica A. Wachter, 2015. "Disaster Risk and Its Implications for Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 219-252, December.
• David Geltner, 2015. "Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 615-633, December.
• Jonathan Zinman, 2015. "Household Debt: Facts, Puzzles, Theories, and Policies," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 251-276, August.
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• Bayraktar, Erhan & Young, Virginia R., 2016. "Optimally investing to reach a bequest goal," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 1-10.
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• Matthias Raddant & Friedrich Wagner, 2017. "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
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• Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2016. "Minimizing the probability of lifetime drawdown under constant consumption," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 210-223.
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• Libin Yang & William Rea & Alethea Rea, 2015. "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Working Papers in Economics 15/07, University of Canterbury, Department of Economics and Finance.
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• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2015. "Factor Models as "Explanatory UniÖers" versus "Explanatory Ideals" of Empirical Regularities of Stock Returns," MPRA Paper 122254, University Library of Munich, Germany.
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• Marija Simic, 2015. "The Attractiveness Of Croatia In Terms Of Attracting Vc Investors," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 24(1), pages 267-294, june.
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• Ionut Traian Luca, 2015. "Portfolio Optimization Algorithms," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jie Zhou, 2015. "Household Stockholding Behavior During the Great Financial Crisis," Staff Working Papers 15-15, Bank of Canada.
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• Eduardo Ariel Corso, 2015. "Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(73), pages 91-115, December.
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• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015. "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers) 277, Bank of Italy, Economic Research and International Relations Area.
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• Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," Borradores de Economia 12695, Banco de la Republica.
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• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019. "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, vol. 74(1), pages 371-399, February.
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• Dumas, Bernard & Buss, Adrian, 2015. "Trading Fees and Slow-Moving Capital," CEPR Discussion Papers 10737, C.E.P.R. Discussion Papers.
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• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
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• Nikolai Dokuchaev, 2015. "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 143-161, May.
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• Gyoocheol Shim & Hyeng Keun Koo, 2015. "Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 19-42, May.
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• Masset, Philippe & Weisskopf, Jean-Philippe & Cossutta, Mathieu, 2015. "Wine Tasters, Ratings, and En Primeur Prices," Journal of Wine Economics, Cambridge University Press, vol. 10(1), pages 75-107, May.
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• Koh, SzeKee & Durand, Robert B. & Limkriangkrai, Manapon, 2015. "The value of Saints and the price of Sin," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 56-72.
• Hurst, Gareth & Docherty, Paul, 2015. "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 471-484.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 499-520.
• Humphrey, Jacquelyn E. & Benson, Karen L. & Low, Rand K.Y. & Lee, Wei-Lun, 2015. "Is diversification always optimal?," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 521-532.
• Wang, Hao & Yue, Mengqi & Zhao, Hua, 2015. "Cojumps in China's spot and stock index futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 541-557.
• Gambaro, Marco & Puglisi, Riccardo, 2015. "What do ads buy? Daily coverage of listed companies on the Italian press," European Journal of Political Economy, Elsevier, vol. 39(C), pages 41-57.
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  • Marco Gambaro and Riccardo Puglisi, 2010. "What Do Ads Buy? Daily Coverage of Listed Companies on the Italian Press," RSCAS Working Papers 2010/26, European University Institute.
• Magni, Carlo Alberto, 2015. "Aggregate Return On Investment for investments under uncertainty," International Journal of Production Economics, Elsevier, vol. 165(C), pages 29-37.
  • Carlo Alberto Magni, 2014. "Aggregate Return on Investment for Investments under Uncertainty," Proyecciones Financieras y Valoración 10993, Master Consultores.
• Stucchi, Patrizia, 2015. "A unified approach to portfolio selection in a tracking error framework with additional constraints on risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 165-174.
• Shen, Chung-Hua & Lin, Chih-Yung, 2015. "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 98-109.
• Guven, Cahit & Hoxha, Indrit, 2015. "Rain or shine: Happiness and risk-taking," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 1-10.
• Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015. "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 46-60.
• Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan, 2015. "Can a path-dependent strategy outperform a path-independent strategy?," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 119-127.
• Zheng, Yao, 2015. "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 128-142.
• Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi, 2015. "Equity funds in emerging Asia: Does size matter?," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 149-165.
• Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo, 2015. "The dynamics of market volatility, market return, and equity fund flow: International evidence," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 214-227.
• Matallín-Sáez, Juan Carlos, 2015. "A note on market timing: Interim trading and the performance of holdings-based and return-based measures," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 90-99.
• Yang, Zhaojun & Zhang, Chunhong, 2015. "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 254-273.
• Chang, Chih-Hsiang & Lin, Shih-Jia, 2015. "The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 380-392.
• Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
• Jeon, Haejun & Nishihara, Michi, 2015. "The effects of business cycle and debt maturity on a firm's investment and default decisions," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 326-351.
• Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015. "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 253-265.
• Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro, 2015. "The reward for trading illiquid maturities in credit default swap markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 376-389.
• Sriananthakumar, Sivagowry & Narayan, Seema, 2015. "Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 504-520.
• Böninghausen, Benjamin & Köhler, Matthias, 2015. "Diversification and determinants of international credit portfolios: Evidence from German banks," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 57-75.
• Li, Johnny Siu-Hang & Ng, Andrew C.Y. & Chan, Wai-Sum, 2015. "Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 217-230.
• Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J., 2015. "Mean-variance portfolio methods for energy policy risk management," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 246-264.
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• Paolella, Marc S. & Polak, Paweł, 2015. "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 282-297.
• Hobbs, Jeffrey & Singh, Vivek, 2015. "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, vol. 24(C), pages 42-51.
• Rutledge, John, 2015. "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, Elsevier, vol. 25(C), pages 10-18.
• Karagiannidis, Iordanis & Sykes Wilford, D., 2015. "Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets," Review of Financial Economics, Elsevier, vol. 25(C), pages 19-26.
• Halbritter, Gerhard & Dorfleitner, Gregor, 2015. "The wages of social responsibility — where are they? A critical review of ESG investing," Review of Financial Economics, Elsevier, vol. 26(C), pages 25-35.
• Alhenawi, Yasser, 2015. "On the interaction between momentum effect and size effect," Review of Financial Economics, Elsevier, vol. 26(C), pages 36-46.
• Peláez, Rolando F., 2015. "Market-timing the business cycle," Review of Financial Economics, Elsevier, vol. 26(C), pages 55-64.
• Bock, Carolin & Schmidt, Maximilian, 2015. "Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions," Review of Financial Economics, Elsevier, vol. 27(C), pages 68-82.
• Butt, Hilal Anwar, 2015. "A comparison among various dimensions of illiquidity effect: A case study of Finland," Research in International Business and Finance, Elsevier, vol. 33(C), pages 204-220.
• Chen, XiaoHua & Lai, Yun-Ju, 2015. "On the concentration of mutual fund portfolio holdings: Evidence from Taiwan," Research in International Business and Finance, Elsevier, vol. 33(C), pages 268-286.
• Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015. "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 99-126.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2015. "Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis," Research in International Business and Finance, Elsevier, vol. 34(C), pages 324-337.
• Sharma, Prateek & Vipul,, 2015. "Performance of risk-based portfolios under different market conditions: Evidence from India," Research in International Business and Finance, Elsevier, vol. 34(C), pages 397-411.
• Tran-Dieu, Linh, 2015. "How do mutual funds transfer scale economies to investors? Evidence from France," Research in International Business and Finance, Elsevier, vol. 34(C), pages 66-83.
  • Linh Tran Dieu, 2015. "How do mutual funds transfer scale economies to investors? Evidence from France," Post-Print hal-01698612, HAL.
• Teplova, Tamara & Mikova, Evgeniya, 2015. "New evidence on determinants of price momentum in the Japanese stock market," Research in International Business and Finance, Elsevier, vol. 34(C), pages 84-109.
• A. Abramov & A. Radygin & M. Chernova, 2015. "Long-term Portfolio investment: New insight into Return and Risk," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
  • Abramov, Alexander & Radygin, Alexander & Chernova, Maria, 2015. "Long-term portfolio investments: New insight into return and risk," Russian Journal of Economics, Elsevier, vol. 1(3), pages 273-293.
• Afik, Zvika & Lahav, Yaron, 2015. "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 57(C), pages 73-80.
• Simões Vieira, Elisabete F. & Valente Pereira, Márcia S., 2015. "Herding behaviour and sentiment: Evidence in a small European market," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 18(1), pages 78-86.
• Lechman, Ewa & Marszk, Adam, 2015. "ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States," Technological Forecasting and Social Change, Elsevier, vol. 99(C), pages 355-376.
  • Lechman, Ewa & Marszk, Adam, 2014. "ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States," MPRA Paper 60654, University Library of Munich, Germany.
• Marie Briere & Ariane Szafarz, 2015. "Does commercial microfinance belong to the financial sector? Lessons from the stock market," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 67, pages 110-125, March.
  • Brière, Marie & Szafarz, Ariane, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, vol. 67(C), pages 110-125.
  • Marie Briere & Ariane Szafarz, 2014. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Working Papers CEB 14-024, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Szafarz, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Post-Print hal-01491987, HAL.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016. "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 241-267, June.
  • Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence from Australia," CAMA Working Papers 2013-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2015. "How portfolios evolve after retirement: evidence from Australia," CAMA Working Papers 2015-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence From Australia," Working Paper Series 11, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2018. "Extremal dependence tests for contagion," Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 626-649, July.
  • Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015. "Extremal dependence tests for contagion," CAMA Working Papers 2015-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bojan Tomic, 2015. "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, vol. 2(1), pages 45-60.
  • Tomić, Bojan, 2015. "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," MPRA Paper 68324, University Library of Munich, Germany.
• Sesar Andrijana & Tomic Bojan, 2015. "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, vol. 4(1), pages 115-132.
  • Bojan Tomic & Andrijana Sesar, 2016. "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," Effectus - Working Paper Series 0015, Effectus - University College for Law and Finance.
• Pierre Matek & Marko Lukaè & Vedrana Repac, 2015. "Performance appraisal of Croatian mandatory pension funds," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, vol. 4(1), pages 7-30.
• Pierre Matek & Marko Lukač & Vedrana Repač, 2015. "Performance appraisal of Croatian mandatory pension funds," Effectus - Working Paper Series 0004, Effectus - University College for Law and Finance.
• Javier Prado-Dominguez & Carlos Fernández-Herráiz, 2015. "A Sharpe-ratio-based measure for currencies," European Journal of Government and Economics, Europa Grande, vol. 4(1), pages 67-75, June.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, vol. 27(C), pages 263-277.
  • Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015. "Taming the Basel Leverage Cycle," Papers 1507.04136, arXiv.org.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 118989, London School of Economics and Political Science, LSE Library.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
• Chabakauri, Georgy, 2015. "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics 119001, London School of Economics and Political Science, LSE Library.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119011, London School of Economics and Political Science, LSE Library.
• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
  • Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
• Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
• Chabakauri, Georgy, 2015. "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics 60737, London School of Economics and Political Science, LSE Library.
• Chabakauri, Georgy, 2015. "Dynamic equilibrium with rare events and heterogeneous epstein-zin investors," LSE Research Online Documents on Economics 62003, London School of Economics and Political Science, LSE Library.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, vol. 27(C), pages 263-277.
  • Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan, 2015. "Taming the Basel Leverage Cycle," Papers 1507.04136, arXiv.org.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65089, London School of Economics and Political Science, LSE Library.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 118989, London School of Economics and Political Science, LSE Library.
  • Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 65676, London School of Economics and Political Science, LSE Library.
• Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
  • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
• Sebastien Lleo & William T. Ziemba, 2015. "The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?," IJFS, MDPI, vol. 3(3), pages 1-30, August.
  • Lleo, Sebastien & Ziemba, Bill, 2015. "The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis," LSE Research Online Documents on Economics 65107, London School of Economics and Political Science, LSE Library.
• Perets, Gadi S. & Yashiv, Eran, 2015. "The fundamental nature of HARA utility," LSE Research Online Documents on Economics 86287, London School of Economics and Political Science, LSE Library.
• Janette Rutterford & Dimitris Sotiropoulos & Carry van Lieshout, 2015. "Individual investors and local bias in the UK, 1870-1935," Working Papers 15009, Economic History Society.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2019. "The Supply Side of Household Finance," The Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3762-3798.
  • Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015. "The supply side of household finance," Temi di discussione (Economic working papers) 1044, Bank of Italy, Economic Research and International Relations Area.
  • Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015. "The Supply Side of Household Finance," EIEF Working Papers Series 1507, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2015.
  • Guiso, Luigi & Mistrulli, Paolo Emilio & Gambacorta, Leonardo & Foà , Gabriele, 2015. "The supply side of household finance," CEPR Discussion Papers 10714, C.E.P.R. Discussion Papers.
  • Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015. "The supply side of household finance," BIS Working Papers 531, Bank for International Settlements.
• S Coleman & K Sirichand, 2015. "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 65-90, March.
  • Simeon Coleman & Kavita Sirichand, 2014. "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series 2014_04, Department of Economics, Loughborough University, revised Jul 2014.
• Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016. "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, vol. 58(C), pages 543-555.
  • Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(2), pages 121-139, March.
  • Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.
  • Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.

2014

• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 213-227.
  • Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers 2013-35, Department of Research, Ipag Business School.
• Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 150-169.
• Morelli, David, 2014. "Momentum profits and conditional time-varying systematic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 242-255.
• Chan, Kam Fong & Marsden, Alastair, 2014. "Macro risk factors of credit default swap indices in a regime-switching framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 285-308.
• Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan, 2014. "Rationalizing the value premium in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 51-70.
  • M. Shahid Embrahim & Sourafel Girma & M. Eskander Shah & Jonathan Williams, 2013. "Rationalizing the Value Premium in Emerging Markets," Working Papers 13010, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Guidi, Francesco & Ugur, Mehmet, 2014. "An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 119-136.
  • Guidi, Francesco & Ugur, Mehmet, 2014. "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy 11323, University of Greenwich, Greenwich Political Economy Research Centre.
• Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor, 2014. "Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 14-29.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
  • Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
• Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui, 2014. "Can international LETFs deliver their promised exposure to foreign markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 30-74.
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• Matteo Del Vigna, 2014. "A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 341-348, October.
• Xianzhe Chen & Weidong Tian, 2014. "Optimal portfolio choice and consistent performance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 453-474, October.
• Seokchin Kim & Cheolho Park & Youngjun Yun, 2014. "Hedging with mini gold futures: evidence from Korea," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 163-176, December.
• Yan Dolinsky & H. Soner, 2014. "Robust hedging with proportional transaction costs," Finance and Stochastics, Springer, vol. 18(2), pages 327-347, April.
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• Ender DEMIR & Chi Keung Marco LAU & Ka Wai Terence FUNG, 2014. "The Effect Of International Soccer Games On Exchange Rates Using Evidence From Turkey," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 145-156, December.
• Li-Lun LIU & John Francis DIAZ & Esentur IVAGOV, 2014. "Linkages In Corporate Social Responsibility Indices And Major Financial Market Indices. An Arma-Aparch Approach," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 157-163, December.
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• Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014. "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, vol. 24(17), pages 1147-1157, September.
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• David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, vol. 9(10), pages 1-34, September.
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  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversifcation Strategies across the GFC," Working Papers in Economics 14/25, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers 14-134/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE 2014-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Marcin Wojtowicz, 2014. "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers 14-137/IV/DSF81, Tinbergen Institute.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Documentos de Trabajo del ICAE 2014-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
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• David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, vol. 9(10), pages 1-34, September.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
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  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's Major Trading Partners across the GFC," Tinbergen Institute Discussion Papers 14-106/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Documentos de Trabajo del ICAE 2014-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014. "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper 56956, University Library of Munich, Germany.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 205-232.
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• Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014. "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper 56977, University Library of Munich, Germany.
• Mokhtar, Maznita & Masih, Mansur, 2014. "Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS," MPRA Paper 56990, University Library of Munich, Germany.
• Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia, 2014. "Analysis of deviance in household financial portfolio choice: evidence from Spain," MPRA Paper 57497, University Library of Munich, Germany.
• Melecky, Ales & Melecky, Martin, 2014. "The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government," MPRA Paper 57604, University Library of Munich, Germany.
• Pereira Reichhardt, Joaquín & Iqbal, Tabassum, 2014. "Investment Decisions: Are we fully-Rational?," MPRA Paper 57686, University Library of Munich, Germany.
• Ilhan, Bilal & Masih, Mansur, 2014. "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper 57688, University Library of Munich, Germany.
• Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2014. "Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo [Optimal Portfolio and Structured Notes in alpha-stable Markets: a Risk Minimization App," MPRA Paper 57740, University Library of Munich, Germany.
• Paolo Zagaglia, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series 18_14, Rimini Centre for Economic Analysis.
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• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014. "Multi-jumps," "Marco Fanno" Working Papers 0185, Dipartimento di Scienze Economiche "Marco Fanno".
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• Yildirim, Ramazan & Masih, A. Mansur M., 2014. "The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis," MPRA Paper 58269, University Library of Munich, Germany.
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• Bell, Peter Newton, 2014. "Choosing put option parameters based on quantiles from the distribution of portfolio value," MPRA Paper 58428, University Library of Munich, Germany.
• Altantsetseg Batchuluun & Yulei Luo & Eric R. Young, 2019. "Portfolio Choice with Information-Processing Limits," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 137-162, May.
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• Golmohammadpoor Azar, Kamran, 2014. "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper 58597, University Library of Munich, Germany.
• Naseri, Marjan & Masih, Mansur, 2014. "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper 58799, University Library of Munich, Germany.
• Ali, Mohsin & Masih, Mansur, 2014. "Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis," MPRA Paper 58828, University Library of Munich, Germany.
• Rahim, Adam Mohamed & Masih, Mansur, 2014. "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper 58832, University Library of Munich, Germany.
• Omer, Gamal Salih & Masih, Mansur, 2014. "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper 58862, University Library of Munich, Germany.
• Al Shugaa, Ameen & Masih, Mansur, 2014. "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper 58867, University Library of Munich, Germany.
• Yusoff, Yuzlizawati & Masih, Mansur, 2014. "Comovement of East and West Stock Market Indexes," MPRA Paper 58872, University Library of Munich, Germany.
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• Miguel Mello & Jorge Ponce, 2014. "The determinants Uruguayan households' indebtedness," Documentos de trabajo 2014010, Banco Central del Uruguay.
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• Vicki L. Bogan, 2014. "Savings Incentives And Investment Management Fees: A Study Of The 529 College Savings Plan Market," Contemporary Economic Policy, Western Economic Association International, vol. 32(4), pages 826-842, October.
• Ahmad K. Naimzada & Giorgio Ricchiuti, 2014. "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(3), pages 233-247, November.
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• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2014. "Systemic risk, sovereign yields and bank exposures in the euro crisis [Real effects of the sovereign debt crises in Europe: evidence from syndicated loans]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(78), pages 203-251.
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• Gunther Capelle†Blancard & Stéphanie Monjon, 2014. "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," European Financial Management, European Financial Management Association, vol. 20(3), pages 494-520, June.
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• Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014. "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, vol. 20(5), pages 995-1030, November.
• John H. Cochrane, 2014. "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," Journal of Finance, American Finance Association, vol. 69(1), pages 1-49, February.
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• Suleyman Basak & Dmitry Makarov, 2014. "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, vol. 69(1), pages 179-217, February.
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• Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867-906, April.
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• Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2014. "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," Journal of Finance, American Finance Association, vol. 69(2), pages 907-946, April.
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• Frederic Malherbe, 2014. "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, vol. 69(2), pages 947-970, April.
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• Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014. "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, vol. 69(4), pages 1455-1484, August.
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• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October.
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• Andrew S. Duncan & Alain Kabundi, 2014. "Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets," South African Journal of Economics, Economic Society of South Africa, vol. 82(4), pages 531-550, December.
• Davide Pettenuzzo & Francesco Ravazzolo, 2016. "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
  • Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Business School.
  • Davide Pettenuzzo & Francesco Ravazzolo, 2015. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers No 9/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
• Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
• Nyberg, Peter & Vaihekoski, Mika, 2014. "Descriptive analysis of the Finnish stock market : Part II," Research Discussion Papers 10/2014, Bank of Finland.
• Lehtoranta, Antti, 2014. "Childhood experience of father's job loss and stock market participation," Research Discussion Papers 30/2014, Bank of Finland.
• Masashi Saito & Yoshihiko Hogen, 2014. "Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows," Bank of Japan Research Papers 14-06-19, Bank of Japan.
• Fabian Kuehnhausen, 2014. "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 211-239, March.
• Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih, 2014. "The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(4), pages 196-211, December.
• Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014. "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 15(C), pages 53-62.
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• Espino Emilio, 2014. "Optimal portfolios with wealth-varying risk aversion in the neoclassical growth model," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-26, January.
• Fabbri Giorgio & Federico Salvatore, 2014. "On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term," Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 33-43, November.
  • Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche 14-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
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• Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, vol. 65(2), pages 508-540, February.
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  • Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75, Brandeis University, Department of Economics and International Business School.
  • Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
• Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, vol. 65(2), pages 508-540, February.
  • Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75, Brandeis University, Department of Economics and International Business School.
  • Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75R, Brandeis University, Department of Economics and International Business School, revised Jul 2016.
  • Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
• Davide Pettenuzzo & Francesco Ravazzolo, 2016. "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
  • Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
  • Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Business School.
  • Davide Pettenuzzo & Francesco Ravazzolo, 2015. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers No 9/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Rafael Falcão Noda & Roy Martelanc & José Roberto Securato, 2014. "Mean-Variance Efficiency of the Market Portfolio," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(1), pages 67-88.
• Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & Denis Borenstein, 2014. "Index Tracking with Control on the Number of Assets," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(1), pages 89-119.
• Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior, 2014. "Indexing Pension Funds with Exchange-Traded Funds," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(2), pages 201-227.
• Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos, 2014. "Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(2), pages 257-284.
• Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "Economic gains of realized volatility in the Brazilian stock market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 319-349.
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• Gabriel Godofredo Fiuza de Bragança & Marcelo de Sales Pessoa & Katia Rocha, 2014. "Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 385-409.
• Pedro Luiz Albertin Bono Milan & William Eid Junior, 2014. "High Portfolio Turnover And Performance Of Equity Mutual Funds," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(4), pages 469-497.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2014. "Asset Prices and Asymmetric Reasoning," Bristol Economics Discussion Papers 14/640, School of Economics, University of Bristol, UK.
• Camille Godart & Mikael Petitjean, 2014. "De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 57(3), pages 399-421.
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• Luc Rigouzzo, 2014. "Les fonds d'investissement : une source essentielle de capitaux à long terme pour les entreprises africaines," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 213-228.
• Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2014. "An Application of Correlation Clustering to Portfolio Diversification," Working Papers in Economics 14/11, University of Canterbury, Department of Economics and Finance.
  • Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2015. "An Application of Correlation Clustering to Portfolio Diversification," Papers 1511.07945, arXiv.org.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, vol. 9(10), pages 1-34, September.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE 2014-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversifcation Strategies across the GFC," Working Papers in Economics 14/25, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers 14-134/III, Tinbergen Institute.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Documentos de Trabajo del ICAE 2014-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics 14/27, University of Canterbury, Department of Economics and Finance.
  • David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers 14-151/III, Tinbergen Institute.
• Agnese Romiti & Mariacristina Rossi, 2014. "Wealth decumulation, portfolio composition and financial literacy among European elderly," Carlo Alberto Notebooks 375, Collegio Carlo Alberto.
• Maryam Sami & Sandro Brusco, 2014. "Reputational Concerns and Price Comovements," Department of Economics Working Papers 14-05, Stony Brook University, Department of Economics.
  • Maryam Sami & Sandro Brusco, 2014. "Reputational Concerns and Price Comovements," Carlo Alberto Notebooks 384, Collegio Carlo Alberto.
• Julián R. Siri & 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)," CEMA Working Papers: Serie Documentos de Trabajo. 540, Universidad del CEMA.
• José P. Dapena, 2014. "A short note on expected risk adjusted elasticity and consumer theory," CEMA Working Papers: Serie Documentos de Trabajo. 558, Universidad del CEMA.
• Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein, 2014. "Conservatism Correction for the Market-To-Book Ratio and Tobin's q," CESifo Working Paper Series 4626, CESifo.
• Wolfgang Buchholz, 2014. "Discounting in an Uncertain World - Disentangling the Debate on the Weitzman-Gollier Puzzle," CESifo Working Paper Series 4967, CESifo.
• Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series 13-39, Swiss Finance Institute, revised Dec 2018.
  • Harald Hau & Sandy Lai, 2014. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series 5005, CESifo.
  • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers 222013, Hong Kong Institute for Monetary Research.
  • Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
• Gianluca Cafiso, 2014. "Debt Sustainability in the Case of External Debt. An Analysis Based on Italy's Treasury Auctions," CESifo Working Paper Series 5021, CESifo.
• Margherita Fort & Francesco Manaresi & Serena Trucchi, 2016. "Adult financial literacy and households’ financial assets: the role of bank information policies," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(88), pages 743-782.
  • Margherita Fort & Francesco Manaresi & Serena Trucchi, 2014. "Adults' Financial Literacy and Households' Financial Assets: The Role of Banks Information Policies," CESifo Working Paper Series 5047, CESifo.
• Philippe Bracke & Christian Hilber & Olmo Silva, 2014. "Homeownership and Entrepreneurship: The Role of Mortgage Debt and Commitment," CESifo Working Paper Series 5048, CESifo.
• Luís Alberto Godinho Coelho, 2014. "Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis," CEFAGE-UE Working Papers 2014_06, University of Evora, CEFAGE-UE (Portugal).
• Miguel Rocha de Sousa, 2014. "Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure," CEFAGE-UE Working Papers 2014_16, University of Evora, CEFAGE-UE (Portugal).
• Pablo Koch-Medina & Santiago Moreno-Bromberg & Cosimo Munari, 2014. "Capital Adequacy Tests and Limited Liability of Financial Institutions," Swiss Finance Institute Research Paper Series 14-03, Swiss Finance Institute.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015. "Are institutions informed about news?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 249-287.
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• Thomas Cayé & Johannes Muhle-Karbe, 2014. "Liquidation with Self-Exciting Price Impact," Swiss Finance Institute Research Paper Series 14-74, Swiss Finance Institute.
• Kremena Bachmann & Thorsten Hens & Remo Stössel, 2017. "Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?," Swiss Finance Institute Research Paper Series 17-51, Swiss Finance Institute.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers hal-04141355, HAL.
  • Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014. "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers 2014-03, CEPII research center.
  • Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers 2014-13, University of Paris Nanterre, EconomiX.
• Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU, 2014. "The Success Of Emerging Capital Markets In Determining Economic Growth," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 139-145, May.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017. "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 750-800.
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  • Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2014. "Differences of Opinion and International Equity Markets," GSIA Working Papers 2010-E79, Carnegie Mellon University, Tepper School of Business.
• Mario Alejandro Acosta R., 2014. "Las acciones como activo de reserva para el Banco de la República," Documentos CEDE 11004, Universidad de los Andes, Facultad de Economía, CEDE.
• Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia 809, Banco de la Republica de Colombia.
  • Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado," Borradores de Economia 11137, Banco de la Republica.
• Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 17-35, July.
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• José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 23-27, December.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 10977, Banco de la Republica.
• Raúl A. Cardona Montoya & Ermilson Velásquez Ceballos & Tatiana M. Vidal Gutiérrez & Raúl A. Escobar Orrego, 2014. "APT - evidencia empírica en el análisis del ROA en una empresa de servicios públicos domiciliarios de acueducto y alcantarillado," Documentos de Trabajo de Valor Público 12580, Universidad EAFIT.
• María Ramos, 2014. "Context fractal market price policy," Revista de Economía y Administración, Universidad Autónoma de Occidente, September.
• Orlando E. Contreras & Roberto Stein Bronfman & Carlos Enrique Vecino, 2014. "Diseno y evaluación retrospectiva de una estrategia de inversión en el mercado bursátil colombiano mediante la maximización del ratio de Sharpe," Revista Lebret, Universidad Santo Tomás - Bucaramanga, vol. 6, pages 303-320, December.
• Daniel Cerecedo & Estefanía Carolina Rivera Hernádez & Wulfrano Gómez Gallardo, 2014. "Relevancia de la información financiera en el precio de las acciones del mercado mexicano," Coyuntura Económica, Fedesarrollo, June.
• Julián Ochoa Yepes, Andrés Mauricio Mora Cuartas, 2014. "Prácticas de presupuesto de capital: evaluación empírica en un grupo de empresas del sector de la construcción en Colombia," Revista Ecos de Economía, Universidad EAFIT, December.
• Rodrigo Pérez Pena, 2014. "Indicadores de productividad y desarrollo para la ciudad-región de Girardot," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 6(1), pages 169-193, April.
• Magni, Carlo Alberto, 2015. "Aggregate Return On Investment for investments under uncertainty," International Journal of Production Economics, Elsevier, vol. 165(C), pages 29-37.
  • Carlo Alberto Magni, 2014. "Aggregate Return on Investment for Investments under Uncertainty," Proyecciones Financieras y Valoración 10993, Master Consultores.
• Carlo Alberto Magni, 2014. "Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link," The Engineering Economist, Taylor & Francis Journals, vol. 59(3), pages 175-206, July.
  • Carlo Alberto Magni, 2014. "Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link," Proyecciones Financieras y Valoración 10994, Master Consultores.
• Erik Floor & Arjan Lejour, 2014. "Saving behavior and risk taking: Evidence from the Dutch Tax Reform in 2001," CPB Discussion Paper 273, CPB Netherlands Bureau for Economic Policy Analysis.
• Erik Floor & Arjan Lejour, 2014. "Saving behavior and risk taking: Evidence from the Dutch Tax Reform in 2001," CPB Discussion Paper 273.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Dorota Maria Witkowska & Krzysztof Kompa, 2014. "Hedonic Price Index of Polish Paintings for the Most Popular Artists at the Auction Market in Years 2007–2010," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 45(1), pages 7-26.
• Krzysztof Kompa & Dorota Witkowska, 2014. "Pension Funds in Poland: Efficiency Analysis for Years 1999-2013," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 105-124.
• Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014. "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 5-28.
• Lori J. Curtis & Kate Rybczynski, 2014. "Exiting Poverty: Does Sex Matter?," Canadian Public Policy, University of Toronto Press, vol. 40(2), pages 126-142, June.
  • Lori J. Curtis & Kathleen Rybczynski, 2013. "Exiting Poverty: Does Sex Matter?," Working Papers 1307, University of Waterloo, Department of Economics, revised Sep 2013.
• Filippou, Ilias & Taylor, Mark P., 2017. "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1731-1763, August.
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• Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a DSGE Model," NBER Working Papers 20193, National Bureau of Economic Research, Inc.
  • Hassan, Tarek & Mertens, Thomas M., 2014. "Information Aggregation in a DSGE Model," CEPR Discussion Papers 10020, C.E.P.R. Discussion Papers.
• Michael Haliassos & Thomas Jansson & Yigitcan Karabulut, 2017. "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," Management Science, INFORMS, vol. 63(11), pages 3780-3808, November.
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  • Haliassos, Michael & Karabulut, Yigitcan & Jansson, Thomas, 2014. "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," CEPR Discussion Papers 10039, C.E.P.R. Discussion Papers.
  • Haliassos, Michalis & Jansson, Thomas & Karabulut, Yigitcan, 2015. "Incompatible European partners? Cultural predispositions and household financial behavior," SAFE Working Paper Series 58, Leibniz Institute for Financial Research SAFE, revised 2015.
• Huberman, Gur & Guasoni, Paolo & Ren, Dan, 2014. "Shortfall Aversion," CEPR Discussion Papers 10064, C.E.P.R. Discussion Papers.
• Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, vol. 65(2), pages 508-540, February.
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  • Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
  • Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75R, Brandeis University, Department of Economics and International Business School, revised Jul 2016.
• Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015. "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 185-226.
  • Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013. "The Impact of Hedge Funds on Asset Markets," Working Papers 13-27, Duke University, Department of Economics.
  • Patton, Andrew & Kruttli, Mathias, 2014. "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers 10151, C.E.P.R. Discussion Papers.
• van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," European Economic Review, Elsevier, vol. 82(C), pages 113-131.
  • Rick Van der Ploeg & Ton van den Bremer, 2013. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  • van der Ploeg, Frederick & Wills, Samuel & ,, 2014. "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers 10188, C.E.P.R. Discussion Papers.
  • Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The elephant in the ground: managing oil and sovereign wealth," CAMA Working Papers 2014-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Michael B Devereux & Changhua Yu, 2020. "International Financial Integration and Crisis Contagion," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1174-1212.
  • Michael B. Devereux & Changhua Yu, 2014. "International Financial Integration and Crisis Contagion," NBER Working Papers 20526, National Bureau of Economic Research, Inc.
  • Devereux, Michael B & Yu, Changhua, 2014. "International Financial Integration and Crisis Contagion," CEPR Discussion Papers 10209, C.E.P.R. Discussion Papers.
  • Michael B. Devereux & Changhua Yu, 2014. "International financial integration and crisis contagion," Globalization Institute Working Papers 197, Federal Reserve Bank of Dallas.
• Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016. "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, vol. 120(1), pages 146-168.
  • Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014. "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers 10285, C.E.P.R. Discussion Papers.
  • Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2015. "Are retail traders compensated for providing liquidity?," CEPR Discussion Papers 10820, C.E.P.R. Discussion Papers.
• Bremus, Franziska & Fratzscher, Marcel, 2015. "Drivers of structural change in cross-border banking since the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 32-59.
  • Franziska Bremus & Marcel Fratzscher, 2014. "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin 1411, DIW Berlin, German Institute for Economic Research.
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• Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
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  • Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
  • Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
  • Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA 2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Hvide, Hans K. & Östberg, Per, 2014. "Stock investments at work," CEPR Discussion Papers 9837, C.E.P.R. Discussion Papers.
• Xavier Gabaix & Matteo Maggiori, 2015. "International Liquidity and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(3), pages 1369-1420.
  • Matteo Maggiori & Xavier Gabaix, "undated". "International Liquidity and Exchange Rate Dynamics," Working Paper 181761, Harvard University OpenScholar.
  • Gabaix, Xavier & Maggiori, Matteo, 2014. "International Liquidity and Exchange Rate Dynamics," CEPR Discussion Papers 9842, C.E.P.R. Discussion Papers.
  • Xavier Gabaix & Matteo Maggiori, 2014. "International Liquidity and Exchange Rate Dynamics," NBER Working Papers 19854, National Bureau of Economic Research, Inc.
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• Florian Deuflhard & Dimitris Georgarakos & Roman Inderst, 2019. "Financial Literacy and Savings Account Returns," Journal of the European Economic Association, European Economic Association, vol. 17(1), pages 131-164.
  • Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2014. "Financial Literacy and Savings Account Returns," MPRA Paper 53857, University Library of Munich, Germany.
  • Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2015. "Financial literacy and savings account returns," IMFS Working Paper Series 88, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Georgarakos, Dimitris & Inderst, Roman & Deuflhard, Florian, 2015. "Financial literacy and savings account returns," Working Paper Series 1852, European Central Bank.
  • Inderst, Roman & Georgarakos, Dimitris & Deuflhard, Florian, 2014. "Financial Literacy and Savings Account Returns," CEPR Discussion Papers 9882, C.E.P.R. Discussion Papers.
• Péter Kondor & Dimitri Vayanos, 2019. "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
  • Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Kondor, Péter, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers 9885, C.E.P.R. Discussion Papers.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
  • Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
  • Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
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  • Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "No-Bubble Condition: Model-free Tests in Housing Markets," NBER Working Papers 20154, National Bureau of Economic Research, Inc.
• Joscha Beckmann & Rainer Schüssler, 2014. "Forecasting Equity Premia using Bayesian Dynamic Model Averaging," CQE Working Papers 2914, Center for Quantitative Economics (CQE), University of Muenster.
• Jan Voelzke, 2014. "Weakening the Gain-Loss-Ratio measure to make it stronger," CQE Working Papers 3114, Center for Quantitative Economics (CQE), University of Muenster.
• Kalle Rinne & Matti Suominen, 2014. "Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy," LSF Research Working Paper Series 14-01, Luxembourg School of Finance, University of Luxembourg.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall searching with and without recall," Theory and Decision, Springer, vol. 77(3), pages 297-311, October.
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  • Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," LSF Research Working Paper Series 14-09, Luxembourg School of Finance, University of Luxembourg.
• Kräussl, Roman, 2014. "Art as an alternative asset class: Risk and return characteristics of the Middle Eastern & Northern African art markets," CFS Working Paper Series 494, Center for Financial Studies (CFS).
  • Roman Kräussl, 2014. "Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets," LSF Research Working Paper Series 14-10, Luxembourg School of Finance, University of Luxembourg.
• Marta Małecka, 2014. "Duration-Based Approach to VaR Independence Backtesting," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(4), pages 627-636, September.
• Hodder, James E. & Jackwerth, Jens Carsten & Kolokolova, Olga, 2014. "Recovering Delisting Returns of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 797-815, June.
  • Jackwerth, Jens Carsten & Kolokolova, Olga & Hodder, James E., 2008. "Recovering Delisting Returns of Hedge Funds," MPRA Paper 11641, University Library of Munich, Germany, revised 31 Oct 2008.
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• Fogarty, James J. & Sadler, Rohan, 2014. "To Save or Savor: A Review of Approaches for Measuring Wine as an Investment," Journal of Wine Economics, Cambridge University Press, vol. 9(3), pages 225-248, December.
• Michis, Antonis A., 2014. "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, vol. 11(4), pages 369-374.
  • Antonis Michis, 2014. "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers 2014-2, Central Bank of Cyprus.
• Malongo, Hassan, 2014. "Couverture du risque de volatilité et de corrélation dans un portefeuille," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14035 edited by Fermanian, Jean-David.
• Tran, Quoc Tuan, 2014. "Some contributions to financial market modelling with transaction costs," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14402 edited by Lepinette, Emmanuel.
• Karehnke, Paul, 2014. "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14624 edited by Jouini, Elyès & Roon, Frans Adrianus de.
  • Karehnke, P., 2014. "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Other publications TiSEM d0a7843a-5bc8-4fa8-97d6-f, Tilburg University, School of Economics and Management.
• Koliai, Lyes, 2014. "Stress testing and financial risks," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15231 edited by Avouyi-Dovi, Sanvi.
• Fabrice Hervé & Mohamed Zouaoui, 2014. "Quand la psychologie et la linguistique rencontrent la finance:le cas de la France," Revue Finance Contrôle Stratégie, revues.org, vol. 17(1), pages 25-46, March.
  • Fabrice Hervé & Mohamed Zouaoui, 2014. "Quand la psychologie et la linguistique rencontrent la finance : le cas de la France," Post-Print halshs-01288095, HAL.
• Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2021. "The Standard Portfolio Choice Problem in Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 131(638), pages 2413-2446.
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• Dirk Ulbricht, 2014. "John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification," Discussion Papers of DIW Berlin 1376, DIW Berlin, German Institute for Economic Research.
• Bremus, Franziska & Fratzscher, Marcel, 2015. "Drivers of structural change in cross-border banking since the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 32-59.
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  • Franziska Bremus & Marcel Fratzscher, 2014. "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin 1411, DIW Berlin, German Institute for Economic Research.
• Dirk Broeders & An Chen & Birgit Koos, 2014. "Utility-equivalence of pension security mechanisms," DNB Working Papers 414, Netherlands Central Bank, Research Department.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers hal-04141355, HAL.
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• Selim Mankaï & Khaled Guesmi, 2015. "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
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• Mark H. A. Davis & Sébastien Lleo, 2014. "The Merton Problem," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 1, pages 3-15, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Risk-Sensitive Asset Management," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 2, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Managing Against a Benchmark," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 3, pages 41-56, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Asset and Liability Management," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 4, pages 57-87, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Investment Constraints," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 5, pages 89-107, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Infinite Horizon Problems," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 6, pages 109-128, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Jumps in Asset Prices," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 7, pages 131-168, World Scientific Publishing Co. Pte. Ltd..
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• Mark H. A. Davis & Sébastien Lleo, 2014. "Fund Separation and Fractional Kelly Strategies," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 9, pages 207-226, World Scientific Publishing Co. Pte. Ltd..
• Mark H. A. Davis & Sébastien Lleo, 2014. "Managing Against a Benchmark: Jump-Diffusion Case," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 10, pages 227-260, World Scientific Publishing Co. Pte. Ltd..
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• Mark H. A. Davis & Sébastien Lleo, 2014. "Numerical Methods," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 14, pages 349-365, World Scientific Publishing Co. Pte. Ltd..
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• Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.3], University of Cologne, Centre for Financial Research (CFR).
• Kempf, Alexander & Korn, Olaf & Saßning, Sven, 2014. "Portfolio optimization using forward-looking information," CFR Working Papers 11-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
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• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2014. "Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09 [rev.4], University of Cologne, Centre for Financial Research (CFR).
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• Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2014. "Investor sentiment, flight-to-quality, and corporate bond comovement," CFR Working Papers 13-06 [rev.2], University of Cologne, Centre for Financial Research (CFR).
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• Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2014. "Fitting parsimonious household- portfolio models to data," CFS Working Paper Series 489, Center for Financial Studies (CFS).
• Roman Kräussl, 2014. "Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets," LSF Research Working Paper Series 14-10, Luxembourg School of Finance, University of Luxembourg.
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• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, vol. 124(2), pages 239-242.
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• Körner, Finn Marten & Trautwein, Hans-Michael, 2015. "Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-54.
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• Bossone, Biagio, 2014. "Secular stagnation," Economics Discussion Papers 2014-47, Kiel Institute for the World Economy (IfW Kiel).
• Bialowolski, Piotr & Weziak-Bialowolska, Dorota, 2014. "External factors affecting investment decisions of companies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-21.
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• Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014. "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers 1943, Kiel Institute for the World Economy (IfW Kiel).
• Matthias Raddant & Friedrich Wagner, 2017. "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
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• Bergheim, Ralf & Ernstberger, Jürgen & Roos, Michael W. M., 2014. "How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?," Ruhr Economic Papers 487, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015. "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, vol. 48(C), pages 16-24.
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• Kraft, Holger & Schendel, Lorenz S. & Steffensen, Mogens, 2014. "Life insurance demand under health shock risk," SAFE Working Paper Series 40, Leibniz Institute for Financial Research SAFE.
• Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2015. "Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs," SAFE Working Paper Series 41, Leibniz Institute for Financial Research SAFE, revised 2015.
• Schendel, Lorenz S., 2014. "Consumption-investment problems with stochastic mortality risk," SAFE Working Paper Series 43, Leibniz Institute for Financial Research SAFE.
• Schendel, Lorenz S., 2014. "Critical illness insurance in life cycle portfolio problems," SAFE Working Paper Series 44, Leibniz Institute for Financial Research SAFE.
• Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas, 2016. "Optimal consumption and investment with Epstein-Zin recursive utility," SAFE Working Paper Series 52, Leibniz Institute for Financial Research SAFE, revised 2016.
• Michael Haliassos & Thomas Jansson & Yigitcan Karabulut, 2017. "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," Management Science, INFORMS, vol. 63(11), pages 3780-3808, November.
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• Haliassos, Michael & Fuchs-Schündeln, Nicola, 2015. "Does Product Familiarity Matter for Participation?," CEPR Discussion Papers 10632, C.E.P.R. Discussion Papers.
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• Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J., 2015. "Peer effects and risk sharing in experimental asset markets," SAFE Working Paper Series 67, Leibniz Institute for Financial Research SAFE, revised 2015.
• Becker, Gideon & Dimpfl, Thomas, 2014. "Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis," University of Tübingen Working Papers in Business and Economics 72, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Becker, Gideon, 2014. "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics 74, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
• Eickholt, Mathias, 2014. "Behavioral financial engineering in the fixed-income market: The influence of the coupon structure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 16, University of Passau, Faculty of Business and Economics.
• Fricke, Daniel & Gerig, Austin, 2014. "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100402, Verein für Socialpolitik / German Economic Association.
• Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin 1336, DIW Berlin, German Institute for Economic Research.
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• Stewen, Iryna, 2014. "Is Real Exchange Rate Hedging Motive Still Important in Determining Equity Home Bias?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100571, Verein für Socialpolitik / German Economic Association.
• Brandtner, Mario & Kürsten, Wolfgang, 2014. "Decision making with Conditional Value-at-Risk and spectral risk measures: The problem of comparative risk aversion," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100615, Verein für Socialpolitik / German Economic Association.
• Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2021. "The Standard Portfolio Choice Problem in Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 131(638), pages 2413-2446.
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• Lang, Gunnar & Shen, Yu & Xu, Xian, 2014. "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers 14-007, ZEW - Leibniz Centre for European Economic Research.
• Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2015. "Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure," Journal of Economic Behavior & Organization, Elsevier, vol. 109(C), pages 85-100.
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• Lang, Michael & Schröder, Michael, 2014. "What drives the demand of monetary financial institutions for domestic government bonds? Empirical evidence on the impact of Basel II and Basel III," ZEW Discussion Papers 14-123, ZEW - Leibniz Centre for European Economic Research.
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• Olivier Ledoit & Michael Wolf, 2014. "Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks," ECON - Working Papers 137, Department of Economics - University of Zurich, revised Feb 2017.
• Annie Claire Zhang, 2014. "Financial advice and asset allocation of individual investors," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 26(3), pages 226-247, November.
• Carlo Massironi, 2014. "Philip Fisher’s sense of numbers," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 6(3), pages 302-331, November.
• Ann-Kristin Achleitner & Christian Figge & Eva Lutz, 2014. "Value creation drivers in a secondary buyout – the acquisition of Brenntag by BC Partners," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 6(3), pages 278-301, November.
• Gregor Dorfleitner & Sebastian Utz, 2014. "Profiling German-speaking socially responsible investors," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 6(2), pages 118-156, July.
• Gregor Dorfleitner & Sebastian Utz, 2014. "Profiling German-speaking socially responsible investors," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 6(2), pages 118-156, July.
• Ann-Kristin Achleitner & Christian Figge & Eva Lutz, 2014. "Value creation drivers in a secondary buyout – the acquisition of Brenntag by BC Partners," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 6(3), pages 278-301, November.
• Carlo Massironi, 2014. "Philip Fisher’s sense of numbers," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 6(3), pages 302-331, November.
• Karina Doorley & Eva Sierminska, 2014. "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is there a Role for Policy?," Research on Economic Inequality, in: John A. Bishop & Juan Gabriel Rodríguez (ed.), Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting, volume 22, pages 43-85, Emerald Publishing Ltd.
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• Karina Doorley & Eva Sierminska, 2014. "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is there a Role for Policy?," Research on Economic Inequality, in: Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting, volume 22, pages 43-85, Emerald Group Publishing Limited.
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• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014. "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers 201448, University of Pretoria, Department of Economics.
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• Gantiah Wuryandani & Ramlan Ginting & Dudy Iskandar & Zulkarnain Sitompul, 2014. "Fund Management And the Liquidity of The Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 1-28, January.
• Gantiah Wuryandani & Ramlan Ginting & Dudy Iskandar & Zulkarnain Sitompul, 2014. "Fund Management And the Liquidity of The Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 231-258, January.
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• Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Cal B. Muckley, 2015. "The Global Preference for Dividends in Declining Markets," The Financial Review, Eastern Finance Association, vol. 50(4), pages 575-609, November.
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• Oliver de Groot, 2014. "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 115-160, June.
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• Abderrazak Dhaoui & Naceur Khraief, 2014. "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 2(3), pages 100-108, March.
• Fernando López, 2014. "Financial Literacy and Investments in Higher Education," ILADES-UAH Working Papers inv300, Universidad Alberto Hurtado/School of Economics and Business.
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• Dennis Dlugosch & Kristian Horn & Mei Wang, 2014. "Behavioral determinants of home bias - theory and experiment," Working Papers 2014-11, Faculty of Economics and Statistics, Universität Innsbruck.
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• Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 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," Energy Economics, Elsevier, vol. 45(C), pages 66-98.
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• Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014. "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers 2014-294, Department of Research, Ipag Business School.
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• Naceur Naguez & Jean-Luc Prigent, 2014. "Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions," Working Papers 2014-329, Department of Research, Ipag Business School.
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  • Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299840, HAL.
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• Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014. "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers 2014-353, Department of Research, Ipag Business School.
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• Flores-Ortega, Miguel. & Flores-Castillo, Lilia Alejandra. & Paredes-Gómez, Angelica., 2014. "Selección de portafolios de inversión incluyendo el efecto de asimetría: evidencia con activos de la Bolsa Mexicana de Valores," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(19), pages 77-101, segundo s.
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• Pyo, Dong-Jin, 2014. "A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market," Staff General Research Papers Archive 37358, Iowa State University, Department of Economics.
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  • Michele Fratianni & Francesco Marchionne, 2014. "Bank asset reallocation and sovereign debt," Working Papers 2014-09, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
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  • Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014. "Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure," IZA Discussion Papers 7917, Institute of Labor Economics (IZA).
• Karina Doorley & Eva Sierminska, 2014. "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is there a Role for Policy?," Research on Economic Inequality, in: Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting, volume 22, pages 43-85, Emerald Group Publishing Limited.
  • Doorley, Karina & Sierminska, Eva, 2014. "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is There a Role for Policy?," IZA Discussion Papers 8306, Institute of Labor Economics (IZA).
• Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2014. "Measurement Error in Subjective Expectation and the Empirical Content of Economic Models," MEA discussion paper series 201414, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
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• yasmina JABER, 2014. "Effet relatif du MDH versus SIAH : Application sur les valeurs de la B.V.M.T," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 5(1), December.
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• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall searching with and without recall," Theory and Decision, Springer, vol. 77(3), pages 297-311, October.
  • Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," LSF Research Working Paper Series 14-09, Luxembourg School of Finance, University of Luxembourg.
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• Bruce Hearn, 2014. "Size and liquidity effects in Nigeria: an industrial sector study," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(3), pages 1-30, July-Sept.
• L. Carassus & E. Temam, 2014. "Pricing and hedging basis risk under no good deal assumption," Annals of Finance, Springer, vol. 10(1), pages 127-170, February.
• Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.
• Christian Flor & Linda Larsen, 2014. "Robust portfolio choice with stochastic interest rates," Annals of Finance, Springer, vol. 10(2), pages 243-265, May.
• Francisco Azeredo, 2014. "The equity premium: a deeper puzzle," Annals of Finance, Springer, vol. 10(3), pages 347-373, August.
• Claus Munk & Alexey Rubtsov, 2014. "Portfolio management with stochastic interest rates and inflation ambiguity," Annals of Finance, Springer, vol. 10(3), pages 419-455, August.
• Michael Grabchak, 2014. "Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?," Annals of Finance, Springer, vol. 10(4), pages 553-568, November.
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• Jiye Hu, 2014. "An empirical approach on regulating China’s pension investment," European Journal of Law and Economics, Springer, vol. 37(3), pages 495-516, June.
• Juliane Proelss & Denis Schweizer, 2014. "Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(1), pages 1-28, February.
• Momtchil Pojarliev & Richard Levich, 2014. "Evaluating absolute return managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(1), pages 95-103, February.
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• Hubert Dichtl & Wolfgang Drobetz & Martin Wambach, 2014. "Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 209-231, August.
• Frederik König, 2014. "Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 233-262, August.
• Thomas Walker & Kerstin Lopatta & Thomas Kaspereit, 2014. "Corporate sustainability in asset pricing models and mutual funds performance measurement," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(4), pages 363-407, November.
• Eduardo Ortas & José Moneva & Roger Burritt & Joanne Tingey-Holyoak, 2014. "Does Sustainability Investment Provide Adaptive Resilience to Ethical Investors? Evidence from Spain," Journal of Business Ethics, Springer, vol. 124(2), pages 297-309, October.
• Fernando Muñoz & Maria Vargas & Isabel Marco, 2014. "Environmental Mutual Funds: Financial Performance and Managerial Abilities," Journal of Business Ethics, Springer, vol. 124(4), pages 551-569, November.
• Helen Higgs & John Forster, 2014. "The auction market for artworks and their physical dimensions: Australia—1986 to 2009," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 38(1), pages 85-104, February.
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• Jin-Li Hu & Tzu-Pu Chang & Ray Chou, 2014. "Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?," Journal of Productivity Analysis, Springer, vol. 41(1), pages 141-151, February.
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• Nusret Cakici & Isil Erol & Dogan Tirtiroglu, 2014. "Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 48(3), pages 415-440, April.
• Karsten Lieser & Alexander Groh, 2014. "The Determinants of International Commercial Real Estate Investment," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 611-659, May.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Renting versus Owning and the Role of Human Capital: Evidence from Germany," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 754-788, May.
• Daniele Bianchi & Massimo Guidolin, 2014. "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 116-164, July.
• Jonathan Wiley, 2014. "Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions," The Journal of Real Estate Finance and Economics, Springer, vol. 49(2), pages 205-236, August.
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• Alexander Moore & Stéphane Straub & Jean-Jacques Dethier, 2014. "Regulation, renegotiation and capital structure: theory and evidence from Latin American transport concessions," Journal of Regulatory Economics, Springer, vol. 45(2), pages 209-232, April.
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• Richard Sweeney, 2014. "Equivalent valuations in cash flow and accounting models," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 29-49, January.
• Marie-Anne Cam & Vikash Ramiah, 2014. "The influence of systematic risk factors and econometric adjustments in catastrophic event studies," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 171-189, February.
• Jin-Ray Lu & Chih-Ming Chan, 2014. "Optimal portfolio choice of gold assets in the differential market and differential game structures," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 309-325, February.
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• Tobias Schlueter & Soenke Sievers, 2014. "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 535-570, April.
• Pervaiz Alam & Min Liu & Xiaofeng Peng, 2014. "R&D expenditures and implied equity risk premiums," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 441-462, October.
• Stefano Gubellini, 2014. "Conditioning information and cross-sectional anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 529-569, October.
• Qi Zhang & Charlie Cai & Kevin Keasey, 2014. "The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 605-625, October.
• Tienyu Hwang & Simon Gao & Heather Owen, 2014. "Markowitz efficiency and size effect: evidence from the UK stock market," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 721-750, November.
• Shlomo Yitzhaki & Peter Lambert, 2014. "Is higher variance necessarily bad for investment?," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 855-860, November.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall searching with and without recall," Theory and Decision, Springer, vol. 77(3), pages 297-311, October.
  • Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," Working Papers 2014/14, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," LSF Research Working Paper Series 14-09, Luxembourg School of Finance, University of Luxembourg.
• Sorin Claudiu Radu, 2014. "Testing the Market Model – A Case Study of Fondul Proprietatea (FP)," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 126-131, March.
• Sarmiza Pencea & Iulia Monica Oehler-Sincai, 2014. "Chinese Outward Direct Investment in Central and Eastern European Countries: a Comparative Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(2), pages 34-43, June.
• Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota, 2014. "Modelling the Efficent Frontier of Investments Portfolio," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(3), pages 35-40, September.
• Mirela Niculae & Beatrice-Tanta Strat, 2014. "Management in the Field of Insolvency. The Recovery Need of a Bank Company in the Field of The Contemporary Crisis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(4), pages 75-80, December.
• Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2014. "Financial Literacy and Its Consequences in the Emerging Middle Class," Kiel Working Papers 1943, Kiel Institute for the World Economy.
• Matthias Raddant & Friedrich Wagner, 2014. "Transitions in the Stock Markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2017. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2110-2129.
  • Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014. "The causal effect of stop-loss and take-gain orders on the disposition effect," TWI Research Paper Series 89, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  • Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Working Paper Series of the Department of Economics, University of Konstanz 2014-10, Department of Economics, University of Konstanz.
  • Fischbacher, Urs & Hoffmann, Gerson & Schudy, Simeon, 2017. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Munich Reprints in Economics 49926, University of Munich, Department of Economics.
• Takashi Kamihigashi & John Stachurski, 2014. "Partial Stochastic Dominance," Working Papers 2014-403, Department of Research, Ipag Business School.
  • Takashi Kamihigashi & John Stachurski, 2014. "Partial Stochastic Dominance," Discussion Paper Series DP2014-23, Research Institute for Economics & Business Administration, Kobe University.
• Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014. "An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note," Working Papers 2014-398, Department of Research, Ipag Business School.
  • Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014. "An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note," Discussion Paper Series DP2014-24, Research Institute for Economics & Business Administration, Kobe University, revised Jul 2014.
• Takashi Kamihigashi & John Stachurski, 2014. "An Axiomatic Approach to Measuring Degree of Stochastic Dominance," Discussion Paper Series DP2014-36, Research Institute for Economics & Business Administration, Kobe University.
• Alina Kvietkauskienė, 2014. "Real Time Investments with Adequate Portfolio Theory," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 2(4), pages 85-100.
• Søren Johansen & Lukasz Gatarek, 2014. "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers 2014-40, Department of Economics and Business Economics, Aarhus University.
  • Lukasz Gatarek & Søren Johansen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-22, University of Copenhagen. Department of Economics.
  • Søren Johansen & Bent Nielsen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-23, University of Copenhagen. Department of Economics.
• Marcus Kaiser & Hans Ulrich Buhl & Stefan Volkert & Veronica Winkler, 2014. "Standardisation in the Retail Banking Sector Designing Functions for an Individualised Asset Allocation Advisory," Credit and Capital Markets, Credit and Capital Markets, vol. 47(1), pages 103-161.
• Kim Kaivanto, 2014. "Visceral emotions, within-community communication, and (ill-judged) endorsement of financial propositions," Working Papers 69123498, Lancaster University Management School, Economics Department.
• S Coleman & K Sirichand, 2015. "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 65-90, March.
  • Simeon Coleman & Kavita Sirichand, 2014. "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series 2014_04, Department of Economics, Loughborough University, revised Jul 2014.
• Marisol Valencia & Alejandro Bedoya, 2014. "A skew test on financial returns in the Colombian market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 80, pages 79-102, Enero-Jun.

2013

• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers EI 2013-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers 842, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
• Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
  • Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Hisanobu SHISHIDO & Shintaro SUGIYAMA & Fauziah ZEN, 2013. "Moving MPAC Forward: Strengthening Public-Private Partnership, Improving Project Portfolio and in Search of Practical Financing Schemes," Working Papers DP-2013-21, Economic Research Institute for ASEAN and East Asia (ERIA).
• Renuka Sane & Susan Thomas, 2015. "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Journal of Development Studies, Taylor & Francis Journals, vol. 51(10), pages 1409-1424, October.
  • Renuka Sane & Susan Thomas, 2013. "In search of inclusion: informal sector participation in a voluntary, defined contribution pension system," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-022, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Renuka Sane & Susan Thomas, 2013. "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Working Papers id:5553, eSocialSciences.
• Oscar De la Torre Torres., 2013. "Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 39(2), pages 119-144, Julio-Dic.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013. "Systemic Risk and Home Bias in the Euro Area," European Economy - Economic Papers 2008 - 2015 494, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Damien PUY, 2013. "Institutional Investors Flows and the Geography of Contagion," Economics Working Papers ECO2013/06, European University Institute.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
  • Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers 783, Society for Economic Dynamics.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers ECO2013/07, European University Institute.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series 1326, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2013.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers 758, Statistics Norway, Research Department.
  • Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
  • Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi, 2015. "Asset market participation and portfolio choice over the life-cycle," SAFE Working Paper Series 115, Leibniz Institute for Financial Research SAFE.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2013. "Universal vs separated banking with deposit insurance in a macro model," Discussion Papers 1308, University of Exeter, Department of Economics.
• Önder Büberkökü, 2013. "Kriz Döneminde Yükselen Piyasa Ekonomileri, Euro Bölgesi ve ABD piyasaları Arasındaki Volatilite Yayılmasının İncelenmesi :Varyansta-Granger-Nedensellik Testinden Kanıtlar," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 208, Ekonomik Yaklasim Association.
• Burak DİNDAROĞLU & Yekta TAKIM, 2013. "R&D, Innovation And Stock Market Performance: A Study On Manufacturing Firms Traded In Borsa Istanbul," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 24(89), pages 25-44.
• Pierpaolo Pattitoni & Barbara Petracci & Marco Savioli & Lorenza Zirulia, 2013. "La scelta imprenditoriale: un approccio finanziario," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(3), pages 71-91.
• Nizamettin Bayyurt & Vildan Karisik & Ali Coskun, 2013. "Gender Differences in Investment Preferences," European Journal of Economic and Political Studies, Fatih University, vol. 6(1), pages 71-83.
• Adam Borovička, 2013. "Possible Modifications of the Multiple Criteria Assignment Method," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 055-067, March.
• Ales S. BERK & Mitja COK & Marko KOSAK & Joze SAMBT, 2013. "CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 360-381, August.
• Krenar AVDULAJ & Jozef BARUNIK, 2013. "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 425-442, November.
  • Krenar Avdulaj & Jozef Barunik, 2013. "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers 1308.6120, arXiv.org, revised Sep 2013.
• Robert K. Triest & Bo Zhao, 2013. "The role of economic, fiscal, and financial shocks in the evolution of public sector pension funding," Working Papers 13-26, Federal Reserve Bank of Boston.
• Steven J. Davis & Paul Willen, 2013. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-53.
  • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," NBER Working Papers 7905, National Bureau of Economic Research, Inc.
  • Steven J. Davis & Paul S. Willen, 2013. "Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice," Working Papers 13-9, Federal Reserve Bank of Boston.
  • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers 523, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
• John Muellbauer & John Duca, 2012. "Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models," Economics Series Working Papers 622, University of Oxford, Department of Economics.
  • John V. Duca & John N. Muellbauer, 2013. "Tobin lives: integrating evolving credit market architecture into flow of funds based macro-models," Working Papers 1307, Federal Reserve Bank of Dallas.
  • Duca, John & Muellbauer, John, 2013. "Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models," Working Paper Series 1581, European Central Bank.
• Luca Benzoni & Olena Chyruk, 2013. "Human Capital and Long-Run Labor Income Risk," Working Paper Series WP-2013-16, Federal Reserve Bank of Chicago.
• Thomas B. King, 2013. "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series WP-2013-18, Federal Reserve Bank of Chicago.
• Anderson, Richard G. & Binner, Jane M. & Hagströmer, Björn & Nilsson, Birger, 2013. "Does Commonality in Illiquidity Matter to Investors?," Working Papers 2013:24, Lund University, Department of Economics.
  • Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2013. "Does commonality in illiquidity matter to investors?," Working Papers 2013-020, Federal Reserve Bank of St. Louis.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014. "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
  • Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011. "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers 16696, National Bureau of Economic Research, Inc.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2013. "Heterogeneity and risk sharking in village economies," Staff Report 483, Federal Reserve Bank of Minneapolis.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl, 2011. "Heterogeneity and risk sharing in village economies," Working Papers 683, Federal Reserve Bank of Minneapolis.
• Valentin Haddad & Erik Loualiche & Matthew Plosser, 2017. "Buyout Activity: The Impact of Aggregate Discount Rates," Journal of Finance, American Finance Association, vol. 72(1), pages 371-414, February.
  • Valentin Haddad & Erik Loualiche & Matthew Plosser, 2013. "Buyout activity: the impact of aggregate discount rates," Staff Reports 606, Federal Reserve Bank of New York.
  • Valentin Haddad & Erik Loualiche & Matthew Plosser, 2016. "Buyout Activity: The Impact of Aggregate Discount Rates," NBER Working Papers 22414, National Bureau of Economic Research, Inc.
• Eisenbach, Thomas M. & Schmalz, Martin C., 2016. "Anxiety in the face of risk," Journal of Financial Economics, Elsevier, vol. 121(2), pages 414-426.
  • Thomas M. Eisenbach & Martin C. Schmalz, 2011. "Anxiety in the Face of Risk," Working Papers 1371, Princeton University, Department of Economics, Econometric Research Program..
  • Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
• Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta, 2020. "Time-varying inflation risk and stock returns," Journal of Financial Economics, Elsevier, vol. 136(2), pages 444-470.
  • Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska, 2013. "Time-Varying Inflation Risk and Stock Returns," Staff Reports 621, Federal Reserve Bank of New York.
• Yu, Edison G., 2018. "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, vol. 175(C), pages 491-517.
  • Edison Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
• Svend Rasmussen, 2013. "A model for the optimal risk management of (farm) firms," IFRO Working Paper 2013/10, University of Copenhagen, Department of Food and Resource Economics.
• Ahmad K. Naimzada & Giorgio Ricchiuti, 2014. "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(3), pages 233-247, November.
  • Ahmad K Naimzada & Giorgio Ricchiuti, 2013. "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Working Papers - Economics wp2013_03.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Nuno Silva, 2013. "Equity Premia Predictability in the EuroZone," GEMF Working Papers 2013-22, GEMF, Faculty of Economics, University of Coimbra.
• Nuno Silva, 2013. "Equity Premia Predictability in the EuroZone," GEMF Working Papers 2013-22, GEMF, Faculty of Economics, University of Coimbra.
• Marcela Ibanez, 2013. "Is the war on drugs working? Examining the Colombian case using micro data," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 148, Courant Research Centre PEG.
• Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers halshs-01295573, HAL.
  • Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio," GREDEG Working Papers 2013-35, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Stéphanie LAVIGNE & Dalila NICET-CHENAF & Claude DUPUY, 2013. "Where do “impatient” mutual funds invest? A special attraction for large proximate markets and companies with strategic investors," Cahiers du GREThA (2007-2019) 2013-12, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Ana Fostel & John Geanakoplos, 2013. "Leverage and Default in Binomial Economies: A Complete Characterization," Working Papers 2013-16, The George Washington University, Institute for International Economic Policy.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Journal of Finance, American Finance Association, vol. 68(1), pages 299-341, February.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2009. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Working Papers hal-00489430, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Post-Print hal-00789263, HAL.
  • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2009. "Liquidity cycles and make/take fees in electronic markets," CEPR Discussion Papers 7551, C.E.P.R. Discussion Papers.
  • Foucault, Thierry & Kadan, Ohad & Kandel, Eugene, 2009. "Liquidity cycles and make/take fees in electronic markets," HEC Research Papers Series 920, HEC Paris.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Levine's Working Paper Archive 661465000000000355, David K. Levine.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011. "Entropy and the value of information for investors," UC3M Working papers. Economics we1104, Universidad Carlos III de Madrid. Departamento de Economía.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-23, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint) hal-00812682, HAL.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," PSE Working Papers halshs-00648884, HAL.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
• Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2013. "Portfolio selection with skewness: A comparison of methods and a generalized one fund result," European Journal of Operational Research, Elsevier, vol. 230(2), pages 412-421.
  • Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2013. "Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result," Working Papers 2013-ECO-04, IESEG School of Management.
  • W. Briec & K. Kerstens & I. van de Woestyne, 2013. "Portfolio selection with skewness : a comparison of methods and a generalized one fund result," Post-Print hal-00837674, HAL.
• Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013. "Do financial professionals behave according to prospect theory? An experimental study," Theory and Decision, Springer, vol. 74(3), pages 411-429, March.
  • Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013. "Do financial professionals behave according to prospect theory? An experimental study," Post-Print hal-01069185, HAL.
• Christophe Boucher & Bertrand Maillet, 2013. "Learning by Failing: A Simple VaR Buffer," Post-Print hal-01243425, HAL.
• Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Post-Print hal-01369286, HAL.
• Sandrine Jacob Leal, 2013. "Momentum Effect in Individual Stocks and Heterogeneous Beliefs among Fundamentalists," Post-Print hal-01369288, HAL.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.
  • Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Post-Print hal-01385847, HAL.
  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print hal-01493323, HAL.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.
  • Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print hal-01493323, HAL.
• Lagoarde-Segot, Thomas, 2013. "Does stock market development always improve firm-level financing? Evidence from Tunisia," Research in International Business and Finance, Elsevier, vol. 27(1), pages 183-208.
  • Thomas Lagoarde-Segot, 2013. "Does stock market development always improve firm-level financing? Evidence from Tunisia," Post-Print hal-01500865, HAL.
• Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1301-1304, September.
  • Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Post-Print hal-01514549, HAL.
• Malevergne, Y. & Saichev, A. & Sornette, D., 2013. "Zipf's law and maximum sustainable growth," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1195-1212.
  • Y. Malevergne & A. Saichev & D. Sornette, 2010. "Zipf's law and maximum sustainable growth," Papers 1012.0199, arXiv.org.
  • Yannick Malevergne & Alex Saichev & Didier Sornette, 2013. "Zipf's law and maximum sustainable growth," Post-Print hal-02313060, HAL.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
  • Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos, 2011. "Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt," FMG Discussion Papers dp669, Financial Markets Group.
  • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print hal-03399472, HAL.
  • Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri, 2011. "Bond market clienteles, the yield curve and the optimal maturity structure of government debt," LSE Research Online Documents on Economics 29785, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers 9407, C.E.P.R. Discussion Papers.
  • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," NBER Working Papers 18922, National Bureau of Economic Research, Inc.
• Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
  • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers Main hal-01069440, HAL.
  • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
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  • Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
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• Arrondel, L. & Debbich, M. & Savignac, F., 2013. "Financial Literacy and Financial Planning in France," Working papers 465, Banque de France.
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• Luc Arrondel & Vladimir Borgy & Frédérique Savignac, 2012. "L'épargnant au bord de la crise," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 69-90.
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• Arrondel, L. & Debbich, M. & Savignac, F., 2013. "Financial Literacy and Financial Planning in France," Working papers 465, Banque de France.
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• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
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• Luc Arrondel & Vladimir Borgy & Frédérique Savignac, 2012. "L'épargnant au bord de la crise," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 69-90.
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• Arrondel, L. & Debbich, M. & Savignac, F., 2013. "Financial Literacy and Financial Planning in France," Working papers 465, Banque de France.
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• Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
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• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
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• Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio," GREDEG Working Papers 2013-35, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
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• Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2013. "Does commonality in illiquidity matter to investors?," Working Papers 2013-020, Federal Reserve Bank of St. Louis.
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• Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
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• Brännäs, Kurt, 2013. "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies 855, Umeå University, Department of Economics.
• Lundström, Christian, 2013. "Day trading returns across volatility states," Umeå Economic Studies 861, Umeå University, Department of Economics, revised 03 Mar 2017.
• Hellström, Jörgen & Zetterdahl, Emma & Hanes, Niklas, 2013. "Loved Ones Matter: Family Effects and Stock Market Participation," Umeå Economic Studies 865, Umeå University, Department of Economics.
• Gyllenram, André & Hanes, Niklas & Hellström, Jörgen, 2013. "The Influence of Non-Cognitive and Cognitive Ability on Individuals’ Stock Market Participation," Umeå Economic Studies 866, Umeå University, Department of Economics.
• Marina A. Oskolkova & Petr A. Parshakov, 2013. "Company intangibles: creation vs absorption," HSE Working papers WP BRP 25/FE/2013, National Research University Higher School of Economics.
• Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
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• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013. "Salience and Asset Prices," American Economic Review, American Economic Association, vol. 103(3), pages 623-628, May.
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• Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2015. "Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 263-290, March.
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• Barbara ChoroÅ›-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin, 2013. "CDO Surfaces Dynamics," SFB 649 Discussion Papers SFB649DP2013-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Dieter Nautz, "undated". "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers 2013002, Berlin School of Economics.
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• Iulian Panait, 2013. "Statistical properties for European stock indices returns during 2007-2012," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 1(2), pages 33-41, June.
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• Violeta Heraymovych, 2013. "Valuation of Agriculture Competitiveness and Investment Prospects of Agrarian Sector Industries in Kyiv Region Economy," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 69-75, September.
• Vichet Sum, 2013. "Employee Benefits And Stock Returns: A Look At Health Care Benefits," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(1), pages 1-8.
• Lynda S. Livingston, 2013. "Intraportfolio Correlation: An Application For Investments Students," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(1), pages 91-105.
• Lynda S. Livingston, 2013. "Adding Markowitz And Sharpe To Portfolio Investment Projects," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(2), pages 79-95.
• Ozge Uygur & Gulser Meric & Ilhan Meric, 2013. "The Financial Characteristics Of U.S. Companies Acquired By Foreign Companies," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(1), pages 1-8.
• Myles E. Mangram, 2013. "A Simplified Perspective Of The Markowitz Portfolio Theory," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(1), pages 59-70.
• Aldrin Herwany & Erie Febrian, 2013. "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.
• Jason West, 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 import," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 101-120.
• Sandip Mukherji & Youngho Lee, 2013. "Explanatory Factors for Market Multiples and Expected Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 45-54.
• Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013. "Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 1-15.
• Eloisa Perez-de Toledo & Evandro Bocatto, 2013. "Quality of Governance and the Market Value of Cash: Evidence from Spain," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 91-104.
• Chun-Pin Hsu, 2013. "The Influence of Foreign Portfolio Investment on Domestic Stock Returns: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 1-11.
• Chun-Pin Hsu & Chun-Wen Huang & Alfred Ntoko, 2013. "Does Foreign Investment Worsen the Domestic Stock Market During a Financial Crisis? Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(4), pages 1-12.
• Steven Freund & Dev Prasad & Frank Andrews, 2013. "Security Selection Factors: Novice Versus Experienced Investors," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(4), pages 115-126.
• Eruc Asare, 2013. "The Impact of Financial Liberalization on Private Investment in Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(4), pages 77-90.
• Yoku Mimura, 2013. "Variations in Retirement Account Holdings: Evidence from Native and Immigrant Women in the U.S," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 11-22.
• Xiaodong Qiu, 2013. "Corporate Philanthropic Disaster Response And Post Performance: Evidence From China," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, vol. 6(2), pages 39-51.
• William P. Dukes, 2013. "Retirement Planning: New Faculty Orientation," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(1), pages 79-93.
• Lynda S. Livingston, 2013. "Pac.Nw Travel Online," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(2), pages 107-130.
• Randy Braidfoot & Andree C. Swanson, 2013. "Emotional Intelligence Of Financial Planners In Mediation," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(2), pages 11-20.
• Eduardo Sandoval, 2013. "Effect On D&S Shareholdersâ´ Wealth And Chilean Retail Companies Due To The Announcement Of Public Offering Shares Adquisition, Efecto Sobre La Riqueza De Los Accionistas De D&S Y Empresas Del Sector ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(2), pages 1-13.
• Eduardo Sandoval, 2013. "Developed Stock Markets Performance During The Greek Crisis, Desempeno De Los Mercados Accionarios Desarrollados Durante La Crisis Griega," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(3), pages 1-13.
• Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez, 2013. "Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(6), pages 15-28.
• Almir Alihodzic, 2013. "Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia," Economic Analysis, Institute of Economic Sciences, vol. 46(3-4), pages 52-71.
• Cortazar, Gonzalo & Beuermann, Diether & Bernales, Alejandro, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 4647, Inter-American Development Bank.
• Gonzalo Cortazar & Diether Beuermann & Alejandro Bernales, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 82478, Inter-American Development Bank.
• Mita Nezky, 2013. "Pengaruh Krisis Ekonomi Amerika Serikat Terhadap Bursa Saham Dan Perdagangan Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 15(3), pages 1-16, January.
• Moch Doddy Ariefianto & Soenartomo Soepomo, 2013. "Risk Taking Behavior Of Indonesian Banks: Analysis On The Impact Of Deposit Insurance Cooperation Establishment," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 15(3), pages 1-24, January.
• Moch Doddy Ariefianto & Soenartomo Soepomo, 2013. "Risk Taking Behavior Of Indonesian Banks: Analysis On The Impact Of Deposit Insurance Cooperation Establishment," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 15(3), pages 3-25, January.
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• Moch Doddy Ariefianto & Soenartomo Soepomo, 2013. "Risk Taking Behavior of Indonesian Banks: Analysis on the Impact of Deposit Insurance Corporation Establishment," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 15(3), pages 3-22, January.
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• Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2251-2275, October.
  • Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi, 2013. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Working Papers 503, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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  • Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi, 2017. "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Post-Print hal-01633544, HAL.
• K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013. "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(323), pages 9-32.
• Belma ÖZTÜRKKAL, 2013. "Bireysel Yatırımcı Davranışı Analizi: Anket Çalışması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(326), pages 67-92.
• Begumhan ÖZDİNÇER & Cenktan ÖZYILDIRIM, 2013. "Doğrusal Olmayan Yumuşak Geçişli Modeller ile Türkiye Emeklilik Fonları için Piyasa Zamanlaması Analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(330), pages 61-80.
• Abhilash S. Nair & Rani Ladha, 2013. "Investor Characteristics, Investment Goals And Choice- A Test Of The Mediating Effect Of Social Investment Efficacy On Socially Responsible Investing Behaviour In India," Working papers 124, Indian Institute of Management Kozhikode.
• Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013. "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 12(2), pages 155-170, December.
• Robert E. Hall, 2013. "Financial Frictions," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 155-163, June.
• Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
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• Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
  • Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers 13/124, National Institute of Public Finance and Policy.
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• María Isabel Martínez Torre-Enciso & Oscar V. De la Torre Torres, 2013. "¿Son los Índices IPC Mexicano e IBEX35 Español una Adecuada Definición de Cartera de Mercado? Una Revisión de este Supuesto Empleando el Estadístico de Kandel y Stambugh en un Contexto Muestral," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(2), pages 227-247, Julio-Dic.
• Renuka Sane & Susan Thomas, 2015. "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Journal of Development Studies, Taylor & Francis Journals, vol. 51(10), pages 1409-1424, October.
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• Sandra M. Leitner & Robert Stehrer, 2013. "Access to finance and funding composition during the crisis: A firm-level analysis of Latin American countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 1-47, May.
• Amélia Branco & João Carlos Lopes, 2013. "Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira," Working Papers Department of Economics 2013/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Mariya Gubareva & Maria Rosa Borges, 2013. "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics 2013/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Binswanger, Johannes & Salm, Martin, 2013. "Does Everyone Use Probabilities? Intuitive and Rational Decisions about Stockholding," IZA Discussion Papers 7265, Institute of Labor Economics (IZA).
• Philippe Bracke & Christian Hilber & Olmo Silva, 2012. "Homeownerhip and Entrepreneurship," SERC Discussion Papers 0103, Centre for Economic Performance, LSE.
  • Bracke, Philippe & Hilber, Christian & Silva, Olmo, 2013. "Homeownership and Entrepreneurship: The Role of Commitment and Mortgage Debt," IZA Discussion Papers 7417, Institute of Labor Economics (IZA).
• Eva Sierminska & Karina Doorley, 2018. "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., vol. 26(1), pages 1-43, March.
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• Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G., 2016. "Locus of control and savings," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 113-130.
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  • Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2014. "Locus of Control and Savings," Discussion Papers Series 498, School of Economics, University of Queensland, Australia.
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• Andriana Putintica & Carmen Giorgiana Bonaci, 2013. "Does cash flow affect investment? Evidence from the romanian capital market," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, vol. 1(1), pages 53-60, December.
• Renata Karkowska, 2013. "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5(4), pages 535-547, December.
• Thiago De Oliveira Souza, 2013. "Discount Rates, Market Frictions and the Mystery of the Size Premium," Working Papers ECARES ECARES 2013-43, ULB -- Universite Libre de Bruxelles.
  • de Oliveira Souza, Thiago, 2014. "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics 15/2014, University of Southern Denmark, Department of Economics.
  • Thiago de Oliveira Souza, 2013. "Discount rates, market frictions and the mystery of the size premium," 2013 Papers pde868, Job Market Papers.
• Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2017. "Assessing Mental Models via Recording Decision Deliberations of Pairs," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, vol. 34(2), pages 97-115, November.
  • Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2013. "Assessing Mental Models via Recording the Decision Deliberations of Pairs," Jena Economics Research Papers 2013-012, Friedrich-Schiller-University Jena.
• Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé, 2013. "Asset market games of survival: a synthesis of evolutionary and dynamic games," Annals of Finance, Springer, vol. 9(2), pages 121-144, May.
• Grzegorz Andruszkiewicz & Mark Davis & Sébastien Lleo, 2013. "Taming animal spirits: risk management with behavioural factors," Annals of Finance, Springer, vol. 9(2), pages 145-166, May.
• Ji Cao & Marc Rieger, 2013. "Risk classes for structured products: mathematical aspects and their implications on behavioral investors," Annals of Finance, Springer, vol. 9(2), pages 167-183, May.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013. "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, vol. 9(2), pages 249-269, May.
• Miklós Rásonyi & Andrea Rodrigues, 2013. "Optimal portfolio choice for a behavioural investor in continuous-time markets," Annals of Finance, Springer, vol. 9(2), pages 291-318, May.
• Ajantha Kumara & Wade Pfau, 2013. "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," Annals of Finance, Springer, vol. 9(3), pages 319-335, August.
  • Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011. "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," MPRA Paper 31395, University Library of Munich, Germany, revised 10 Jun 2011.
• Katarzyna Romaniuk, 2013. "Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?," Annals of Finance, Springer, vol. 9(4), pages 573-588, November.
• Alexander Ludwig & Alexander Zimper, 2013. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, vol. 9(4), pages 625-665, November.
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• Ryle Perera, 2013. "Optimal investment, consumption–leisure, insurance and retirement choice," Annals of Finance, Springer, vol. 9(4), pages 689-723, November.
• Ansgar Belke & Jennifer Schneider, 2013. "Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 175-196, February.
  • Ansgar Belke & Jennifer Schneider, 2013. "Portfolio Choice of Financial Investors and European Business Cycle Convergence – A Panel Analysis for EU Countries," ROME Working Papers 201312, ROME Network.
• Iliya Markov & Rodrigue Oeuvray & Nils Tuchschmid, 2013. "Non-fully invested derivative-free bond index replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(1), pages 101-124, March.
• Asmerilda Hitaj & Lorenzo Mercuri, 2013. "Portfolio allocation using multivariate variance gamma models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(1), pages 65-99, March.
• Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe, 2013. "Can exchange traded funds be used to exploit industry and country momentum?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 127-148, June.
• Philipp Stephan & Rüdiger Nitzsch, 2013. "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 149-186, June.
• Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs & Michael Matz, 2013. "Corporate diversification and firm value: a survey of recent literature," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 187-215, June.
• Erindi Allaj, 2013. "The Black–Litterman model: a consistent estimation of the parameter tau," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 217-251, June.
• Benjamin Auer, 2013. "The low return distortion of the Sharpe ratio," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(3), pages 299-306, September.
• Alexander Franck & Andreas Walter & Johannes Witt, 2013. "Momentum strategies of German mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(3), pages 307-332, September.
• Stan Miles, 2013. "Constant-collateral pyramiding trading strategies in futures markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 381-396, December.
• Nelson Areal & Maria Cortez & Florinda Silva, 2013. "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 397-429, December.
• Jinghan Cai & Hossein Kazemi & Jibao He & Weili Zhai, 2013. "Weekend Effect and Short Sales: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(2), pages 209-211, May.
• Mohamed Ayadi & Hatem Ben-Ameur & Skander Lazrak & Yue Wang, 2013. "Canadian Investors and the Discount on Closed-End Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 69-98, February.
• Claudio Raddatz & Sergio Schmukler, 2013. "Deconstructing Herding: Evidence from Pension Fund Investment Behavior," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 99-126, February.
  • Raddatz, Claudio & Schmukler, Sergio L., 2011. "Deconstructing herding : evidence from pension fund investment behavior," Policy Research Working Paper Series 5700, The World Bank.
• Ann Yang, 2013. "Decision Making for Individual Investors: A Measurement of Latent Difficulties," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 303-329, December.
• Cristian Voicu & Michael Seiler, 2013. "Deriving Optimal Portfolios for Hedging Housing Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 379-396, April.
• Martin Hoesli & Kustrim Reka, 2013. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 1-35, July.
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• Liang Peng & Rainer Schulz, 2013. "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 310-340, August.
• Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 199-224, October.
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• Valentina Galvani & Stuart Landon, 2013. "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 135-154, January.
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• Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013. "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 155-170, January.
• Ephraim Clark & Konstantinos Kassimatis, 2013. "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 251-271, February.
• Chiuling Lu & Yiuman Tse & Michael Williams, 2013. "Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 293-318, February.
• Paul Chiou & Cheng-Few Lee, 2013. "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 341-381, February.
• Vikash Ramiah, 2013. "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 383-401, February.
• Malcolm Beynon & Mark Clatworthy, 2013. "A fuzzy-based approach to residual income equity valuation," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 675-690, May.
• María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013. "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 53-74, July.
• Gregor Weiß, 2013. "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 179-202, August.
• Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013. "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 611-629, November.
• Greg Filbeck & Raymond Gorman & Xin Zhao, 2013. "Are the best of the best better than the rest? The effect of multiple rankings on company value," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 695-722, November.
• Dora Gicheva & Albert N. Link, 2013. "Leveraging entrepreneurship through private investments: does gender matter?," Chapters, in: Public Support of Innovation in Entrepreneurial Firms, chapter 10, pages 145-156, Edward Elgar Publishing.
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• Saras Sarasvathy & Anil Menon & Graciela Kuechle, 2013. "Failing firms and successful entrepreneurs: serial entrepreneurship as a temporal portfolio," Small Business Economics, Springer, vol. 40(2), pages 417-434, February.
• Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013. "Do financial professionals behave according to prospect theory? An experimental study," Theory and Decision, Springer, vol. 74(3), pages 411-429, March.
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• Matthias Raddant & Friedrich Wagner, 2013. "Phase Transition in the S&P Stock Market," Kiel Working Papers 1846, Kiel Institute for the World Economy.
• Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013. "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers 1303, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013. "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers 1304, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
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• Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
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• Milica Latinovic & Tijana Obradovic, 2013. "The Performance of Socially Responsible Investments," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(2), pages 29-40.
• Jelena Stankevičiene & Tatjana Sviderske & Algita Miečinskiene, 2013. "Relationship between Economic Security and Country Risk Indicators in EU Baltic Sea Region Countries," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(3), pages 21-33.
• Aleksandras Vytautas Rutkauskas & Alina Kvietkauskienė, 2013. "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(4), pages 21-35.
• Jelena Stankevičienė & Sergej Rosov, 2013. "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 1(4), pages 7-19.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
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  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
• David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
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• Masaaki Kijima & Yuan Tian, 2013. "Investment and capital structure decisions under time-inconsistent preferences　," KIER Working Papers 858, Kyoto University, Institute of Economic Research.
• Chiaki Hara, 2013. "Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs　," KIER Working Papers 862, Kyoto University, Institute of Economic Research.
• DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018. "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
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• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine, 2013. "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," ESSEC Working Papers WP1309, ESSEC Research Center, ESSEC Business School, revised Jun 2014.
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• Marc Busse & Michel Dacorogna & Marie Kratz, 2014. "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Risks, MDPI, vol. 2(3), pages 1-17, July.
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• Patrick Konermann & Christoph Meinerding & Olga Sedova, 2013. "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, John Wiley & Sons, vol. 22(1), pages 36-46, January.
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• Rıza Demirer & Shrikant P. Jategaonkar, 2013. "The conditional relation between dispersion and return," Review of Financial Economics, John Wiley & Sons, vol. 22(3), pages 125-134, September.
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• Bruno C. Giovannetti, 2013. "Asset pricing under quantile utility maximization," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 169-179, November.
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• Walkshäusl, Christian, 2013. "The high returns to low volatility stocks are actually a premium on high quality firms," Review of Financial Economics, Elsevier, vol. 22(4), pages 180-186.
• Baur, Dirk G., 2013. "The autumn effect of gold," Research in International Business and Finance, Elsevier, vol. 27(1), pages 1-11.
• Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013. "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, vol. 27(1), pages 12-27.
• Lagoarde-Segot, Thomas, 2013. "Does stock market development always improve firm-level financing? Evidence from Tunisia," Research in International Business and Finance, Elsevier, vol. 27(1), pages 183-208.
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• Brière, Marie & Signori, Ombretta, 2013. "Hedging inflation risk in a developing economy: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 27(1), pages 209-222.
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• Samson, Lucie, 2013. "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, vol. 28(C), pages 35-44.
• Vidal-García, Javier, 2013. "The persistence of European mutual fund performance," Research in International Business and Finance, Elsevier, vol. 28(C), pages 45-67.
• Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013. "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 29(C), pages 35-51.
• Demirer, Riza, 2013. "Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets," Research in International Business and Finance, Elsevier, vol. 29(C), pages 77-98.
• Khaled, Mohammed S. & Keef, Stephen P., 2013. "Seasonal affective disorder: onset and recovery," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 42(C), pages 136-139.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
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• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016. "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 241-267, June.
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• Jiang, Hao & Verardo, Michela, 2013. "Does herding behavior reveal skill? An analysis of mutual fund performance," LSE Research Online Documents on Economics 119034, London School of Economics and Political Science, LSE Library.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, 2013. "Investors' Horizons and the Amplification of Market Shocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1607-1648.
  • Cristina Cella & Andrew Ellul & Mariassunta Giannetti, "undated". "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers dp717, Financial Markets Group.
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• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T. & Wang, Yihui, 2013. "Mark-to-market accounting and systemic risk: evidence from the insurance industry," LSE Research Online Documents on Economics 60968, London School of Economics and Political Science, LSE Library.
• Chamorro Elosua, Arritokieta & Usategui Díaz de Otalora, José María, 2013. "A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• Palacios Huerta, Ignacio & Pérez Kakabadse, Alonso, 2013. "Consumption and portfolio rules whit stochastic hyperbolic discounting," IKERLANAK http://www-fae1-eao1-ehu-, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
• Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2018. "Time varying risk aversion," Journal of Financial Economics, Elsevier, vol. 128(3), pages 403-421.
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• Luigi Guiso & Eliana Viviano, 2015. "How Much Can Financial Literacy Help?," Review of Finance, European Finance Association, vol. 19(4), pages 1347-1382.
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• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
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• Dora Gicheva & Albert Link, 2013. "Leveraging entrepreneurship through private investments: does gender matter?," Small Business Economics, Springer, vol. 40(2), pages 199-210, February.
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• Chirinos, Miguel, 2013. "Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(317), pages 169-206, enero-mar.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013. "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 177-205., January-J.
• Vikash Ramiah & Michael Graham, 2013. "The impact of domestic and international terrorism on equity markets: evidence from Indonesia," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 21(1), pages 91-107, February.
• Mark Schaub, 2013. "Latin American ADR performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 9(1), pages 4-12, February.
• Charalampous, Georgios & Madlener, Reinhard, 2013. "Risk Management and Portfolio Optimization for Gas- and Coal-fired Power Plants in Germany: A Multivariate GARCH Approach," FCN Working Papers 23/2013, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Kumar Tiwari, Aviral & Billah Dar, Arif & Bhanja, Niyati & Shah, Aasif, 2013. "Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 28, pages 441-456.
• Bailey, David H. & López de Prado, Marcos & del Pozo, Eva, 2013. "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, vol. 2(1), pages 99-109.
• Dorantes, Carlos, 2013. "The Relevance of Using Accounting Fundamentals in the Mexican Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 18(00), pages 1-10.
• Holloway, Pedro & Rochman, Ricardo, 2013. "Factors Influencing Brazilian Value Investing Portfolios," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 18(00), pages 18-22.
• de Jong, Frank & Wingens, Loes, 2013. "Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(1), pages 159-176.
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• Mulvey, John & Nadbielny, Thomas & Kim, Woo Chang, 2013. "Levered Exchange-Traded Products: Theory and Practice," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 105-118.
• Schlumpf, Felix & Tessera, Genene & Martínez, Catalina, 2013. "Market risk of real estate: Using indirect data to understand direct risks," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(3), pages 111-120.
• Ezzili, Chekib & Poncet, Patrice, 2013. "Superior information and compensation fees of active mutual funds," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(3), pages 143-154.
• Clark, Gordon & Monk, Ashby, 2013. "Principles and policies for in-house asset management," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(3), pages 39-47.
• Ashkenazy, Irene & Mackris, Frank, 2013. "Understanding business economics for investment managers," Journal of Financial Transformation, Capco Institute, vol. 36, pages 18-25.
• von Furstenberg, George M, 2013. "Who or what has been hobbling CoCos: three essentials for making CoCos a success," Journal of Financial Transformation, Capco Institute, vol. 36, pages 93-104.
• Broby, Daniel & Lochhead, Morgan, 2013. "What is the appropriate index construction methodology for African equity investment?," Journal of Financial Transformation, Capco Institute, vol. 36, pages 105-110.
• Fiedler, Robert & Mahlknecht, Michael, 2013. "Basel III: solving the liquidity business challenge," Journal of Financial Transformation, Capco Institute, vol. 37, pages 77-94.
• Ivanovic, Zoran & Baresa , Suzana & Bogdan, Sinisa, 2013. "Portfolio Optimization On Croatian Capital Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(3), pages 269-282.
• Chih-Wei SU & Hsu-Ling CHANG & Chun JIANG, 2013. "Does Wealth or Credit Effect Exist in China?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 104-114, October.
• Heping XIONG & Jingming ZHOU, 2013. "On Tobin's Multiperiod Portfolio Theorem," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 199-208, October.
• Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee, 2013. "Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 232-245, December.
• Ansgar Belke & Jennifer Schneider, 2013. "Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 175-196, February.
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• Antonio Dallara & Paolo Rizzi, 2013. "Le relazioni tra le dimensioni della sostenibilità nei sistemi locali e la spesa pubblica," Rivista di Politica Economica, SIPI Spa, issue 3, pages 195-214, July-Sept.
• Daniela Venanzi, 2013. "I fondi comuni italiani: quale metrica per quale performance?," Rivista di Politica Economica, SIPI Spa, issue 3, pages 81-113, July-Sept.
• Stefano Schiaffi, 2013. "The Granularity of the Stock Market: Forecasting Aggregate Returns Using Firm-Level Data," Rivista di Politica Economica, SIPI Spa, issue 4, pages 141-169, October-D.
• Claudia Catalina SAVA, 2013. "Theoretical and Methodological Considerations on the Public Offers," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 19-24, March.
• Madalina Gabriela ANGHEL & Adina Mihaela DINU, 2013. "Aspecte teoretice privind portofoliile de instrumente financiare – concept si tipologie," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 194-197, March.
• Madalina Gabriela ANGHEL, 2013. "Modele de constructie a portofoliilor de instrumente financiare," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 245-250, March.
• Dragos Gabriel MECU, 2013. "Factorii care influenteaza investitiile," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 256-258, March.
• Radu Titus MARINESCU & Madalina Gabriela ANGHEL, 2013. "Aspecte privind managementul portofoliilor – metode si modele utilizate," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 259-265, March.
• Florin PIELEANU & Diana COCONOIU, 2013. "Utilizarea comparata a modelelor CAPM si APT in analizele bursiere," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 295-301, March.
• Madalina - Gabriela ANGHEL, 2013. "Technical Analysis versus Fundamental Analysis of Securities," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(2), pages 257-262, May.
• Enrico Maria Cervellati & Filippo Parrella & Marco Spallone, 2013. "Una proposta di revisione dei questionari per la profilatura della cientela," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2013. "Locus of Control and Savings," Ruhr Economic Papers 0455, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Paramita Mukherjee & Malabika Roy, 2011. "The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 253-283, December.
• Canela Miguel-Angel & Pedreira Eduardo, 2012. "Modelling Dependence in Latin American Markets Using Copula Functions," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(3), pages 231-270, December.
• Chris Grose, 2013. "Diversification Opportunities through Fixed-income Managed Funds in Eastern Europe," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(1), pages 1-29, April.
• Devlina Chatterjee & Chiranjit Mukhopadhyay, 2013. "Low-dimensional Characterisation of Liquidity of Individual Stocks in the Indian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(2), pages 151-196, August.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2014. "Systemic risk, sovereign yields and bank exposures in the euro crisis [Real effects of the sovereign debt crises in Europe: evidence from syndicated loans]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(78), pages 203-251.
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• Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2016. "Non-Exclusive Financial Advice," Review of Finance, European Finance Association, vol. 20(6), pages 2079-2123.
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• De la Torre Torres, Oscar Valdemar, 2013. "Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán /Estimation of Alpha in Defined Benefit Pen," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(1), pages 39-72, enero-jun.
• Santillan Salgado, Roberto Joaquín & Fonseca Ramírez, Alejandro, 2013. "Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(2), pages 119-144, julio-dic.
• Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail, 2013. "Decisiones óptimas de portafolio cuando la tasa forward sigue el modelo Heath, Jarrow y Morton (HJM) : un modelo de maximización de utilidad," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(2), pages 145-159, julio-dic.
• Venegas Martínez, Francisco & Rodríguez Nava, Abigail, 2013. "Decisiones óptimas de portafolio cuando la tasa forward sigue el modelo Heath, Jarrow y Morton (HJM) : un modelo de maximización de utilidad / Optimum Portfolio Decisions When The Forward Rate Follows," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(2), pages 145-160, julio-dic.
• Santillan-Salgado, Roberto J. & Fonseca Ramírez, Alejandro, 2013. "Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(2), pages 119-143, julio-dic.
• Karkowska, Renata, 2013. "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," MPRA Paper 58802, University Library of Munich, Germany.
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• Iulia Bulacu, 2013. "Case Study On The Main Sources For Social Security Institutionally Granted By The Capital City Hall During 1864-1916," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(1 (June)), pages 185-194.
• Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013. "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(1 (June)), pages 35-59.
• A. F. M. Mainul Ahsan, 2013. "Can Roe Be Used To Predict Portfolio Performance?," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(1 (June)), pages 5-20.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2012. "Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?," Working Papers wp266, University of Michigan, Michigan Retirement Research Center.
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• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
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• Benoît Dewaele, 2013. "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB 13-032, ULB -- Universite Libre de Bruxelles.
• Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
• İsmail MAZGİT, 2013. "Endeks Kapsamında Olmanın Hisse Senedi Getirilerine Etkisi: BIST Temettü 25 Endeksi Üzerine Bir Uygulama," Sosyoekonomi Journal, Sosyoekonomi Society, issue 20(20).
• Argiro Svingou, 2013. "Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 63(1-2), pages 100-120, June.
• Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
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• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Sciences Po publications 14, Sciences Po.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
• Erol Muzir, 2013. "Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(4), pages 1-6, August.
• Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2013. "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Annals of Operations Research, Springer, vol. 205(1), pages 235-250, May.
  • Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012. "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Center for Economic Research (RECent) 081, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012. "Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints," Department of Economics 0685, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013. "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 6(3), pages 87-103, March.
• Riccardo Bramante & Gimmi Dallago, 2013. "An efficient method of evaluating portfolio risk and return," Computational Statistics, Springer, vol. 28(3), pages 1351-1363, June.
• Masaaki Kijima & Yuan Tian, 2013. "Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 169-197, November.
• Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
• K. Arin & Alexander Molchanov & Otto Reich, 2013. "Politics, stock markets, and model uncertainty," Empirical Economics, Springer, vol. 45(1), pages 23-38, August.
• Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013. "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, vol. 45(2), pages 675-695, October.
• Frederik S. Herzberg, 2013. "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 69-92, May.
• Marcos Melo & Feruccio Bilich, 2013. "Expectancy balance model for cash flow," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 240-252, April.
• Chiao-Yi Chang, 2013. "Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 253-273, April.
• Kenneth Moon & James LeSage, 2013. "Simultaneous dependence between firm-level stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(4), pages 479-494, October.
• Greg Filbeck & Dianna Preece & Xin Zhao, 2013. "Top performing banks: the benefits to investors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(4), pages 560-583, October.
• Chia-Hsuan Yeh & Chun-Yi Yang, 2013. "Do price limits hurt the market?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 125-153, April.
• Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
  • Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Ana Hidalgo-Cabrillana, 2013. "Endogenous governance transparency and product market competition," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(1), pages 113-136, March.
  • Hidalgo-Cabrillana, Ana, 2010. "Endogenous governance transparency and product market competition," UC3M Working papers. Economics we1021, Universidad Carlos III de Madrid. Departamento de Economía.
• Miguel Ampudia Fraile, 2013. "Stockholding in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(4), pages 415-435, November.
• Sebastian Lobe & Christoph Schmidhammer & Jennifer Pickel, 2013. "Don’t Cry for Me Germania?," Schmalenbach Journal of Business Research, Springer, vol. 65(7), pages 688-706, December.
• Imlak Shaikh & Puja Padhi, 2013. "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(4), pages 445-460, March.
• Zuzana GORDIAKOVÁ & Abduhamid M. Ahmed YOUNIS, 2013. "Proposal Of A New Guaranteed Certificate Using Exotic Options," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(2), pages 191-197, July.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
  • Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers 783, Society for Economic Dynamics.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers 758, Statistics Norway, Research Department.
  • Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi, 2015. "Asset market participation and portfolio choice over the life-cycle," SAFE Working Paper Series 115, Leibniz Institute for Financial Research SAFE.
  • Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series 1326, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2013.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers ECO2013/07, European University Institute.
• Robert E. Marks, 2013. "The Satisficer’s Curse," Discussion Papers 2013-28, School of Economics, The University of New South Wales.
• Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen & Slonim, Robert, 2014. "Savings and prize-linked savings accounts," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 86-106.
  • Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen L. & Slonim, Robert, 2012. "Savings and Prize-Linked Savings Accounts," IZA Discussion Papers 6927, Institute of Labor Economics (IZA).
  • Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen L. & Slonim, Robert, 2013. "Savings and Prize-Linked Savings Accounts," Working Papers 2013-12, University of Sydney, School of Economics.
• Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
• Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1301-1304, September.
  • Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Post-Print hal-01514549, HAL.
• Janko Gorter & Jacob A. Bikker, 2013. "Investment risk taking by institutional investors," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4629-4640, November.
  • J. Gorter & J.A. Bikker, 2011. "Investment risk taking by institutional investors," Working Papers 11-11, Utrecht School of Economics.
• M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 524-541, December.
  • Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper 17139, University Library of Munich, Germany.
• Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2013. "Performance analysis of a collateralized fund obligation (CFO) equity tranche," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 518-553, July.
  • Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009. "Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche," Cahiers de recherche 0931, CIRPEE.
  • Aboul-Enein, Shady & Dionne, Georges & Papageorgiou, Nicolas, 2009. "Performance analysis of a collateralized fund obligation (CFO) equity tranche," Working Papers 09-4, HEC Montreal, Canada Research Chair in Risk Management.
• Dimitrios Dimitriou & Theodore Simos, 2013. "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 177-189, September.
  • Dimitriou, Dimitrios & Simos, Theodore, 2012. "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper 42825, University Library of Munich, Germany.
• Carlo Magni, 2013. "The Internal Rate of Return Approach and the AIRR Paradigm: A Refutation and a Corroboration," The Engineering Economist, Taylor & Francis Journals, vol. 58(2), pages 73-111.
  • Carlo Alberto Magni, 2012. "The Internal-Rate-of-Return approach and the AIRR paradigm: A refutation and a corroboration," Proyecciones Financieras y Valoración 10084, Master Consultores.
• Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013. "The impact of jumps and thin trading on realized hedge ratios," Working Papers 2013-02, University of Tasmania, Tasmanian School of Business and Economics, revised 28 Mar 2013.
• Alexeev, Vitali & Tapon, Francis, 2013. "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers 2013-16, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
• Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick, 2013. "Measuring the performance of hedge funds using two-stage peer group benchmarks," Working Papers 2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Jun 2013.
• Vitali Alexeev & Mardi Dungey, 2015. "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1205-1215, July.
  • Alexeev, Vitali & Dungey, Mardi, 2013. "Equity portfolio diversification with high frequency data," Working Papers 2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2013.
• Denis Pelletier & Cengiz Tunc, 2019. "Endogenous Life‐Cycle Housing Investment and Portfolio Allocation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 991-1019, June.
  • Cengiz Tunc & Denis Pelletier, 2013. "Endogenous Life-Cycle Housing Investment and Portfolio Allocation," Working Papers 1345, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• CLIPICI Emilia & FRANT Florin, 2013. "Cost Benefit Analysis - Tool For Allocation of Financial Resources For Major Projects," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 142-146, May.
• Simon A. Broda, 2013. "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers 13-04, Universiteit van Amsterdam, Dept. of Econometrics.
  • Simon A. Broda, 2013. "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors," Tinbergen Institute Discussion Papers 13-001/III, Tinbergen Institute.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2012. "Volatility Spillovers from the US to Australia and China across the GFC," Documentos de Trabajo del ICAE 2012-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013. "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers 13-009/III, Tinbergen Institute, revised 01 Feb 2013.
  • David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012. "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers 838, Kyoto University, Institute of Economic Research.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
• David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers EI 2013-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & David E Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers 842, Kyoto University, Institute of Economic Research.
• David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
  • David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
  • David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
  • David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
  • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
• DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018. "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
  • David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
• Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013. "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5073-5087.
  • Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013. "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers 13-156/IV/DSF64, Tinbergen Institute.
• Victoria Atanasov & Thomas Nitschka, 2013. "The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns," Tinbergen Institute Discussion Papers 13-180/IV/DSF66, Tinbergen Institute.
• Pikulina, Elena & Renneboog, Luc & Ter Horst, Jenke & Tobler, Philippe N., 2014. "Bonus schemes and trading activity," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 369-389.
  • Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013. "Bonus Schemes and Trading Activity," Other publications TiSEM 134cd4eb-d638-444b-8106-d, Tilburg University, School of Economics and Management.
  • Pikulina, E.S. & Renneboog, L.D.R. & ter Horst, J.R. & Tobler, P.N., 2014. "Bonus schemes and trading activity," Other publications TiSEM 834aee67-a175-4bc6-91e6-6, Tilburg University, School of Economics and Management.
  • Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013. "Bonus Schemes and Trading Activity," Discussion Paper 2013-030, Tilburg University, Center for Economic Research.
• Renneboog, L.D.R., 2013. "The Returns on Investment Grade Diamonds," Other publications TiSEM 8f089609-a8e5-4587-8f22-a, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R., 2013. "The Returns on Investment Grade Diamonds," Discussion Paper 2013-025, Tilburg University, Center for Economic Research.
• Pikulina, Elena & Renneboog, Luc & Ter Horst, Jenke & Tobler, Philippe N., 2014. "Bonus schemes and trading activity," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 369-389.
  • Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013. "Bonus Schemes and Trading Activity," Discussion Paper 2013-030, Tilburg University, Center for Economic Research.
  • Pikulina, E.S. & Renneboog, L.D.R. & ter Horst, J.R. & Tobler, P.N., 2014. "Bonus schemes and trading activity," Other publications TiSEM 834aee67-a175-4bc6-91e6-6, Tilburg University, School of Economics and Management.
  • Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013. "Bonus Schemes and Trading Activity," Other publications TiSEM 134cd4eb-d638-444b-8106-d, Tilburg University, School of Economics and Management.
• Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2013. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 220-236, March.
  • Michael, Haliassos & Dimitris, Christelis & Dimitris, Georgarakos, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," MEA discussion paper series 10204, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Haliassos, Michael & Georgarakos, Dimitris, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," CEPR Discussion Papers 8017, C.E.P.R. Discussion Papers.
• Thomas Crossley & Mario Jametti, 2013. "Pension Benefit Insurance and Pension Plan Portfolio Choice," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 337-341, March.
  • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0809, USI Università della Svizzera italiana.
  • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 428, McMaster University.
  • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 237, McMaster University.
  • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Working Papers 2008_05, York University, Department of Economics.
  • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," CESifo Working Paper Series 2498, CESifo.
• Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013. "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1562-1583, December.
  • Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2010. "Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World," NBER Working Papers 16629, National Bureau of Economic Research, Inc.
  • Didier, Tatiana & Rigobon, Roberto & Schmukler, Sergio L., 2011. "Unexploited gains from international diversification : patterns of portfolio holdings around the world," Policy Research Working Paper Series 5524, The World Bank.
• Josh Stillwagon, 2013. "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers 1315, Trinity College, Department of Economics.
• Josh Stillwagon, 2013. "Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends," Working Papers 1318, Trinity College, Department of Economics.
• Stefano Baccarin & Daniele Marazzina, 2013. "Portfolio Optimization over a Finite Horizon with Fixed and Proportional Transaction Costs and Liquidity Constraints," Working papers 017, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Jin Park & Tim Query, 2013. "Short-Term Equity Trading Practices Of Institutional Investors: Evidence From Property-Casualty Insurers In The United States," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 11(2), pages 3-13.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers EI 2013-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers 842, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
• David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
  • David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
  • David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
• DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018. "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
  • David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
  • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
  • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
  • Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J., 2015. "Mean-variance portfolio methods for energy policy risk management," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 246-264.
  • Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013. "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE 2013-41, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
  • Peter Dawson, 2013. "The Capital Asset Pricing Model in Economic Perspective," Alumni working papers 2013-01, University of Connecticut, Department of Economics, revised Nov 2014.
• Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers 201365, University of Pretoria, Department of Economics.
  • Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2014. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers 1402, University of Nevada, Las Vegas , Department of Economics.
  • Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working papers 2013-34, University of Connecticut, Department of Economics.
• Adelina Gschwandtner & Michael Hauser, 2016. "Profit persistence and stock returns," Applied Economics, Taylor & Francis Journals, vol. 48(37), pages 3538-3549, August.
  • Adelina Gschwandtner & Michael Hauser, 2013. "Profit Persistence and Stock Returns," Studies in Economics 1320, School of Economics, University of Kent.
• Marie Briere & Ariane Szafarz, 2007. "Crisis-Robust Bond Portfolios," Working Papers CEB 07-030.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Szafarz, 2008. "Crisis-Robust Bond Portfolios," ULB Institutional Repository 2013/14150, ULB -- Universite Libre de Bruxelles.
• Brière, Marie & Signori, Ombretta, 2013. "Hedging inflation risk in a developing economy: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 27(1), pages 209-222.
  • Marie Briere & Ombretta Signori, 2013. "Hedging inflation risk in a developing economy: The case of Brazil," ULB Institutional Repository 2013/167772, ULB -- Universite Libre de Bruxelles.
• Trani, Tommaso, 2015. "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
  • Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
  • Tommaso Trani, 2013. "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers 02/13, School of Economics and Business Administration, University of Navarra.
• Salamanca Acosta, N. & de Grip, A. & Sleijpen, O.C.H.M., 2013. "How individuals react to defined benefit pension risk," ROA Research Memorandum 015, Maastricht University, Research Centre for Education and the Labour Market (ROA).
  • Salamanca, N. & de Grip, A. & Sleijpen, O.C.H.M., 2013. "How individuals react to defined benefit pension risk," Research Memorandum 046, Maastricht University, Graduate School of Business and Economics (GSBE).
• Riedl, A.M. & Smeets, P.M.A., 2013. "Social preferences and portfolio choice," Research Memorandum 051, Maastricht University, Graduate School of Business and Economics (GSBE).
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020. "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 548-568.
  • Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," ROA Research Memorandum 016, Maastricht University, Research Centre for Education and the Labour Market (ROA).
  • Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2016. "Locus of Control and Investment in Risky Assets," IZA Discussion Papers 10407, Institute of Labor Economics (IZA).
  • Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," Research Memorandum 052, Maastricht University, Graduate School of Business and Economics (GSBE).
• Salamanca, N. & de Grip, A. & Sleijpen, O.C.H.M., 2013. "How individuals react to defined benefit pension risk," Research Memorandum 046, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Salamanca Acosta, N. & de Grip, A. & Sleijpen, O.C.H.M., 2013. "How individuals react to defined benefit pension risk," ROA Research Memorandum 015, Maastricht University, Research Centre for Education and the Labour Market (ROA).
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020. "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 548-568.
  • Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," Research Memorandum 052, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2016. "Locus of Control and Investment in Risky Assets," IZA Discussion Papers 10407, Institute of Labor Economics (IZA).
  • Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013. "Locus of control and investment in risky assets," ROA Research Memorandum 016, Maastricht University, Research Centre for Education and the Labour Market (ROA).
• Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," MPRA Paper 75726, University Library of Munich, Germany, revised Dec 2013.
  • Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," Working Papers 2072/222201, Universitat Rovira i Virgili, Department of Economics.
• Ben Ammar, Semir & Eling, Martin, 2013. "Common Risk Factors of Infrastructure Firms," Working Papers on Finance 1307, University of St. Gallen, School of Finance.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2018. "Crash Sensitivity and the Cross Section of Expected Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1059-1100, June.
  • Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2013. "Crash Sensitivity and the Cross-Section of Expected Stock Returns," Working Papers on Finance 1324, University of St. Gallen, School of Finance, revised Feb 2016.
• Weigert, Florian, 2013. "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance 1325, University of St. Gallen, School of Finance, revised Nov 2015.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2013. "Extreme Downside Liquidity Risk," Working Papers on Finance 1326, University of St. Gallen, School of Finance, revised Jul 2015.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016. "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 241-267, June.
  • Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence from Australia," CAMA Working Papers 2013-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence From Australia," Working Paper Series 11, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2015. "How portfolios evolve after retirement: evidence from Australia," CAMA Working Papers 2015-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jan Baldeaux & Eckhard Platen, 2013. "Liability Driven Investments under a Benchmark Based Approach," Research Paper Series 325, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bateman, Hazel & Dobrescu, Loretti I. & Newell, Ben R. & Ortmann, Andreas & Thorp, Susan, 2016. "As easy as pie: How retirement savers use prescribed investment disclosures," Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 60-76.
  • Hazel Bateman & Isabella Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp, 2013. "As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures," Research Paper Series 326, Quantitative Finance Research Centre, University of Technology, Sydney.
• Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013. "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers 2013:22, Department of Economics, University of Venice "Ca' Foscari".
• Alessandro Bucciol & Luca Zarri, 2013. "Financial Risk Aversion and Personal Life History," Working Papers 05/2013, University of Verona, Department of Economics.
• Francesco Rossi & Leonardo Turrina, 2013. "Gli investimenti sostenibili e responsabili," Working Papers 23/2013, University of Verona, Department of Economics.
• PICIU, Gabriela Cornelia, 2013. "Internal Rating – An Active Instrument In The Management Of Banking Risks. Case Study Bcr," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 17(2), pages 21-30.
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757.
• Paweł Wnuk Lipinski, 2013. "Portfolio selection models based on characteristics of return distributions," Working Papers 2013-14, Faculty of Economic Sciences, University of Warsaw.
• Lori J. Curtis & Kate Rybczynski, 2014. "Exiting Poverty: Does Sex Matter?," Canadian Public Policy, University of Toronto Press, vol. 40(2), pages 126-142, June.
  • Lori J. Curtis & Kathleen Rybczynski, 2013. "Exiting Poverty: Does Sex Matter?," Working Papers 1307, University of Waterloo, Department of Economics, revised Sep 2013.
• Alexander Moore & Stéphane Straub & Jean-Jacques Dethier, 2014. "Regulation, renegotiation and capital structure: theory and evidence from Latin American transport concessions," Journal of Regulatory Economics, Springer, vol. 45(2), pages 209-232, April.
  • Moore, Alexander & Straub, Stephane & Dethier, Jean-Jacques, 2013. "Regulation, renegotiation and capital structure : theory and evidence from Latin American transport concessions," Policy Research Working Paper Series 6646, The World Bank.
• Darong Dai, 2013. "Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors," Economic Research Guardian, Mutascu Publishing, vol. 3(2), pages 86-110, December.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
• Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013. "Optimal Mortgage Refinancing: A Closed-Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 591-622, June.
  • Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013. "Optimal Mortgage Refinancing: A Closed‐Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 591-622, June.
  • Sumit Agarwal & John C. Driscoll & David Laibson, 2007. "Optimal Mortgage Refinancing: A Closed Form Solution," NBER Working Papers 13487, National Bureau of Economic Research, Inc.
  • Sumit Agarwal & John C Driscoll & David Laibson, 2008. "Optimal Mortgage Refinancing: A Closed Form Solution," Levine's Working Paper Archive 122247000000002021, David K. Levine.
• Konermann, Patrick & Meinerding, Christoph & Sedova, Olga, 2013. "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, Elsevier, vol. 22(1), pages 36-46.
  • Patrick Konermann & Christoph Meinerding & Olga Sedova, 2013. "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, John Wiley & Sons, vol. 22(1), pages 36-46, January.
• Demirer, Rıza & Jategaonkar, Shrikant P., 2013. "The conditional relation between dispersion and return," Review of Financial Economics, Elsevier, vol. 22(3), pages 125-134.
  • Rıza Demirer & Shrikant P. Jategaonkar, 2013. "The conditional relation between dispersion and return," Review of Financial Economics, John Wiley & Sons, vol. 22(3), pages 125-134, September.
• Giovannetti, Bruno C., 2013. "Asset pricing under quantile utility maximization," Review of Financial Economics, Elsevier, vol. 22(4), pages 169-179.
  • Bruno C. Giovannetti, 2013. "Asset pricing under quantile utility maximization," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 169-179, November.
  • Bruno Cara Giovannetti, 2012. "Asset Pricing under Quantile Utility Maximization," Working Papers, Department of Economics 2012_16, University of São Paulo (FEA-USP).
• Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013. "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-17.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013. "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-27.
• Alexandre Roch & H. Mete Soner, 2013. "Resilient Price Impact Of Trading And The Cost Of Illiquidity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(06), pages 1-27.
• Alexandre Roch & H. Mete Soner, 2013. "Resilient Price Impact Of Trading And The Cost Of Illiquidity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(06), pages 1-27.
• Steven J. Davis & Paul Willen, 2013. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-53.
  • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," NBER Working Papers 7905, National Bureau of Economic Research, Inc.
  • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers 523, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  • Davis, Steven J. & Willen, Paul S., 2013. "Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice," Working Papers 13-9, Federal Reserve Bank of Boston, revised 24 Oct 2013.
• Jing-Zhi Huang & Zhijian Huang, 2013. "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-33.
• Steven J. Davis & Paul Willen, 2013. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-53.
  • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," NBER Working Papers 7905, National Bureau of Economic Research, Inc.
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  • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers 523, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
• Jing-Zhi Huang & Zhijian Huang, 2013. "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-33.
• Leonard C MacLean & William T Ziemba (ed.), 2013. "Handbook of the Fundamentals of Financial Decision Making:In 2 Parts," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8557.
• Rachel E S Ziemba & William T Ziemba, 2013. "Investing in the Modern Age," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8793.
• M V Tretyakov, 2013. "Introductory Course on Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p889, February.
• Sébastien Lleo & William T. Ziemba, 2024. "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 18, pages 303-329, World Scientific Publishing Co. Pte. Ltd..
  • S�bastien Lleo & William T. Ziemba, 2012. "Stock market crashes in 2007--2009: were we able to predict them?," Quantitative Finance, Taylor & Francis Journals, vol. 12(8), pages 1161-1187, July.
  • Sébastien Lleo & William T. Ziemba, 2013. "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 13, pages 457-499, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Arbitrage, Risk Arbitrage and the Favorite-longshot Bias," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 1, pages 3-12, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "The Bond Stock Earnings Yield Differential Model," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 2, pages 13-23, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Investor Camps," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 3, pages 25-32, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Average Hedge Funds and their Evaluation," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 4, pages 35-43, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Incentives and Risk Taking in Hedge Funds," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 5, pages 45-53, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Evaluating Superior Hedge Funds," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 6, pages 55-74, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Investment in Own-Company Stock," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 7, pages 75-83, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Cutting Through the Hype on Sovereign Wealth Funds," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 8, pages 85-94, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "A New Age for Liquidity," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 9, pages 95-99, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Government Owned Pensions: Asset Allocation and Governance Issues," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 10, pages 101-111, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Update on Yale's Approach to Endowment Investing," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 11, pages 113-119, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "A Risk Arbitrage Convergence Trade: The Nikkei Put Warrant Market of 1989–90," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 12, pages 121-126, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Kelly Capital Growth Investing," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 13, pages 127-148, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "InnoALM, the Innovest Austrian Pension Fund Financial Planning Model," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 14, pages 149-168, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Investing in the January Turn-of-the-Year Effect with Index Futures," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 15, pages 171-190, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "The January Barometer," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 16, pages 191-203, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Sell in May and Go Away and the Effect of the Fed," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 17, pages 205-211, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "60-40 Pension Fund Mixes and Presidential Party Effects," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 18, pages 213-225, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Thoughts on the VIX Fear Index," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 19, pages 229-238, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Changing Correlations: Rising VIX and Violent Market Moves," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 20, pages 239-254, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 21, pages 257-287, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Three Mini Crashes in US and World Equity Markets," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 22, pages 289-302, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "What Signals Worked and What Did Not, 1980–2009," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 23, pages 303-312, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "What Signals Worked and What Did Not, 1980–2009, Part II," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 24, pages 313-322, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "What Signals Worked and What Did Not, 1980–2009, Part III," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 25, pages 323-336, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "How to Lose Money in Derivatives and Examples of Those Who Did," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 26, pages 337-365, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Understanding the Financial Markets in the Subprime Era: The 2007/9 Crisis," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 27, pages 369-378, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Bubbles," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 28, pages 379-386, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "China: Navigating the Olympic Risks," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 29, pages 387-394, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Turkey's Juggling Act: Can it Live up to Potential?," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 30, pages 395-403, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Testing Resiliency: Protest and Natural Disasters," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 31, pages 405-410, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "It's a Gas, Gas, Gas!," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 32, pages 411-418, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Thoughts on the Current Market Environment, Risks and Returns," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 33, pages 419-431, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "What's Wrong with the US?," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 34, pages 433-447, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Investing Around the World," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 35, pages 449-462, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Blunder or Correct Decision? The Belichick Decision to go for it on 4th Down," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 36, pages 465-469, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "The 2010 and 2011 Super Bowls and the Elo Ranking System," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 37, pages 471-481, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Risk Arbitrage in the NFL 2012 Playoffs and the Super Bowl," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 38, pages 483-492, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "The One That Got Away: The Hitable $2 Million Pick 6 at the Breeders' Cup," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 39, pages 493-497, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Two Super Horses," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 40, pages 499-505, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "Farewell to the Queen and to the Princess of US Thoroughbred Racing," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 41, pages 507-513, World Scientific Publishing Co. Pte. Ltd..
• Rachel E. S. Ziemba & William T. Ziemba, 2013. "The Dr. Z Place and Show Racetrack Betting Systems Past and Present," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 42, pages 515-537, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 1, pages 33-115, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 2, pages 29-107, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 2, pages 117-191, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 3, pages 109-183, World Scientific Publishing Co. Pte. Ltd..
• Charles-Albert Lehalle & Sophie Laruelle, 2018. "Optimal Organizations for Optimal Trading," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 3, pages 193-246, World Scientific Publishing Co. Pte. Ltd..
  • Charles-Albert Lehalle & Sophie Laruelle, 2013. "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, in: Charles-Albert Lehalle & Sophie Laruelle (ed.), Market Microstructure in Practice, chapter 4, pages 185-220, World Scientific Publishing Co. Pte. Ltd..
• Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Chenghu Ma & Jiankang Zhang, 2013. "Aggregation in Incomplete Market with General Utility Functions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Qian Han & Calum G. Turvey, 2013. "A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Tihana Škrinjariæ, 2013. "Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 65-78, May.
• Nataliya Barasinska & Dorothea Schäfer, 2013. "Is the Willingness to Take Financial Risk a Sex-Linked Trait?: Evidence from National Surveys of Household Finance," Discussion Papers of DIW Berlin 1278, DIW Berlin, German Institute for Economic Research.
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• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013. "Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2823-2835.
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• Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016. "Banks and sovereign risk: A granular view," Journal of Financial Stability, Elsevier, vol. 25(C), pages 1-15.
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• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
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• Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas, 2013. "Banks' concentration versus diversification in the loan portfolio: New evidence from Germany," Discussion Papers 53/2013, Deutsche Bundesbank.
• Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2013. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.2], University of Cologne, Centre for Financial Research (CFR).
• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2013. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2013. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09 [rev.2], University of Cologne, Centre for Financial Research (CFR).
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013. "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers 13-05, University of Cologne, Centre for Financial Research (CFR).
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013. "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers 13-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Bethke, Sebastian & Kempf, Alexander & Trapp, Monika, 2013. "The correlation puzzle: The interaction of bond and risk correlation," CFR Working Papers 13-06, University of Cologne, Centre for Financial Research (CFR).
• Cici, Gjergji & Gibson, Scott & Gunduz, Yalin & Merrick, John J., 2013. "Market transparency and the marking precision of bond mutual fund managers," CFR Working Papers 13-07, University of Cologne, Centre for Financial Research (CFR).
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• Brinkmann, Felix & Kempf, Alexander & Korn, Olaf, 2013. "Forward-looking measures of higher-order dependencies with an application to portfolio selection," CFR Working Papers 13-08, University of Cologne, Centre for Financial Research (CFR).
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017. "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(1), pages 71-109, February.
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• Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013. "Which beta is best? On the information content of option-implied betas," CFR Working Papers 13-11, University of Cologne, Centre for Financial Research (CFR).
• Mittnik, Stefan, 2014. "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, vol. 122(1), pages 69-73.
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• Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2016. "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," The Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 937-978.
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  • Hubener, Andreas & Maurer, Raimond & Mitchell, Olivia S., 2013. "How family status and social security claiming options shape optimal life cycle portfolios," CFS Working Paper Series 2013/07, Center for Financial Studies (CFS).
  • Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2013. "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," NBER Working Papers 19583, National Bureau of Economic Research, Inc.
• Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2013. "Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management," NBER Working Papers 19732, National Bureau of Economic Research, Inc.
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• Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren, 2016. "Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective," The Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 1007-1038.
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  • Korteweg, Arthur & Kräussl, Roman & Verwijmeren, Patrick, 2013. "Does it pay to invest in art? A selection-corrected returns perspective," CFS Working Paper Series 2013/18, Center for Financial Studies (CFS).
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• Kohn, Wolfgang, 2013. "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints 83786, ZBW - Leibniz Information Centre for Economics.
• Kohn, Wolfgang, 2013. "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints 97147, ZBW - Leibniz Information Centre for Economics.
• Croonenbroeck, Carsten & Matkovskyy, Roman, 2013. "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers 338, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Odermann, Alexander & Cremers, Heinz, 2013. "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series 204, Frankfurt School of Finance and Management.
• Prehn, Sören & Glauben, Thomas & Pies, Ingo & Will, Matthias Georg & Loy, Jens-Peter, 2013. "Betreiben Indexfonds Agrarspekulation?: Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf," IAMO Discussion Papers 158731, Institute of Agricultural Development in Transition Economies (IAMO).
  • Prehn, Sören & Glauben, Thomas & Pies, Ingo & Will, Matthias Georg & Loy, Jens-Peter, 2013. "Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf [Do index funds speculate on agricultural futures markets? Explanatory notes on the busine," IAMO Discussion Papers 138, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
• Fontana, Olimpia & Godin, Antoine, 2013. "Securitization, housing market and banking sector behavior in a stock-flow consistent model," Economics Discussion Papers 2013-13, Kiel Institute for the World Economy (IfW Kiel).
• Bialowolski, Piotr & Weziak-Bialowolska, Dorota, 2014. "External factors affecting investment decisions of companies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-21.
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• Matthias Raddant & Friedrich Wagner, 2013. "Phase Transition in the S&P Stock Market," Papers 1306.2508, arXiv.org, revised Jun 2015.
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• Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G., 2016. "Locus of control and savings," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 113-130.
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  • Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2014. "Locus of Control and Savings," Discussion Papers Series 498, School of Economics, University of Queensland, Australia.
  • Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G., 2013. "Locus of Control and Savings," Ruhr Economic Papers 455, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2013. "Locus of Control and Savings," Melbourne Institute Working Paper Series wp2013n42, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Dimitris Georgarakos & Michael Haliassos & Giacomo Pasini, 2014. "Household Debt and Social Interactions," The Review of Financial Studies, Society for Financial Studies, vol. 27(5), pages 1404-1433.
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• Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867-906, April.
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• Ascheberg, Marius & Branger, Nicole & Kraft, Holger, 2013. "When do jumps matter for portfolio optimization?," SAFE Working Paper Series 16, Leibniz Institute for Financial Research SAFE.
• Markku Kaustia & Samuli Knüpfer & Sami Torstila, 2016. "Stock Ownership and Political Behavior: Evidence from Demutualizations," Management Science, INFORMS, vol. 62(4), pages 945-963, April.
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• Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper 2010-118, Tilburg University, Center for Economic Research.
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• Branger, Nicole & Kraft, Holger & Meinerding, Christoph, 2014. "Partial information about contagion risk, self-exciting processes and portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 18-36.
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• Kaustia, Markku & Lehtoranta, Antti & Puttonen, Vesa, 2013. "Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores," SAFE Working Paper Series 3, Leibniz Institute for Financial Research SAFE.
• Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Leibniz Institute for Financial Research SAFE.
• Vilkovz, Grigory & Xiaox, Yan, 2013. "Option-implied information and predictability of extreme returns," SAFE Working Paper Series 5, Leibniz Institute for Financial Research SAFE.
• Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2015. "Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 263-290, March.
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• Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013. "CDO surfaces dynamics," SFB 649 Discussion Papers 2013-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Dieter Nautz, "undated". "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers 2013002, Berlin School of Economics.
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• Boortz, Christopher K. & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2013. "The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79728, Verein für Socialpolitik / German Economic Association.
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  • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
  • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
  • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
  • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
  • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
  • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
  • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
  • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
  • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
  • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
  • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
  • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
  • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
  • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
  • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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  • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
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  • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
  • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  • Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
  • Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
  • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
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  • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  • Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
  • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
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  • Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
  • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
  • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
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  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
  • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
  • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
  • Jo Blanden & Stephen Machin, 2004. "Educational Inequality and the Expansion of UK Higher Education," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(2), pages 230-249, 05.
  • Anthony J. Venables, 2006. "Shifts in economic geography and their causes," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 15-39.
  • Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
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  • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  • Richard Freeman & John Van Reenen, 2009. "What if Congress Doubled R&D Spending on the Physical Sciences?," NBER Chapters, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc.
  • Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
  • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
  • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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  • Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
  • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
  • Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
  • Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
  • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
  • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
  • Heike Hennig-Schmidt & Bettina Rockenbach & Abdolkarim Sadrieh, 2010. "In Search Of Workers' Real Effort Reciprocity-A Field and a Laboratory Experiment," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 817-837, 06.
  • Karlan, Dean & List, John A. & Shafir, Eldar, 2011. "Small matches and charitable giving: Evidence from a natural field experiment," Journal of Public Economics, Elsevier, vol. 95(5), pages 344-350.
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  • Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
  • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
  • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
  • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
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  • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
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  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
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  • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
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    • Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012. "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper 40654, University Library of Munich, Germany.
  • Marc Boissaux & Jang Schiltz, 2013. "Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control," Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 5, pages 106-128, Palgrave Macmillan.
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    • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013. "Corporate Cash Holding in Asia," UP School of Economics Discussion Papers 201311, University of the Philippines School of Economics.
    • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013. "Corporate Cash Holding in Asia," ISER Discussion Paper 0889, Institute of Social and Economic Research, The University of Osaka.
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  • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Two-moment decision model for location-scale family with background asset," MPRA Paper 43864, University Library of Munich, Germany.
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    • Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013. "Risks of large portfolios," MPRA Paper 44206, University Library of Munich, Germany.
  • Julan Du & Charles Ka Yui Leung & Derek Chu, 2014. "Return Enhancing, Cash-rich or simply Empire-Building? An Empirical Investigation of Corporate Real Estate Holdings," International Real Estate Review, Global Social Science Institute, vol. 17(3), pages 301-357.
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  • Hassine, Marlène & Roncalli, Thierry, 2013. "Measuring Performance of Exchange Traded Funds," MPRA Paper 44298, University Library of Munich, Germany.
  • Luca Spataro & Lorenzo Corsini, 2017. "Endogenous Financial Literacy, Saving, and Stock Market Participation," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(2), pages 135-162, June.
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  • Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A note on almost stochastic dominance," Economics Letters, Elsevier, vol. 121(2), pages 252-256.
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  • Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013. "The drivers of downside equity tail risk," MPRA Paper 45591, University Library of Munich, Germany.
  • Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013. "The cross-section of tail risks in stock returns," MPRA Paper 45592, University Library of Munich, Germany.
  • P., Srinivasan & M., Kalaivani, 2013. "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper 45871, University Library of Munich, Germany.
  • Dominique, C-Rene, 2013. "Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors," MPRA Paper 46451, University Library of Munich, Germany.
  • Govori, Fadil, 2013. "The performance of commercial banks and the determinants of profitability: Evidence from Kosovo," MPRA Paper 46824, University Library of Munich, Germany.
  • Blanchard, Michel & Bernard, philippe, 2013. "The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?," MPRA Paper 46896, University Library of Munich, Germany.
  • Hannah, Lincoln, 2013. "Funding Cost and a New Capital Model," MPRA Paper 47111, University Library of Munich, Germany.
  • Swamy, Vighneswara, 2013. "Euro Zone Debt Crisis: Implications for Indian Banking Sector," MPRA Paper 47658, University Library of Munich, Germany.
  • Roncalli, Thierry, 2013. "Introduction to Risk Parity and Budgeting," MPRA Paper 47679, University Library of Munich, Germany.
    • Thierry Roncalli, 2014. "Introduction to Risk Parity and Budgeting," Papers 1403.1889, arXiv.org.
  • Hearn, Bruce, 2013. "Size and liquidity effects in Nigeria: an industrial sector study," MPRA Paper 47975, University Library of Munich, Germany.
  • Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.
  • Cazalet, Zelia & Grison, Pierre & Roncalli, Thierry, 2013. "The Smart Beta Indexing Puzzle," MPRA Paper 48823, University Library of Munich, Germany.
  • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49274, University Library of Munich, Germany.
    • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49205, University Library of Munich, Germany.
  • Antoniades, Adonis, 2013. "Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications," MPRA Paper 49270, University Library of Munich, Germany.
  • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49205, University Library of Munich, Germany.
    • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49274, University Library of Munich, Germany.
  • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Make Almost Stochastic Dominance really Almost," MPRA Paper 49745, University Library of Munich, Germany.
  • Cantillo, Andres, 2013. "Survey of Literature on Portfolio Theory," MPRA Paper 49772, University Library of Munich, Germany.
  • Roncalli, Thierry, 2013. "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation," MPRA Paper 49821, University Library of Munich, Germany.
  • Th'eophile Griveau-Billion & Jean-Charles Richard & Thierry Roncalli, 2013. "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," Papers 1311.4057, arXiv.org.
    • Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013. "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper 49822, University Library of Munich, Germany.
  • De Luca, Giovanni & Zuccolotto, Paola, 2013. "A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering," MPRA Paper 50129, University Library of Munich, Germany.
  • Ventura Charlin & Arturo Cifuentes, 2013. "A new financial metric for the art market," Papers 1309.6929, arXiv.org, revised Jul 2015.
    • Charlin, Ventura & Cifuentes, Arturo, 2013. "A new financial metric for the art market," MPRA Paper 50186, University Library of Munich, Germany.
  • Scorbureanu, Alexandrina Ioana, 2013. "Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects," MPRA Paper 50208, University Library of Munich, Germany.
  • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
    • Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
  • Mishra, Anil V., 2015. "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 293-312.
    • Mishra, Anil, 2013. "Measures of Equity Home Bias Puzzle," MPRA Paper 51223, University Library of Munich, Germany.
  • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
  • Nath, Golaka, 2013. "Repo Market – A Tool to Manage Liquidity in Financial Institutions," MPRA Paper 51590, University Library of Munich, Germany.
  • Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015. "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
    • Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
  • Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014. "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, vol. 124(2), pages 163-167.
    • Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013. "Moment Conditions for Almost Stochastic Dominance," MPRA Paper 51725, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper 51741, University Library of Munich, Germany.
  • Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 51744, University Library of Munich, Germany.
    • Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2014. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 53347, University Library of Munich, Germany.
  • Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper 51827, University Library of Munich, Germany.
  • Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017. "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-12, August.
    • Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper 52368, University Library of Munich, Germany.
  • Evans, Olaniyi, 2013. "Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach," MPRA Paper 52458, University Library of Munich, Germany.
  • So, Leh-chyan, 2013. "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper 52493, University Library of Munich, Germany.
  • Chiny, Faycal, 2013. "Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ? [The Investment Process In The Presence On Risk : Choosing A Sequence]," MPRA Paper 52527, University Library of Munich, Germany, revised 29 Dec 2013.
  • Fung, Ka Wai Terence & Wan, Wilson, 2013. "The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline," MPRA Paper 52568, University Library of Munich, Germany.
  • Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
    • Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
  • Jarraya, Bilel & Bouri, Abdelfettah, 2013. "Multiobjective optimization for the asset allocation of European nonlife insurance companies," MPRA Paper 53697, University Library of Munich, Germany, revised 2013.
  • Bilel JARRAYA, 2013. "Asset Allocation And Portfolio Optimization Problems With Metaheuristics: A Literature Survey," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 3(4), pages 38-56, December.
    • Jarraya, Bilel, 2013. "Asset allocation and portfolio optimization problems with metaheuristics: a literature survey," MPRA Paper 53698, University Library of Munich, Germany, revised 2013.
  • Shaikh, Salman, 2013. "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper 53802, University Library of Munich, Germany.
  • Shaikh, Salman, 2013. "Micro Foundations of Savings Behavior in Urban Pakistan," MPRA Paper 53805, University Library of Munich, Germany.
  • Glushetskiy, Andrey & Minasyan, Vigen, 2013. "Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure»," MPRA Paper 54380, University Library of Munich, Germany.
  • Mehta, Salil, 2013. "Sophisticated gambler’s ruin and survival chances," MPRA Paper 54731, University Library of Munich, Germany.
    • Salil Mehta, 2014. "Sophisticated gamblers ruin and survival chances," Papers 1403.5833, arXiv.org.
  • Bojan Tomic, 2014. "The Application Of The Capital Asset Pricing Model On The Croatian Capital Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, vol. 1(1), pages 105-123.
    • Tomić, Bojan, 2013. "The application of the capital asset pricing model on the Croatian capital market," MPRA Paper 55764, University Library of Munich, Germany, revised 2013.
  • Hamdi, Helmi & Jlassi, Nabila Boukef, 2014. "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Economic Modelling, Elsevier, vol. 41(C), pages 124-132.
    • Boukef Jlassi, Nabila & Hamdi, Helmi, 2013. "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," MPRA Paper 55779, University Library of Munich, Germany, revised 2014.
    • Helmi Hamdi & Nabila Boukef Jlassi, 2014. "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Post-Print halshs-01902770, HAL.
  • Nagayev, Ruslan & Masih, Mansur, 2013. "The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios," MPRA Paper 58852, University Library of Munich, Germany.
  • Masih, Mansur & Majid, Hamdan Abdul, 2013. "The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications," MPRA Paper 58946, University Library of Munich, Germany.
  • Kariastanto, Bayu, 2013. "Small Share of the Islamic Banks in Indonesia, Supply-side Problems?," MPRA Paper 61248, University Library of Munich, Germany.
  • Shafaai, Shafizal & Masih, Mansur, 2013. "Determinants of cost of equity: The case of Shariah-compliant Malaysian firms," MPRA Paper 62364, University Library of Munich, Germany.
  • Šoba, Oldřich & Širůček, Martin & Havíř, Tomáš, 2013. "Závislost cen akcií ropných společností na ceně ropy [The dependence of oil company's stock price on oil price]," MPRA Paper 62899, University Library of Munich, Germany, revised 2013.
  • Genest, Benoit & Rego, David & Freon, Helene, 2013. "Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -," MPRA Paper 62908, University Library of Munich, Germany.
  • Muteba Mwamba, John & Mhlanga, Isaah, 2013. "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper 64387, University Library of Munich, Germany.
  • Breckenfelder, Johannes, 2013. "Competition between high-frequency traders, and market quality," MPRA Paper 66715, University Library of Munich, Germany, revised Dec 2013.
  • Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," Working Papers 2072/222201, Universitat Rovira i Virgili, Department of Economics.
    • Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," MPRA Paper 75726, University Library of Munich, Germany, revised Dec 2013.
  • Bennaceur, Fatma & Bendob, Ali, 2013. "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010 [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric stu," MPRA Paper 76077, University Library of Munich, Germany, revised Feb 2014.
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  • Trofimov, Ivan D., 2013. "Nonparametric approach to portfolio diversification: the case of Australian equity market," MPRA Paper 79562, University Library of Munich, Germany.
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    • Simon A. Broda, 2013. "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers 13-04, Universiteit van Amsterdam, Dept. of Econometrics.
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  • Nevin Yoruk & S. Serdar Karaca & Mahmut Hekim & İsmail Tuna, 2013. "Examination of Relationship Between Stock Returns and Factors Affecting Capital Structure and Financial Ratios with ANFIS Method: An Application on ISE 100 Index," Anadolu University Journal of Social Sciences, Anadolu University, vol. 13(2), pages 101-114, June.
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  • Agostino Capponi & José Figueroa-López & Andrea Pascucci, 2015. "Dynamic credit investment in partially observed markets," Finance and Stochastics, Springer, vol. 19(4), pages 891-939, October.
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  • Andrea Lippi, 2013. "Current identifiable biases in Italian pension fund enrolment decisions," BANCARIA, Bancaria Editrice, vol. 2, pages 26-38, February.
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  • Camilo GOnzález, 2013. "Mercados interbancarios no colateralizados e información asimétrica: un mecanismo para lograr la participación plena de los bancos deficitarios cuando existen altos niveles y dispersión del riesgo de ," Borradores de Economia 758, Banco de la Republica de Colombia.
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  • Muhammad Nouman & Attaullah Shah, 2013. "Risk Adjusted Performance of Pakistani Mutual Funds," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(2), pages 65-77, October.
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  • Manuela Deidda, 2013. "Precautionary Saving, Financial Risk, and Portfolio Choice," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(1), pages 133-156, March.
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  • Hyun-Hoon Lee & Hyeon-Seung Huh & Donghyun Park, 2013. "Financial Integration in East Asia: An Empirical Investigation," The World Economy, Wiley Blackwell, vol. 36(4), pages 396-418, April.
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  • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 34-62.
    • Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
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  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.
    • Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
    • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print hal-01493323, HAL.
  • Maxime Merli & Tristan Roger, 2013. "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, vol. 34(3), pages 67-104.
    • Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center 2011-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
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  • David Le Bris, 2013. "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Recherches économiques de Louvain, De Boeck Université, vol. 79(3), pages 71-89.
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    • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
    • Chia-Lin Chang & David E Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers 842, Kyoto University, Institute of Economic Research.
    • Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers EI 2013-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
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    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE 2012-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013. "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE 2013-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
    • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers 13-085/III, Tinbergen Institute, revised 08 Jul 2013.
    • Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
    • Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013. "Risk Modelling and Management: An Overview," Econometric Institute Research Papers EI 2013-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Francesco Menoncin & Elena Vigna, 2013. "Mean-variance target-based optimisation in DC plan with stochastic interest rate," Carlo Alberto Notebooks 337, Collegio Carlo Alberto.
  • Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
    • Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013. "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks 338, Collegio Carlo Alberto.
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  • Richard Guay & Laurence Allaire, 2013. "Long-Term Returns: a Reality Check for Pension Funds and Retirement Savers," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 395, December.
  • de Quidt, Jonathan & Fetzer, Thiemo & Ghatak, Maitreesh, 2016. "Group lending without joint liability," Journal of Development Economics, Elsevier, vol. 121(C), pages 217-236.
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    • Thiemo Fetzer & Maitreesh Ghatak & Jonathan de Quidt, 2013. "Group Lending Without Joint Liability," STICERD - Economic Organisation and Public Policy Discussion Papers Series 044, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Ghatak, Maitreesh & Fetzer, Thiemo & de Quidt, Jonathan, 2013. "Group Lending Without Joint Liability," CEPR Discussion Papers 9578, C.E.P.R. Discussion Papers.
  • Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013. "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series 4070, CESifo.
  • Gollier, Christian, 2012. "Asset pricing with uncertain betas: A long-term perspective," IDEI Working Papers 752, Institut d'Économie Industrielle (IDEI), Toulouse.
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    • Gollier, Christian, 2012. "Asset pricing with uncertain betas: A long-term perspective," TSE Working Papers 12-354, Toulouse School of Economics (TSE).
  • Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," Discussion Papers of DIW Berlin 1300, DIW Berlin, German Institute for Economic Research.
    • Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series 4275, CESifo.
  • Arno Riedl & Paul Smeets, 2017. "Why Do Investors Hold Socially Responsible Mutual Funds?," Journal of Finance, American Finance Association, vol. 72(6), pages 2505-2550, December.
    • Arno Riedl & Paul Smeets, 2013. "Why Do Investors Hold Socially Responsible Mutual Funds?," CESifo Working Paper Series 4403, CESifo.
  • Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013. "Was bewegt den DAX?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(23), pages 32-36, December.
  • Suleyman Basak & Dmitry Makarov, 2013. "Competition among Portfolio Managers and Asset Specialization," Working Papers w0194, New Economic School (NES).
    • Suleyman Basak & Dmitry Makarov, 2013. "Competition among Portfolio Managers and Asset Specialization," Working Papers w0194, Center for Economic and Financial Research (CEFIR).
  • Todd Moss and Ross Thuotte, 2013. "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers 316, Center for Global Development.
  • Yan Dolinsky & Halil Mete Soner, 2013. "Robust Hedging with Proportional Transaction Costs," Swiss Finance Institute Research Paper Series 13-11, Swiss Finance Institute.
  • Jan Kallsen & Johannes Muhle-Karbe, 2013. "The General Structure of Optimal Investment and Consumption with Small Transaction Costs," Swiss Finance Institute Research Paper Series 13-15, Swiss Finance Institute.
  • Halil Mete Soner & Mirjana Vukelja, 2013. "Utility Maximization in an Illiquid Market," Swiss Finance Institute Research Paper Series 13-17, Swiss Finance Institute.
  • Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim, 2020. "Trading out of sight: An analysis of cross-trading in mutual fund families," Journal of Financial Economics, Elsevier, vol. 135(2), pages 359-378.
    • Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2013. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Swiss Finance Institute Research Paper Series 13-19, Swiss Finance Institute.
    • Peijnenburg, Kim & Parise, Gianpaolo & Nefedova, Tamara & Eisele, Alexander, 2017. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," CEPR Discussion Papers 12225, C.E.P.R. Discussion Papers.
    • Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2018. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Post-Print hal-02279289, HAL.
  • Antonio Mele & Yoshiki Obayashi & Catherine Shalen, 2013. "Dynamics of Interest Rate Swap and Equity Volatilities," Swiss Finance Institute Research Paper Series 13-23, Swiss Finance Institute.
  • Antonio Mele & Yoshiki Obayashi, 2013. "Credit Variance Swaps and Volatility Indexes," Swiss Finance Institute Research Paper Series 13-24, Swiss Finance Institute.
  • Antonio Mele & Yoshiki Obayashi, 2013. "Volatility Indexes and Contracts for Eurodollar and Related Deposits," Swiss Finance Institute Research Paper Series 13-25, Swiss Finance Institute.
  • Antonio Mele & Yoshiki Obayashi, 2013. "Volatility Indexes and Contracts for Government Bonds and Time Deposits," Swiss Finance Institute Research Paper Series 13-26, Swiss Finance Institute.
  • Antonio Mele & Yoshiki Obayashi, 2013. "The Price of Government Bond Volatility," Swiss Finance Institute Research Paper Series 13-27, Swiss Finance Institute.
  • Albert Altarovici & Johannes Muhle-Karbe & Halil Mete Soner, 2013. "Asymptotics for Fixed Transaction Costs," Swiss Finance Institute Research Paper Series 13-35, Swiss Finance Institute.
  • Marc S. Paolella & Pawel Polak, 2013. "COMFORT: A Common Market Factor Non-Gaussian Returns Model," Swiss Finance Institute Research Paper Series 13-38, Swiss Finance Institute, revised Sep 2014.
  • Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
    • Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
    • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series 13-39, Swiss Finance Institute, revised Dec 2018.
    • Harald Hau & Sandy Lai, 2014. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series 5005, CESifo.
    • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers 222013, Hong Kong Institute for Monetary Research.
  • Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2013. "Asset Pricing with Regime-Dependent Preferences and Learning," Swiss Finance Institute Research Paper Series 13-44, Swiss Finance Institute, revised Oct 2013.
  • Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013. "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series 13-45, Swiss Finance Institute.
  • Christoph Czichowsky & Johannes Muhle-Karbe & Walter Schachermayer, 2013. "Transaction Costs and Shadow Prices in Discrete Time," Swiss Finance Institute Research Paper Series 13-51, Swiss Finance Institute.
  • Semyon Malamud & Marzena J. Rostek, 2013. "Decentralized Exchange," Swiss Finance Institute Research Paper Series 13-52, Swiss Finance Institute, revised Apr 2018.
  • Angie Andrikogiannopoulou & Filippos Papakonstantinou, 2013. "Heterogeneity in Risk Preferences: Evidence from a Real-World Betting Market," Swiss Finance Institute Research Paper Series 13-53, Swiss Finance Institute.
  • Martin Hoesli & Elias Oikarinen, 2013. "Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data," Swiss Finance Institute Research Paper Series 13-56, Swiss Finance Institute, revised Jan 2015.
  • Hugonnier, Julien & Prieto, Rodolfo, 2015. "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
    • Julien Hugonnier & Rodolfo Prieto, 2013. "Asset Pricing with Arbitrage Activity," Swiss Finance Institute Research Paper Series 13-57, Swiss Finance Institute.
  • Martin Herdegen & Sebastian Herrmann, 2013. "Optimal Investment in a Black-Scholes Model with a Bubble," Swiss Finance Institute Research Paper Series 13-58, Swiss Finance Institute.
  • Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013. "Capital Requirements with Defaultable Securities," Swiss Finance Institute Research Paper Series 13-66, Swiss Finance Institute.
  • Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013. "Beyond Cash-Additive Risk Measures: When Changing the Numeraire Fails," Swiss Finance Institute Research Paper Series 13-67, Swiss Finance Institute.
  • Christoph Kühn & Johannes Muhle-Karbe, 2013. "Optimal Liquidity Provision," Swiss Finance Institute Research Paper Series 13-71, Swiss Finance Institute.
  • Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2019. "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Management Science, INFORMS, vol. 65(11), pages 5268-5289, November.
    • Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2017. "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Swiss Finance Institute Research Paper Series 17-53, Swiss Finance Institute.
  • Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013. "Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(4), pages 75-86, December.
  • Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013. "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers 13-13, Chapman University, Economic Science Institute.
  • Gianluca Cafiso, 2013. "Public-Debt Financing in the case of External Debt," Working Papers 2013-37, CEPII research center.
  • Theo Berger, 2013. "Forecasting value-at-risk using time varying copulas and EVT return distributions," International Economics, CEPII research center, issue 133, pages 93-106.
  • Jordi Mondria & Thomas Wu, 2013. "Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 310-337, February.
  • Anat Bracha & Donald J. Brown, 2013. "(Ir)Rational Exuberance: Optimism, Ambiguity and Risk," Cowles Foundation Discussion Papers 1898, Cowles Foundation for Research in Economics, Yale University.
    • Anat Bracha & Donald Brown, 2013. "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive 786969000000000782, David K. Levine.
  • Anat Bracha & Donald J. Brown, 2013. "Keynesian Utilities: Bulls and Bears," Cowles Foundation Discussion Papers 1891, Cowles Foundation for Research in Economics, Yale University.
    • Anat Bracha & Donald Brown, 2013. "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive 786969000000000792, David K. Levine.
  • Mihaela SUDACEVSCHI, 2013. "Analysis Of The Bucharest Stock Exchange Indices Structure," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 29, pages 326-339, October.
  • Corina MICULESCU, 2013. "The Role Of The European Funding In The Context Of The Economic Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 106-113, June.
  • Edoardo Otranto & Romana Gargano, 2015. "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(3), pages 315-339, September.
    • R. Gargano & E. Otranto, 2013. "Financial Clustering in Presence of Dominant Markets," Working Paper CRENoS 201318, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  • María Isabel Cambón Murcia & Ramiro Losada, 2013. "Evidence from purchases and redemptions in the Spanish equity fund market," CNMV Working Papers CNMV Working Papers no 56, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  • Sergio Mario Ferro Cárdenas, 2013. "Patrones Visuales en Análisis Técnico: Identificación Algorítmica y Evaluación de Estrategias de Inversión," Documentos CEDE 11469, Universidad de los Andes, Facultad de Economía, CEDE.
  • Orlando Alberto Camacho Reina, 2013. "Selección Estratégica de Activos bajo No-normalidad: Análisis del Rendimiento de un Portafolio de Inversión," Documentos CEDE 11891, Universidad de los Andes, Facultad de Economía, CEDE.
  • Diego Ramos Toro, 2013. "Estimating Risk and Excessive Risk-Taking in Colombia´s Commercial Banks," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, January.
  • María Isabel Restrepo Estrada & Juan Miguel Marín Diazaraque, 2013. "Imputación de ingresos en la Gran Encuesta Integrada de Hogares (GEIH) de 2010," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, January.
  • Camilo González, 2013. "Mercados interbancarios no colateralizados e información asimétrica: un mecanismo para lograr la participación plena de los bancos deficitarios cuando," Borradores de Economia 10466, Banco de la Republica.
  • Andrés González & Martha López & Norberto Rodríguez & Santiago Téllez, 2014. "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, November.
    • Andrés González & Martha Rosalba López Piñeros & Norberto Rodríguez Niño & Santiago Téllez, 2013. "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia 759, Banco de la Republica de Colombia.
    • Andrés González & Martha Rosalba López Piñeros & Norberto Rodríguez & Santiago Téllez, 2013. "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia 10483, Banco de la Republica.
  • León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
    • Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013. "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 766, Banco de la Republica de Colombia.
    • Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 10749, Banco de la Republica.
  • José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 23-27, December.
    • José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
    • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
    • José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 10977, Banco de la Republica.
  • Julio César Alonso & Juan Manuel Chaves, 2013. "Valor en riesgo: evaluación del desempeno de diferentes metodologías para 5 países latinoamericanos," Estudios Gerenciales, Universidad Icesi, March.
  • Valencia, Marisol & Bedoya, Alejandro, 2013. "Prueba de sesgo sobre rendimientos financieros en el mercado colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 80, pages 79-102, November.
  • Miller Janny Ariza Garzón & Elsa Susana Reyes Quintanilla & Luisa Fernanda Velasco Cardona, 2013. "Microbonos. Una alternativa de inversión para los Estratos Uno, Dos y Tres," Revista Criterio Libre, Universidad Libre - Sede Principal, January.
  • Yolanda Álvarez Sánchez & Rubén Darío Díaz Mateus & Jorge Enrique Saiz, 2013. "Empresas de familia rurales, relaciones de género, relaciones de poder. Caso Lenguazaque, Cundinamarca," Revista Criterio Libre, Universidad Libre - Sede Principal, January.
  • Andrés Felipe Arce Mesa & Deisy Liliana Rodríguez & Sonia Fernanda Garavito, 2013. "Determinantes de la fecundidad en el Departamento de Antioquia," Revista Criterio Libre, Universidad Libre - Sede Principal, January.
  • Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez, 2013. "Ciclo económico y prima por riesgo en el mercado accionario colombiano," Revista Ecos de Economía, Universidad EAFIT, December.
  • Rauf Ibragimov, Ignacio Velez-Pareja, Joseph Tham & Ignacio Vélez-Pareja & Joseph Tham, 2013. "Mejora de la Medición del Desempeno con el VEA (EVA) Operativo Y Total (Sharpening Performance Measurement with the Operating and Total EVA)," Proyecciones Financieras y Valoración 10720, Master Consultores.
  • Rauf Ibragimov, Ignacio Velez-Pareja, Joseph Tham & Ignacio Vélez-Pareja & Joseph Tham, 2013. "EVA Performance Measurement is Faulty: So You May Be Persuaded to Switch to a Robust OEVA-TEVA Alternative," Proyecciones Financieras y Valoración 10721, Master Consultores.
  • Magni, Carlo Alberto, 2013. "Generalized Makeham’s formula and economic profitability," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 747-756.
    • Carlo Alberto Magni, 2013. "Generalized Makeham's Formula and Economic Profitability," Proyecciones Financieras y Valoración 10992, Master Consultores.
  • Rob Aalbers, 2013. "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper 257, CPB Netherlands Bureau for Economic Policy Analysis.
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  • Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014. "Forecasting stock returns under economic constraints," Journal of Financial Economics, Elsevier, vol. 114(3), pages 517-553.
    • Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013. "Forecasting Stock Returns under Economic Constraints," Working Papers 57, Brandeis University, Department of Economics and International Business School.
    • Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013. "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers 9377, C.E.P.R. Discussion Papers.
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    • Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos, 2011. "Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt," FMG Discussion Papers dp669, Financial Markets Group.
    • Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers 9407, C.E.P.R. Discussion Papers.
    • Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri, 2011. "Bond market clienteles, the yield curve and the optimal maturity structure of government debt," LSE Research Online Documents on Economics 29785, London School of Economics and Political Science, LSE Library.
    • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print hal-03399472, HAL.
    • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," NBER Working Papers 18922, National Bureau of Economic Research, Inc.
  • Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
    • Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
    • Engle, Robert & Acharya, Viral & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
    • Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
    • Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA 2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Victor DeMiguel & Francisco J. Nogales & Raman Uppal, 2014. "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 1031-1073.
    • Uppal, Raman & DeMiguel, Victor & Nogales, Francisco J., 2013. "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," CEPR Discussion Papers 9456, C.E.P.R. Discussion Papers.
  • Harjoat S. Bhamra & Raman Uppal, 2014. "Asset Prices with Heterogeneity in Preferences and Beliefs," The Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 519-580.
    • Raman Uppal & Harjoat Bhamra, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," 2013 Meeting Papers 1344, Society for Economic Dynamics.
    • Uppal, Raman & Bhamra, Harjoat Singh, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," CEPR Discussion Papers 9459, C.E.P.R. Discussion Papers.
  • Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2014. "Conditional risk premia in currency markets and other asset classes," Journal of Financial Economics, Elsevier, vol. 114(2), pages 197-225.
    • Martin Lettau & Matteo Maggiori & Michael Weber, 2013. "Conditional Risk Premia in Currency Markets and Other Asset Classes," NBER Working Papers 18844, National Bureau of Economic Research, Inc.
    • Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013. "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers 9484, C.E.P.R. Discussion Papers.
  • Margaret Meyer & Bruno Strulovici, 2013. "The Supermodular Stochastic Ordering," Discussion Papers 1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    • Meyer, Margaret & Strulovici, Bruno, 2013. "The Supermodular Stochastic Ordering," CEPR Discussion Papers 9486, C.E.P.R. Discussion Papers.
  • de Quidt, Jonathan & Fetzer, Thiemo & Ghatak, Maitreesh, 2016. "Group lending without joint liability," Journal of Development Economics, Elsevier, vol. 121(C), pages 217-236.
    • Thiemo Fetzer & Maitreesh Ghatak & Jonathan de Quidt, 2013. "Group Lending Without Joint Liability," STICERD - Economic Organisation and Public Policy Discussion Papers Series 044, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Ghatak, Maitreesh & Fetzer, Thiemo & de Quidt, Jonathan, 2013. "Group Lending Without Joint Liability," CEPR Discussion Papers 9578, C.E.P.R. Discussion Papers.
    • Fetzer, Thiemo & Quidt, Jonathan de & Ghatak, Maitreesh, 2013. "Group lending without joint liability," LSE Research Online Documents on Economics 58088, London School of Economics and Political Science, LSE Library.
  • Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
    • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series 13-39, Swiss Finance Institute, revised Dec 2018.
    • Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers 9581, C.E.P.R. Discussion Papers.
    • Harald Hau & Sandy Lai, 2014. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series 5005, CESifo.
    • Harald Hau & Sandy Lai, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers 222013, Hong Kong Institute for Monetary Research.
  • Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2018. "Time varying risk aversion," Journal of Financial Economics, Elsevier, vol. 128(3), pages 403-421.
    • Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013. "Time Varying Risk Aversion," EIEF Working Papers Series 1322, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2013.
    • Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2013. "Time Varying Risk Aversion," CEPR Discussion Papers 9589, C.E.P.R. Discussion Papers.
    • Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013. "Time Varying Risk Aversion," NBER Working Papers 19284, National Bureau of Economic Research, Inc.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
    • Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers 783, Society for Economic Dynamics.
    • Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
    • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series 1326, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2013.
    • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers ECO2013/07, European University Institute.
    • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers 758, Statistics Norway, Research Department.
    • Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi, 2015. "Asset market participation and portfolio choice over the life-cycle," SAFE Working Paper Series 115, Leibniz Institute for Financial Research SAFE.
  • Luigi Guiso & Eliana Viviano, 2015. "How Much Can Financial Literacy Help?," Review of Finance, European Finance Association, vol. 19(4), pages 1347-1382.
    • Luigi Guiso & Eliana Viviano, 2013. "How Much Can Financial Literacy Help?," EIEF Working Papers Series 1325, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2013.
    • Guiso, Luigi & Viviano, Eliana, 2013. "How Much Can Financial Literacy Help?," CEPR Discussion Papers 9693, C.E.P.R. Discussion Papers.
  • Andrea Frazzini & David Kabiller & Lasse H. Pedersen, 2013. "Buffett's Alpha," NBER Working Papers 19681, National Bureau of Economic Research, Inc.
    • Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David, 2013. "Buffett?s Alpha," CEPR Discussion Papers 9769, C.E.P.R. Discussion Papers.
  • Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018. "Carry," Journal of Financial Economics, Elsevier, vol. 127(2), pages 197-225.
    • Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013. "Carry," NBER Working Papers 19325, National Bureau of Economic Research, Inc.
    • Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013. "Carry," CEPR Discussion Papers 9771, C.E.P.R. Discussion Papers.
  • Fabian Irek & Thorsten Lehnert, 2013. "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series 13-1, Luxembourg School of Finance, University of Luxembourg.
  • Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series 13-3, Luxembourg School of Finance, University of Luxembourg.
  • Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer & Mariela Stefanova, 2013. "The Lure of the Brand: Evidence from the European Mutual Fund Industry," LSF Research Working Paper Series 13-8, Luxembourg School of Finance, University of Luxembourg.
  • Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2017. "Optimal Financial Knowledge and Wealth Inequality," Journal of Political Economy, University of Chicago Press, vol. 125(2), pages 431-477.
    • Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013. "Optimal Financial Knowledge and Wealth Inequality," NBER Working Papers 18669, National Bureau of Economic Research, Inc.
    • Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013. "Optimal Financial Knowledge and Wealth Inequality," CeRP Working Papers 133, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Annamaria Lusardi & Olivia S. Mitchell, 2014. "The Economic Importance of Financial Literacy: Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 5-44, March.
    • Annamaria Lusardi & Olivia S. Mitchell, 2013. "The Economic Importance of Financial Literacy: Theory and Evidence," NBER Working Papers 18952, National Bureau of Economic Research, Inc.
    • Annamaria Lusardi & Olivia S. Mitchell, 2013. "The Economic Importance of Financial Literacy: Theory and Evidence," CeRP Working Papers 134, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," INDEM - Working Paper Business Economic Series id-13-01, Instituto para el Desarrollo Empresarial (INDEM).
  • Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," IC3JM - Estudios = Working Papers id-13-01, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
  • David LE BRIS, 2013. "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Discussion Papers (REL - Recherches Economiques de Louvain) 2013033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Hening Liu, 2013. "Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 21-52, May.
  • Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013. "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, vol. 14(2), pages 483-491, November.
  • Jizheng Huang & Heng-fu Zou, 2013. "Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy," Annals of Economics and Finance, Society for AEF, vol. 14(2), pages 367-384, November.
  • Christoffersen, Peter & Langlois, Hugues, 2013. "The Joint Dynamics of Equity Market Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1371-1404, October.
    • Peter Christoffersen & Hugues Langlois, 2011. "The Joint Dynamics of Equity Market Factors," CREATES Research Papers 2011-45, Department of Economics and Business Economics, Aarhus University.
  • DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.
    • Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers 7686, C.E.P.R. Discussion Papers.
  • Bouri, Elie I., 2013. "Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices," Journal of Wine Economics, Cambridge University Press, vol. 8(1), pages 49-68, May.
  • Seyoum-Tegegn, Emayenesh & Chan, Chris, 2013. "What Is Making Vineyard Investment in Northwest Victoria, Australia, Slow to Adjust?," Journal of Wine Economics, Cambridge University Press, vol. 8(1), pages 83-102, May.
  • Anat Bracha & Donald Brown, 2013. "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive 786969000000000792, David K. Levine.
    • Anat Bracha & Donald J. Brown, 2013. "Keynesian Utilities: Bulls and Bears," Cowles Foundation Discussion Papers 1891, Cowles Foundation for Research in Economics, Yale University.
  • Anat Bracha & Donald Brown, 2013. "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive 786969000000000782, David K. Levine.
    • Anat Bracha & Donald J. Brown, 2013. "(Ir)Rational Exuberance: Optimism, Ambiguity and Risk," Cowles Foundation Discussion Papers 1898, Cowles Foundation for Research in Economics, Yale University.
  • Anat Bracha & Donald J. Brown, 2013. "Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets," Cowles Foundation Discussion Papers 1898R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2014.
  • Ana Fostel & John Geanakoplos, 2013. "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers 1903, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2013. "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers 1903R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
  • Dubecq, Simon, 2013. "Stress-Test Exercises and the Pricing of Very Long-Term Bonds," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11793 edited by Gourieroux, Christian.
  • Benedetti, Giuseppe, 2013. "Investissement optimal et évaluation d'actifs sous certaines imperfections de marché," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12887 edited by Campi, Luciano.
  • Eva Sierminska & Karina Doorley, 2018. "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., vol. 26(1), pages 1-43, March.
    • Sierminska, Eva & Doorley, Karina, 2013. "To Own or Not to Own? Household Portfolios, Demographics and Institutions in a Cross-National Perspective," IZA Discussion Papers 7734, Institute of Labor Economics (IZA).
    • Eva Sierminska & Karina Doorley, 2013. "To Own or Not to Own?: Household Portfolios, Demographics and Institutions in a Cross-National Perspective," SOEPpapers on Multidisciplinary Panel Data Research 611, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Rainer Frey, 2013. "Auslandsforderungen deutscher Bankkonzerne in der Finanzkrise: ein vielschichtiger Bilanzabbau in zwei Phasen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 82(2), pages 157-170.
  • Barasinska, Nataliya & Schäfer, Dorothea, 2013. "Is the willingness to take financial risk a sex-linked trait? Evidence from national surveys of household finance," Discussion Papers 05/2013, Deutsche Bundesbank.
    • Nataliya Barasinska & Dorothea Schäfer, 2013. "Is the Willingness to Take Financial Risk a Sex-Linked Trait?: Evidence from National Surveys of Household Finance," Discussion Papers of DIW Berlin 1278, DIW Berlin, German Institute for Economic Research.
  • Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series 4275, CESifo.
    • Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," Discussion Papers of DIW Berlin 1300, DIW Berlin, German Institute for Economic Research.
  • Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2018. "On the International Spillovers of US Quantitative Easing," Economic Journal, Royal Economic Society, vol. 128(608), pages 330-377, February.
    • Fratzscher, Marcel & Straub, Roland & Lo Duca, Marco, 2013. "On the international spillovers of US quantitative easing," Working Paper Series 1557, European Central Bank.
    • Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2013. "On the International Spillovers of US Quantitative Easing," Discussion Papers of DIW Berlin 1304, DIW Berlin, German Institute for Economic Research.
    • Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2015. "On the International Spillovers of US Quantitative Easing," IMES Discussion Paper Series 15-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
  • Dirk Ulbricht, 2013. "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin 1324, DIW Berlin, German Institute for Economic Research.
  • Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin 1336, DIW Berlin, German Institute for Economic Research.
    • Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2014. "Institutional herding in financial markets: New evidence through the lens of a simulated model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100455, Verein für Socialpolitik / German Economic Association.
  • van Oordt, Maarten R. C. & Zhou, Chen, 2016. "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(2), pages 685-705, April.
    • Maarten van Oordt & Chen Zhou, 2013. "Systematic tail risk," DNB Working Papers 400, Netherlands Central Bank, Research Department.
  • Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013. "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013. "Equilibrium existence in the international asset and good markets," Working Papers 2013-3, Department of Research, Ipag Business School.
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013. "Equilibrium existence in the international asset and good markets," Working Papers 16, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2014. "Corporate Cash Holding in Asia," Asian Economic Journal, East Asian Economic Association, vol. 28(4), pages 323-345, December.
    • Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2013. "Corporate Cash Holding in Asia," ADB Economics Working Paper Series 381, Asian Development Bank.
    • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013. "Corporate Cash Holding in Asia," ISER Discussion Paper 0889, Institute of Social and Economic Research, The University of Osaka.
    • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013. "Corporate Cash Holding in Asia," UP School of Economics Discussion Papers 201311, University of the Philippines School of Economics.
    • Charles Y. Horioka & Akiko Terada-Hagiwara, 2013. "Corporate Cash Holding in Asia," NBER Working Papers 19688, National Bureau of Economic Research, Inc.
  • Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013. "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers 2013-28, University of Paris Nanterre, EconomiX.
  • Malte Sundkötter & Daniel Ziegler, 2013. "Perfect Competition vs. Riskaverse Agents: Technology Portfolio Choice in Electricity Markets," EWL Working Papers 1303, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Apr 2013.
  • Edward Tower & Heehyun Lim, 2013. "Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares," Working Papers 13-15, Duke University, Department of Economics.
  • Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015. "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 185-226.
    • Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013. "The Impact of Hedge Funds on Asset Markets," Working Papers 13-27, Duke University, Department of Economics.
    • Patton, Andrew & Kruttli, Mathias, 2014. "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers 10151, C.E.P.R. Discussion Papers.

  2012

  • Peter O. Christensen & Zhenjiang Qin, 2012. "Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare," CREATES Research Papers 2012-22, Department of Economics and Business Economics, Aarhus University.
  • Zhenjiang Qin, 2012. "Heterogeneous Beliefs, Public Information, and Option Markets," CREATES Research Papers 2012-23, Department of Economics and Business Economics, Aarhus University.
  • Zhenjiang Qin, 2012. "Continuous Trading Dynamically Effectively Complete Market with Heterogeneous Beliefs," CREATES Research Papers 2012-24, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios & Christiansen, Charlotte, 2014. "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 321-331.
    • Nektarios Aslanidis & Charlotte Christiansen, 2012. "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers 2012-34, Department of Economics and Business Economics, Aarhus University.
  • Michael Kirchler & Jurgen Huber & Thomas Stockl, 2012. "Thar She Bursts: Reducing Confusion Reduces Bubbles," American Economic Review, American Economic Association, vol. 102(2), pages 865-883, April.
    • Michael Kirchler & Jürgen Huber & Thomas Stöckl, 2011. "Thar she bursts - Reducing confusion reduces bubbles," Working Papers 2011-08, Faculty of Economics and Statistics, Universität Innsbruck.
  • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012. "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
    • Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010. "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers 7702, C.E.P.R. Discussion Papers.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
    • Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
  • Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2012. "How General Are Risk Preferences? Choices under Uncertainty in Different Domains," American Economic Review, American Economic Association, vol. 102(6), pages 2606-2638, October.
    • Mark Cullen & Liran Einav & Amy Finkelstein & Iuliana Pascu, 2010. "How General Are Risk Preferences? Choices Under Uncertainty in Different Domains," Discussion Papers 09-005, Stanford Institute for Economic Policy Research.
    • Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2010. "How general are risk preferences? Choices under uncertainty in different domains," NBER Working Papers 15686, National Bureau of Economic Research, Inc.
  • Pierpaolo Benigno & Salvatore Nisticò, 2012. "International Portfolio Allocation under Model Uncertainty," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 144-189, January.
    • Pierpaolo Benigno & Salvatore Nisticò, 2009. "International Portfolio Allocation under Model Uncertainty," NBER Working Papers 14734, National Bureau of Economic Research, Inc.
  • Sarbapriya Ray, 2012. "Evaluating the Impact of Working Capital Management Components on Corporate Profitability: Evidence from Indian Manufacturing Firms," International Journal of Economic Practices and Theories, Academy of Economic Studies - Bucharest, Romania, vol. 2(3), pages 127-136, July.
  • Derya TURFAN & Cagdas Hakan ALADAG & Ozgur YENIAY, 2012. "A New Genetic Algorithm To Solve Knapsack Problems," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 1(2), pages 40-47, DECEMBER.
  • Prat, Georges, 2013. "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
    • Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris Nanterre, EconomiX.
    • Georges Prat, 2012. "Equity risk premium and time horizon: what do the U.S. secular data say?," Working Papers 12-06, Association Française de Cliométrie (AFC).
  • Mandal, Maitreyi & Lagerkvist, Carl Johan, 2012. "A Comparison of Traditional and Copula based VaR with Agricultural portfolio," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124387, Agricultural and Applied Economics Association.
  • Leo Dobes, 2012. "Adaptation to Climate Change: Formulating Policy under Uncertainty," CCEP Working Papers 1201, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
    • Dobes, Leo, 2012. "Adaptation to Climate Change: Formulating Policy under Uncertainty," Working Papers 249390, Australian National University, Centre for Climate Economics & Policy.
  • M. Ritter & O. Mußhoff & M. Odening, 2014. "Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 67-86, June.
    • Ritter, Matthias & Musshoff, Oliver & Odening, Martin, 2012. "Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122527, European Association of Agricultural Economists.
  • Kocsis, Márió & Zakár, Tivadar, 2012. "Pénz- És Tőkepiaci Stratégiák Rendszerezése, És A Kiválasztási Szempontok Közötti Összefüggések Feltárása," Acta Carolus Robertus, Karoly Robert University College, vol. 2(01), pages 1-10.
  • Kriszt, Katalin & Zakár, Tivadar, 2012. "A Vállalatok Pénzügyi Típusjelenségeinek Többváltozós Analízise," Acta Carolus Robertus, Karoly Robert University College, vol. 2(01), pages 1-10.
  • Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 339-357, August.
    • Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-19, August.
  • Arthur, Bruno R. & Katchova, Ani L., 2012. "Accruals Anomaly in Agriculture Financial Economics," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119822, Southern Agricultural Economics Association.
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  • Giuseppe Cappelletti, 2012. "Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation," Temi di discussione (Economic working papers) 845, Bank of Italy, Economic Research and International Relations Area.
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    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics 10/06, University of Canterbury, Department of Economics and Finance.
    • Caporin, M. & McAleer, M.J., 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers EI 2010-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Ľuboš Pástor & Robert F. Stambaugh, 2012. "Are Stocks Really Less Volatile in the Long Run?," Journal of Finance, American Finance Association, vol. 67(2), pages 431-478, April.
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  • Tarun Ramadorai, 2012. "The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium," Journal of Finance, American Finance Association, vol. 67(2), pages 479-512, April.
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  • Vasia Panousi & Dimitris Papanikolaou, 2012. "Investment, Idiosyncratic Risk, and Ownership," Journal of Finance, American Finance Association, vol. 67(3), pages 1113-1148, June.
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  • John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2012. "U.S. International Equity Investment," Journal of Accounting Research, Wiley Blackwell, vol. 50(5), pages 1109-1139, December.
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  • Darius Lakdawalla & George Zanjani, 2012. "Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk Transfer," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(2), pages 449-476, June.
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  • Shun Kobayashi, 2012. "Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment," Bank of Japan Working Paper Series 12-E-13, Bank of Japan.
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    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2012. "The Appeal of Information Transactions," Working Papers 2012-13, Brown University, Department of Economics.
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    • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820721, HAL.
    • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00825337, HAL.
  • Fabrice Riva, 2012. "Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 37-48.
  • Lamia Jaidane-Mazigh, 2012. "La gestion alternative des fonds souverains altérée par les crises ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 327-341.
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  • Dominique Namur, 2012. "Quelles ressources mondiales pour financer l'investissement à long terme ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 37-56.
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  • Reyyan Koc & Nikolaos K. Kazantzis & William J. Nuttall & Yi Hua Ma, 2012. "Economic Rationale for Safety Investment in Integrated Gasification Combined-Cycle Gas Turbine Membrane Reactor Modules," Working Papers EPRG 1211, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
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    • Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Working Papers in Economics 12/10, University of Canterbury, Department of Economics and Finance.
    • Michael McAleer & Shawkat Hammoudeh, 2012. "Risk Management and Financial Derivatives:An Overview," KIER Working Papers 816, Kyoto University, Institute of Economic Research.
    • Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2012-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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  • Doriana Ruffino, 2014. "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 107-130, January.
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    • Doriana Ruffino, 2012. "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Carlo Alberto Notebooks 252, Collegio Carlo Alberto.
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  • Arroyave C., Elizabeth T. & Agudelo R., Diego A., 2012. "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 17(33), pages 38-47.
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  • Javier Orlando Pantoja Robayo & Juan Fernando Rendón García & Alfredo Trespalacios Carrasquilla, 2012. "Estrategia de Cobertura a Través de Contratos Forward en Mercados Eléctricos," Documentos de Trabajo de Valor Público 10665, Universidad EAFIT.
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  • Restrepo E., María Isabel, 2012. "Estimating Portfolio Value at Risk with GARCH and MGARCH models," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 19, pages 77-92, July.
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  • Carlo Alberto Magni, 2012. "The AIRR Approach for Investment Performance Measurement," Proyecciones Financieras y Valoración 9652, Master Consultores.
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  • José Gabriel Astaiza Gómez, 2012. "El teorema de la separación de Tobin: información del primer semestre de 2008 del mercado accionario colombiano," Revista Ad-Minister, Universidad EAFIT, October.
  • John Jairo Forero Romero & Carlos Alberto Orozco Hurtado, 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," Revista Ad-Minister, Universidad EAFIT, June.
  • Magnus Dahlquist & José Vicente Martinez & Paul Söderlind, 2017. "Individual Investor Activity and Performance," The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 866-899.
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  • Altı, Aydoğan & Kaniel, Ron & Yoeli, Uzi, 2012. "Why do institutional investors chase return trends?," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 694-721.
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  • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2012. "Is it money or brains? The determinants of intra-family decision power," CEPR Discussion Papers 9017, C.E.P.R. Discussion Papers.
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  • Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
    • Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
    • Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
    • Schmukler, Sergio & Raddatz, Claudio, 2012. "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers 9070, C.E.P.R. Discussion Papers.
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    • Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series 12-2, Luxembourg School of Finance, University of Luxembourg.
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  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2012. "The Appeal of Information Transactions," Working Papers 2012-13, Brown University, Department of Economics.
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  • Fischer, Thomas, 2012. "Passive investment strategies and financial bubbles," Darmstadt Discussion Papers in Economics 212, Darmstadt University of Technology, Department of Law and Economics.
    • Fischer, Thomas, 2012. "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77437, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
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    • Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
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    • Hippolyte d'Albis & Emmanuel Thibault, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," Post-Print halshs-00721281, HAL.
    • Hippolyte d'Albis & Emmanuel Thibault, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," Documents de travail du Centre d'Economie de la Sorbonne 12050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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  • Baixauli-Soler, J. Samuel & Alfaro-Cid, Eva & Fernández-Blanco, Matilde O., 2012. "A Naïve Approach To Speed Up Portfolio Optimization Problem Using A Multiobjective Genetic Algorithm / Una Aproximación Ingenua Para Acelerar El Programa De Optimización De Carteras Usando Un Algoritm," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), vol. 18(2), pages 126-131.
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  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "Money Doctors," Journal of Finance, American Finance Association, vol. 70(1), pages 91-114, February.
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  • Jaroslava Hlouskova & Panagiotis Tsigaris, 2012. "Capital income taxation and risk taking under prospect theory," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(4), pages 554-573, August.
    • Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2012. "Capital Income Taxation and Risk Taking under Prospect Theory," Economics Series 283, Institute for Advanced Studies.
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  • Ulaş ÜNLÜ, 2012. "Dört faktörlü varlık fiyatlama modelinin İMKB’de test edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(313), pages 57-83.
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  • Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang, 2012. "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification," Management Science, INFORMS, vol. 58(2), pages 253-272, February.
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  • David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012. "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, vol. 58(2), pages 320-335, February.
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  • Teresa Simões & Margarida Abreu, 2012. "O Efeito Disposição nos Investidores Individuais Portugueses," Working Papers Department of Economics 2012/40, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • Unal H. Ozden & Ozlem Deniz Basar & Seda Bagdatli Kalkan, 2012. "Imkb’de Islem Goren Cimento Sektorundeki Sirketlerin Finansal Performanslarinin VIKOR Yontemi Ile Siralanmasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 17(1), pages 23-44, November.
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  • Jordi Mondria & Climent Quintana‐Domeque, 2013. "Financial Contagion and Attention Allocation," Economic Journal, Royal Economic Society, vol. 123(568), pages 429-454, May.
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  • M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
    • Pesaran, M. Hashem & Yamagata, Takashi, 2012. "Testing CAPM with a Large Number of Assets," IZA Discussion Papers 6469, Institute of Labor Economics (IZA).
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
    • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
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  • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2012. "Is it money or brains? The determinants of intra-family decision power," CEPR Discussion Papers 9017, C.E.P.R. Discussion Papers.
    • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2012. "Is It Money or Brains? The Determinants of Intra-Family Decision Power," IZA Discussion Papers 6648, Institute of Labor Economics (IZA).
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    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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  • M. Fort & F. Manaresi & S. Trucchi, 2012. "Banks Information Policies, Financial Literacy and Household Wealth," Working Papers wp852, Dipartimento Scienze Economiche, Universita' di Bologna.
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  • Auer Benjamin R., 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables Rehabilitate CAPM, ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(5), pages 518-544, October.
  • Jules Sadefo Kamdem, 2012. "VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors," Annals of Finance, Springer, vol. 8(1), pages 123-150, February.
    • Jules Sadefo-Kamdem, 2012. "VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors," Post-Print hal-02901914, HAL.
  • Ba Chu, 2012. "Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios," Annals of Finance, Springer, vol. 8(1), pages 97-122, February.
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  • Zbigniew Kominek, 2012. "Regulatory induced herding? Evidence from Polish pension funds," Economic Change and Restructuring, Springer, vol. 45(1), pages 97-119, February.
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  • Jaroslava Hlouskova & Panagiotis Tsigaris, 2012. "Capital income taxation and risk taking under prospect theory," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(4), pages 554-573, August.
    • Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2012. "Capital Income Taxation and Risk Taking under Prospect Theory," Economics Series 283, Institute for Advanced Studies.
  • Bart Frijns & Dimitris Margaritis & Maria Psillaki, 2012. "Firm efficiency and stock returns," Journal of Productivity Analysis, Springer, vol. 37(3), pages 295-306, June.
  • Camilo Serrano & Martin Hoesli, 2012. "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 319-338, April.
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  • Roman Kraeussl & Christian Wiehenkamp, 2012. "A call on art investments," Review of Derivatives Research, Springer, vol. 15(1), pages 1-23, April.
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  • Hong Zou & Min-Ming Wen & Charles Yang & Mulong Wang, 2012. "Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 25-46, January.
  • Susana Yu, 2012. "New empirical evidence on the investment success of momentum strategies based on relative stock prices," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 105-121, July.
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  • Young Sik Kim & Manjong Lee, 2012. "Recognizability and Liquidity of Assets," Korean Economic Review, Korean Economic Association, vol. 28, pages 241-259.
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  • Hodder, James E. & Jackwerth, Jens Carsten & Kolokolova, Olga, 2014. "Recovering Delisting Returns of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 797-815, June.
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    • Hippolyte d'Albis & Emmanuel Thibault, 2012. "Optimal annuitization, uncertain survival probabilities, and maxmin preferences," Post-Print hal-00670320, HAL.
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    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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    • Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink, 2012. "Exact and heuristic approaches for the index tracking problem with UCITS constraints," Center for Economic Research (RECent) 081, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Department of Economics 0686, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," CEIS Research Paper 238, Tor Vergata University, CEIS, revised 15 Jun 2012.
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  • Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 628-649, December.
    • Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper 242, Tor Vergata University, CEIS, revised 18 Jul 2012.
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    • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2012. "Is It Money or Brains? The Determinants of Intra-Family Decision Power," IZA Discussion Papers 6648, Institute for the Study of Labor (IZA).
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    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Department of Economics 0686, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," CEIS Research Paper 238, Tor Vergata University, CEIS, revised 15 Jun 2012.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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  • Angel Marchev & Angel Marchev Jr., 2012. "Selecting and Simulating Models for Management of Investment Portfolios Using Cybernetic Approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 38-54, April.
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  • Elisabeth Beckmann & Thomas Scheiber, 2012. "Not So Trustworthy Anymore? The Euro as a Safe Haven Asset in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 65-71.
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  • Francisco Galarza & Mauricio Power, 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?," Working Papers 12-11, Centro de Investigación, Universidad del Pacífico.
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  • Maftei Daniel, 2012. "A New Approach For Energy Security – The Efficient Management Of Funds For Investment In Infrastructure For Green Energy," Polish Journal of Management Studies, Czestochowa Technical University, Department of Management, vol. 5(1), pages 254-261, June.
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  • Sorin Claudiu Radu, 2012. "Evolution of The Romanian Capital Market in The Last Four Years," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 215-222.
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  • Dimitriou, Dimitrios & Kenourgios, Dimitris, 2012. "Opportunities for international portfolio diversification in the balkans’ markets," MPRA Paper 37479, University Library of Munich, Germany.
  • Cai, Zongwu & Liu, Xuan & Yang, Fang, 2012. "Reexamining the Empirical Relevance of Habit Formation Preferences," MPRA Paper 37817, University Library of Munich, Germany.
  • Kemp-Benedict, Eric, 2012. "The national bioenergy investment model: Technical documentation," MPRA Paper 37835, University Library of Munich, Germany.
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  • Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.
  • Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata, 2012. "The Budapest liquidity measure and the price impact function," MPRA Paper 40339, University Library of Munich, Germany.
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    • Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012. "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper 40654, University Library of Munich, Germany.
  • Chia, Rui Ming Daryl & Lim, Kai Jie Shawn, 2012. "The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market," MPRA Paper 41455, University Library of Munich, Germany.
  • R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
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    • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
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    • Sefiane, Slimane & Benbouziane, Mohamed, 2012. "Portfolio Selection Using Genetic Algorithm," MPRA Paper 41783, University Library of Munich, Germany.
  • Ardliansyah, Rifqi, 2012. "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper 41958, University Library of Munich, Germany.
  • Jacopo Cimadomo & Sebastian Hauptmeier & Tom Zimmermann, 2012. "Fiscal Consolidations and Banking Stability," Working Papers 2012-32, CEPII research center.
    • Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2012. "Fiscal consolidations and banking stability," MPRA Paper 42229, University Library of Munich, Germany.
  • Shaikh, Salman, 2012. "Analysis of Islamic Mutual Funds Operations in Pakistan," MPRA Paper 42495, University Library of Munich, Germany.
  • Shaikh, Salman, 2012. "Consumption & Savings Behavior in Pakistan," MPRA Paper 42496, University Library of Munich, Germany.
  • Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
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    • Svetlana Pashchenko, 2010. "Accounting for non-annuitization," 2010 Meeting Papers 563, Society for Economic Dynamics.
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    • Dimitriou, Dimitrios & Simos, Theodore, 2012. "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper 42825, University Library of Munich, Germany.
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    • Antonakakis, Nikolaos & Vergos, Konstantinos, 2012. "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper 43284, University Library of Munich, Germany.
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    • Rossi, Francesco, 2012. "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper 43312, University Library of Munich, Germany, revised Nov 2012.
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  • Matthijs Lof, 2015. "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, vol. 61(8), pages 1889-1901, August.
    • Lof, Matthijs, 2012. "Rational Speculators, Contrarians and Excess Volatility," MPRA Paper 43490, University Library of Munich, Germany.
  • Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012. "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper 43654, University Library of Munich, Germany.
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    • Roncalli, Thierry & Weisang, Guillaume, 2012. "Risk Parity Portfolios with Risk Factors," MPRA Paper 44017, University Library of Munich, Germany.
  • Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012. "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper 44212, University Library of Munich, Germany.
    • Tack Yun & Eunmi Ko & Jinsook Kim, 2013. "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," 2013 Meeting Papers 527, Society for Economic Dynamics.
  • Panait, Iulian & Diaconescu, Tiberiu, 2012. "Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București [Particularities of applying Modern Portfolio Theory on the Romanian capital m," MPRA Paper 44248, University Library of Munich, Germany.
  • Bundala, Ntogwa, 2012. "Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries," MPRA Paper 47626, University Library of Munich, Germany.
  • Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando, 2012. "Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica [Opposite strategy and liquidity effect: an econometric analysis]," MPRA Paper 48104, University Library of Munich, Germany.
  • Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete, 2012. "Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L) [Initial Public Offer of stocks in Brazil: an analysis of returns from s," MPRA Paper 48106, University Library of Munich, Germany.
  • Miele, Maria Grazia, 2012. "The financial crisis and the credit rating agencies: the failure of reputation," MPRA Paper 48159, University Library of Munich, Germany.
  • Hiremath, Gourishankar S & Bandi, Kamaiah, 2012. "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper 48710, University Library of Munich, Germany.
  • Muteba Mwamba, John, 2012. "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper 50323, University Library of Munich, Germany.
  • Pop, Raluca Elena, 2012. "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper 51595, University Library of Munich, Germany.
  • Bijapur, Mohan & Croci, Manuela & Zaidi, Rida, 2012. "Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds," MPRA Paper 54265, University Library of Munich, Germany.
  • Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012. "أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي [Effect of Capital Market Liberalization on Volatility of TASI]," MPRA Paper 54470, University Library of Munich, Germany, revised 2012.
  • Kamal, Javed Bin, 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," MPRA Paper 60610, University Library of Munich, Germany.
  • Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran, 2012. "Factors Affecting Investment Decision Making of Equity Fund Managers," MPRA Paper 60783, University Library of Munich, Germany.
  • Jan Budík, 2012. "Advanced investment strategies in environment of financial markets," Ekonomika a Management, Prague University of Economics and Business, vol. 2012(3), pages 82-92.
  • Soo-Wah Low, 2012. "Market Timing and Selectivity Performance: A Cross-Sectional Analysis of Malaysian Unit Trust Funds," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(2), pages 205-219.
  • Fabrice Riva, 2012. "Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement," Revue d'Économie Financière, Programme National Persée, vol. 106(2), pages 37-48.
  • Lamia Jaidane-Mazigh, 2012. "La gestion alternative des fonds souverains altérée par les crises ?," Revue d'Économie Financière, Programme National Persée, vol. 106(2), pages 327-341.
  • Alberto Niccoli & Francesco Marchionne, 2012. "The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis," PSL Quarterly Review, Economia civile, vol. 65(260), pages 52-77.
  • Chris GROSE & Theodoros KARGIDIS, 2012. "Persistence In Performance For Mutual Funds In Periods Of Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(1), pages 85-98.
  • Anastasios KONSTANTINIDIS & Androniki KATARACHIA & George BOROVAS & Maria Eleni VOUTSA, 2012. "From Efficient Market Hypothesis To Behavioural Finance: Can Behavioural Finance Be The New Dominant Model For Investing?," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(2), pages 16-26.
  • Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012. "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series 80, National Centre for Econometric Research.
  • Michael D. Hurd & Susann Rohwedder, 2012. "Stock Price Expectations and Stock Trading," NBER Working Papers 17973, National Bureau of Economic Research, Inc.
    • Michael D. Hurd & Susann Rohwedder, 2012. "Stock Price Expectations and Stock Trading," Working Papers 938, RAND Corporation.
  • Michael D. Hurd & Susann Rohwedder, 2012. "Stock Price Expectations and Stock Trading," NBER Working Papers 17973, National Bureau of Economic Research, Inc.
    • Michael D. Hurd & Susann Rohwedder, 2012. "Stock Price Expectations and Stock Trading," Working Papers WR-938, RAND Corporation.
  • Jacques Pézier & Johanna Scheller, 2012. "Average Portfolio Insurance Strategies," ICMA Centre Discussion Papers in Finance icma-dp2012-05, Henley Business School, University of Reading.
  • Filippo Coro & Alfonso Dufour & Simone Varotto, 2012. "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance icma-dp2012-06, Henley Business School, University of Reading.
  • Carol Alexander & Dimitris Korovilas, 2012. "Diversification of Equity with VIX Futures: Personal Views and Skewness Preference," ICMA Centre Discussion Papers in Finance icma-dp2012-07, Henley Business School, University of Reading.
  • Anderson, Keith & Brooks, Chris, 2014. "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 20-31.
    • Chris Brooks & Keith Anderson, 2012. "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance icma-dp2013-01, Henley Business School, University of Reading, revised Nov 2013.
  • Andrea Caggese & Vicente Cunat, 2013. "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(1), pages 177-193, January.
    • Andrea Caggese & Vicente Cunat, 2012. "Code and data files for "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity"," Computer Codes 11-37, Review of Economic Dynamics.
  • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
    • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010. "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers 10/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    • Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011. "Saving rates and portfolio choice with subsistence consumption," CFS Working Paper Series 2011/06, Center for Financial Studies (CFS).
    • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption"," Online Appendices 10-11, Review of Economic Dynamics.
    • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Code and data files for "Saving Rates and Portfolio Choice with Subsistence Consumption"," Computer Codes 10-11, Review of Economic Dynamics.
  • Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2012. "Modelling the Demand for Housing over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 1-18, January.
    • Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2011. "Code and data files for "Modelling the Demand for Housing over the Lifecycle"," Computer Codes 10-53, Review of Economic Dynamics.
  • Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers 17537, National Bureau of Economic Research, Inc.
    • Dirk Krueger, 2012. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers 102, Society for Economic Dynamics.
    • Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive 11-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers 8624, C.E.P.R. Discussion Papers.
  • Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2012. "Foreign Ownership of U.S. Safe Assets: Good or Bad?," 2012 Meeting Papers 297, Society for Economic Dynamics.
    • Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014. "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers 19917, National Bureau of Economic Research, Inc.
  • Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
    • Yuliy Sannikov & Markus Brunnermeier, 2013. "The I-Theory of Money," 2013 Meeting Papers 620, Society for Economic Dynamics.
    • Markus K. Brunnermeier & Yuliy Sannikov, 2016. "The I Theory of Money," NBER Working Papers 22533, National Bureau of Economic Research, Inc.
    • Brunnermeier, Markus K. & Sannikov, Yuliy, 2016. "The I Theory of Money," Research Papers 3431, Stanford University, Graduate School of Business.
    • Brunnermeier, Markus & Sannikov, Yuliy, 2016. "The I Theory of Money," CEPR Discussion Papers 11444, C.E.P.R. Discussion Papers.
  • Felix KUBLER & Karl SCHMEDDERS, 2010. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series 10-21, Swiss Finance Institute.
    • Karl Schmedders & Felix Kubler, 2012. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers 536, Society for Economic Dynamics.
  • Kurt Mitman, 2016. "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," American Economic Review, American Economic Association, vol. 106(8), pages 2219-2255, August.
    • Kurt Mitman, 2012. "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," 2012 Meeting Papers 563, Society for Economic Dynamics.
    • Mitman, Kurt, 2016. "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," CEPR Discussion Papers 11043, C.E.P.R. Discussion Papers.
  • Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014. "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, vol. 69(4), pages 1455-1484, August.
    • Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2011. "Time-Varying Fund Manager Skill," NBER Working Papers 17615, National Bureau of Economic Research, Inc.
    • Laura Veldkamp, 2012. "Time-varying fund manager skill," 2012 Meeting Papers 68, Society for Economic Dynamics.
    • Veldkamp, Laura & Kacperczyk, Marcin & Van Nieuwerburgh, Stijn, 2012. "Time-Varying Fund Manager Skill," CEPR Discussion Papers 9025, C.E.P.R. Discussion Papers.
  • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
    • Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers 783, Society for Economic Dynamics.
    • Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013. "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers 9691, C.E.P.R. Discussion Papers.
    • Fagereng, Andreas & Gottlieb, Charles & Guiso, Luigi, 2015. "Asset market participation and portfolio choice over the life-cycle," SAFE Working Paper Series 115, Leibniz Institute for Financial Research SAFE.
    • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series 1326, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2013.
    • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers ECO2013/07, European University Institute.
    • Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers 758, Statistics Norway, Research Department.
  • Piotr Szymański, 2012. "Problems in business valuation –analysis of survey results," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 137-162, June.
  • Piotr Szymański, 2012. "Problems in business valuation –analysis of survey results," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 153-178, June.
  • Frolova, Elvina & Fantazzini, Dean, 2012. "Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 3-24.
  • Semushin, Anton & Parshakov, Petr, 2012. "Data frequency and mutual fund performance measures," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 95-114.
  • Habrov, Vladimir, 2012. "Optimization of portfolio management based on vector autoregression models and multivariate volatility models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 35-62.
  • Meric , Ilhan & Kim, Joe H. & Gong, Linguo & Meric, Gulser, 2012. "Co-movements of and Linkages between Asian Stock Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(1), pages 1-1, January.
  • Aftab , Muhammad & Ali Shah, Zulfiqar & Sheikh, Rauf A., 2012. "Holding Periods, Illiquidity and Disposition Effect in a Developing Economy," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(1), pages 1-17, January.
  • Caliskan, Tuncer, 2012. "Comparing Black Litterman Model and Markowitz Mean Variance Model with Beta Factor, Unsystematic Risk and Total Risk," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(4), pages 1-43, October.
  • Georges Dionne, 2012. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data," Cahiers de recherche 1233, CIRPEE.
    • Dionne, Georges, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.
  • Rossi, Francesco, 2012. "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, vol. 1(1), pages 6-13.
    • Rossi, Francesco, 2012. "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper 43312, University Library of Munich, Germany, revised Nov 2012.
  • Palzer, Andreas & Westner, Günther & Madlener, Reinhard, 2013. "Evaluation of different hedging strategies for commodity price risks of industrial cogeneration plants," Energy Policy, Elsevier, vol. 59(C), pages 143-160.
    • Palzer, Andreas & Westner, Günther & Madlener, Reinhard, 2012. "Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants," FCN Working Papers 2/2012, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Mar 2013.
  • Arroyave C., Elizabeth T. & Agudelo R., Diego A., 2012. "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 17(33), pages 38-47.
    • Arroyave C., Elizabeth T. & Agudelo R., Diego A., 2012. "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999-2007," Documentos de Trabajo de Valor Público 10656, Universidad EAFIT.
  • Ciciretti, Rocco & Corvino, Raffaele, 2012. "How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk," Journal of Financial Transformation, Capco Institute, vol. 34, pages 195-210.
    • Rocco Ciciretti & Raffaele Corvino, 2011. "How homogeneous diversification in balanced investment funds affects portfolio and systemic risk," CEIS Research Paper 204, Tor Vergata University, CEIS, revised 04 Jul 2011.
  • Beer, Francisca & Watfa, Mohamad & Zouaoui, Mohamed, 2012. "Do investors care about noise trader risk?," Journal of Financial Transformation, Capco Institute, vol. 35, pages 49-56.
  • Verma, Rahul & Soydemir, Gökçe, 2012. "Are investor sentiments priced by the CAPM?," Journal of Financial Transformation, Capco Institute, vol. 35, pages 57-70.
  • Pais, Amelia & Stork, Philip A., 2012. "Short-selling bans and contagion risk," Journal of Financial Transformation, Capco Institute, vol. 35, pages 109-122.
  • Adcock, Chris & Areal, Nelson & Armada, Manuel & Cortez, Maria Ceu & Oliveira, Benilde & Silva, Florinda, 2012. "Tests of the correlation between portfolio performance measures," Journal of Financial Transformation, Capco Institute, vol. 35, pages 123-132.
  • Gao, Siwei & Powers, Michael R. & Chapman, Zaneta A., 2012. "A risk-based risk finance paradigm," Journal of Financial Transformation, Capco Institute, vol. 35, pages 173-178.
  • An , Jiyoun & Park , Cheolbeom, 2012. "Election Cycles and Stock Market Reaction: International Evidence," Working Papers 12-4, Korea Institute for International Economic Policy.
  • Sotiropoulos, Dimitris P., 2012. "Revisiting the 1992-93 EMS crisis in the context of international political economy," Economics Discussion Papers 2012-7, School of Economics, Kingston University London.
  • Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni, 2012. "Executive Stock Options and Time Diversification," QM&ET Working Papers 12-16, University of Alicante, D. Quantitative Methods and Economic Theory.
  • Zion Guo & Hsin-Yi Huang, 2012. "An Analytic Derivation of the Efficient Market Portfolio," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 104-116, December.
  • Dajcman, Silvio & Festic, Mejra, 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 Cri," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 163-180, December.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
    • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
    • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
    • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
    • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI, 2012. "The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 2(3), pages 63-76, September.
  • Maria CARACOTA DIMITRIU & Ioana – Diana PAUN, 2012. "Short Term Hedging Using Futures Contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(2), pages 436-445, December.
  • Emilio Bisetti, 2012. "The Impact of Longevity Risk on the Term Structure of the Risk-Return Tradeoff," Rivista di Politica Economica, SIPI Spa, issue 4, pages 79-119, October-D.
  • Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Other publications TiSEM 6b549d1a-062f-4595-bdb3-d, Tilburg University, School of Economics and Management.
    • Bert Willems & Joris Morbee, 2012. "Risk Spillovers and Hedging: Why Do Firms Invest Too Much in Systemic Risk?," RSCAS Working Papers 2012/35, European University Institute.
    • Bert WILLEMS & Joris MORBEE, 2011. "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven ces11.17, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    • Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Discussion Paper 2011-057, Tilburg University, Center for Economic Research.
  • V. I. Tinyakova, 2012. "The new approaches in econometric research of financial markets. Distributed volatility," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 4(2), pages 247-255, Decembre.
  • Madalina - Gabriela ANGHEL, 2012. "Statistical Indicators Used in the Analysis of Portfolios of Financial Instruments," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(4), pages 117-120, November.
  • Madalina - Gabriela ANGHEL, 2012. "Theoretical Aspects Concerning the Use of the Markowitz Model in the Management of Financial Instruments Portfolios," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(4), pages 259-264, November.
  • Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012. "A New Lp Model For Enhanced Indexation," Departmental Working Papers of Economics - University 'Roma Tre' 0168, Department of Economics - University Roma Tre.
  • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2012. "Is it money or brains? The determinants of intra-family decision power," CEPR Discussion Papers 9017, C.E.P.R. Discussion Papers.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," CEIS Research Paper 238, Tor Vergata University, CEIS, revised 15 Jun 2012.
    • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2012. "Is It Money or Brains? The Determinants of Intra-Family Decision Power," IZA Discussion Papers 6648, Institute of Labor Economics (IZA).
    • G. Bertocchi & M. Brunetti & C. Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," CHILD Working Papers Series 2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Department of Economics 0686, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0033, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011. "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper 33715, University Library of Munich, Germany.
    • Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
  • Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 628-649, December.
    • Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is financial fragility a matter of illiquidity? An appraisal for Italian households," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0032, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper 242, Tor Vergata University, CEIS, revised 18 Jul 2012.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 0338, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  • Cathy Ning & Loran Chollete, 2012. "Asymmetric Dependence between Aggregate Consumption and Financial Risk," Working Papers 046, Toronto Metropolitan University, Department of Economics.
  • Rados³aw Kurach, 2012. "Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 8(3), pages 26-36, October.
  • Cameron Truong, 2013. "The January effect, does options trading matter?," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 31-48, April.
  • Barry Williams & Gulasekaran Rajaguru, 2013. "The chicken or the egg? The trade-off between bank fee income and net interest margins," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 99-123, April.
  • Nabamita Dutta, 2012. "Effect of the Political Regime on Asset Returns in Emerging Markets: An Empirical Investigation," South Asian Journal of Macroeconomics and Public Finance, , vol. 1(1), pages 135-156, June.
  • Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012. "Universal banking, competition and risk in a macro model," SIRE Discussion Papers 2012-19, Scottish Institute for Research in Economics (SIRE).
    • Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2012. "Universal banking, competition and risk in a macro model," CDMA Working Paper Series 201205, Centre for Dynamic Macroeconomic Analysis.
    • Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2012. "Universal banking, competition and risk in a macro model," Discussion Papers 1201, University of Exeter, Department of Economics.
  • Aviral Kumar Tiwari, 2012. "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(1), pages 67-79.
  • Rodríguez Benavides, Domingo & Ortíz Calisto, Edgar & López Herrera, Francisco, 2012. "¿Se desvanece el efecto-enero en las bolsas de valores del continente americano? / Does the January effect fade in the Americas´ stock markets?," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 2(2), pages 101-121, julio-dic.
  • Marcus Davidsson, 2012. "Trend Following Trading," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 4(1 (March)), pages 51-68.
  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.
    • Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
    • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print hal-01493323, HAL.
  • Aglietta, Michel & Brière, Marie & Rigot, Sandra & Signori, Ombretta, 2012. "Rehabilitating the role of active management for pension funds," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2565-2574.
    • Michel Aglietta & Marie Briere & Sandra Rigot & Ombretta Signori, 2012. "Rehabilitating the Role of Active Management for Pension Funds," Working Papers CEB 12-018, ULB -- Universite Libre de Bruxelles.
  • Jean-Marie De Corte & Marc Labie & Ludovic Urgeghe & Jean-Claude Vansnick, 2012. "Microfinance Investment Vehicles and Social Performance: Moving forward with the MACBETH Approach," Working Papers CEB 12-025, ULB -- Universite Libre de Bruxelles.
  • Giovannetti, Bruno C., 2013. "Asset pricing under quantile utility maximization," Review of Financial Economics, Elsevier, vol. 22(4), pages 169-179.
    • Bruno C. Giovannetti, 2013. "Asset pricing under quantile utility maximization," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 169-179, November.
    • Bruno Cara Giovannetti, 2012. "Asset Pricing under Quantile Utility Maximization," Working Papers, Department of Economics 2012_16, University of São Paulo (FEA-USP).
  • Dr. Anila MANÇKA, 2012. "The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 2(1), pages 1-4, February.
  • Manfred Gilli & Enrico Schumann, 2012. "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, vol. 193(1), pages 129-158, March.
    • Manfred Gilli & Enrico Schumann, 2009. "Heuristic Optimisation in Financial Modelling," Working Papers 007, COMISEF.
  • Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012. "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, vol. 201(1), pages 325-343, December.
    • Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico, 2012. "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Working Paper Series in Economics 44, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  • Ajamu Loving & Michael Finke & John Salter, 2012. "Explaining the 2004 Decrease in Minority Stock Ownership," The Review of Black Political Economy, Springer;National Economic Association, vol. 39(4), pages 403-425, December.
  • Yuichi Takano & Renata Sotirov, 2012. "A polynomial optimization approach to constant rebalanced portfolio selection," Computational Optimization and Applications, Springer, vol. 52(3), pages 645-666, July.
    • Takano, Y. & Sotirov, R., 2010. "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Other publications TiSEM 50bcc54f-7451-4e27-88a5-3, Tilburg University, School of Economics and Management.
    • Takano, Y. & Sotirov, R., 2010. "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Discussion Paper 2010-114, Tilburg University, Center for Economic Research.
  • Sascha Desmettre, 2012. "Optimal investment for executive stockholders with exponential utility," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(2), pages 151-170, November.
  • Giorgia Callegaro & Monique Jeanblanc & Wolfgang Runggaldier, 2012. "Portfolio optimization in a defaultable market under incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(2), pages 91-111, November.
  • Douglas Hodgson & Aylin Seçkin, 2012. "Dynamic price dependence of Canadian and international art markets: an empirical analysis," Empirical Economics, Springer, vol. 43(2), pages 867-890, October.
    • Douglas James Hodgson & Aylin Seckin, 2011. "Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis," CIRANO Working Papers 2011s-14, CIRANO.
  • Emmanuel Denis & Yuri Kabanov, 2012. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, vol. 16(1), pages 135-154, January.
    • Emmanuel Denis & Yuri Kabanov, 2011. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print hal-00488288, HAL.
  • Gordan Žitković, 2012. "An example of a stochastic equilibrium with incomplete markets," Finance and Stochastics, Springer, vol. 16(2), pages 177-206, April.
  • Julien Grépat & Yuri Kabanov, 2012. "Small transaction costs, absence of arbitrage and consistent price systems," Finance and Stochastics, Springer, vol. 16(3), pages 357-368, July.
  • Jun Sekine, 2012. "Long-term optimal portfolios with floor," Finance and Stochastics, Springer, vol. 16(3), pages 369-401, July.
  • Jérôme Detemple & Weidong Tian & Jie Xiong, 2012. "An optimal stopping problem with a reward constraint," Finance and Stochastics, Springer, vol. 16(3), pages 423-448, July.
  • Christopher Lorenz & Alexander Schied, 2013. "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, vol. 17(4), pages 743-770, October.
  • Omar Esqueda & Dave Jackson, 2012. "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 691-711, July.
  • Joe Brocato & Kenneth Smith, 2012. "Sudden equity price declines and the flight-to-safety phenomenon: additional evidence using daily data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 712-727, July.
  • Deniz Igan & Marcelo Pinheiro, 2012. "Incentive to manipulate earnings and its connection to analysts’ forecasts, trading, and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(4), pages 781-821, October.
  • Andrés Carvajal & Marek Weretka, 2012. "No-arbitrage, state prices and trade in thin financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 223-268, May.
  • Matthew Hoelle, 2012. "Transaction costs and planner intervention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 603-634, August.
  • Lieh-Ming Luo, 2012. "Optimal diversification for R&D project portfolios," Scientometrics, Springer;Akadémiai Kiadó, vol. 91(1), pages 219-229, April.
  • Franz W. Wagner & Michaela Ott, 2012. "Wie relevant sind Steuerwirkungen auf Investitionen noch? Zeit-, Bemessungsgrundlagen- und Tarif-Effekte der Unternehmensbesteuerung 1960–2010," Schmalenbach Journal of Business Research, Springer, vol. 64(4), pages 392-427, June.
  • Slimane Sefiane & Mohamed Benbouziane, 2012. "Portfolio Selection Using Genetic Algorithm," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(4), pages 1-9.
    • Sefiane, Slimane & Benbouziane, Mohamed, 2012. "Portfolio Selection Using Genetic Algorithm," MPRA Paper 41783, University Library of Munich, Germany.
  • Pankaj SINHA & Lavleen GOYAL, 2012. "Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 56-62, June.
    • Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.
  • Renata KARKOWSKA, 2012. "Towards A Measurement Scale For Contagion Effect On Capital Market," Journal of Advanced Research in Management, ASERS Publishing, vol. 0(2), pages 103-110, December.
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  • Andrey KUDRYAVTSEV, 2012. "Overnight Stock Price Reversals," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 162-170, January.
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  • Christoph Basten & Andreas Fagereng & Kjetil Telle, 2016. "Saving and Portfolio Allocation Before and After Job Loss," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 293-324, March.
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    • Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012. "Saving and portfolio allocation before and after job loss," Discussion Papers 672, Statistics Norway, Research Department.
  • A. Hoffmann, 2012. "Determinants of carry trades in Central and Eastern Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 22(18), pages 1479-1490, September.
    • Hoffmann, Andreas, 2011. "Determinants of carry trades in Central and Eastern Europe," Working Papers 102, University of Leipzig, Faculty of Economics and Management Science.
  • Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
    • Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
    • Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
  • José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
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  • Sébastien Lleo & William T. Ziemba, 2024. "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 18, pages 303-329, World Scientific Publishing Co. Pte. Ltd..
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    • D'Albis, Hippolyte & Thibault, Emmanuel, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," TSE Working Papers 12-323, Toulouse School of Economics (TSE).
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    • Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2012-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Feb 2012.
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    • Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2012-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics 13/08, University of Canterbury, Department of Economics and Finance.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012. "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers 838, Kyoto University, Institute of Economic Research.
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    • David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013. "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers 13-009/III, Tinbergen Institute, revised 01 Feb 2013.
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  • Ghazali Syamni & Husaini, 2012. "Interest rates and currencies effects on Islamic and conventional bonds," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 4(2), pages 129-140, April.
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    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
    • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
  • Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe�a, 2014. "Portfolio choice with indivisible and illiquid housing assets: the case of Spain," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 2045-2064, November.
    • Sergio Mayordomo & María Rodríguez-Moreno & Juan Ignacio Peña, 2012. "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Faculty Working Papers 24/12, School of Economics and Business Administration, University of Navarra.
    • Sergio Mayordomo & Mar'ia Rodriguez-Moreno & Juan Ignacio Pe~na, 2022. "Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain," Papers 2202.02280, arXiv.org.
  • Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014. "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers 2014-409, Department of Research, Ipag Business School.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "Money Doctors," Journal of Finance, American Finance Association, vol. 70(1), pages 91-114, February.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 69721, Harvard University OpenScholar.
    • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014. "Money Doctors," Scholarly Articles 12965657, Harvard University Department of Economics.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money doctors," Economics Working Papers 1355, Department of Economics and Business, Universitat Pompeu Fabra.
    • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012. "Money Doctors," NBER Working Papers 18174, National Bureau of Economic Research, Inc.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money Doctors," Working Papers 464, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 228501, Harvard University OpenScholar.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
    • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
    • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
    • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
  • Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2012, January-A.
  • Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3, July-Dece.
  • Dirk G. Baur & Thomas K.J. McDermott, 2011. "Safe Haven Assets and Investor Behaviour Under Uncertainty," The Institute for International Integration Studies Discussion Paper Series iiisdp392, IIIS, revised Feb 2012.
    • Dirk G Baur & Thomas K.J. McDermott, 2012. "Safe Haven Assets and Investor Behavior Under Uncertainty," Working Paper Series 173, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  • Dirk G Baur & Kristoffer Glover, 2012. "The Destruction of a Safe Haven Asset?," Working Paper Series 174, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  • Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Collateralized borrowing and risk taking at low interest rates," European Economic Review, Elsevier, vol. 85(C), pages 62-83.
    • Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2012. "Collateralized Borrowing and Risk Taking at Low Interest Rates?," University of Western Ontario, Economic Policy Research Institute Working Papers 20121, University of Western Ontario, Economic Policy Research Institute.
    • Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Collateralized Borrowing and Risk Taking at Low Interest Rates," Working Papers 2016-2, University of Alberta, Department of Economics.
  • Ioana Diana PAUN & Maria DIMITRIU, 2012. "Comparative Analysis of Options Valuation Methods," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 7(2), pages 78-95.
  • Francesco Bertoluzzo & Marco Corazza, 2012. "Reinforcement Learning for automatic financial trading: Introduction and some applications," Working Papers 2012:33, Department of Economics, University of Venice "Ca' Foscari", revised 2012.
  • Loriana Pelizzon & Massimiliano Caporin, 2012. "Market volatility, optimal portfolios and naive asset allocations," Working Papers 2012_08, Department of Economics, University of Venice "Ca' Foscari".
  • Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015. "Backward/forward optimal combination of performance measures for equity screening," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 63-83.
    • Monica Billio & Massimiliano Caporin & Michele Costola, 2012. "Backward/forward optimal combination of performance measures for equity screening," Working Papers 2012_13, Department of Economics, University of Venice "Ca' Foscari".
  • Diana Barro & Elio Canestrelli, 2014. "Downside risk in multiperiod tracking error models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 263-283, June.
    • Diana Barro & Elio Canestrelli, 2012. "Downside risk in multiperiod tracking error models," Working Papers 2012_17, Department of Economics, University of Venice "Ca' Foscari".
  • Diana Barro & Elio Canestrelli, 2012. "Dynamic tracking error with shortfall control using stochastic programming," Working Papers 2012_18, Department of Economics, University of Venice "Ca' Foscari", revised 2012.
  • Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".
  • Alessandro Bucciol & Raffaele Miniaci, 2012. "Financial Risk Aversion, Economic Crises and Past Risk Perception," Working Papers 28/2012, University of Verona, Department of Economics.
  • Nicoleta Anca Matei & Claudio Zoli, 2012. "Restricted Finite Time Dominance," Working Papers 30/2012, University of Verona, Department of Economics.
  • Elisa Cavezzali & Gloria Gardenal & Ugo Rigoni, 2012. "Risk taking, diversification behavior and financial literacy of individual investors," Working Papers 17, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
  • Piotr Arendarski, 2012. "Tactical allocation in falling stocks: Combining momentum and solvency ratio signals," Working Papers 2012-01, Faculty of Economic Sciences, University of Warsaw.
  • Piotr Arendarski & Łukasz Postek, 2012. "Cointegration Based Trading Strategy For Soft Commodities Market," Working Papers 2012-02, Faculty of Economic Sciences, University of Warsaw.
  • Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012. "Bilateral M&A activity from the Global South," The North American Journal of Economics and Finance, Elsevier, vol. 23(3), pages 345-364.
    • Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012. "Bilateral M&A activity from the global south," Policy Research Working Paper Series 5953, The World Bank.
  • Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
    • Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
    • Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
    • Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series 6072, The World Bank.
    • Schmukler, Sergio & Raddatz, Claudio, 2012. "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers 9070, C.E.P.R. Discussion Papers.
    • Claudio Raddatz & Sergio L. Schmukler, 2012. "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile 668, Central Bank of Chile.
  • Sandra M. Leitner & Robert Stehrer, 2012. "Access to Finance and Composition of Funding during the Crisis: A firm-level analysis for Latin American countries," wiiw Working Papers 78, The Vienna Institute for International Economic Studies, wiiw.
  • Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012. "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(3), pages 203-229, March.
    • Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2010. "Regime-Dependent Smile-Adjusted Delta Hedging," ICMA Centre Discussion Papers in Finance icma-dp2010-10, Henley Business School, University of Reading.
  • Martin Melecky, 2012. "Choosing The Currency Structure Of Foreign‐Currency Debt: A Review Of Policy Approaches," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 133-151, March.
    • Melecky, Martin, 2010. "Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches," MPRA Paper 21268, University Library of Munich, Germany.
  • Stotz, Olaf & Georgi, Dominik, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.
    • Olaf Stotz & Dominik Georgi, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 159-167, November.
  • Harry Markowitz, 2012. "Mean-Variance Approximations To The Geometric Mean," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-30.
  • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2012. "Stochastic Dominance And Behavior Towards Risk: The Market For Ishares," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-20.
  • Harry Markowitz, 2012. "Mean-Variance Approximations To The Geometric Mean," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-30.
  • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2012. "Stochastic Dominance And Behavior Towards Risk: The Market For Ishares," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-20.
  • Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013. "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-17.
  • João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013. "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-27.
  • Jirô Akahori & Andrea Macrina, 2022. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193, World Scientific Publishing Co. Pte. Ltd..
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
    • Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
  • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Finance at Fields, chapter 1, pages 1-15 World Scientific Publishing Co. Pte. Ltd..
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.

    • Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
  • Edwin J Elton & Martin J Gruber (ed.), 2010. "Investments and Portfolio Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8034.
  • Cheng-Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Security Analysis, Portfolio Management, and Financial Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8116, February.
  • Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431.
  • J Robert Buchanan, 2012. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8495, February.
  • Matheus R Grasselli & Lane P Hughston (ed.), 2012. "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507.
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Accounting Information and Regression Analysis," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 2, pages 21-80, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Common Stock: Return, Growth, and Risk," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 3, pages 81-117, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Introduction to Valuation Theories," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 4, pages 119-153, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Bond Valuation and Analysis," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 5, pages 155-198, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "The Uses and Calculation of Market Indexes," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 6, pages 199-223, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Sources of Risks and Their Determination," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 7, pages 227-263, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 8, pages 265-311, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Capital Asset Pricing Model and Beta Forecasting," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 9, pages 313-352, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Index Models for Portfolio Selection," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 10, pages 353-397, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Performance-Measure Approaches for Selecting Optimum Portfolios," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 11, pages 399-433, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "The Efficient-Market Hypothesis and Security Valuation," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 12, pages 435-468, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Arbitrage Pricing Theory and Intertemporal Capital Asset Pricing Model," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 13, pages 469-511, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Futures Valuation and Hedging," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 14, pages 515-556, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Commodity Futures, Financial Futures, and Stock-Index Futures," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 15, pages 557-602, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Options and Option Strategies," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 16, pages 603-654, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Option Pricing Theory and Firm Valuation," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 17, pages 655-704, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 18, pages 705-738, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Normal, Log-Normal Distribution, and Option Pricing Model," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 19, pages 739-776, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Comparative Static Analysis of the Option Pricing Models," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 20, pages 777-805, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Security Analysis and Mutual Fund Performance," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 21, pages 809-866, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "International Diversification and Asset Pricing," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 22, pages 867-908, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Bond Portfolios: Management and Strategy," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 23, pages 909-947, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Portfolio Insurance and Synthetic Options," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 24, pages 949-991, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Capturing Equity Risk Premia," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 25, pages 995-1025, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "Simultaneous Equation Models for Security Valuation," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 26, pages 1027-1080, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Joseph Finnerty & John Lee & Alice C Lee & Donald Wort, 2012. "ItÔ's Calculus: Derivation of the Black–Scholes Option Pricing Model," World Scientific Book Chapters, in: Security Analysis, Portfolio Management, and Financial Derivatives, chapter 27, pages 1081-1116, World Scientific Publishing Co. Pte. Ltd..
  • Jirô Akahori & Andrea Macrina, 2022. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193, World Scientific Publishing Co. Pte. Ltd..
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
    • Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
  • Hamed Amini & Rama Cont & Andreea Minca, 2012. "Stress Testing The Resilience Of Financial Networks," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 2, pages 17-36, World Scientific Publishing Co. Pte. Ltd..
  • Attakrit Asvanunt & Mark Broadie & Suresh Sundaresan, 2012. "Managing Corporate Liquidity: Strategies And Pricing Implications," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 3, pages 37-74, World Scientific Publishing Co. Pte. Ltd..
  • T. R. Bielecki & S. Crépey & M. Jeanblanc & B. Zargari, 2012. "Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 4, pages 75-113, World Scientific Publishing Co. Pte. Ltd..
  • Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2012. "Information-Based Asset Pricing," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 5, pages 115-150, World Scientific Publishing Co. Pte. Ltd..
  • René Carmona & Sergey Nadtochiy, 2012. "Tangent Models As A Mathematical Framework For Dynamic Calibration," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 6, pages 151-179, World Scientific Publishing Co. Pte. Ltd..
  • Patrick Cheridito & Michael Kupper, 2012. "Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 7, pages 181-206, World Scientific Publishing Co. Pte. Ltd..
  • Giuseppe Di Graziano & Lorenzo Torricelli, 2012. "Target Volatility Option Pricing," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 8, pages 207-223, World Scientific Publishing Co. Pte. Ltd..
  • Damir Filipović & Lane P. Hughston & Andrea Macrina, 2012. "Conditional Density Models For Asset Pricing," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 9, pages 225-248, World Scientific Publishing Co. Pte. Ltd..
  • Hans Föllmer & Irina Penner, 2012. "Monetary Valuation Of Cash Flows Under Knightian Uncertainty," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 10, pages 249-263, World Scientific Publishing Co. Pte. Ltd..
  • Marco Frittelli & Emanuela Rosazza Gianin, 2012. "On The Penalty Function And On Continuity Properties Of Risk Measures," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 12, pages 283-305, World Scientific Publishing Co. Pte. Ltd..
  • Marco Frittelli & Marco Maggis, 2012. "Conditional Certainty Equivalent," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 13, pages 307-325, World Scientific Publishing Co. Pte. Ltd..
  • Pavel V. Gapeev, 2012. "Pricing Of Perpetual American Options In A Model With Partial Information," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 14, pages 327-347, World Scientific Publishing Co. Pte. Ltd..
  • Paul Gassiat & Huyên Pham & Mihai Sîrbu, 2012. "Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 15, pages 349-372, World Scientific Publishing Co. Pte. Ltd..
  • Jim Gatheral & Alexander Schied, 2012. "Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 16, pages 373-388, World Scientific Publishing Co. Pte. Ltd..
  • Jim Gatheral & Tai-Ho Wang, 2012. "The Heat-Kernel Most-Likely-Path Approximation," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 17, pages 389-406, World Scientific Publishing Co. Pte. Ltd..
  • Paul Glasserman & Qi Wu, 2012. "Forward And Future Implied Volatility," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 18, pages 407-432, World Scientific Publishing Co. Pte. Ltd..
  • Svante Janson & Sokhna M'Baye & Philip Protter, 2012. "Absolutely Continuous Compensators," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 19, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
  • Dilip B. Madan & Wim Schoutens, 2012. "Conic Finance And The Corporate Balance Sheet," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 20, pages 451-474, World Scientific Publishing Co. Pte. Ltd..
  • Michael Monoyios & Andrew Ng, 2012. "Optimal Exercise Of An Executive Stock Option By An Insider," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 21, pages 475-498, World Scientific Publishing Co. Pte. Ltd..
  • M. Musiela & T. Zariphopoulou, 2012. "Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 22, pages 499-519, World Scientific Publishing Co. Pte. Ltd..
  • Jan Obłój & Frédérik Ulmer, 2012. "Performance Of Robust Hedges For Digital Double Barrier Options," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 23, pages 521-554, World Scientific Publishing Co. Pte. Ltd..
  • Thorsten Schmidt & Jerzy Zabczyk, 2012. "Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 24, pages 555-573, World Scientific Publishing Co. Pte. Ltd..
  • Marianna BOTIKA, 2012. "Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 5(17), pages 96-118.
  • Pesaran, M. Hashem & Yamagata, Takashi, 2012. "Testing CAPM with a Large Number of Assets," IZA Discussion Papers 6469, Institute of Labor Economics (IZA).
    • M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
  • Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
    • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
    • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014. "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 1-12.
    • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "Trend Following, Risk Parity and Momentum in Commodity Futures," Discussion Papers 12/28, Department of Economics, University of York.
  • Rünger, Silke, 2012. "The effect of Germany's repeal of the corporate capital gains tax: Evidence from the disposal of corporate minority holdings," arqus Discussion Papers in Quantitative Tax Research 126, arqus - Arbeitskreis Quantitative Steuerlehre.
  • Reichert, Michael, 2012. "Der Einfluss von Kosten auf die Vorteilhaftigkeit der Riester-Rente," arqus Discussion Papers in Quantitative Tax Research 129, arqus - Arbeitskreis Quantitative Steuerlehre.
  • Niemann, Rainer & Rünger, Silke, 2012. "Der Einfluss des Budgetbegleitgesetzes 2011 auf das Handelsvolumen am österreichischen Kapitalmarkt," arqus Discussion Papers in Quantitative Tax Research 136, arqus - Arbeitskreis Quantitative Steuerlehre.
  • Herz, Christian & Neunert, Daniela & Will, Sebastian & Wolf, Niko J. & Zwick, Tobias, 2012. "Portfolioallokation: Einbezug verschiedener Assetklassen," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2012-01, University of Bayreuth, Chair of Finance and Banking.
  • Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2012. "Bank regulation and stability: An examination of the Basel market risk framework," Discussion Papers 09/2012, Deutsche Bundesbank.
  • Böninghausen, Benjamin & Köhler, Matthias, 2012. "Diversification and determinants of international credit portfolios: Evidence from German banks," Discussion Papers 28/2012, Deutsche Bundesbank.
  • Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2013. "The cross section of conditional mutual fund performance in European stock markets," Journal of Financial Economics, Elsevier, vol. 108(3), pages 699-726.
    • Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2012. "The cross-section of conditional mutual fund performance in European stock markets," CFR Working Papers 09-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph, 2009. "Low risk and high return - how emotions shape expectations on the stock market," CFR Working Papers 09-10, University of Cologne, Centre for Financial Research (CFR).
    • Kempf, Alexander & Merkle, Christoph & Niessen-Ruenzi, Alexandra, 2012. "Low risk and high return: Affective attitudes and stock market expectations," CFR Working Papers 09-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2012. "Performance inconsistency in mutual funds: An investigation of window-dressing behavior," CFR Working Papers 11-07 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016. "Runs on Money Market Mutual Funds," American Economic Review, American Economic Association, vol. 106(9), pages 2625-2657, September.
    • Wermers, Russ, 2012. "Runs on money market mutual funds," CFR Working Papers 12-05, University of Cologne, Centre for Financial Research (CFR).
    • Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ, 2014. "Runs on money market mutual funds," CFR Working Papers 12-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2012. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09, University of Cologne, Centre for Financial Research (CFR).
  • Dimitris Georgarakos & Michael Haliassos & Giacomo Pasini, 2014. "Household Debt and Social Interactions," The Review of Financial Studies, Society for Financial Studies, vol. 27(5), pages 1404-1433.
    • Haliassos, Michael & Georgarakos, Dimitris & Pasini, Giacomo, 2012. "Household Debt and Social Interactions," CEPR Discussion Papers 9238, C.E.P.R. Discussion Papers.
    • Georgarakos, Dimitris & Haliassos, Michael & Pasini, Giacomo, 2012. "Household debt and social interactions," CFS Working Paper Series 2012/05, Center for Financial Studies (CFS).
    • Georgarakos, Dimitris & Haliassos, Michalis & Pasini, Giacomo, 2013. "Household debt and social interactions," SAFE Working Paper Series 1, Leibniz Institute for Financial Research SAFE, revised 2013.
  • Kraft, Holger & Steffensen, Mogens, 2012. "A dynamic programming approach to constrained portfolios," CFS Working Paper Series 2012/07, Center for Financial Studies (CFS).
  • Annamaria Lusardi & Olivia S. Mitchell & Vilsa Curto, 2012. "Financial Sophistication in the Older Population," NBER Working Papers 17863, National Bureau of Economic Research, Inc.
    • Lusardi, Annamaria & Mitchell, Olivia S. & Curto, Vilsa, 2012. "Financial sophistication in the older population," CFS Working Paper Series 2012/08, Center for Financial Studies (CFS).
  • Halko, Marja Liisa & Kaustia, Markku, 2012. "Are risk preferences dynamic? Within-subject variation in risk-taking as a function of background music," CFS Working Paper Series 2012/09, Center for Financial Studies (CFS).
  • Scholz, Peter, 2012. "Size matters! How position sizing determines risk and return of technical timing strategies," CPQF Working Paper Series 31, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
  • Fischer, Thomas, 2012. "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77437, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Fischer, Thomas, 2012. "Passive investment strategies and financial bubbles," Darmstadt Discussion Papers in Economics 212, Darmstadt University of Technology, Department of Law and Economics.
    • Fischer, Thomas, 2012. "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 57576, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2012. "Individual risk attitudes and the composition of financial portfolios: Evidence from German household portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 1-14.
    • Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2012. "Individual Risk Attitudes and the Composition of Financial Portfolios: Evidence from German Household Portfolios," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(1), pages 1-14.
  • Krones, Julia & Cremers, Heinz, 2012. "Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten," Frankfurt School - Working Paper Series 195, Frankfurt School of Finance and Management.
  • Frank M. Fossen, 2012. "Risk Attitudes and Private Business Equity," Discussion Papers of DIW Berlin 1209, DIW Berlin, German Institute for Economic Research.
    • Fossen, Frank M., 2012. "Risk attitudes and private business equity," Discussion Papers 2012/11, Free University Berlin, School of Business & Economics.
  • Lehmann, Sibylle H. & Hauber, Philipp & Opitz, Alexander, 2012. "Political rights, taxation, and firm valuation: Evidence from Saxony around 1900," FZID Discussion Papers 59-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  • Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio, 2012. "Clashes and compromises: Investment policies in tourism destinations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-25.
    • Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio, 2012. "Clashes and compromises: Investment policies in tourism destinations," Economics Discussion Papers 2012-11, Kiel Institute for the World Economy (IfW Kiel).
  • Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy (IfW Kiel).
  • Mili, Mehdi, 2012. "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers 2012-33, Kiel Institute for the World Economy (IfW Kiel).
  • Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio, 2012. "Clashes and compromises: Investment policies in tourism destinations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-25.
    • Candela, Guido & Castellani, Massimiliano & Mussoni, Maurizio, 2012. "Clashes and compromises: Investment policies in tourism destinations," Economics Discussion Papers 2012-11, Kiel Institute for the World Economy (IfW Kiel).
  • Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-29.
  • Schmitz, Matthias & Voigtlänger, Michael, 2012. "Grenzüberschreitende Immobilien-Transaktionen: Umfang, Trends und Determinanten," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 39(4), pages 75-87.
  • Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012. "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, vol. 201(1), pages 325-343, December.
    • Kim, Young Shin & Giacometti, Rosella & Rachev, Svetlozar T. & Fabozzi, Frank J. & Mignacca, Domenico, 2012. "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Working Paper Series in Economics 44, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  • Schuster, Philipp & Uhrig-Homburg, Marliese, 2012. "The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds," Working Paper Series in Economics 45, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  • Doris Neuberger & Roger Rissi, 2014. "Macroprudential Banking Regulation: Does One Size Fit All?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(1), pages 5-28.
    • Neuberger, Doris & Rissi, Roger, 2012. "Macroprudential banking regulation: Does one size fit all?," Thuenen-Series of Applied Economic Theory 124, University of Rostock, Institute of Economics.
  • Johansen, Kathrin & Singer, Nico, 2012. "Chasing rainbows: On the relationship between lottery tickets and common stocks," Thuenen-Series of Applied Economic Theory 129, University of Rostock, Institute of Economics.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
    • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
    • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
    • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
  • Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2012. "Managerial overconfidence and corporate risk management," SFB 649 Discussion Papers 2012-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2012. "Why do firms engage in selective hedging?," SFB 649 Discussion Papers 2012-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hirschberger, Markus & Steuer, Ralph E. & Utz, Sebastian & Wimmer, Maximilian, 2012. "Is socially responsible investing just screening? Evidence from mutual funds," SFB 649 Discussion Papers 2012-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2012. "Correlated trades and herd behavior in the stock market," SFB 649 Discussion Papers 2012-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Mohr, Peter N. C. & Heekeren, Hauke R., 2012. "The aging investor: Insights from neuroeconomics," SFB 649 Discussion Papers 2012-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Franck, Alexander & Walter, Andreas, 2012. "Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62015, Verein für Socialpolitik / German Economic Association.
  • Pelger, Ines, 2012. "Male vs. female business owners: Are there differences in investment behavior?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62016, Verein für Socialpolitik / German Economic Association.
  • Wolff, Dominik & Bessler, Wolfgang & Opfer, Heiko, 2012. "Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62020, Verein für Socialpolitik / German Economic Association.
  • David R. Bell & Olivier Ledoit & Michael Wolf, 2012. "A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction," ECON - Working Papers 079, Department of Economics - University of Zurich, revised Dec 2013.

  2011

  • Daniel Bernoulli, 2011. "Exposition Of A New Theory On The Measurement Of Risk," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 2, pages 11-24, World Scientific Publishing Co. Pte. Ltd..
  • J. L. Kelly Jr., 2011. "A New Interpretation of Information Rate," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 3, pages 25-34, World Scientific Publishing Co. Pte. Ltd..
  • Henry Allen Latané, 2011. "Criteria For Choice Among Risky Ventures," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 4, pages 35-46, World Scientific Publishing Co. Pte. Ltd..
  • L. Breiman, 2011. "Optimal Gambling Systems For Favorable Games," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 5, pages 47-60, World Scientific Publishing Co. Pte. Ltd..
  • E. O. Thorp, 2011. "Optimal Gambling Systems For Favorable Games," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 6, pages 61-80, World Scientific Publishing Co. Pte. Ltd..
  • Edward. O. Thorp, 2011. "Portfolio Choice And The Kelly Criterion," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 7, pages 81-90, World Scientific Publishing Co. Pte. Ltd..
  • Nils H. Hakansson, 2011. "Optimal Investment And Consumption Strategies Under Risk For A Class Of Utility Functions," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 8, pages 91-111, World Scientific Publishing Co. Pte. Ltd..
  • Nils H. Hakansson, 2011. "On Optimal Myopic Portfolio Policies, With And Without Serial Correlation Of Yields," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 9, pages 113-123, World Scientific Publishing Co. Pte. Ltd..
  • Richard Roll, 2011. "Evidence On The “Growth-Optimum” Model," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 10, pages 125-140, World Scientific Publishing Co. Pte. Ltd..
  • Robert M. Bell & Thomas M. Cover, 2011. "Competitive Optimality Of Logarithmic Investment," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 12, pages 147-152, World Scientific Publishing Co. Pte. Ltd..
  • ANDREW R. BARRON & Thomas M. Cover, 2011. "A Bound on the Financial Value of Information," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 13, pages 153-156, World Scientific Publishing Co. Pte. Ltd..
  • Paul H. Algoet & Thomas M. Cover, 2011. "Asymptotic Optimality And Asymptotic Equipartition Properties Of Log-Optimum Investment," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 14, pages 157-179, World Scientific Publishing Co. Pte. Ltd..
  • Thomas M. Cover, 2011. "Universal Portfolios," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 15, pages 181-209, World Scientific Publishing Co. Pte. Ltd..
  • Erik Ordentlich & Thomas M. Cover, 2011. "The Cost Of Achieving The Best Portfolio In Hindsight," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 16, pages 211-233, World Scientific Publishing Co. Pte. Ltd..
  • Mark Finkelstein & Robert Whitley, 2011. "Optimal Strategies For Repeated Games," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 17, pages 235-248, World Scientific Publishing Co. Pte. Ltd..
  • Vijay K. Chopra & William T. Ziemba, 2011. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 18, pages 249-257, World Scientific Publishing Co. Pte. Ltd..
  • Leonard C. Maclean & William T. Ziemba & Yuming Li, 2011. "Time to wealth goals in capital accumulation," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 19, pages 259-271, World Scientific Publishing Co. Pte. Ltd..
  • Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2011. "Survival and Evolutionary Stability of the Kelly Rule," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 20, pages 273-284, World Scientific Publishing Co. Pte. Ltd..
    • Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2009. "Survival and Evolutionary Stability of the Kelly Rule," Swiss Finance Institute Research Paper Series 09-32, Swiss Finance Institute.
  • Yingdong Lv & Bernhard K. Meister, 2011. "Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 21, pages 285-297, World Scientific Publishing Co. Pte. Ltd..
  • Sid Browne, 2011. "Survival And Growth With A Liability: Optimal Portfolio Strategies In Continuous Time," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 23, pages 307-332, World Scientific Publishing Co. Pte. Ltd..
  • L. C. Maclean & W. T. Ziemba & G. Blazenko, 2011. "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 24, pages 331-354, World Scientific Publishing Co. Pte. Ltd..
  • Leonard C. MacLean & Rafael Sanegre & Yonggan Zhao & William T. Ziemba, 2011. "Capital growth with security," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 25, pages 355-372, World Scientific Publishing Co. Pte. Ltd..
  • Sid Browne, 2011. "Risk-Constrained Dynamic Active Portfolio Management," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 26, pages 373-384, World Scientific Publishing Co. Pte. Ltd..
  • Mark Davis & Sébastien Lleo, 2011. "Fractional Kelly Strategies for Benchmarked Asset Management," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 27, pages 385-407, World Scientific Publishing Co. Pte. Ltd..
  • Eckhard Platen, 2011. "A Benchmark Approach to Investing and Pricing," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 28, pages 409-426, World Scientific Publishing Co. Pte. Ltd..
    • Eckhard Platen, 2009. "A Benchmark Approach to Investing and Pricing," Research Paper Series 253, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Michael A. H. Dempster & Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2011. "Growing Wealth with Fixed-Mix Strategies," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 29, pages 427-455, World Scientific Publishing Co. Pte. Ltd..
    • Michael A.H. DEMPSTER & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2009. "Growing wealth with fixed-mix strategies," Swiss Finance Institute Research Paper Series 09-37, Swiss Finance Institute.
  • Paul A. Samuelson, 2011. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 31, pages 465-472, World Scientific Publishing Co. Pte. Ltd..
    • Samuelson, Paul A, 1969. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 239-246, August.
  • William T. Ziemba & Raymond G. Vickson, 2011. "Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 32, pages 473-485, World Scientific Publishing Co. Pte. Ltd..
  • Paul A. Samuelson, 2011. "The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 33, pages 487-490, World Scientific Publishing Co. Pte. Ltd..
  • Paul A. Samuelson, 2011. "Why We Should Not Make Mean Log of Wealth Big Though Years to Act Are Long," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 34, pages 491-493, World Scientific Publishing Co. Pte. Ltd..
    • Samuelson, Paul A., 1979. "Why we should not make mean log of wealth big though years to act are long," Journal of Banking & Finance, Elsevier, vol. 3(4), pages 305-307, December.
  • Harry M. Markowitz, 2011. "Investment for the Long Run: New Evidence for an Old Rule," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 35, pages 495-508, World Scientific Publishing Co. Pte. Ltd..
    • Markowitz, Harry M, 1976. "Investment for the Long Run: New Evidence for an Old Rule," Journal of Finance, American Finance Association, vol. 31(5), pages 1273-1286, December.
  • Edward O. Thorp, 2011. "Understanding the Kelly Criterion," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 36, pages 509-523, World Scientific Publishing Co. Pte. Ltd..
  • E. Thorp & R. Whitley, 2011. "Concave Utilities are Distinguished by their Optimal Strategies," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 37, pages 525-542, World Scientific Publishing Co. Pte. Ltd..
  • Leonard C. MacLean & Edward O. Thorp & Yonggan Zhao & William T. Ziemba, 2011. "Medium Term Simulations of The Full Kelly and Fractional Kelly Investment Strategies," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 38, pages 543-561, World Scientific Publishing Co. Pte. Ltd..
  • Leonard C. MacLean & Edward O. Thorp & William T. Ziemba, 2011. "Good and Bad Properties of the Kelly Criterion," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 39, pages 563-572, World Scientific Publishing Co. Pte. Ltd..
  • Nils H. Hakansson & William T Ziemba, 2011. "Capital Growth Theory," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 41, pages 577-598, World Scientific Publishing Co. Pte. Ltd..
  • David G. Luenberger, 2011. "A preference foundation for log mean–variance criteria in portfolio choice problems," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 42, pages 599-618, World Scientific Publishing Co. Pte. Ltd..
  • Michael Stutzer, 2011. "Portfolio choice with endogenous utility: a large deviations approach," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 43, pages 619-640, World Scientific Publishing Co. Pte. Ltd..
    • Stutzer, Michael, 2003. "Portfolio choice with endogenous utility: a large deviations approach," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 365-386.
  • Michael Stutzer, 2011. "On Growth-Optimality vs. Security Against Underperformance," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 44, pages 641-653, World Scientific Publishing Co. Pte. Ltd..
  • Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2011. "Efficiency of the Market for Racetrack Betting," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 46, pages 663-680, World Scientific Publishing Co. Pte. Ltd..
  • Donald B. Hausch & William T. Ziemba, 2011. "Transactions Costs, Extent of Inefficiencies, Entries and Multiple Wagers in a Racetrack Betting Model," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 47, pages 681-694, World Scientific Publishing Co. Pte. Ltd..
  • William T. Ziemba & Donald B. Hausch, 2011. "The Dr.Z Betting System in England," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 48, pages 695-702, World Scientific Publishing Co. Pte. Ltd..
  • Robert R. Grauer & Nils H. Hakansson, 2011. "A Half Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds, and Bills, with and without Small Stocks," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 49, pages 703-734, World Scientific Publishing Co. Pte. Ltd..
  • John M. Mulvey & Mehmet Bilgili & Taha M. Vural, 2011. "A Dynamic Portfolio of Investment Strategies: Applying Capital Growth with Drawdown Penalties," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 50, pages 735-751, World Scientific Publishing Co. Pte. Ltd..
  • Markus Rudolf & William T. Ziemba, 2011. "Intertemporal surplus management," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 51, pages 753-768, World Scientific Publishing Co. Pte. Ltd..
  • William T. Ziemba, 2011. "The Symmetric Downside-Risk Sharpe Ratio," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 52, pages 769-784, World Scientific Publishing Co. Pte. Ltd..
  • R. E. S. Ziemba & William T. Ziemba, 2011. "Postscript: The Renaissance Medallion Fund," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 53, pages 785-788, World Scientific Publishing Co. Pte. Ltd..
  • Edward O. Thorp, 2011. "The Kelly Criterion in Blackjack Sports Betting, and the Stock Market," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 54, pages 789-832, World Scientific Publishing Co. Pte. Ltd..
  • Hasan Candan & Alper Özün, 2011. "Bank Risk Management In Emerging Markets After The Enhanced Basel Rules," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 1, pages 1-16, World Scientific Publishing Co. Pte. Ltd..
  • Rituparna Das, 2011. "PRODUCT VaR MODELLING," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 2, pages 17-39, World Scientific Publishing Co. Pte. Ltd..
  • Wei Shen, 2011. "Is It All About Disclosure? Regulating Structured Financial Products After The Lehman Brothers Minibonds Saga," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 3, pages 41-78, World Scientific Publishing Co. Pte. Ltd..
  • Paul Latimer, 2011. "Regulation Of Over-The-Counter Derivatives In Australia," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 4, pages 79-100, World Scientific Publishing Co. Pte. Ltd..
  • P. M. Vasudev, 2011. "Credit Derivatives: Understanding Their Characteristics And Risk Potential," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 5, pages 101-125, World Scientific Publishing Co. Pte. Ltd..
  • Mingyuan Zhang & Clark Abrahams, 2011. "A NEW FRAMEWORK FOR ASSET-BACKED SECURITIES (ABSs)," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 6, pages 127-159, World Scientific Publishing Co. Pte. Ltd..
  • Shwn Meei Lee, 2011. "Risk Management Of Collateralized Debt Obligations," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 7, pages 161-177, World Scientific Publishing Co. Pte. Ltd..
  • Tomasz S. Berent, 2011. "Financial Leverage Risk: New Definition And Empirical Illustration," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 8, pages 179-203, World Scientific Publishing Co. Pte. Ltd..
  • Matthew Dixon & Jike Chong & Kurt Keutzer, 2011. "Enabling Technology For More Pervasive And Responsive Market Risk Management Systems," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 9, pages 205-224, World Scientific Publishing Co. Pte. Ltd..
  • Maria Beitz & Matthias Ehrhardt, 2011. "A New Method Of Stress Testing Investment Products," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 10, pages 225-240, World Scientific Publishing Co. Pte. Ltd..
  • Ernst Eberlein & Dilip B. Madan, 2011. "The Distribution of Returns at Longer Horizons," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
  • Hiroaki Hata & Arturo Kohatsu-Higa, 2011. "Two Examples of an Insider with Medium/Long Term Effects on the Underlying," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
  • Jean-Paul Laurent, 2011. "A Note on the Risk Management of CDOs," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 3, pages 43-67, World Scientific Publishing Co. Pte. Ltd..
  • Emmanuel Denis, 2011. "Robust No Arbitrage Condition for Continuous-time Models with Transaction Costs," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 4, pages 69-82, World Scientific Publishing Co. Pte. Ltd..
  • Masaaki Fujii & Akihiko Takahashi, 2011. "Modeling of Interest-Rate Term Structures under Collateralization and its Implications," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 5, pages 83-103, World Scientific Publishing Co. Pte. Ltd..
  • Shoji Kamimura, 2011. "On the State Variables for Optimal Portfolio Strategies in the Japanese Market," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 6, pages 105-117, World Scientific Publishing Co. Pte. Ltd..
  • Satoshi Kawanishi, 2011. "The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 7, pages 119-150, World Scientific Publishing Co. Pte. Ltd..
  • Chi Chung Siu, 2011. "Option Pricing with a Regime-Switching Lévy Model," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 8, pages 151-179, World Scientific Publishing Co. Pte. Ltd..
  • Yoshihiko Sugihara & Nobuyuki Oda, 2011. "An Empirical Analysis of Equity Market Expectations in the Financial Turmoil Using Implied Moments and Jump Diffusion Processes," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 9, pages 181-213, World Scientific Publishing Co. Pte. Ltd..
  • Naoya Takezawa, 2011. "Investor Characteristics and Portfolio Value," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 10, pages 215-224, World Scientific Publishing Co. Pte. Ltd..
  • Yuji Yamada, 2011. "Optimal Hedging with Additive Models," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 11, pages 225-245, World Scientific Publishing Co. Pte. Ltd..
  • Carmen CORDUNEANU & Daniela Liliana TURCAS, 2011. "The Need for Market Regulations and Hedge Funds Performance," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(4(16)), pages 193-204.
  • Florentin SERBAN & Mihail BUSU, 2011. "Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(4(16)), pages 231-238.
  • Marta Arespa, 2011. "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers XREAP2011-15, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
  • Rünger, Silke, 2011. "The effect of Germany's Tax Reform Act 2001 on corporate ownership: Insights from disposals of minority blocks," arqus Discussion Papers in Quantitative Tax Research 114, arqus - Arbeitskreis Quantitative Steuerlehre.
  • Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
  • Fäßler, Robert & Kraus, Christina & Weiler, Sebastian M. & Abukadyrova, Kamila, 2011. "Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2011-03, University of Bayreuth, Chair of Finance and Banking.
  • Haavio, Markus & Kauppi, Heikki, 2011. "Owner-occupied housing as an investment, regional house price cycles and residential sorting," Bank of Finland Research Discussion Papers 24/2011, Bank of Finland.
  • Jochem, Axel & Volz, Ute, 2011. "Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors," Discussion Paper Series 1: Economic Studies 2011,07, Deutsche Bundesbank.
  • Le Blanc, Julia, 2011. "The third pillar in Europe: institutional factors and individual decisions," Discussion Paper Series 1: Economic Studies 2011,09, Deutsche Bundesbank.
  • Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2011. "Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors," Discussion Paper Series 1: Economic Studies 2011,23, Deutsche Bundesbank.
  • Le Blanc, Julia & Scholl, Almuth, 2011. "Optimal savings for retirement: The role of individual accounts and disaster expectations," Discussion Paper Series 1: Economic Studies 2011,33, Deutsche Bundesbank.
  • Hanauer, Matthias & Kaserer, Christoph & Rapp, Marc Steffen, 2011. "Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)," CEFS Working Paper Series 2011-01, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Jank, Stephan, 2010. "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies 2010,11, Deutsche Bundesbank.
    • Jank, Stephan, 2011. "Are there disadvantaged clienteles in mutual funds?," CFR Working Papers 11-02, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2011. "Window dressing in mutual funds," CFR Working Papers 11-07, University of Cologne, Centre for Financial Research (CFR).
  • Kempf, Alexander & Korn, Olaf & Saßning, Sven, 2011. "Portfolio optimization using forward-looking information," CFR Working Papers 11-10, University of Cologne, Centre for Financial Research (CFR).
  • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
    • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010. "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers 10/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    • Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011. "Saving rates and portfolio choice with subsistence consumption," CFS Working Paper Series 2011/06, Center for Financial Studies (CFS).
  • Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011. "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," Working Papers wp246, University of Michigan, Michigan Retirement Research Center.
    • Chai, Jingjing & Maurer, Raimond H. & Mitchell, Olivia S. & Rogalla, Ralph, 2011. "Lifecycle impacts of the financial and economic crisis on household optimal consumption, portfolio choice, and labor supply," CFS Working Paper Series 2011/23, Center for Financial Studies (CFS).
    • Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011. "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," NBER Working Papers 17134, National Bureau of Economic Research, Inc.
  • Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011. "The merit of high-frequency data in portfolio allocation," SFB 649 Discussion Papers 2011-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011. "The merit of high-frequency data in portfolio allocation," CFS Working Paper Series 2011/24, Center for Financial Studies (CFS).
  • Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2020. "Early life conditions and financial risk-taking in older age," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    • Dimitrios Christelis & Loreti I. Dobrescu & Alberto Motta, 2011. "Early Life Conditions and Financial Risk–Taking in Older Age," CSEF Working Papers 285, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Loretti Dobrescu & Dimitris Christelis & Alberto Motta, 2012. "Early Life Conditions and Financial Risk-taking in Older Age," Working Papers 201208, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    • Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2011. "Early life conditions and financial risk-taking in older age," CFS Working Paper Series 2011/28, Center for Financial Studies (CFS).
  • Scholz, Peter & Walther, Ursula, 2011. "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series 29, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
  • Roßbach, Peter & Karlow, Denis, 2011. "The stability of traditional measures of index tracking quality," Frankfurt School - Working Paper Series 164, Frankfurt School of Finance and Management.
  • Caporin, Massimiliano & Lisi, Francesco, 2011. "Comparing and selecting performance measures using rank correlations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-34.
    • Caporin, Massimiliano & Lisi, Francesco, 2011. "Comparing and selecting performance measures using rank correlations," Economics Discussion Papers 2011-14, Kiel Institute for the World Economy (IfW Kiel).
  • Caporin, Massimiliano & Lisi, Francesco, 2011. "Comparing and selecting performance measures using rank correlations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-34.
    • Caporin, Massimiliano & Lisi, Francesco, 2011. "Comparing and selecting performance measures using rank correlations," Economics Discussion Papers 2011-14, Kiel Institute for the World Economy (IfW Kiel).
  • Volker Wieland & Christos Koulovatianos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," 2011 Meeting Papers 1417, Society for Economic Dynamics.
    • Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    • Wieland, Volker & Koulovatianos, Christos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers 8514, C.E.P.R. Discussion Papers.
  • Dannenberg, Henry, 2011. "The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio," IWH Discussion Papers 11/2011, Halle Institute for Economic Research (IWH).
  • Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2013. "CVaR sensitivity with respect to tail thickness," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 977-988.
    • Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "CVaR sensitivity with respect to tail thickness," Working Paper Series in Economics 29, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  • A. Hoffmann, 2012. "Determinants of carry trades in Central and Eastern Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 22(18), pages 1479-1490, September.
    • Hoffmann, Andreas, 2011. "Determinants of carry trades in Central and Eastern Europe," Working Papers 102, University of Leipzig, Faculty of Economics and Management Science.
  • Singer, Nico, 2011. "A behavioral portfolio analysis of retirement portfolios," Thuenen-Series of Applied Economic Theory 104, University of Rostock, Institute of Economics.
  • Kremer, Stephanie & Nautz, Dieter, 2011. "Short-term herding of institutional traders: New evidence from the German stock market," SFB 649 Discussion Papers 2011-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011. "The merit of high-frequency data in portfolio allocation," CFS Working Paper Series 2011/24, Center for Financial Studies (CFS).
    • Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011. "The merit of high-frequency data in portfolio allocation," SFB 649 Discussion Papers 2011-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Rumpf, Dominik, 2011. "The dividends received deduction in the corporate income tax and cost of capital," Working Papers 01/2011, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  • Frahm, Gabriel & Wiechers, Christof, 2011. "On the diversification of portfolios of risky assets," Discussion Papers in Econometrics and Statistics 2/11, University of Cologne, Institute of Econometrics and Statistics.
  • Wiechers, Christof, 2011. "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics 4/11, University of Cologne, Institute of Econometrics and Statistics.
  • Wickern, Tobias, 2011. "Confidence in prior knowledge: Calibration and impact on portfolio performance," Discussion Papers in Econometrics and Statistics 7/11, University of Cologne, Institute of Econometrics and Statistics.
  • Richard Ochmann, 2010. "Distributional and Welfare Effects of Germany's Year 2000 Tax Reform," Discussion Papers of DIW Berlin 1083, DIW Berlin, German Institute for Economic Research.
    • Ochmann, Richard, 2011. "Distributional and Welfare Effects of Germany's Year 2000 Tax Reform," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48686, Verein für Socialpolitik / German Economic Association.
  • Müller, Helge & Schumacher, Christoph & Feess, Eberhard, 2011. "Gender behavior in betting markets," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48697, Verein für Socialpolitik / German Economic Association.
  • Kroencke, Tim A. & Schindler, Felix, 2012. "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
    • Kroencke, Tim Alexander & Schindler, Felix, 2011. "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers 11-012, ZEW - Leibniz Centre for European Economic Research.
    • Schindler, Felix & Kröncke, Tim-Alexander, 2011. "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48705, Verein für Socialpolitik / German Economic Association.
  • Kroencke, Tim A. & Schindler, Felix, 2012. "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
    • Schindler, Felix & Kröncke, Tim-Alexander, 2011. "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48705, Verein für Socialpolitik / German Economic Association.
    • Kroencke, Tim Alexander & Schindler, Felix, 2011. "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers 11-012, ZEW - Leibniz Centre for European Economic Research.
  • Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014. "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
    • Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011. "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers 2011-10, Department of Economics and Business Economics, Aarhus University.
    • Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011. "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers 11-028, ZEW - Leibniz Centre for European Economic Research.
  • Chia-lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures," Managerial Finance, Emerald Group Publishing, vol. 37(11), pages 1088-1106, September.
    • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
    • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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  • Joseph J. French & Nazneen Ahmad, 2011. "Returns or valuation? Foreign equity investment in the United States," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(3), pages 196-216, August.
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    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
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    • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
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    • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
    • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
    • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
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  • Emmanouil Mavrakis, 2011. "Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 55-70.
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  • Di Clemente Annalisa, 2011. "The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(104), pages 5-28.
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  • Gerardi, Kristopher & Lambie-Hanson, Lauren & Willen, Paul S., 2013. "Do borrower rights improve borrower outcomes? Evidence from the foreclosure process," Journal of Urban Economics, Elsevier, vol. 73(1), pages 1-17.
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    • Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011. "Do borrower rights improve borrower outcomes?: evidence from the foreclosure process," Public Policy Discussion Paper 11-9, Federal Reserve Bank of Boston.
    • Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011. "Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process," NBER Working Papers 17666, National Bureau of Economic Research, Inc.
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  • Vasia Panousi & Dimitris Papanikolaou, 2012. "Investment, Idiosyncratic Risk, and Ownership," Journal of Finance, American Finance Association, vol. 67(3), pages 1113-1148, June.
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  • Acharya, Viral & Mora, Nada, 2011. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers 8706, C.E.P.R. Discussion Papers.
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  • Neely, Christopher J. & Weller, Paul A., 2013. "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3783-3798.
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  • Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014. "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
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  • Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, March.
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  • Matteo Del Vigna, 2011. "Ambiguity made easier," Working Papers - Mathematical Economics 2011-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Matteo Del Vigna, 2011. "Financial market equilibria with heterogeneous agents: CAPM and market segmentation," Working Papers - Mathematical Economics 2011-08, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Matteo Del Vigna, 2011. "Market equilibrium with heterogeneous behavioural and classical investors' preferences," Working Papers - Mathematical Economics 2011-09, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
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  • Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy, 2011. "Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year," LSE Research Online Documents on Economics 43096, London School of Economics and Political Science, LSE Library.
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  • Isakov, Dusan & Marti, Didier, 2011. "Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability," FSES Working Papers 421, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
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  • Giulio Cifarelli, 2011. "Nonlinear Regime Shifts in Oil Price Hedging Dynamics," Working Papers - Economics wp2011_13.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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    • Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center 2011-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
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    • Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Post-Print halshs-00658723, HAL.
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    • Vladimir Borgy & Luc Arrondel & Frédérique Savignac, 2011. "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," PSE-Ecole d'économie de Paris (Postprint) halshs-00654461, HAL.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
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    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Coeurdacier, Nicolas & Guibaud, Stéphane, 2011. "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 289-308, March.
    • Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers DR 06013, ESSEC Research Center, ESSEC Business School.
    • Nicolas Coeurdacier & Stéphane Guibaud, 2011. "International portfolio diversification is better than you think," SciencePo Working papers Main hal-03602483, HAL.
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  • Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867-906, April.
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  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011. "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," EconomiX Working Papers 2011-20, University of Paris Nanterre, EconomiX.
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  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Levine's Working Paper Archive 661465000000000355, David K. Levine.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
    • Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011. "Entropy and the value of information for investors," UC3M Working papers. Economics we1104, Universidad Carlos III de Madrid. Departamento de Economía.
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    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Jakub W. Jurek & Erik Stafford, 2011. "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers 12-013, Harvard Business School.
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  • Bielecki, Tomasz R. & Cousin, Areski & Crépey, Stéphane & Herbertsson, Alexander, 2011. "Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model (Previous title: Dynamic Modeling of Portfolio Credit Risk with Common Shocks)," Working Papers in Economics 502, University of Gothenburg, Department of Economics, revised 12 Oct 2012.
  • Almenberg, Johan & Dreber, Anna, 2015. "Gender, stock market participation and financial literacy," Economics Letters, Elsevier, vol. 137(C), pages 140-142.
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  • Hagströmer, Björn & Nilsson, Birger & Hansson, Björn, 2011. "The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010," Working Papers 2011:24, Lund University, Department of Economics.
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    • Nils Chr. Framstad, 2012. "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Papers 1206.5756, arXiv.org, revised Jun 2012.
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  • Suzuki, Masataka, 2011. "A Model of Equity Prices with Heterogeneous Beliefs," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(1), pages 41-54, June.
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  • Felix Naujokat & Ulrich Horst, 2011. "When to Cross the Spread: Curve Following with Singular Control," SFB 649 Discussion Papers SFB649DP2011-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Gökhan CebiroËœglu & Ulrich Horst, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers SFB649DP2011-058, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011. "The merit of high-frequency data in portfolio allocation," CFS Working Paper Series 2011/24, Center for Financial Studies (CFS).
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  • Sven Tischer & Lutz Hildebrandt, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers SFB649DP2011-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Gregor Heyne & Michael Kupper & Christoph Mainberger, 2011. "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators," SFB 649 Discussion Papers SFB649DP2011-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Giuseppe Galloppo, 2011. "Higher Order Moments Resampling," Accounting & Taxation, The Institute for Business and Finance Research, vol. 3(1), pages 1-14.
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  • Faris Nasif ALShubiri, 2011. "The Effect Of Working Capital Practices On Risk Management: Evidence From Jordan," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(1), pages 39-54.
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  • Juan Otero-Serrano, 2011. "Does Firm Diversification Represent A Value Added For Stockholders?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(4), pages 99-113.
  • Eduardo Sandoval & Paula Urrutia, 2011. "El Efecto De La Crisis Financiera Subprime En Los Mercados Accionarios Desarrollados. Estimaciones Aparentemente No Relacionadas Sur Versus Garch (1,1)," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 4(1), pages 1-17.
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    • Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," IDB Publications (Working Papers) 3117, Inter-American Development Bank.
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    • Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," IDB Publications (Working Papers) 37398, Inter-American Development Bank.
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    • Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," Research Department Publications 4740, Inter-American Development Bank, Research Department.
    • Alessandro Rebucci & Akito Matsumoto & Pietro Cova & Massimiliano Pisani, 2011. "New Shocks and Asset Price Volatility in General Equilibrium," IMF Working Papers 11/110, International Monetary Fund.
    • Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," IDB Publications (Working Papers) 3117, Inter-American Development Bank.
  • Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011. "News shocks and asset price volatility in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2132-2149.
    • Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," Research Department Publications 4740, Inter-American Development Bank, Research Department.
    • Mr. Alessandro Rebucci & Mr. Akito Matsumoto & Pietro Cova & Massimiliano Pisani, 2011. "New Shocks and Asset Price Volatility in General Equilibrium," IMF Working Papers 2011/110, International Monetary Fund.
    • Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011. "News Shocks and Asset Price Volatility in General Equilibrium," IDB Publications (Working Papers) 3117, Inter-American Development Bank.
  • Victoria Dobrynskaya, 2011. "Downside risk and flight to quality in the currency market," Working Papers 2011.5, International Network for Economic Research - INFER.
  • Federica Teppa, 2011. "Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data," Working Papers 223, ECINEQ, Society for the Study of Economic Inequality.
  • Abreu, Margarida & Mendes, Victor, 2012. "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, vol. 33(4), pages 868-881.
    • Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • Gulder Kemalbay & C. Murat Ozkut & Ceki Franko, 2011. "Portfolio Selection with Higher Moments: A Polynomial Goal Programming Approach to ISE-30 Index," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 13(1), pages 41-61, Special I.
  • Henry Dannenberg, 2011. "The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio," IWH Discussion Papers 11, Halle Institute for Economic Research.
  • Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," Journal of Human Capital, University of Chicago Press, vol. 5(3), pages 255-301.
    • Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," NBER Working Papers 15668, National Bureau of Economic Research, Inc.
    • Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers 6060, Institute of Labor Economics (IZA).
  • Wade D. Pfau, 2011. "Emerging Market Pension Funds and International Diversification," Journal of Developing Areas, Tennessee State University, College of Business, vol. 45(1), pages 1-17, July-Dece.
  • Hai-Ching Liu & Ying-Fen Fu, 2011. "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 7(1), pages 23-42, January.
  • Halbleib Roxana & Voev Valeri, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
    • Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
    • Roxana Halbleib & Valeri Voev, 2011. "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository 2013/195065, ULB -- Universite Libre de Bruxelles.
  • Arnold Polanski & Evarist Stoja, 2011. "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 523-540, September.
    • Evarist Stoja & Arnold Polanski, 2009. "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers 09/616, School of Economics, University of Bristol, UK.
  • Sadefo Kamdem, 2011. "Businesses Risks Aggregation with Copula," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(2), pages 58-72, July.
    • Jules Sadefo-Kamdem, 2011. "Businesses Risks Aggregation with Copula," Post-Print hal-02942988, HAL.
  • Linan Diao & Jörg Rieskamp, 2011. "Reinforcement Learning in Repeated Portfolio Decisions," Jena Economics Research Papers 2011-009, Friedrich-Schiller-University Jena.
  • Linan Diao, 2011. "Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study," Jena Economics Research Papers 2011-010, Friedrich-Schiller-University Jena.
  • Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, vol. 7(3), pages 285-318, August.
  • Winslow Strong & Jean-Pierre Fouque, 2011. "Diversity and arbitrage in a regulatory breakup model," Annals of Finance, Springer, vol. 7(3), pages 349-374, August.
    • Winslow Strong & Jean-Pierre Fouque, 2010. "Diversity and Arbitrage in a Regulatory Breakup Model," Papers 1003.5650, arXiv.org, revised Dec 2010.
  • Laurence Carassus & Miklós Rásonyi, 2011. "Risk-averse asymptotics for reservation prices," Annals of Finance, Springer, vol. 7(3), pages 375-387, August.
  • James Koch & Robert Fenili & Richard Cebula, 2011. "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 59-70, March.
  • Larry Lawson & Catherine Lawson, 2011. "The Effect of Payment Methods on Risk Aversion," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(3), pages 249-260, September.
  • Robin Grieves & Steven Mann, 2011. "The search for relative value in bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(1), pages 95-106, March.
  • Christian Wildmann, 2011. "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 197-231, June.
  • Andy Fodor & Kevin Krieger & James Doran, 2011. "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 265-280, September.
  • Martin Wallmeier, 2011. "Beyond payoff diagrams: how to present risk and return characteristics of structured products," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 313-338, September.
  • Stefan Erdorf & Nicolas Heinrichs, 2011. "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 411-433, December.
  • William Ziemba, 2011. "Investing in the turn-of-the-year effect," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 455-472, December.
  • Maher Asal, 2011. "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(2), pages 119-133, May.
  • Francisco Climent & Pilar Soriano, 2011. "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, vol. 103(2), pages 275-287, October.
  • Jean-Paul Chavas, 2011. "On the microeconomics of diversification under learning," Journal of Economics, Springer, vol. 104(1), pages 25-47, September.
  • Thomas Rapp & Nicolas Aubert, 2011. "Bank Employee Incentives and Stock Purchase Plans Participation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 185-203, December.
    • Thomas Rapp & Nicolas Aubert, 2011. "Bank Employee Incentives and Stock Purchase Plans Participation," Post-Print halshs-01256781, HAL.
  • Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011. "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 359-384, October.
  • Khalid Sekkat & Ariane Szafarz, 2011. "Valuing Homeownership," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 491-504, November.
    • Khalid Sekkat & Ariane Szafarz, 2009. "Valuing homeownership," Working Papers CEB 09-006.RS, ULB -- Universite Libre de Bruxelles.
  • Jeffrey Carpenter & Justin Garcia & J. Lum, 2011. "Dopamine receptor genes predict risk preferences, time preferences, and related economic choices," Journal of Risk and Uncertainty, Springer, vol. 42(3), pages 233-261, June.
  • Nicole Boyson & Robert Mooradian, 2011. "Corporate governance and hedge fund activism," Review of Derivatives Research, Springer, vol. 14(2), pages 169-204, July.
  • Yee Loon, 2011. "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 153-205, February.
  • Lan-chih Ho & John Cadle & Michael Theobald, 2011. "An analysis of risk-based asset allocation and portfolio insurance strategies," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 247-267, February.
  • Chanwit Phengpis & Peggy Swanson, 2011. "Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 269-286, February.
  • Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho, 2011. "The reputation effect of venture capital," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 533-554, May.
  • Huong Higgins, 2011. "Forecasting stock price with the residual income model," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 583-604, May.
  • Travis Sapp, 2011. "The 52-week high, momentum, and predicting mutual fund returns," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 149-179, August.
  • Anil Mishra, 2011. "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 223-244, August.
  • Yangru Wu, 2011. "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 301-323, October.
  • Elyas Elyasiani & Jingyi Jia, 2011. "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 381-408, October.
  • D. Johnstone & D. Lindley, 2011. "Elementary proof that mean–variance implies quadratic utility," Theory and Decision, Springer, vol. 70(2), pages 149-155, February.
  • George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013. "The Puzzle of Index Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
    • George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2011-17, Department of Economics, University of Konstanz.
    • George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
  • Günter Franke & Ferdinand Graf, 2011. "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz 2011-19, Department of Economics, University of Konstanz.
  • Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
    • Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011. "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz 2011-25, Department of Economics, University of Konstanz.
  • Matthias W. Uhl, 2011. "Reuters Sentiment and Stock Returns," KOF Working papers 11-288, KOF Swiss Economic Institute, ETH Zurich.
  • Badics, Tamás, 2011. "Az arbitrázs preferenciákkal történő karakterizációjáról [On the characterization of arbitrage in terms of preferences]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 727-742.
  • Ormos, Mihály & Joó, István, 2011. "Diszpozíciós hatás a magyar tőkepiacon [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 743-758.
  • Szüle, Borbála, 2011. "Portfólióelméleti modell szerinti optimális nyugdíjrendszer [The optimal pension system according to a portfolio theory model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 792-805.
  • Michael Pohl, 2011. "Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe," Credit and Capital Markets, Credit and Capital Markets, vol. 44(2), pages 243-278.
  • Cetin-Behzet Cengiz & Rüdiger von Nitzsch, 2011. "Asset Management mit barwert- sowie zeitreihenorientierten Rendite- und Risikoprognosen," Credit and Capital Markets, Credit and Capital Markets, vol. 44(3), pages 419-458.
  • Gregor N. F. Weiß, 2011. "Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement," Credit and Capital Markets, Credit and Capital Markets, vol. 44(4), pages 543-577.
  • Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
  • Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
    • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
  • Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
    • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
    • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
  • Maxime Merli & Tristan Roger, 2013. "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, vol. 34(3), pages 67-104.
    • Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Post-Print halshs-00658723, HAL.
    • M. Merli & T. Roger, 2013. "What drives the herding behavior of individual investors?," Post-Print halshs-01026483, HAL.
    • Maxime Merli & Tristan Roger, 2011. "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center 2011-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    • M. Merli & T. Roger, 2011. "What drives the herding behavior of individual investors?," Post-Print halshs-00650943, HAL.
  • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," American Economic Review, American Economic Association, vol. 101(3), pages 410-412, May.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," IHEID Working Papers 02-2011, Economics Section, The Graduate Institute of International Studies.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," Cahiers de Recherches Economiques du Département d'économie 11.02, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe BACCHETTA & Cedric TILLE & Eric VAN WINCOOP, 2011. "Regulating Asset Price Risk," Swiss Finance Institute Research Paper Series 11-04, Swiss Finance Institute.
  • Michele Dell'Era & Luis Santos-Pinto, 2011. "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie 11.06, Université de Lausanne, Faculté des HEC, Département d’économie, revised Nov 2012.
  • Gayrat Yakhshibaev, 2011. "Sources Of Short-Term Finance And Investment Opportunaties," European Journal of Business and Economics, Central Bohemia University, vol. 2(0), pages 60-621:2, September.
  • Roxana Halbleib & Valerie Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Papers ECARES ECARES 2011-002, ULB -- Universite Libre de Bruxelles.
    • Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
    • Roxana Halbleib & Valeri Voev, 2012. "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Paper Series of the Department of Economics, University of Konstanz 2012-30, Department of Economics, University of Konstanz.
  • Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014. "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
    • Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011. "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers 11-028, ZEW - Leibniz Centre for European Economic Research.
    • Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011. "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers 2011-10, Department of Economics and Business Economics, Aarhus University.
  • Christian Bach, 2011. "Conservatism in Corporate Valuation," CREATES Research Papers 2011-32, Department of Economics and Business Economics, Aarhus University.
  • Rasmus Tangsgaard Varneskov, 2011. "Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices," CREATES Research Papers 2011-35, Department of Economics and Business Economics, Aarhus University.
  • Manuel Lukas, 2011. "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers 2011-42, Department of Economics and Business Economics, Aarhus University.
  • Diego Amaya & Peter Christoffersen & Kris Jacobs & Aurelio Vasquez, 2011. "Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?," CREATES Research Papers 2011-44, Department of Economics and Business Economics, Aarhus University.
  • Christoffersen, Peter & Langlois, Hugues, 2013. "The Joint Dynamics of Equity Market Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1371-1404, October.
    • Peter Christoffersen & Hugues Langlois, 2011. "The Joint Dynamics of Equity Market Factors," CREATES Research Papers 2011-45, Department of Economics and Business Economics, Aarhus University.
  • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," American Economic Review, American Economic Association, vol. 101(3), pages 410-412, May.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," IHEID Working Papers 02-2011, Economics Section, The Graduate Institute of International Studies.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," Cahiers de Recherches Economiques du Département d'économie 11.02, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe BACCHETTA & Cedric TILLE & Eric VAN WINCOOP, 2011. "Regulating Asset Price Risk," Swiss Finance Institute Research Paper Series 11-04, Swiss Finance Institute.
  • Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, vol. 101(7), pages 3440-3455, December.
    • Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
  • Laura Daniela TANASE (ROSCA), 2011. "The Degree Of Financial Education At The Romanian People," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(1), pages 23-37, March.
  • Kauffman, Nathan S. & Hayes, Dermot J. & Lence, Sergio H., 2011. "The Impact of Price-Induced Hedging Behavior on Commodity Market Volatility," ISU General Staff Papers 201107010700001004, Iowa State University, Department of Economics.
    • Kauffman, Nathan S. & Hayes, Dermot J., 2011. "The Impact of Price-Induced Hedging Behavior on Commodity Market Volatility," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103242, Agricultural and Applied Economics Association.
  • Witt, Rudolf & Waibel, Hermann, 2011. "Constraints to diversification of poor fishery-dependent households in Cameroon," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 6(2), pages 1-21, September.
  • Olowa, Olatomide W. & Awoyemi, Timothy T., 2011. "Remittances and Household Expenditure in Rural Nigeria," Journal of Rural Economics and Development, University of Ibadan, Department of Agricultural Economics, vol. 20, pages 1-14, June.
  • Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2014. "A two-parameter model of dispersion aversion," Journal of Economic Theory, Elsevier, vol. 150(C), pages 611-641.
    • Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2011. "A Two-Parameter Model of Dispersion Aversion," Risk and Sustainable Management Group Working Papers 151196, University of Queensland, School of Economics.
  • Sorin Gabriel Anton, 2011. "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 41-52, november.
  • J.Swaminathan & A.Ananth, 2011. "Impact of Mutual Fund Investments in Indian Equity Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 2(2), pages 228-238, March.
    • Ananth, A. & Swaminathan, J., 2011. "Impact of mutual fund investment in indian equity market," MPRA Paper 29481, University Library of Munich, Germany, revised 24 Feb 2011.
  • Ec. Ana Preda, Ph. D Student, Lect. Mirela Monea Ph. D, 2011. "Theunit-Linkedinsurance- A Formof Long Termeconomizing In Thecontext Of Globalcrisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 4(39), pages 251-258, May.
  • Radu Sorin Claudiu Ph. D Student, 2011. "The Evolution Of The Behaviour Of Investors On The Capital Market," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 4(39), pages 259-266, May.
  • Anila Mançka, 2011. "The Influence Of The Macroeconmic Situation In The Value Of The Sytematic Credit Risk In Albania. An Statistical Analysis," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 176-187, April.
  • Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012. "Excess covariance and dynamic instability in a multi-asset model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
    • Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Luca RICCETTI, 2011. "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers 355, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Palomba, Giulio & Riccetti, Luca, 2012. "Portfolio frontiers with restrictions to tracking error volatility and value at risk," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2604-2615.
    • Giulio PALOMBA & Luca RICCETTI, 2011. "Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk," Working Papers 358, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Turhan Korkmaz & Hasan Uygurturk, 2011. "Comparison Of Investment Style: An Application On Share Weighted Funds Trading In Turkey," Anadolu University Journal of Social Sciences, Anadolu University, vol. 11(1), pages 1-12, January.
  • David K. Musto, 2011. "The Economics of Mutual Funds," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 159-172, December.
  • Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
    • Karen K. Lewis, 2011. "Global asset pricing," Globalization Institute Working Papers 88, Federal Reserve Bank of Dallas.
    • Karen K. Lewis, 2011. "Global Asset Pricing," NBER Working Papers 17261, National Bureau of Economic Research, Inc.
  • Russ Wermers, 2011. "Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 537-574, December.
  • Olivier Gu'eant & Charles-Albert Lehalle & Joaquin Fernandez Tapia, 2011. "Optimal Portfolio Liquidation with Limit Orders," Papers 1106.3279, arXiv.org, revised Jul 2012.
    • Olivier Guéant & Charles-Albert Lehalle & Joaquin Fernandez Tapia, 2012. "Optimal Portfolio Liquidation with Limit Orders," Post-Print hal-01393114, HAL.
  • Martin Hoesli & Kustrim Reka, 2013. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 1-35, July.
    • Martin Hoesli & Kustrim Reka, 2011. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES eres2011_63, European Real Estate Society (ERES).
  • Dan ARMEANU & Andreea NEGRU, 2011. "Optimizing The Portfolio Of Assets, According To The Markowitz Model," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 30(2(22)), pages 8-14, June.
  • Dan ARMEANU & Andreea NEGRU, 2011. "Usage Of The Main Components Analysis In The Management Of The Investment Portfolio," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 23(3), pages 61-70, september.
  • Schröder, Thomas & Dunbar, Kwamie, 2011. "Effectively hedging the interest rate risk of wide floating-rate coupon spreads," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(2), pages 162-179, March.
    • Thomas Schroeder & Kwamie Dunbar, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers 2010-05, University of Connecticut, Department of Economics.
    • Schröder, Thomas & Dunbar, Kwamie, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers 2010001, Sacred Heart University, John F. Welch College of Business.
  • Geman, Hélyette & Kharoubi-Rakotomalala, Cécile, 2011. "Distortion risk measures for hedge funds," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(3), pages 286-300, June.
  • Riccardo Cesari & Anna Grazia Quaranta, 2011. "A robust risk-based approach in portfolio management," BANCARIA, Bancaria Editrice, vol. 1, pages 18-31, January.
  • Rosa Adamo & Domenica Federico & Antonella Notte, 2011. "cological finance and ethic/environmental mutual funds," BANCARIA, Bancaria Editrice, vol. 2, pages 81-95, February.
  • Steven Liew Woon Choy & Jayaraman Munusamy & Shankar Chelliah & Ally Mandari, 2011. "Effects of Financial Distress Condition on the Company Performance: A Malaysian Perspective," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 85-99, August.
  • Albert de-Paz & Jesus Marin-Solano & Jorge Navas, 2011. "Heterogeneous discounting in consumption-investment problems. Time consistent solutions," Working Papers in Economics 264, Universitat de Barcelona. Espai de Recerca en Economia.
  • Raina Tsaneva, 2011. "Institutional Investment in Bulgaria – Trends, Problems and Directions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 66-89.
  • Alexander Ganchev, 2011. "Portfolio Management Efficiency of Bulgarian Investment Funds," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 95-116.
  • Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2011. "Portfolio Selection with Skewness: A Comparison of Methods and Generalized Two Fund Separition Result," Working Papers 1103, Departament Empresa, Universitat Autònoma de Barcelona, revised Sep 2011.
  • David Bolder & Simon Deeley, 2011. "The Canadian Debt-Strategy Model: An Overview of the Principal Elements," Discussion Papers 11-3, Bank of Canada.
  • Katya Kartashova, 2014. "Private Equity Premium Puzzle Revisited," American Economic Review, American Economic Association, vol. 104(10), pages 3297-3334, October.
    • Katya Kartashova, 2011. "The Private Equity Premium Puzzle Revisited," Staff Working Papers 11-6, Bank of Canada.
  • Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011. "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," MEA discussion paper series 11234, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    • Tabea Bucher-Koenen & Michael Ziegelmeyer, 2011. "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," BCL working papers 54, Central Bank of Luxembourg.
    • Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011. "Who lost the most? Financial literacy, cognitive abilities, and the financial crisis," Working Paper Series 1299, European Central Bank.
  • Tamara Burdisso & Eduardo Ariel Corso, 2011. "Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(63), pages 41-95, July - Se.
  • Mehmet SARAC & Mehmet Burak KAHYAOGLU, 2011. "The Analysis of Socio-Economic and Demographic Factors Effecting the Risk Taking Behaviour of Individual Investors," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(2), pages 135-158.
  • Serkan Yilmaz KANDIR & Halime INAN, 2011. "Testing Profitability of Momentum Investment Strategy in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(2), pages 51-70.
  • Michele Manna, 2011. "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers) 816, Bank of Italy, Economic Research and International Relations Area.
  • Ibarra-Ramírez Raúl, 2011. "Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach," Working Papers 2011-03, Banco de México.
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
    • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
    • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
    • Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers CoFie-03-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University.
    • Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
  • BORGY, V. & ARRONDEL, L. & Frédérique Savignac, 2011. "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," Bulletin de la Banque de France, Banque de France, issue 184, pages 45-57.
    • Vladimir Borgy & Luc Arrondel & Frédérique Savignac, 2011. "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," Post-Print halshs-00654461, HAL.
    • Vladimir Borgy & Luc Arrondel & Frédérique Savignac, 2011. "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," PSE-Ecole d'économie de Paris (Postprint) halshs-00654461, HAL.
  • Bachellerie, A. & Birouk, O. & Pfister, C., 2011. "La destination finale des placements financiers des ménages français," Bulletin de la Banque de France, Banque de France, issue 184, pages 59-69.
  • ARRONDEL, L. & Frédérique Savignac & BACHELLERIE, A. & BIROUK, O. & CHAPUT, H., 2011. "Les comportements patrimoniaux des ménages en France : évolutions et déterminants entre 2004 et 2010," Bulletin de la Banque de France, Banque de France, issue 185, pages 89-107.
  • Le Roux, J., 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," Bulletin de la Banque de France, Banque de France, issue 186, pages 55-84.
  • L. Arrondel. & V. Borgy. & F. Savignac., 2011. "Households’ savings and portfolio choices: micro and macroeconomic approaches," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 22, pages 33-51, Summer.
  • Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.
    • José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011. "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 75-84, Bank for International Settlements.
  • Carlos León & Alejandro Reveiz, 2011. "Portfolio optimization and long-term dependence," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 85-110, Bank for International Settlements.
    • Carlos León & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 622, Banco de la Republica de Colombia.
    • Carlos Eduardo León Rincón & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 7487, Banco de la Republica.
  • Marie Brière & Ombretta Signori, 2011. "Inflation hedging portfolios in different regimes," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 139-163, Bank for International Settlements.
    • Marie Briere & Ombretta Signori, 2009. "Inflation-hedging portfolios in Different Regimes," Working Papers CEB 09-047.RS, ULB -- Universite Libre de Bruxelles.
  • Jacob Gyntelberg & Andreas Schrimpf, 2011. "FX strategies in periods of distress," BIS Quarterly Review, Bank for International Settlements, December.
  • Kathryn Graddy & Philip E. Margolis, 2011. "Fiddling With Value: Violins As An Investment?," Economic Inquiry, Western Economic Association International, vol. 49(4), pages 1083-1097, October.
    • Graddy, Kathryn & Margolis, Philip, 2007. "Fiddling with Value: Violins as an Investment?," CEPR Discussion Papers 6583, C.E.P.R. Discussion Papers.
  • Frank M. Fossen, 2011. "The Private Equity Premium Puzzle Revisited—New Evidence on the Role of Heterogeneous Risk Attitudes," Economica, London School of Economics and Political Science, vol. 78(312), pages 656-675, October.
    • Frank M. Fossen, 2008. "The Private Equity Premium Puzzle Revisited: New Evidence on the Role of Heterogeneous Risk Attitudes," Discussion Papers of DIW Berlin 839, DIW Berlin, German Institute for Economic Research.
  • G. William Schwert, 2011. "Stock Volatility during the Recent Financial Crisis," European Financial Management, European Financial Management Association, vol. 17(5), pages 789-805, November.
    • G. William Schwert, 2011. "Stock Volatility During the Recent Financial Crisis," NBER Working Papers 16976, National Bureau of Economic Research, Inc.
  • Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, June.
    • Huseyin Gulen & Yuhang Xing & Lu Zhang, 2010. "Value versus Growth: Time-Varying Expected Stock Returns," NBER Working Papers 15993, National Bureau of Economic Research, Inc.
  • Roland Beck & Sebastian Weber, 2011. "Should Larger Reserve Holdings Be More Diversified?," International Finance, Wiley Blackwell, vol. 14(3), pages 415-444, December.
    • Beck, Roland & Weber, Sebastian, 2010. "Should larger reserve holdings be more diversified?," Working Paper Series 1193, European Central Bank.
  • Trond M. Døskeland & Hans K. Hvide, 2011. "Do Individual Investors Have Asymmetric Information Based on Work Experience?," Journal of Finance, American Finance Association, vol. 66(3), pages 1011-1041, June.
    • Hvide, Hans K. & Døskeland, Trond, 2009. "Do Individual Investors Have Asymmetric Information Based On Work Experience?," CEPR Discussion Papers 7428, C.E.P.R. Discussion Papers.
  • Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
    • Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
    • Foucault, Thierry & Thesmar, David & Sraer, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
    • Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
    • Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
  • George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
    • Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008. "Are options on index futures profitable for risk averse investors? Empirical evidence," CoFE Discussion Papers 08/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
    • George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
  • Alessandro Gavazza, 2011. "Demand spillovers and market outcomes in the mutual fund industry," RAND Journal of Economics, RAND Corporation, vol. 42(4), pages 776-804, December.
    • Gavazza, Alessandro, 2011. "Demand Spillovers and Market Outcomes in the Mutual Fund Industry," MPRA Paper 30074, University Library of Munich, Germany.
  • Stefano Ugolini, 2011. "Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s," Working Paper 2011/07, Norges Bank.
    • Stefano Ugolini, 2012. "Foreign Exchange Reserve Management in the 19 th Century: The National Bank of Belgium in the 1850s," Post-Print hal-01293720, HAL.
  • Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns," Working Papers 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper 2011/19, Norges Bank.
  • Nyberg, Peter & Vaihekoski, Mika, 2011. "Descriptive analysis of Finnish equity, bond and money market returns," Research Discussion Papers 14/2011, Bank of Finland.
  • Haavio, Markus & Kauppi, Heikki, 2011. "Owner-occupied housing as an investment, regional house price cycles and residential sorting," Research Discussion Papers 24/2011, Bank of Finland.
  • Alexandros E. Milionis & Dimitra K. Patsouri, 2011. "A conditional CAPM; implications for the estimation of systematic risk," Working Papers 131, Bank of Greece.
  • Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia, 2011. "Optimal trading execution with nonlinear market impact: an alternative solution method," MPRA Paper 35393, University Library of Munich, Germany.
    • M. Marzo & D. Ritelli & P. Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Papers wp797, Dipartimento Scienze Economiche, Universita' di Bologna.
    • Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Papers 1111.6826, arXiv.org.
    • Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Paper series 52_11, Rimini Centre for Economic Analysis.
  • Pavel Bandarchuk & Jens Hilscher, 2013. "Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics," Review of Finance, European Finance Association, vol. 17(2), pages 809-845.
    • Pavel Bandarchuk & Jens Hilscher, 2011. "Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics," Working Papers 38, Brandeis University, Department of Economics and International Business School.
  • Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela, 2011. "Short-Run Asset Selection using a Logistic Model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(2), pages 227-256.
  • Márcio André Veras Machado & Otávio Ribeiro de Medeiros, 2011. "Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(3), pages 383-412.
  • Gustavo Passarelli Giroud Joaquim & Marcelo Leite Moura, 2011. "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 525-548.
    • Moura, Marcelo & Joaquim, Gustavo P., 2011. "Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis," Insper Working Papers wpe_234, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Werner Boente & Ute Filipiak, 2011. "Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India," Schumpeter Discussion Papers sdp11014, Universitätsbibliothek Wuppertal, University Library.
  • Raphaëlle Bellando & Linh Tran-Dieu, 2011. "La relation entre flux d'entrées nets et performance des fonds. Une étude appliquée au cas des opcvm actions français," Revue économique, Presses de Sciences-Po, vol. 62(2), pages 255-275.
    • Raphaëlle Bellando & Linh Tran Dieu, 2009. "La relation entre flux d entrées nets et performance des fonds : une étude appliquée au cas des OPCVM actions français," Post-Print halshs-00451026, HAL.
  • Christian Walter, 2011. "Performation et surveillance du système financier," Revue d'Économie Financière, Programme National Persée, vol. 101(1), pages 105-116.
    • Christian Walter, 2011. "Performation et surveillance du système financier," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 105-116.
  • Marc Auberger, 2011. "Les difficultés de la valorisation des entreprises par les marchés financiers," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 209-216.
  • Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 217-235.
    • Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-236.
  • Ogilvie, S. & Küpker, M. & Maegraith, J., 2011. "Household Debt in Seventeenth-Century Württemberg: Evidence from Personal Inventories," Cambridge Working Papers in Economics 1148, Faculty of Economics, University of Cambridge.
  • Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
    • Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers EI 2011-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
    • Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
    • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Daniel Friedman & Shyam Sunder, 2011. "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Cowles Foundation Discussion Papers 1819, Cowles Foundation for Research in Economics, Yale University.
    • Friedman, Dan & Sunder, Shyam, 2011. "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Santa Cruz Department of Economics, Working Paper Series qt36q158jt, Department of Economics, UC Santa Cruz.
  • Rodolfo Apreda, 2011. "Multiplicative models of financial returns an what we fail to get when they are disregarded," CEMA Working Papers: Serie Documentos de Trabajo. 454, Universidad del CEMA.
  • Guy Mayraz, 2011. "Wishful Thinking," CEP Discussion Papers dp1092, Centre for Economic Performance, LSE.
    • Guy Mayraz, 2013. "Wishful Thinking," Department of Economics - Working Papers Series 1172, The University of Melbourne.
  • Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs, 2011. "Diversification in Firm Valuation: A Multivariate Copula Approach," Cologne Graduate School Working Paper Series 02-01, Cologne Graduate School in Management, Economics and Social Sciences.
  • Soenke Sievers & Jan Klobucnik, 2011. "Valuing high technology growth firms," Cologne Graduate School Working Paper Series 02-07, Cologne Graduate School in Management, Economics and Social Sciences.
  • Gunther Capelle†Blancard & Stéphanie Monjon, 2014. "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," European Financial Management, European Financial Management Association, vol. 20(3), pages 494-520, June.
    • Gunther Capelle-Blancard & Stéphanie Monjon, 2011. "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Working Papers 2011-12, CEPII research center.
    • Gunther Capelle-Blancard & Stephanie Monjon, 2014. "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Post-Print hal-00802363, HAL.
    • Gunther Capelle-Blancard & Stephanie Monjon, 2014. "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00802363, HAL.
  • Douglas Hodgson & Aylin Seçkin, 2012. "Dynamic price dependence of Canadian and international art markets: an empirical analysis," Empirical Economics, Springer, vol. 43(2), pages 867-890, October.
    • Douglas James Hodgson & Aylin Seckin, 2011. "Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis," CIRANO Working Papers 2011s-14, CIRANO.
  • Ke Pang, 2011. "Equity home bias, incomplete financial markets, and nominal rigidities," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 340-363, February.
  • Luis García-Álvarez & Richard Luger, 2011. "Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis," Working Papers wp2011_1103, CEMFI, revised Sep 2011.
  • Carlos Léon & Daniel vela, 2011. "Foreign reserves’ strategic asset allocation," Borradores de Economia 645, Banco de la Republica de Colombia.
    • Carlos León & Daniel vela, 2011. "Foreign reserves´ strategic asset allocation," Borradores de Economia 8186, Banco de la Republica.
  • Cecilia Maya Ochoa & Catalina María Jaramillo Ospina & Lina María Montoya Madrigal, 2011. "¿Existen ganancias por la cobertura de riesgo cambiario en un portafolio de acciones global, desde la perspectiva de un inversionista colombiano?," Estudios Gerenciales, Universidad Icesi, September.
  • César Corredor Velandia & Rafael de Jesús Mejía Pertuz, 2011. "Comportamiento sectorial del mercado de renta variable en Colombia: Una aplicación del modelo CAPM," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 5(1), pages 109-144, June.
  • Carlos Arturo Gómez Restrepo & Mario García Molina, 2011. "Supuestos implícitos en la utilización del capital Assets Pricing Model - Capm - para el cálculo del costo del capital propio - Equity-," Documentos Doctorado en Ciencias Económicas 8905, Universidad Nacional de Colombia, FCE, CID.
  • Claudía María García Mazo & Jilmer Arley Moreno Martínez, 2011. "Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010," Revista Ecos de Economía, Universidad EAFIT, December.
  • Luís Ángel Meneses Cerón & Ronald Alejandro Macuacé Otero, 2011. "Valoración y riesgo crediticio en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 3(2), pages 65-82, December.
  • Carlo Magni, 2011. "Addendum to “Average Internal Rate of Return and Investment Decisions: A New Perspective”," The Engineering Economist, Taylor & Francis Journals, vol. 56(2), pages 181-182.
    • Carlo Alberto Magni, 2011. "Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"," Proyecciones Financieras y Valoración 8138, Master Consultores.
  • Carlo Alberto Magni & Flavio Pressacco & Patrizia Stucchi, 2011. "A Quasi-IRR for a Project Without IRR," Proyecciones Financieras y Valoración 8249, Master Consultores.
  • Reyes, Giovanni, 2011. "Participación de agentes en mercados financieros: aplicación de los modelos chakraborty-ray y dornbusch," Revista Tendencias, Universidad de Narino, vol. 12(1), pages 192-212, January.
  • GAHUNGU, Joachim & SMEERS, Yves, 2011. "Optimal time to invest when the price processes are geometric Brownian motions. A tentative based on smooth fit," LIDAM Discussion Papers CORE 2011034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • GAHUNGU, Joachim & SMEERS, Yves, 2011. "Sufficient and necessary conditions for perpetual multi-assets exchange options," LIDAM Discussion Papers CORE 2011035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Michiel Bijlsma & Sander Muns, 2011. "Systemic risk across sectors; Are banks different?," CPB Discussion Paper 175, CPB Netherlands Bureau for Economic Policy Analysis.
  • Michiel Bijlsma & Sander Muns, 2011. "Systemic risk across sectors; Are banks different?," CPB Discussion Paper 175.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Other publications TiSEM 1c3af8c2-1351-4249-b296-9, Tilburg University, School of Economics and Management.
    • Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper 182, CPB Netherlands Bureau for Economic Policy Analysis.
    • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Discussion Paper 2011-077, Tilburg University, Center for Economic Research.
  • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Discussion Paper 2011-077, Tilburg University, Center for Economic Research.
    • Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper 182.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
    • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Other publications TiSEM 1c3af8c2-1351-4249-b296-9, Tilburg University, School of Economics and Management.
  • David McCarthy & David Miles, 2013. "Optimal Portfolio Allocation for Corporate Pension Funds," European Financial Management, European Financial Management Association, vol. 19(3), pages 599-629, June.
    • Miles, David & McCarthy, David, 2007. "Optimal Portfolio Allocation for Corporate Pension Funds," CEPR Discussion Papers 6394, C.E.P.R. Discussion Papers.
    • Miles, David & McCarthy, David, 2011. "Optimal portfolio allocation for corporate pension funds," CEPR Discussion Papers 8198, C.E.P.R. Discussion Papers.
  • Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012. "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, vol. 67(2), pages 639-680, April.
    • Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011. "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers 8259, C.E.P.R. Discussion Papers.
  • Kondor, Péter & Sadka, Ronnie & Kang, Namho, 2011. "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers 8307, C.E.P.R. Discussion Papers.
  • Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
    • Georgy chabakauri & Suleyman Basak, 2009. "Dynamic Hedging in Incomplete Markets: A Simple Solution," 2009 Meeting Papers 594, Society for Economic Dynamics.
    • Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers 8402, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers dp680, Financial Markets Group.
    • Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic hedging in incomplete markets: a simple solution," LSE Research Online Documents on Economics 119068, London School of Economics and Political Science, LSE Library.
  • Rydqvist, Kristian & Spizman, Joshua & Schwartz, Steven, 2011. "The Tax Benefit of Income Smoothing," CEPR Discussion Papers 8425, C.E.P.R. Discussion Papers.
  • Cukierman, Alex & Izhakian, Yehuda, 2015. "Bailout uncertainty in a microfounded general equilibrium model of the financial system," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 160-179.
    • Cukierman, Alex & Izhakian, Yehuda, 2011. "Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System," CEPR Discussion Papers 8453, C.E.P.R. Discussion Papers.
  • Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.
  • Suleyman Basak & Dmitry Makarov, 2014. "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, vol. 69(1), pages 179-217, February.
    • Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, New Economic School (NES).
    • Basak, Suleyman & Makarov, Dmitry, 2011. "Strategic Asset Allocation in Money Management," CEPR Discussion Papers 8457, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, Center for Economic and Financial Research (CEFIR).
  • Andrew J. Patton & Tarun Ramadorai, 2013. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
    • Patton, Andrew, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.
  • Andrew Ang & Allan Timmermann, 2012. "Regime Changes and Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 313-337, October.
    • Andrew Ang & Allan Timmermann, 2011. "Regime Changes and Financial Markets," NBER Working Papers 17182, National Bureau of Economic Research, Inc.
    • Timmermann, Allan & Ang, Andrew, 2011. "Regime Changes and Financial Markets," CEPR Discussion Papers 8480, C.E.P.R. Discussion Papers.
  • Fratzscher, Marcel, 2012. "Capital flows, push versus pull factors and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 341-356.
    • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
    • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers 17357, National Bureau of Economic Research, Inc.
    • Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers 8496, C.E.P.R. Discussion Papers.
    • Fratzscher, Marcel, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series 1364, European Central Bank.
  • Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    • Wieland, Volker & Koulovatianos, Christos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers 8514, C.E.P.R. Discussion Papers.
    • Volker Wieland & Christos Koulovatianos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," 2011 Meeting Papers 1417, Society for Economic Dynamics.
  • Joel Peress, 2014. "Learning from Stock Prices and Economic Growth," The Review of Financial Studies, Society for Financial Studies, vol. 27(10), pages 2998-3059.
    • Peress, Joël, 2011. "Learning From Stock Prices and Economic Growth," CEPR Discussion Papers 8569, C.E.P.R. Discussion Papers.
  • Ron Kaniel & Péter Kondor, 2013. "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.
    • Péter Kondor & Ron Kaniel, 2011. "The delegated Lucas tree," 2011 Meeting Papers 580, Society for Economic Dynamics.
    • Kaniel, Ron & Kondor, Péter, 2011. "The delegated Lucas tree," CEPR Discussion Papers 8578, C.E.P.R. Discussion Papers.
  • Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive 11-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Dirk Krueger, 2012. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers 102, Society for Economic Dynamics.
    • Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers 8624, C.E.P.R. Discussion Papers.
    • Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers 17537, National Bureau of Economic Research, Inc.
  • Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
    • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
    • Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," SciencePo Working papers Main hal-03392947, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers Main hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," SciencePo Working papers Main hal-03602482, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Working Papers hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
  • Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
    • Viral V. Acharya & Nada Mora, 2012. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers 17838, National Bureau of Economic Research, Inc.
    • Acharya, Viral & Mora, Nada, 2011. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers 8706, C.E.P.R. Discussion Papers.
  • Beber, Alessandro & Driessen, Joost & Neuberger, Anthony & Tuijp, Patrick, 2021. "Pricing Liquidity Risk with Heterogeneous Investment Horizons," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(2), pages 373-408, March.
    • Beber, Alessandro & Driessen, Joost & Tuijp, Patrick, 2011. "Pricing Liquidity Risk with Heterogeneous Investment Horizons," CEPR Discussion Papers 8710, C.E.P.R. Discussion Papers.
  • Jang Schiltz & Marc Boissaux, 2011. "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," LSF Research Working Paper Series 11-12, Luxembourg School of Finance, University of Luxembourg.
  • Rob J. Alessie & Maarten van Rooij & Annamaria Lusardi, 2011. "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," NBER Working Papers 17109, National Bureau of Economic Research, Inc.
    • Rob Alessie & Maarten van Rooij & Annamaria Lusardi, 2011. "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," CeRP Working Papers 110, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Leora Klapper & Georgios A. Panos, 2011. "Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case," CeRP Working Papers 114, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Calcagno, Riccardo & Monticone, Chiara, 2015. "Financial literacy and the demand for financial advice," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 363-380.
    • Riccardo Calcagno & Chiara Monticone, 2011. "Financial Literacy and the Demand for Financial Advice," CeRP Working Papers 117, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  • Balbás, Beatriz & Balbás, Raquel, 2011. "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," INDEM - Working Paper Business Economic Series id-11-04, Instituto para el Desarrollo Empresarial (INDEM).
  • Balbás, Beatriz & Balbás, Raquel, 2011. "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," IC3JM - Estudios = Working Papers id-11-04, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
  • Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2011. "Good deals in markets with frictions," DEE - Working Papers. Business Economics. WB wb110302, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Levine's Working Paper Archive 661465000000000355, David K. Levine.
    • Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011. "Entropy and the value of information for investors," UC3M Working papers. Economics we1104, Universidad Carlos III de Madrid. Departamento de Economía.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-23, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint) hal-00812682, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," PSE Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Marina Yesica Recalde, 2011. "Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(94), pages 40-52, Enero-Abr.
  • Jizheng Huang & Heng-fu Zou, 2011. "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers 456, China Economics and Management Academy, Central University of Finance and Economics.
  • Liutang Gong & William Smith & Heng-fu Zou, 2007. "Asset Prices and Hyperbolic Discounting," Annals of Economics and Finance, Society for AEF, vol. 8(2), pages 397-414, November.
    • Liutang Gong & William Smith & Heng-fu Zou, 2011. "Asset Prices and Hyperbolic Discounting," CEMA Working Papers 486, China Economics and Management Academy, Central University of Finance and Economics.
  • Tu, Jun & Zhou, Guofu, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, vol. 99(1), pages 204-215, January.
    • Jun Tu & Guofu Zhou, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," CEMA Working Papers 715, China Economics and Management Academy, Central University of Finance and Economics.
  • Kuhnen, Camelia M. & Knutson, Brian, 2011. "The Influence of Affect on Beliefs, Preferences, and Financial Decisions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(3), pages 605-626, June.
    • Kuhnen, Camelia & Knutson, Brian, 2008. "The Influence of Affect on Beliefs, Preferences and Financial Decisions," MPRA Paper 10410, University Library of Munich, Germany.
  • Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
    • Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
    • Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
  • Pennacchi, George & Rastad, Mahdi, 2011. "Portfolio allocation for public pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 10(2), pages 221-245, April.
    • George Pennacchi & Mahdi Rastad, 2010. "Portfolio Allocation for Public Pension Funds," NBER Chapters, in: The Economics of State and Local Pensions, pages 221-245, National Bureau of Economic Research, Inc.
    • George Pennacchi & Mahdi Rastad, 2010. "Portfolio Allocation for Public Pension Funds," NBER Working Papers 16456, National Bureau of Economic Research, Inc.
  • Ana Fostel & John Geanakoplos, 2011. "Endogenous Leverage: VaR and Beyond," Cowles Foundation Discussion Papers 1800, Cowles Foundation for Research in Economics, Yale University.
  • Friedman, Dan & Sunder, Shyam, 2011. "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Santa Cruz Department of Economics, Working Paper Series qt36q158jt, Department of Economics, UC Santa Cruz.
    • Daniel Friedman & Shyam Sunder, 2011. "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Cowles Foundation Discussion Papers 1819, Cowles Foundation for Research in Economics, Yale University.
  • Hervé-Mignucci, Morgan, 2011. "Rôle du signal prix du carbone sur les décisions d'investissement des entreprises," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8200 edited by Keppler, Jan Horst.
  • Alexis Cellier & Pierre Chollet & Jean-François Gajewski, 2011. "Les annonces de notations extrafinancières véhiculent-elles une information au marché?," Revue Finance Contrôle Stratégie, revues.org, vol. 14(3), pages 5-38, September.
  • Francisca Beer & Mohamed Wafta & Mohamed Zouaoui, 2011. "Is Sentiment Risk Priced by Stock Market?," Working Papers CREGO 1110502, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  • Kamel Laaradh & Nesrine Samet, 2011. "Existe-t-il un univers de benchmarks pour les Hedge Funds?," Working Papers CREGO 1110701, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  • Francisca Beer & Mohamad Watfa & Mohamed Zouaoui, 2011. "Do investors care about noise trader risk?," Working Papers CREGO 1111201, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, revised Dec 2011.
  • Michela Coppola, 2011. "Einkommens- und Vermögenssituation der Babyboomer," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 80(4), pages 31-50.
  • Nataliya Barasinska, 2011. "Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending," Discussion Papers of DIW Berlin 1125, DIW Berlin, German Institute for Economic Research.
  • Maarten van Oordt & Chen Zhou, 2011. "Systematic risk under extremely adverse market condition," DNB Working Papers 281, Netherlands Central Bank, Research Department.
  • Gabriele Galati & Federica Teppa & Rob Alessie, 2011. "Macro and micro drivers of house price dynamics: An application to Dutch data," DNB Working Papers 288, Netherlands Central Bank, Research Department.
  • Rob Alessie & Maarten van Rooij & Annamaria Lusardi, 2011. "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," CeRP Working Papers 110, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    • Rob Alessie & Maarten van Rooij & Annamaria Lusardi, 2011. "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," DNB Working Papers 289, Netherlands Central Bank, Research Department.
    • Rob J. Alessie & Maarten van Rooij & Annamaria Lusardi, 2011. "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," NBER Working Papers 17109, National Bureau of Economic Research, Inc.
  • Janko Gorter & Jacob A. Bikker, 2013. "Investment risk taking by institutional investors," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4629-4640, November.
    • J. Gorter & J.A. Bikker, 2011. "Investment risk taking by institutional investors," Working Papers 11-11, Utrecht School of Economics.
    • Janko Gorter & Jacob A. Bikker, 2011. "Investment risk taking by institutional investors," DNB Working Papers 294, Netherlands Central Bank, Research Department.
  • Federica Teppa, 2011. "Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data," DNB Working Papers 302, Netherlands Central Bank, Research Department.
  • Vermeulen, Robert, 2013. "International diversification during the financial crisis: A blessing for equity investors?," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 104-123.
    • Robert Vermeulen, 2011. "International Diversification During the Financial Crisis: A Blessing for Equity Investors?," DNB Working Papers 324, Netherlands Central Bank, Research Department.
  • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011. "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," Working Papers hal-04140988, HAL.
    • Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011. "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," EconomiX Working Papers 2011-20, University of Paris Nanterre, EconomiX.
  • Malte Sunderkötter & Christoph Weber, 2011. "Mean-Variance optimization of power generation portfolios under uncertainty in the merit order," EWL Working Papers 1105, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Oct 2011.
  • Malte Sunderkötter, 2011. "Fuel mix characteristics and expected stock returns of European power companies," EWL Working Papers 11056, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Oct 2011.
  • Truong, Cameron, 2011. "Post-earnings announcement abnormal return in the Chinese equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 637-661.
  • Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011. "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 832-850.
  • Högholm, Kenneth & Knif, Johan & Koutmos, Gregory & Pynnönen, Seppo, 2011. "Distributional asymmetry of loadings on market co-moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 851-866.
  • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437, April.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper 47343, University Library of Munich, Germany.
  • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437, April.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper 47343, University Library of Munich, Germany.
  • Ng, Jeffrey, 2011. "The effect of information quality on liquidity risk," Journal of Accounting and Economics, Elsevier, vol. 52(2), pages 126-143.
  • Hong, Gwangheon & Lee, Bong Soo, 2011. "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, vol. 23(4), pages 273-287.
  • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011. "Marriage and other risky assets: A portfolio approach," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2902-2915, November.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Marriage and Other Risky Assets: A Portfolio Approach," Department of Economics 0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers 7162, C.E.P.R. Discussion Papers.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent) 030, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," IZA Discussion Papers 3975, Institute of Labor Economics (IZA).
  • Fortin, Ines & Hlouskova, Jaroslava, 2011. "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2974-2990, November.
    • Fortin, Ines & Hlouskova, Jaroslava, 2010. "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series 257, Institute for Advanced Studies.
  • Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011. "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3188-3201.
  • Ferstl, Robert & Weissensteiner, Alex, 2011. "Asset-liability management under time-varying investment opportunities," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 182-192, January.
    • Ferstl, Robert & Weissensteiner, Alex, 2009. "Asset-Liability Management under time-varying Investment Opportunities," MPRA Paper 15068, University Library of Munich, Germany.
  • Memmel, Christoph, 2011. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 282-289, February.
    • Memmel, Christoph, 2010. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies 2010,07, Deutsche Bundesbank.
  • Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2011. "Stockholding: Participation, location, and spillovers," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1918-1930, August.
    • Haliassos, Michael & Georgarakos, Dimitris, 2010. "Stockholding: Participation, Location, and Spillovers," CEPR Discussion Papers 8113, C.E.P.R. Discussion Papers.
    • Haliassos, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2010. "Stockholding: Participation, Location, and Spillovers," MEA discussion paper series 10208, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • de Haan, Leo & Kakes, Jan, 2011. "Momentum or contrarian investment strategies: Evidence from Dutch institutional investors," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2245-2251, September.
  • Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011. "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2330-2340, September.
    • Margarida Abreu & Victor Mendes & João A. Santos, 2010. "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics 2010/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011. "Effects of background risks on cautiousness with an application to a portfolio choice problem," Journal of Economic Theory, Elsevier, vol. 146(1), pages 346-358, January.
    • Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
    • Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper 368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  • Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
    • Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011. "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz 2011-25, Department of Economics, University of Konstanz.
  • Ozsoylev, Han N. & Walden, Johan, 2011. "Asset pricing in large information networks," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2252-2280.
  • Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
    • Jaksa CVITANIC & Semyon MALAMUD, 2010. "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series 10-26, Swiss Finance Institute.
  • Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
    • Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
  • Cuoco, Domenico & Kaniel, Ron, 2011. "Equilibrium prices in the presence of delegated portfolio management," Journal of Financial Economics, Elsevier, vol. 101(2), pages 264-296, August.
    • Cuoco, Domenico & Kaniel, Ron, 2009. "Equilibrium Prices in the Presence of Delegated Portfolio Management," CEPR Discussion Papers 7453, C.E.P.R. Discussion Papers.
  • van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob, 2011. "Financial literacy and stock market participation," Journal of Financial Economics, Elsevier, vol. 101(2), pages 449-472, August.
    • M.C.J. van Rooij & A. Lusardi & R. Alessie, 2007. "Financial Literacy and Stock Market Participation," Working Papers 07-23, Utrecht School of Economics.
    • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," NBER Working Papers 13565, National Bureau of Economic Research, Inc.
    • van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob J. M., 2007. "Financial literacy and stock market participation," CFS Working Paper Series 2007/27, Center for Financial Studies (CFS).
    • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," CeRP Working Papers 66, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    • Maarten vanRooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," Working Papers wp162, University of Michigan, Michigan Retirement Research Center.
  • Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
    • Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010. "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers 7676, C.E.P.R. Discussion Papers.
    • Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010. "Performance maximization of actively managed funds," Staff Reports 427, Federal Reserve Bank of New York.
  • Kumar, Alok & Page, Jeremy K. & Spalt, Oliver G., 2011. "Religious beliefs, gambling attitudes, and financial market outcomes," Journal of Financial Economics, Elsevier, vol. 102(3), pages 671-708.
  • Tu, Jun & Zhou, Guofu, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, vol. 99(1), pages 204-215, January.
    • Jun Tu & Guofu Zhou, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," CEMA Working Papers 715, China Economics and Management Academy, Central University of Finance and Economics.
  • Palomino, Frederic & Sadrieh, Abdolkarim, 2011. "Overconfidence and delegated portfolio management," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 159-177, April.
    • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Other publications TiSEM 2b77ad1e-8a6d-420a-b6b3-9, Tilburg University, School of Economics and Management.
    • Palomino, Frédéric & Sadrieh, Abdolkarim, 2004. "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers 4231, C.E.P.R. Discussion Papers.
    • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Discussion Paper 2003-54, Tilburg University, Center for Economic Research.
  • Coeurdacier, Nicolas & Guibaud, Stéphane, 2011. "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 289-308, March.
    • Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers DR 06013, ESSEC Research Center, ESSEC Business School.
    • Nicolas Coeurdacier & Stéphane Guibaud, 2011. "International portfolio diversification is better than you think," Post-Print hal-03602483, HAL.
    • Nicolas Coeurdacier & Stéphane Guibaud, 2011. "International portfolio diversification is better than you think," SciencePo Working papers Main hal-03602483, HAL.
  • Astudillo, Alfonso & Braun, Matías & Castañeda, Pablo, 2011. "The going public decision and the structure of equity markets," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1451-1470.
    • Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011. "The Going Public Decision and the Structure of Equity Markets," MPRA Paper 38640, University Library of Munich, Germany.
  • Kapteyn, Arie & Teppa, Federica, 2011. "Subjective measures of risk aversion, fixed costs, and portfolio choice," Journal of Economic Psychology, Elsevier, vol. 32(4), pages 564-580, August.
  • van Winden, Frans & Krawczyk, Michal & Hopfensitz, Astrid, 2011. "Investment, resolution of risk, and the role of affect," Journal of Economic Psychology, Elsevier, vol. 32(6), pages 918-939.
    • Frans van Winden & Michal Krawczyk & Astrid Hopfensitz, 2008. "Investment, Resolution of Risk, and the Role of Affect," Tinbergen Institute Discussion Papers 08-047/1, Tinbergen Institute.
    • Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010. "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series 2975, CESifo.
    • Hopfensitz, Astrid & Krawczyk, Michal & Van Winden, Frans, 2009. "Investment, Resolution of Risk, and the Role of Affect," TSE Working Papers 09-123, Toulouse School of Economics (TSE).
    • van Winden, Frans A.A.M. & Hopfensitz, Astrid & Krawczyk, Michal, 2008. "Investment, Resolution of Risk, and the Role of Affect," CEPR Discussion Papers 6822, C.E.P.R. Discussion Papers.
  • Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
  • Werner, Jan, 2011. "Risk aversion for variational and multiple-prior preferences," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 382-390.
  • Diyarbakirlioglu, Erkin, 2011. "Domestic and foreign country bias in international equity portfolios," Journal of Multinational Financial Management, Elsevier, vol. 21(5), pages 301-329.
  • Sabbaghi, Omid & Sabbaghi, Navid, 2011. "Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 399-407.
  • Fugazza, Carolina & Giofré, Maela & Nicodano, Giovanna, 2011. "International diversification and industry-related labor income risk," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 764-783, October.
    • Carolina Fugazza & Maela Giofre & Giovanna Nicodano, 2010. "International diversification and industry-related labor income risk," Carlo Alberto Notebooks 192, Collegio Carlo Alberto.
  • Kourtidis, Dimitrios & Šević, Željko & Chatzoglou, Prodromos, 2011. "Investors’ trading activity: A behavioural perspective and empirical results," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 548-557.
  • Yao, Rui & Sharpe, Deanna L. & Wang, Feifei, 2011. "Decomposing the age effect on risk tolerance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 879-887.
  • Keef, Stephen P. & Khaled, Mohammed S., 2011. "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 959-967.
  • Humberto Valencia Herrera, 2011. "Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 33-49.
  • Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017. "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
    • Anisha Ghosh & Christian Julliard, 2011. "What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models," FMG Discussion Papers dp691, Financial Markets Group.
    • Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 119061, London School of Economics and Political Science, LSE Library.
    • Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2017. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 65131, London School of Economics and Political Science, LSE Library.
  • Cohen, Lauren & Lou, Dong, 2011. "Complicated firms," LSE Research Online Documents on Economics 119066, London School of Economics and Political Science, LSE Library.
  • Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
    • Georgy chabakauri & Suleyman Basak, 2009. "Dynamic Hedging in Incomplete Markets: A Simple Solution," 2009 Meeting Papers 594, Society for Economic Dynamics.
    • Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic hedging in incomplete markets: a simple solution," LSE Research Online Documents on Economics 119068, London School of Economics and Political Science, LSE Library.
    • Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers 8402, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers dp680, Financial Markets Group.
  • Mayraz, Guy, 2011. "Wishful thinking," LSE Research Online Documents on Economics 121942, London School of Economics and Political Science, LSE Library.
  • Bustamante, Maria Cecilia, 2011. "Strategic investment, industry concentration and the cross section of returns," LSE Research Online Documents on Economics 37454, London School of Economics and Political Science, LSE Library.
  • JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro, 2011. "Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year," FMG Discussion Papers dp671, Financial Markets Group.
    • Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy, 2011. "Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year," LSE Research Online Documents on Economics 43096, London School of Economics and Political Science, LSE Library.
  • Faias, José A. & Ferreira, Miguel A., 2017. "Does institutional ownership matter for international stock return comovement?," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 64-83.
    • Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011. "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011 3038, EcoMod.
  • Reza Habibi, 2011. "A Simple Estimate of VAR under Garch Modelling," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 14(2), pages 127-136, Winter.
  • Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
    • Gerard Caprio, Jr, "undated". "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series iiisdp311, IIIS.
    • Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
    • Caprio, Gerard, Jr., 2010. "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series 5198, The World Bank.
  • Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Denis Conniffe & Donal O'Neill, 2011. "Efficient Probit Estimation with Partially Missing Covariates," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 209-245, Emerald Group Publishing Limited.
    • Conniffe, Denis & O'Neill, Donal, 2009. "Efficient Probit Estimation with Partially Missing Covariates," IZA Discussion Papers 4081, Institute of Labor Economics (IZA).
  • Simone Varotto, 2011. "Liquidity risk, credit risk, market risk and bank capital," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 7(2), pages 134-152, April.
    • Simone Varotto, 2011. "Liquidity Risk, Credit Risk, Market Risk and Bank Capital," ICMA Centre Discussion Papers in Finance icma-dp2011-02, Henley Business School, University of Reading.
  • Bruce Hearn, 2011. "Development strategy in offshore markets: evidence from the Channel Islands," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(1), pages 30-51, January.
  • Craig A. Depken & Harris Hollans & Steve Swidler, 2011. "Flips, flops and foreclosures: anatomy of a real estate bubble," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(1), pages 49-65, April.
  • Jacobsen, Brian, 2011. "Asset Allocation: Mass Production or Mass Customization?," Journal of Financial Transformation, Capco Institute, vol. 31, pages 115-121.
  • Gallo, Angela, 2011. "Indexation as Primary Target for Pension Funds: Implication for Portfolio Management," Journal of Financial Transformation, Capco Institute, vol. 31, pages 173-183.
  • Roncalli, Thierry & Weisang, Guillaume, 2011. "Tracking Problems, Hedge Fund Replication, and Alternative Beta," Journal of Financial Transformation, Capco Institute, vol. 31, pages 19-29.
    • Roncalli, Thierry & Weisang, Guillaume, 2008. "Tracking problems, hedge fund replication and alternative beta," MPRA Paper 37358, University Library of Munich, Germany.
  • Clauss, Pierre, 2011. "Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk," Journal of Financial Transformation, Capco Institute, vol. 31, pages 133-139.
  • Ryan, Ronald & Fabozzi , Frank, 2011. "Liability Index Fund: The Liability Beta Portfolio," Journal of Financial Transformation, Capco Institute, vol. 33, pages 29-33.
  • Owyong, David, 2011. "Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency," Journal of Financial Transformation, Capco Institute, vol. 33, pages 121-126.
  • Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012. "Does stock return predictability affect ESO fair value?," European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
    • Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011. "Does Stock Return Predictability Affect ESO Fair Value?," QM&ET Working Papers 11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
  • Dora Gicheva & Albert Link, 2013. "Leveraging entrepreneurship through private investments: does gender matter?," Small Business Economics, Springer, vol. 40(2), pages 199-210, February.
    • Dora Gicheva & Albert N. Link, 2013. "Leveraging entrepreneurship through private investments: does gender matter?," Chapters, in: Public Support of Innovation in Entrepreneurial Firms, chapter 10, pages 145-156, Edward Elgar Publishing.
    • Gicheva, Dora & Link, Albert N., 2011. "Leveraging Entrepreneurship through Private Investments: Does Gender Matter?," UNCG Economics Working Papers 11-21, University of North Carolina at Greensboro, Department of Economics.
  • Todea, Alexandru & Zoicas Ienciu, Adrian, 2011. "Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 175-192, March.
  • Su, Chi Wei & Chang, Hsu Ling & Zhu, Meng Nan, 2011. "A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 41-53, March.
  • Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
    • Mansor, Ibrahim H., 2011. "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 79-89, December.
  • Ion PLUMB & Andreea ZAMFIR, 2011. "Russian Federation’S Investments In Romania: The Case Of Lukoil," Management Research and Practice, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 3(1), pages 13-26, March.
  • Dragoi Violeta & Constantinescu Lucretia Mariana, 2011. "The Quality Services Vector - A Performance Source For The Banks In Romania," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 1(1), pages 47-62, July.
  • Ciciretti, Rocco & Corvino, Raffaele, 2012. "How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk," Journal of Financial Transformation, Capco Institute, vol. 34, pages 195-210.
    • Rocco Ciciretti & Raffaele Corvino, 2011. "How homogeneous diversification in balanced investment funds affects portfolio and systemic risk," CEIS Research Paper 204, Tor Vergata University, CEIS, revised 04 Jul 2011.
  • Pawe³ Trippner, 2011. "Diversification of Investment Portfolios as an Instrument Used by Institutional Investors in the Capital Management Process," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(3), pages 85-93, November.
  • Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011. "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(2), December.
    • Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  • Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2020. "Early life conditions and financial risk-taking in older age," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    • Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2011. "Early life conditions and financial risk-taking in older age," CFS Working Paper Series 2011/28, Center for Financial Studies (CFS).
    • Loretti Dobrescu & Dimitris Christelis & Alberto Motta, 2012. "Early Life Conditions and Financial Risk-taking in Older Age," Working Papers 201208, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    • Dimitrios Christelis & Loreti I. Dobrescu & Alberto Motta, 2011. "Early Life Conditions and Financial Risk–Taking in Older Age," CSEF Working Papers 285, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Francisco Delgado & Bernard Dumas & Giovanni W. Puopolo, 2011. "Hysteresis Bands and Transaction Costs," CSEF Working Papers 287, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 10 Jul 2012.
  • López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011. "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 29-53, enero-jun.
  • Contreras Piedragil, Cesar Emilio & Venegas Martínez, Francisco, 2011. "Valuación de opciones sobre activos subyacentes con distribuciones estables / Options Valuation over Underlying Assets with Stable Distributions," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 55-71, enero-jun.
  • Robert A. Jones & Mohammad Zanganeh, 2011. "Estimation of Equicorrelated Diffusions from Incomplete Data," Discussion Papers dp11-03, Department of Economics, Simon Fraser University.
  • Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
    • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
    • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
    • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
    • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
    • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2011. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Working Papers CoFie-02-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
    • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
    • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
    • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
  • Marie Briere & Ariane Szafarz, 2011. "Investment in Microfinance Equity: Risk, Return, and Diversification Benefits," Working Papers CEB 11-050, ULB -- Universite Libre de Bruxelles.
  • Roy Mersland & Ludovic Urgeghe, 2011. "Performance and international investments in microfinance institutions," Working Papers CEB 11-054, ULB -- Universite Libre de Bruxelles.
  • Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein, 2011. "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB 11-041, ULB -- Universite Libre de Bruxelles.
  • Edward J. LUSK & Michael HALPERIN & Niya STEFANOVA & Atanas TETIKOV, 2011. "Investigation of: "Shopping in the Market-beta Mall"," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(5), pages 1-9, August.
  • Nicolai Bissantz & Verena Steinorth & Daniel Ziggel, 2011. "Stabilität von Diversifikationseffekten im Markowitz-Modell," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(2), pages 145-157, August.
  • Özge Alp & Ralf Korn, 2011. "Continuous-time mean-variance portfolio optimization in a jump-diffusion market," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 34(1), pages 21-40, May.
  • Marcel Prokopczuk, 2011. "Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 34(2), pages 141-168, November.
  • Claudia Ceci & Anna Gerardi, 2011. "Utility indifference valuation for jump risky assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 34(2), pages 85-120, November.
  • Tamara Teplova & Evgeniya Shutova, 2011. "A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 157-178, December.
  • Kasper Larsen, 2011. "A note on the existence of the power investor’s optimizer," Finance and Stochastics, Springer, vol. 15(1), pages 183-190, January.
  • Marc Rieger, 2011. "Co-monotonicity of optimal investments and the design of structured financial products," Finance and Stochastics, Springer, vol. 15(1), pages 27-55, January.
  • Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2011. "Optimal consumption policies in illiquid markets," Finance and Stochastics, Springer, vol. 15(1), pages 85-115, January.
    • Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2008. "Optimal consumption policies in illiquid markets," Working Papers hal-00292673, HAL.
  • Henrik Hult & Filip Lindskog, 2011. "Ruin probabilities under general investments and heavy-tailed claims," Finance and Stochastics, Springer, vol. 15(2), pages 243-265, June.
  • Marina Di Giacinto & Salvatore Federico & Fausto Gozzi, 2011. "Pension funds with a minimum guarantee: a stochastic control approach," Finance and Stochastics, Springer, vol. 15(2), pages 297-342, June.
  • Sabrina Mulinacci, 2011. "The efficient hedging problem for American options," Finance and Stochastics, Springer, vol. 15(2), pages 365-397, June.
  • Salvatore Federico, 2011. "A stochastic control problem with delay arising in a pension fund model," Finance and Stochastics, Springer, vol. 15(3), pages 421-459, September.
  • Luciano Campi & Mark Owen, 2011. "Multivariate utility maximization with proportional transaction costs," Finance and Stochastics, Springer, vol. 15(3), pages 461-499, September.
  • Nicholas Westray & Harry Zheng, 2011. "Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization," Finance and Stochastics, Springer, vol. 15(3), pages 501-512, September.
  • Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
    • Riedel, Frank & Su, Xia, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers 13/2006, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Ying Jiao & Huyên Pham, 2011. "Optimal investment with counterparty risk: a default-density model approach," Finance and Stochastics, Springer, vol. 15(4), pages 725-753, December.
  • Erhan Bayraktar & Virginia Young, 2011. "Proving regularity of the minimal probability of ruin via a game of stopping and control," Finance and Stochastics, Springer, vol. 15(4), pages 785-818, December.
    • Erhan Bayraktar & Virginia R. Young, 2007. "Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control," Papers 0704.2244, arXiv.org, revised Aug 2010.
  • Bruno Bouchard & Ngoc-Minh Dang, 2013. "Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation," Finance and Stochastics, Springer, vol. 17(1), pages 31-72, January.
  • Christoph Czichowsky, 2013. "Time-consistent mean-variance portfolio selection in discrete and continuous time," Finance and Stochastics, Springer, vol. 17(2), pages 227-271, April.
  • Belkacem Berdjane & Serguei Pergamenshchikov, 2013. "Optimal consumption and investment for markets with random coefficients," Finance and Stochastics, Springer, vol. 17(2), pages 419-446, April.
  • Yan Dolinsky & Halil Soner, 2013. "Duality and convergence for binomial markets with friction," Finance and Stochastics, Springer, vol. 17(3), pages 447-475, July.
  • Liao Wang & Johannes Wissel, 2013. "Mean-variance hedging with oil futures," Finance and Stochastics, Springer, vol. 17(4), pages 641-683, October.
  • Vladimir Cherny & Jan Obłój, 2013. "Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model," Finance and Stochastics, Springer, vol. 17(4), pages 771-800, October.
  • Giuseppe Benedetti & Luciano Campi & Jan Kallsen & Johannes Muhle-Karbe, 2013. "On the existence of shadow prices," Finance and Stochastics, Springer, vol. 17(4), pages 801-818, October.
  • Dmitry Rokhlin, 2013. "On the game interpretation of a shadow price process in utility maximization problems under transaction costs," Finance and Stochastics, Springer, vol. 17(4), pages 819-838, October.
  • Masaaki Fukasawa, 2014. "Efficient discretization of stochastic integrals," Finance and Stochastics, Springer, vol. 18(1), pages 175-208, January.
  • Paolo Guasoni & Constantinos Kardaras & Scott Robertson & Hao Xing, 2014. "Abstract, classic, and explicit turnpikes," Finance and Stochastics, Springer, vol. 18(1), pages 75-114, January.
  • Li Junjiang & Hou Lei & Zhang Jiarui, 2011. "Capital endowment, credit constraint and FDI: Analysis based on heterogeneous firms," Frontiers of Economics in China, Springer;Higher Education Press, vol. 6(1), pages 55-75, March.
  • Amanda King & John King, 2011. "Golden eggs versus plastic eggs: hyperbolic preferences and the persistence of debit," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 93-103, January.
  • Peter Chinloy & Daniel Winkler, 2011. "Contracts, Labor Supply and Income Targeting," Journal of Labor Research, Springer, vol. 32(2), pages 113-135, June.
  • Ana González & Gonzalo Rubio, 2011. "Portfolio choice and the effects of liquidity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(1), pages 53-74, March.
  • Peter Albrecht, 2011. "Zur Theorie des Value at Risk-minimalen Hedges," Schmalenbach Journal of Business Research, Springer, vol. 63(1), pages 2-18, February.
  • Laurence G. TAFF, 2011. "Two New Measures Of Household-Level Investment Risk," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 279-289, December.
  • Mongi ARFAOUI & Ezzeddine ABAOUB, 2011. "Equity Home Bias Puzzle Between Macro-Finance Interface And Risk-Factors Interference," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 147-161, December.
  • Nadeem SOHAIL & Hussain ZAKIR, 2011. "The Macroeconomic Variables And Stock Returns In Pakistan: The Case Of Kse100 Index," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 76-84, June.
  • Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
    • Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Wade Pfau, 2011. "An optimizing framework for the glide paths of life cycle asset allocation funds," Applied Economics Letters, Taylor & Francis Journals, vol. 18(1), pages 55-58.
    • Wade D. Pfau, 2009. "An Optimizing Framework for the Glide Paths of Lifecycle Asset Allocation Funds," GRIPS Discussion Papers 09-16, National Graduate Institute for Policy Studies.
  • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
    • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
    • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  • Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
    • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers CoFie-03-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
    • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University.
  • José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
    • José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
    • Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
  • Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2011. "Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 17(3), pages 227-241, January.
    • Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009. "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance icma-dp2009-11, Henley Business School, University of Reading.
  • Carlo Magni, 2011. "Addendum to “Average Internal Rate of Return and Investment Decisions: A New Perspective”," The Engineering Economist, Taylor & Francis Journals, vol. 56(2), pages 181-182.
    • Carlo Alberto Magni, 2011. "Addendum to "Average Internal Rate of Return and Investment Decisions: A New Perspective"," Proyecciones Financieras y Valoración 8138, Master Consultores.
  • Christos Grose, 2011. "The Determinants of Cash Flows in Greek Bond Mutual Funds," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(1), pages 55-77, March.
  • Antonios Athanassiadis, 2011. "Economic Returns and Risks to Investment in Education: An Application of the Multifactor CAPM," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(1), pages 95-120, March.
  • Marcin Wojtowicz, 2011. "CDOs and the Financial Crisis: Credit Ratings and Fair Premia," Tinbergen Institute Discussion Papers 11-022/2/DSF 8, Tinbergen Institute.
  • Redouane Elkamhia & Denitsa Stefanova, 2011. "Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection," Tinbergen Institute Discussion Papers 11-028/2/DSF10, Tinbergen Institute.
  • Yvonne Adema & Jan Bonenkamp & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice in General Equilibrium," Tinbergen Institute Discussion Papers 11-038/2/DSF13, Tinbergen Institute.
  • Zhen Shi & Bas J.M. Werker, 2011. "Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation," Tinbergen Institute Discussion Papers 11-053/2/DSF17, Tinbergen Institute.
  • Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper 182, CPB Netherlands Bureau for Economic Policy Analysis.
    • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Discussion Paper 2011-077, Tilburg University, Center for Economic Research.
    • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Other publications TiSEM 1c3af8c2-1351-4249-b296-9, Tilburg University, School of Economics and Management.
  • Renneboog, Luc & Spaenjers, Christophe, 2012. "Hard assets: The returns on rare diamonds and gems," Finance Research Letters, Elsevier, vol. 9(4), pages 220-230.
    • Renneboog, L.D.R. & Spaenjers, C., 2011. "Hard Assets : The Returns on Rare Diamonds and Gems," Other publications TiSEM 2312b4fe-233c-44a4-82a1-5, Tilburg University, School of Economics and Management.
    • Christophe Spaenjers & Luc Renneboog, 2012. "Hard assets: The returns on rare diamonds and gems," Post-Print hal-00758542, HAL.
    • Renneboog, L.D.R. & Spaenjers, C., 2012. "Hard assets : The return on rare diamonds and gems," Other publications TiSEM 32990d12-ac98-4f42-bad5-9, Tilburg University, School of Economics and Management.
    • Renneboog, L.D.R. & Spaenjers, C., 2011. "Hard Assets : The Returns on Rare Diamonds and Gems," Discussion Paper 2011-056, Tilburg University, Center for Economic Research.
  • Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Other publications TiSEM 6b549d1a-062f-4595-bdb3-d, Tilburg University, School of Economics and Management.
    • Bert Willems & Joris Morbee, 2012. "Risk Spillovers and Hedging: Why Do Firms Invest Too Much in Systemic Risk?," RSCAS Working Papers 2012/35, European University Institute.
    • Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Discussion Paper 2011-057, Tilburg University, Center for Economic Research.
    • Bert WILLEMS & Joris MORBEE, 2011. "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven ces11.17, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan Bonenkamp & Yvonne Adema & Lex Meijdam, 2011. "Retirement Flexibility and Portfolio Choice," CPB Discussion Paper 182, CPB Netherlands Bureau for Economic Policy Analysis.
    • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Other publications TiSEM 1c3af8c2-1351-4249-b296-9, Tilburg University, School of Economics and Management.
    • Adema, Y. & Bonenkamp, J. & Meijdam, A.C., 2011. "Retirement Flexibility and Portfolio Choice," Discussion Paper 2011-077, Tilburg University, Center for Economic Research.
  • Renneboog, Luc & Spaenjers, Christophe, 2012. "Hard assets: The returns on rare diamonds and gems," Finance Research Letters, Elsevier, vol. 9(4), pages 220-230.
    • Renneboog, L.D.R. & Spaenjers, C., 2011. "Hard Assets : The Returns on Rare Diamonds and Gems," Discussion Paper 2011-056, Tilburg University, Center for Economic Research.
    • Christophe Spaenjers & Luc Renneboog, 2012. "Hard assets: The returns on rare diamonds and gems," Post-Print hal-00758542, HAL.
    • Renneboog, L.D.R. & Spaenjers, C., 2011. "Hard Assets : The Returns on Rare Diamonds and Gems," Other publications TiSEM 2312b4fe-233c-44a4-82a1-5, Tilburg University, School of Economics and Management.
    • Renneboog, L.D.R. & Spaenjers, C., 2012. "Hard assets : The return on rare diamonds and gems," Other publications TiSEM 32990d12-ac98-4f42-bad5-9, Tilburg University, School of Economics and Management.
  • Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Discussion Paper 2011-057, Tilburg University, Center for Economic Research.
    • Bert Willems & Joris Morbee, 2012. "Risk Spillovers and Hedging: Why Do Firms Invest Too Much in Systemic Risk?," RSCAS Working Papers 2012/35, European University Institute.
    • Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Other publications TiSEM 6b549d1a-062f-4595-bdb3-d, Tilburg University, School of Economics and Management.
    • Bert WILLEMS & Joris MORBEE, 2011. "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven ces11.17, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Mihir A Desai & Dhammika Dharmapala, 2011. "Dividend Taxes and International Portfolio Choice," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 266-284, February.
    • Mihir A. Desai & Dhammika Dharmapala, 2009. "Dividend Taxes and International Portfolio Choice," Working Papers 0911, Oxford University Centre for Business Taxation.
  • John S. Greenlees & Robert McClelland, 2011. "New Evidence on Outlet Substitution Effects in Consumer Price Index Data," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 632-646, May.
  • Philipp Krüger & Augustin Landier & David Thesmar, 2015. "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Journal of Finance, American Finance Association, vol. 70(3), pages 1253-1285, June.
    • David Thesmar & P. Kruger & Augustin Landier, 2011. "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," Post-Print hal-00578326, HAL.
    • Krüger, Philipp & Landier, Augustin & Thesmar, David, 2011. "The WACC Fallacy: The Real Effects of Using a Unique Discount Rate," TSE Working Papers 11-222, Toulouse School of Economics (TSE).
  • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
    • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
    • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
  • Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, April.
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    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011. "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers EI 2011-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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    • Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
    • Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
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    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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    • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
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    • Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
    • Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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  • Nancy Mohan & Ting Zhang, 2011. "An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans," Upjohn Working Papers 12-179, W.E. Upjohn Institute for Employment Research.
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    • Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011. "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," NBER Working Papers 17134, National Bureau of Economic Research, Inc.
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    • Dirk Krueger, 2012. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers 102, Society for Economic Dynamics.
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  • Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014. "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, vol. 69(4), pages 1455-1484, August.
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  • Gerardi, Kristopher & Lambie-Hanson, Lauren & Willen, Paul S., 2013. "Do borrower rights improve borrower outcomes? Evidence from the foreclosure process," Journal of Urban Economics, Elsevier, vol. 73(1), pages 1-17.
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    • Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011. "Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process," NBER Working Papers 17666, National Bureau of Economic Research, Inc.
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  • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
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  • Makoto Nakajima & Irina A. Telyukova, 2020. "Home Equity In Retirement," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 573-616, May.
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  • Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
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  • Meyer, Margaret & Strulovici, Bruno, 2012. "Increasing interdependence of multivariate distributions," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
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  • Elisabeth Beckmann & Sandra Dvorsky & Thomas Scheiber, 2011. "OeNB Euro Survey: Growing Uncertainty, but Overall Euroization Not Affected," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 88-99.
  • Sebastian Essl & Alfred Stiglbauer, 2011. "Prevention and Correction of Macroeconomic Imbalances: the Excessive Imbalances Procedure," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 99-113.
  • Franz Nauschnigg & Paul Schieder, 2011. "Crisis Financing in the EU," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 114-124.
  • Andreas Neuhierl & Bernd Schlusche, 2011. "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 550-587, Summer.
  • Ulrike Malmendier & Stefan Nagel, 2011. "Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(1), pages 373-416.
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  • Mark Grinblatt & Juhani T. Linnainmaa, 2011. "Jensen's Inequality, Parameter Uncertainty, and Multi-period Investment," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 1-34.
  • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Review of Finance, European Finance Association, vol. 15(1), pages 135-172.
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  • H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011. "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, vol. 15(1), pages 173-206.
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  • Dimitris Georgarakos & Giacomo Pasini, 2011. "Trust, Sociability, and Stock Market Participation," Review of Finance, European Finance Association, vol. 15(4), pages 693-725.
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  • Andreas Fuster & Paul S. Willen, 2011. "Insuring Consumption Using Income-Linked Assets," Review of Finance, European Finance Association, vol. 15(4), pages 835-873.
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  • Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, vol. 16(1), pages 285-321.
    • Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
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  • James S. Doran & Danling Jiang & David R. Peterson, 2011. "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, vol. 16(3), pages 685-731.
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  • Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2011. "How Deep Is the Annuity Market Participation Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 279-319.
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    • Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim, 2010. "How Deep is the Annuity Market Participation Puzzle?," CEPR Discussion Papers 7940, C.E.P.R. Discussion Papers.
    • Paula Lopes & Alex Michaelides & Joachim Inkmann, 2009. "How deep is the annuity market participation puzzle?," 2009 Meeting Papers 239, Society for Economic Dynamics.
    • Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2009. "How Deep is the Annuity Market Participation Puzzle?," Working Papers 2009-5, Central Bank of Cyprus.
  • Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011. "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
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  • Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011. "Risk Shifting and Mutual Fund Performance," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2575-2616.
    • Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009. "Risk Shifting and Mutual Fund Performance," NBER Working Papers 14903, National Bureau of Economic Research, Inc.
  • Nãchescu Miruna-Lucia & Barna Flavia- Mirela, 2011. "Exchange Traded Funds – A New Way of Dealing With Risk?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1461-1466, May.
  • Niþu Oana & Niþu Claudiu Valentin & Nicodim Liliana, 2011. "2005-2010 Sony Ericsson Financial Activity Analysis Abstract2005-2010 Sony Ericsson Financial Activity Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1543-1548, May.
  • ªargu Alina Camelia & Chirleºan Dan & Potlog Dorian, 2011. "The Necessity of the European Capital Markets Development in the Current Economic Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2027-2034, May.
  • Serban Florentin & Buºu Mihail, 2011. "A Relationship between the Degree of Search and Evolution of Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2052-2055, May.
  • Caruntu Constantin & Lapadusi Mihaela Loredana, 2011. "Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 327-331, May.
  • Ciobotea Adina & Oaca Sorina Cristina, 2011. "Investment Decisions in the Romanian Pension Funds," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 359-362, May.
  • Hagiu Alina, 2011. "Models of Credit Risk Measurement," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 912-917, May.
  • Ionescu Alexandra, 2011. "Firm Decisions: Determinants of Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 621-624, May.
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  • Murgea Aurora, 2011. "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 884-889, May.
  • Rui Esteves, 2011. "The Belle Epoque of International Finance. French Capital Exports, 1880-1914," Economics Series Working Papers 534, University of Oxford, Department of Economics.
  • Jewitt, Ian & Mukerji, Sujoy, 2017. "Ordering ambiguous acts," Journal of Economic Theory, Elsevier, vol. 171(C), pages 213-267.
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    • Sujoy Mukerji & Ian Jewitt, 2017. "Ordering Ambiguous Acts," Working Papers 828, Queen Mary University of London, School of Economics and Finance.
  • John Quah & Bruno Strulovici, 2011. "Discounting, Patience, and Dynamic Decision Making," Economics Series Working Papers 555, University of Oxford, Department of Economics.
  • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
    • Massimiliano Caporin & Angelo Ranaldo, 2011. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers 2011-11, Swiss National Bank.
    • Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012. "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance 1213, University of St. Gallen, School of Finance.
    • Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
  • Galarza, Francisco B. & Carter, Michael R., 2010. "Risk Preferences and Demand for Insurance in Peru: A Field Experiment," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61871, Agricultural and Applied Economics Association.
    • Francisco B. Galarza & Michael R. Carter, 2011. "Risk preferences and demand for insurance in Peru: a field experiment," Working Papers 11-08, Centro de Investigación, Universidad del Pacífico.
  • Ron Bird & Lorenzo Casavecchia, 2011. "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 375-390, February.
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  • Simon Keel & David Ardia, 2011. "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 123-131, June.
    • Keel, Simon & Ardia, David, 2009. "Generalized Marginal Risk," MPRA Paper 17258, University Library of Munich, Germany.
  • N Blasco & P Corredor & S Ferreruela, 2011. "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(6), pages 1056-1066, June.
    • Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009. "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo dt2009-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  • Ben Tims & Ronald Mahieu, 2011. "International Portfolio Choice," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, chapter 4, pages 51-73, Palgrave Macmillan.
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  • Maria Elvira Mancino & Simona Sanfelici, 2011. "Covariance Estimation and Dynamic Asset-Allocation under Microstructure Effects via Fourier Methodology," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 1, pages 3-32, Palgrave Macmillan.
    • Mancino Maria Elvira & Simona Sanfelici, 2009. "Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology," Working Papers - Mathematical Economics 2009-09, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Radoslaw Kurach, 2011. "Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers," Business and Economic Horizons (BEH), Prague Development Center, vol. 5(2), pages 1-12, April.
  • N. Geetha & M. Ramesh, 2011. "Investors’ Perception On Mutual Funds With Reference To Chidambaram Town," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, vol. 9(3), pages 30-37, August.
  • Kurt Mitman, 2011. "Macroeconomic Effects of Bankruptcy & Foreclosure Policies," PIER Working Paper Archive 11-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers 8624, C.E.P.R. Discussion Papers.
    • Dirk Krueger, 2012. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," 2012 Meeting Papers 102, Society for Economic Dynamics.
    • Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive 11-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers 17537, National Bureau of Economic Research, Inc.
  • Ana Preda & Mirela Monea, 2011. "Impact of the Financial Crisis on Life Insurance in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 11(4), pages 245-254.
  • Dani, Ákos & Tőrös, Ágnes, 2011. "China’s Sovereign Wealth Funds: A path to sustained development?," Public Finance Quarterly, Corvinus University of Budapest, vol. 56(2), pages 241-256.
  • Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
    • Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
    • Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
  • Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011. "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica 96/2011, Università di Perugia, Dipartimento Economia.
  • Nuno Soares & Andrew W. Stark, 2011. "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers 1107, Universidade do Porto, Faculdade de Economia do Porto.
  • Benjamin Kauper & Karl-Kuno Kunze, 2011. "Modellierung von Aktienkursen im Lichte der Komplexitätsforschung," Statistische Diskussionsbeiträge 49, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
  • Francois-Éric Racicot, 2011. "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series UQO-DSA-wp052011, Département des sciences administratives, UQO.
  • Funk, Matt, 2011. "On the evolutionary stability of the Uruguayan Savanna," MPRA Paper 27817, University Library of Munich, Germany.
  • Piluso, Fabio & Amerise, Ilaria Lucrezia, 2011. "L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica [The asset allocation of hedge funds during the financial crisis: an empirical investigation]," MPRA Paper 28178, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle," MPRA Paper 28796, University Library of Munich, Germany.
  • G. Livan & S. Alfarano & E. Scalas, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers 1102.4076, arXiv.org.
    • Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011. "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper 28964, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper 29448, University Library of Munich, Germany.
  • J.Swaminathan & A.Ananth, 2011. "Impact of Mutual Fund Investments in Indian Equity Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 2(2), pages 228-238, March.
    • Ananth, A. & Swaminathan, J., 2011. "Impact of mutual fund investment in indian equity market," MPRA Paper 29481, University Library of Munich, Germany, revised 24 Feb 2011.
  • Chandra, Abhijeet & Kumar, Ravinder, 2011. "Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach," MPRA Paper 29722, University Library of Munich, Germany, revised 15 Mar 2011.
  • Alessandro Gavazza, 2011. "Demand spillovers and market outcomes in the mutual fund industry," RAND Journal of Economics, RAND Corporation, vol. 42(4), pages 776-804, December.
    • Gavazza, Alessandro, 2011. "Demand Spillovers and Market Outcomes in the Mutual Fund Industry," MPRA Paper 30074, University Library of Munich, Germany.
  • Petrushchak, Bohdan, 2011. "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper 30367, University Library of Munich, Germany, revised 2011.
  • Bell, Peter, 2011. "Use of put options as insurance," MPRA Paper 30469, University Library of Munich, Germany.
  • Rebonato, Riccardo & Denev, Alexander, 2011. "Coherent Asset Allocation and Diversification in the Presence of Stress Events," MPRA Paper 30534, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Can We Predict the Sustainable Withdrawal Rate for New Retirees?," MPRA Paper 30877, University Library of Munich, Germany.
  • Corsini, Lorenzo & Spataro, Luca, 2011. "Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities," MPRA Paper 30946, University Library of Munich, Germany.
  • Meng, Channarith & Pfau, Wade Donald, 2011. "Safe withdrawal rates from retirement savings for residents of emerging market countries," MPRA Paper 31080, University Library of Munich, Germany.
  • Petrushchak, Bohdan, 2011. "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper 31115, University Library of Munich, Germany, revised 2011.
  • Pfau, Wade Donald, 2011. "Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?," MPRA Paper 31122, University Library of Munich, Germany.
  • Pinto, Cristian F. & Acuña, Andres A., 2011. "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza [Consistency in the evaluation of financial investment perform," MPRA Paper 31301, University Library of Munich, Germany.
  • Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011. "Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries," MPRA Paper 31389, University Library of Munich, Germany, revised 10 Jun 2011.
  • Ajantha Kumara & Wade Pfau, 2013. "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," Annals of Finance, Springer, vol. 9(3), pages 319-335, August.
    • Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011. "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," MPRA Paper 31395, University Library of Munich, Germany, revised 10 Jun 2011.
  • Meng, Channarith & Pfau, Wade Donald, 2011. "Retirement savings guidelines for residents of emerging market countries," MPRA Paper 31682, University Library of Munich, Germany.
  • Kontek, Krzysztof, 2011. "What is the actual shape of perception utility?," MPRA Paper 31715, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work," MPRA Paper 31900, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Nearly optimal asset allocations in retirement," MPRA Paper 32506, University Library of Munich, Germany.
  • Cannon, Susanne & Col, Rebel A., 2011. "How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data," MPRA Paper 32589, University Library of Munich, Germany.
  • Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi, 2011. "Validity of capital asset pricing model: evidence from Karachi stock exchange," MPRA Paper 32737, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Capital market expectations, asset allocation, and safe withdrawal rates," MPRA Paper 32973, University Library of Munich, Germany.
  • Le, Thai-Ha & Chang, Youngho, 2011. "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper 33030, University Library of Munich, Germany.
  • Kariastanto, Bayu, 2011. "Should the Indonesian pension funds invest abroad?," MPRA Paper 33581, University Library of Munich, Germany.
  • Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011. "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper 33715, University Library of Munich, Germany.
    • Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
  • Petrushchak, Bohdan, 2011. "Концептуальні Помилки Багаторівневої Сек’Юритизації Іпотечних Кредитів [The conceptual failures of multi-stage securitization of mortgage securities]," MPRA Paper 33999, University Library of Munich, Germany.
  • Blake, David & Wright, Douglas & Zhang, Yumeng, 2014. "Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 105-124.
    • 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," MPRA Paper 34277, University Library of Munich, Germany.
  • Blake, David & Wright, Douglas & Zhang, Yumeng, 2013. "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 195-209.
    • Blake, David & Wright, Douglas & Zhang, Yumeng, 2011. "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper 34278, University Library of Munich, Germany.
  • Philippe Bernard & Michel Blanchard, 2013. "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," Economics Bulletin, AccessEcon, vol. 33(3), pages 1729-1737.
    • Blanchard, michel & Bernard, philippe, 2011. "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper 34304, University Library of Munich, Germany.
  • Finke, Michael & Pfau, Wade Donald & Williams, Duncan, 2011. "Spending flexibility and safe withdrawal rates," MPRA Paper 34536, University Library of Munich, Germany.
  • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
    • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
    • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
  • Petrushchak, Bohdan, 2011. "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper 34948, University Library of Munich, Germany.
  • Liu, Xiaochun & Jacobsen, Brian, 2011. "The Dynamic International Optimal Hedge Ratio," MPRA Paper 35260, University Library of Munich, Germany.
  • Khorunzhina, Natalia, 2013. "Structural estimation of stock market participation costs," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2928-2942.
    • Khorunzhina, Natalia, 2011. "Dynamic Stock Market Participation of Households," MPRA Paper 35310, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2011. "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper 35329, University Library of Munich, Germany.
  • M. Marzo & D. Ritelli & P. Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Papers wp797, Dipartimento Scienze Economiche, Universita' di Bologna.
    • Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia, 2011. "Optimal trading execution with nonlinear market impact: an alternative solution method," MPRA Paper 35393, University Library of Munich, Germany.
    • Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Papers 1111.6826, arXiv.org.
    • Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Paper series 52_11, Rimini Centre for Economic Analysis.
  • Qian, Hang, 2011. "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper 35561, University Library of Munich, Germany.
  • Foster, Jarred, 2011. "Target variation in a loss avoiding pension fund problem," MPRA Paper 36177, University Library of Munich, Germany.
  • Modena, Matteo, 2011. "Agricultural commodities and financial markets," MPRA Paper 36416, University Library of Munich, Germany, revised 30 Sep 2011.
  • Ciuiu, Daniel, 2011. "Homogeneity tests for Levy processes and applications," MPRA Paper 36457, University Library of Munich, Germany, revised Nov 2011.
  • Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry, 2011. "Managing sovereign credit risk in bond portfolios," MPRA Paper 36673, University Library of Munich, Germany.
  • Raza, Syed Ali & Raza, Syed Aoun & Zia, Abassi, 2011. "Equity mutual funds performance in Pakistan: risk & return analysis," MPRA Paper 36804, University Library of Munich, Germany.
  • Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore, 2011. "Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis," MPRA Paper 37476, University Library of Munich, Germany.
  • Dimitriou, Dimitrios & Simos, Theodore, 2011. "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper 37477, University Library of Munich, Germany.
  • Dimitriou, Dimitrios & Simos, Theodore, 2011. "The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach," MPRA Paper 37528, University Library of Munich, Germany.
  • Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
  • Saturnino, Odilon & Saturnino, Valeria & Lucena, Pierre & Carmona, Charles & Araujo, Luiz Fernando, 2011. "Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho? [Contrary Investment Value in Brazil: Overreaction or Size Effect?]," MPRA Paper 38106, University Library of Munich, Germany.
  • Rossi, Francesco, 2011. "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper 38303, University Library of Munich, Germany, revised Nov 2011.
  • Astudillo, Alfonso & Braun, Matías & Castañeda, Pablo, 2011. "The going public decision and the structure of equity markets," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1451-1470.
    • Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011. "The Going Public Decision and the Structure of Equity Markets," MPRA Paper 38640, University Library of Munich, Germany.
  • Faruque, Muhammad U, 2011. "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper 38675, University Library of Munich, Germany.
  • Rossi, Francesco, 2011. "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper 38682, University Library of Munich, Germany, revised 31 Mar 2012.
  • Sirucek, Martin, 2011. "Impact of monetary policy on US stock market," MPRA Paper 40943, University Library of Munich, Germany.
  • Ayala, Alfonso, 2011. "Algunos conceptos sobre la evaluación de portafolios de inversión [Some concepts on the assessment of investment portfolios]," MPRA Paper 42404, University Library of Munich, Germany.
  • Sawada, Michiru, 2013. "How does the stock market value bank diversification? Empirical evidence from Japanese banks," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 40-61.
    • Sawada, Michiru, 2011. "How does the stock market value bank diversification? Empirical evidence from Japanese banks," MPRA Paper 45852, University Library of Munich, Germany, revised Nov 2012.
  • Piasecki, Krzysztof, 2011. "Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych [Fuzzy Probabilistic Sets as a Tool for Behavioural Finance]," MPRA Paper 46218, University Library of Munich, Germany.
  • Dai, Darong, 2011. "Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors," MPRA Paper 46416, University Library of Munich, Germany.
  • Zaytsev, Alexander, 2011. "Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды [Econometric analysis of Russian mutual funds in crisis and postcrisis periods]," MPRA Paper 46437, University Library of Munich, Germany.
  • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437, April.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper 47343, University Library of Munich, Germany.
  • P., Srinivasan, 2011. "Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market," MPRA Paper 47412, University Library of Munich, Germany.
  • Dergiades, Theologos, 2012. "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, vol. 116(3), pages 404-407.
    • Dergiades, Theologos, 2011. "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper 51128, University Library of Munich, Germany, revised 15 Nov 2011.
    • Theologos Dergiades, 2012. "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," Discussion Paper Series 2012_05, Department of Economics, University of Macedonia, revised Apr 2012.
  • Bennour, Khaled, 2011. "On the demand pressure hypothesis in option markets: the case of a redundant option," MPRA Paper 52497, University Library of Munich, Germany.
  • Susanne, Cannon & Rebel, Cole, 2011. "How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data," MPRA Paper 52621, University Library of Munich, Germany, revised 25 May 2011.
  • Konchitchki, Yaniv, 2011. "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper 52928, University Library of Munich, Germany.
  • Rizvi, Aoun & Ali, Syed Babar, 2011. "Risk Taking Behavior of Investors of Pakistan," MPRA Paper 64342, University Library of Munich, Germany.
  • Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011. "Firm Reputation and Cost of Debt Capital," MPRA Paper 64965, University Library of Munich, Germany, revised 05 Jun 2015.
  • Aldubaikhi, Ammar & Alsayyed, Nidal, 2011. "Financial Analysis for Frontier Communications Corp. (FTR)," MPRA Paper 66989, University Library of Munich, Germany.
  • Öztürk, Mustafa & Aras, Osman Nuri, 2011. "Foreign Capital Investment and Economic Crises in Turkey," MPRA Paper 81855, University Library of Munich, Germany.
  • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1935-1955, August.
    • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
  • Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014. "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 744-775, September.
    • Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011. "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers 201133, University of Pretoria, Department of Economics.
  • Pavla Řehořová & Marcela Exnerová, 2011. "Photovoltaic Energy in the Czech Republic in the 21st Century. A Case Study of a Power Plant for a Family House [Fotovoltaická energie v České republice v 21. století. Případová studie elektrárny p," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2011(4), pages 66-80.
  • Jiří Korbel & Petr Blaheta, 2011. "Valuation of equity capital markets using FED model [Ocenění akcií v průběhu finanční krize pohledem FED modelu]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2011(1), pages 68-80.
  • Svend Reuse & Martin Svoboda, 2011. "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 99-119.
  • Eisenbach, Thomas M. & Schmalz, Martin C., 2016. "Anxiety in the face of risk," Journal of Financial Economics, Elsevier, vol. 121(2), pages 414-426.
    • Thomas M. Eisenbach & Martin C. Schmalz, 2011. "Anxiety in the Face of Risk," Working Papers 1371, Princeton University, Department of Economics, Econometric Research Program..
    • Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
  • Christian Walter, 2011. "Performation et surveillance du système financier," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 105-116.
    • Christian Walter, 2011. "Performation et surveillance du système financier," Revue d'Économie Financière, Programme National Persée, vol. 101(1), pages 105-116.
  • Marc Auberger, 2011. "Les difficultés de la valorisation des entreprises par les marchés financiers," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 209-215.
  • Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 217-236.
    • Nathalie Oriol, 2011. "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, vol. 104(4), pages 217-235.
  • João M. Sousa & Ricardo M. Sousa, 2019. "Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 139-176, June.
    • João Sousa & Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S," NIPE Working Papers 21/2011, NIPE - Universidade do Minho.
    • Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S," Working Papers w201119, Banco de Portugal, Economics and Research Department.
    • Sousa, João & Sousa, Ricardo M., 2013. "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series 1575, European Central Bank.
  • Alexei Kolokolov, 2011. "Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)," Quantile, Quantile, issue 9, pages 61-75, July.
  • Isela Elizabeth Téllez León & Francisco Venegas-Martínez, 2011. "Efectos del tipo de cambio en las decisiones de consumo y portafolio. Un enfoque monetarista estocástico," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 29-48, Enero-jun.
  • Adam E Clements & Annastiina Silvennoinen, 2011. "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series 76, National Centre for Econometric Research.
  • James Hansen, 2011. "Does Equity Mispricing Influence Household and Firm Decisions?," RBA Research Discussion Papers rdp2011-06, Reserve Bank of Australia.
  • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012. "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
    • Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
    • Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
    • Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
    • Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
  • Simone Varotto, 2011. "Liquidity risk, credit risk, market risk and bank capital," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 7(2), pages 134-152, April.
    • Simone Varotto, 2011. "Liquidity Risk, Credit Risk, Market Risk and Bank Capital," ICMA Centre Discussion Papers in Finance icma-dp2011-02, Henley Business School, University of Reading.
  • Vladimir Zdorovenin & Jacques Pézier, 2011. "Does Information Content of Option Prices Add Value for Asset Allocation?," ICMA Centre Discussion Papers in Finance icma-dp2011-03, Henley Business School, University of Reading.
  • Carol Alexander & Dimitris Korovilas, 2011. "The Hazards of Volatility Diversification," ICMA Centre Discussion Papers in Finance icma-dp2011-04, Henley Business School, University of Reading.
  • Jacques Pézier, 2011. "Rationalization of Investment Preference Criteria," ICMA Centre Discussion Papers in Finance icma-dp2011-12, Henley Business School, University of Reading.
  • Jacques Pézier & Johanna Scheller, 2011. "A Comprehensive Evaluation of Portfolio Insurance Strategies," ICMA Centre Discussion Papers in Finance icma-dp2011-15, Henley Business School, University of Reading.
  • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
    • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption"," Online Appendices 10-11, Review of Economic Dynamics.
  • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
    • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Code and data files for "Saving Rates and Portfolio Choice with Subsistence Consumption"," Computer Codes 10-11, Review of Economic Dynamics.
  • Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2012. "Modelling the Demand for Housing over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 1-18, January.
    • Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2011. "Code and data files for "Modelling the Demand for Housing over the Lifecycle"," Computer Codes 10-53, Review of Economic Dynamics.
  • Claudio Campanale, 2011. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
    • Claudio Campanale, 2008. "Learning, Ambiguity and Life-cycle Portfolio Allocation," CeRP Working Papers 80, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    • Claudio Campanale, 2009. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," 2009 Meeting Papers 38, Society for Economic Dynamics.
    • Claudio Campanale, 2010. "Code files for "Learning, ambiguity and life-cycle portfolio allocation"," Computer Codes 09-54, Review of Economic Dynamics.
  • Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013. "Optimal Inattention to the Stock Market With Information Costs and Transactions Costs," Econometrica, Econometric Society, vol. 81(4), pages 1455-1481, July.
    • Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers 15010, National Bureau of Economic Research, Inc.
    • Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers 102, Society for Economic Dynamics.
  • Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    • Volker Wieland & Christos Koulovatianos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," 2011 Meeting Papers 1417, Society for Economic Dynamics.
    • Wieland, Volker & Koulovatianos, Christos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers 8514, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012. "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
    • Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
    • Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
    • Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
    • Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
  • Andrea Caggese & Vicente Cunat, 2013. "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(1), pages 177-193, January.
    • Caggese, Andrea & Cuñat, Vicente, 2011. "Financing constraints, firm dynamics, export decisions, and aggregate productivity," LSE Research Online Documents on Economics 43160, London School of Economics and Political Science, LSE Library.
    • Vicente Cunat & Andrea Caggese, 2011. "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate productivity," 2011 Meeting Papers 187, Society for Economic Dynamics.
    • Andrea Caggese & Vincente Cunat, 2011. "Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity," FMG Discussion Papers dp685, Financial Markets Group.
  • Ron Kaniel & Péter Kondor, 2013. "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.
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  • Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Journal of Finance, American Finance Association, vol. 71(2), pages 957-1010, April.
    • Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," NBER Working Papers 17325, National Bureau of Economic Research, Inc.
    • Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Staff Report 499, Federal Reserve Bank of Minneapolis.
    • Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," 2011 Meeting Papers 633, Society for Economic Dynamics.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
    • Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
    • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
    • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
  • Geromichalos, Athanasios & Simonovska, Ina, 2014. "Asset liquidity and international portfolio choice," Journal of Economic Theory, Elsevier, vol. 151(C), pages 342-380.
    • Athanasios Geromichalos & Ina Simonovska, 2011. "Asset Liquidity and International Portfolio Choice," NBER Working Papers 17331, National Bureau of Economic Research, Inc.
    • Ina Simonovska & Athanasios Geromichalos, 2011. "Asset Liquidity and International Portfolio Choice," 2011 Meeting Papers 756, Society for Economic Dynamics.
  • Delia-Elena Diaconasu & Alexandru Asavoaei, 2011. "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(39), pages 45-59, March.
  • Diana Arjoca, 2011. "Direct investment strategies of Austrian companies in Romania.A comparative study," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(42), pages 227-246, December.
  • Marian WIELEZINSKI, 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," Working Papers 246, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
  • Pierpaolo Pattitoni & Marco Savioli, 2011. "Investment Choices: Indivisible non-Marketable Assets and Bounded Rationality," Working Paper series 07_11, Rimini Centre for Economic Analysis.
  • M. Marzo & D. Ritelli & P. Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Papers wp797, Dipartimento Scienze Economiche, Universita' di Bologna.
    • Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Paper series 52_11, Rimini Centre for Economic Analysis.
    • Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Papers 1111.6826, arXiv.org.
    • Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia, 2011. "Optimal trading execution with nonlinear market impact: an alternative solution method," MPRA Paper 35393, University Library of Munich, Germany.
  • Hyun-Hoon Lee & Hyeon-Seung Huh & Donghyun Park, 2013. "Financial Integration in East Asia: An Empirical Investigation," The World Economy, Wiley Blackwell, vol. 36(4), pages 396-418, April.
    • Lee, Hyun-Hoon & Huh, Hyeon-seung & Park, Donghyun, 2011. "Financial Integration in East Asia: An Empirical Investigation," ADB Economics Working Paper Series 259, Asian Development Bank.
  • Zhang, Bin, 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," ADBI Working Papers 306, Asian Development Bank Institute.
  • Valentina Galvani & Stuart Landon, 2013. "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 135-154, January.
    • Galvani, Valentina & Landon, Stuart, 2011. "Riding the Yield Curve: A Spanning Analysis," Working Papers 2011-19, University of Alberta, Department of Economics.
  • Meric, Ilhan & Gishlick, Herbert E. & Taga, Leonore S. & Meric, Gulser, 2011. "Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 2(1), pages 1-1, January.
  • Yorulmaz, Ozlem, 2011. "Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 2(4), pages 1-89, October.
  • Lima, Antonieta & Salazar Soares , Vasco, 2011. "Multi Criteria Decision Making Models: An Overview On Electre Methods," Working Papers 21/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Kang, Sang Hoon & Yoon , Seong-Min, 2011. "The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 15(4), pages 49-72, December.

  2010

  • Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
    • Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Division of Economics, School of Business, University of Leicester.
  • Fahad Rehman, 2010. "Asset Allocation for Government Pension Funds in Pakistan: A Case for International Diversification," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(1), pages 127-151, Jan-Jun.
  • Stolper, Anno, 2010. "The Appeal of Risky Assets," Discussion Papers in Economics 11878, University of Munich, Department of Economics.
  • Caballer Mellado, V. & De La Poza, E., 2010. "La Numismática como objeto de inversión y valoración/Numismatics as an object of investment and valuation," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 28, pages 475(22á.)-4, Agosto.
  • Pascal François & Georges Hübner, 2010. "A Portfolio Approach to Venture Capital Financing," Cahiers de recherche 1046, CIRPEE.
  • Stefan Hlawatsch & Peter Reichling, 2010. "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers 100016, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  • Stefan Hlawatsch & Peter Reichling, 2010. "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers 100017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," International Finance, Wiley Blackwell, vol. 13(2), pages 257-282, August.
    • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," CESifo Working Paper Series 3101, CESifo.
    • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series 143, Economics, The University of Manchester.
  • Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010. "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 715-742, June.
    • Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010. "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 715-742, June.
    • Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael, 2006. "Portfolio inertia and stock market fluctuations," CFS Working Paper Series 2006/14, Center for Financial Studies (CFS).
    • Haliassos, Michael & Georgarakos, Dimitris & Bilias, Yannis, 2009. "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers 7239, C.E.P.R. Discussion Papers.
  • Börsch-Supan, Axel & Gasche, Martin, 2010. "Zur Sinnhaftigkeit der Riester-Rente," MEA discussion paper series 10197, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Gasche, Martin & Ziegelmeyer, Michael, 2010. "Verbreitung der Riester-Rente - Hat die Finanz- und Wirtschaftskrise Spuren hinterlassen?," MEA discussion paper series 10198, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2013. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 220-236, March.
    • Haliassos, Michael & Georgarakos, Dimitris, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," CEPR Discussion Papers 8017, C.E.P.R. Discussion Papers.
    • Michael, Haliassos & Dimitris, Christelis & Dimitris, Georgarakos, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," MEA discussion paper series 10204, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Michael Hurd & Maarten Van Rooij & Joachim Winter, 2011. "Stock market expectations of Dutch households," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 416-436, April.
    • Michael D. Hurd & Maarten van Rooij & Joachim Winter, 2010. "Stock Market Expectations of Dutch Households," NBER Working Papers 16464, National Bureau of Economic Research, Inc.
    • Hurd, Michael & Van Rooij, Marten & Winter, Joachim, 2010. "Stock Market Expectations of Dutch Households," MEA discussion paper series 10206, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    • Hurd, Michael & Rooij, Maarten van & Winter, Joachim, 2011. "Stock market expectations of dutch households," Munich Reprints in Economics 19458, University of Munich, Department of Economics.
  • Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2011. "Stockholding: Participation, location, and spillovers," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1918-1930, August.
    • Haliassos, Michael & Georgarakos, Dimitris, 2010. "Stockholding: Participation, Location, and Spillovers," CEPR Discussion Papers 8113, C.E.P.R. Discussion Papers.
    • Haliassos, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2010. "Stockholding: Participation, Location, and Spillovers," MEA discussion paper series 10208, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Stacey Schreft & Adam Bold, 2010. "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers 1, The Mutual Fund Research Center®.
  • Øystein Thøgersen & Kine Bøhlerengen, 2010. "Alternative Risk-Sharing Mechanisms of Social Security," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 66(2), pages 134-152, June.
  • Vincent Soltés & Omer Faraj S. Amaitiek, 2010. "The Short Put Ladder Strategy and its Application in Trading and Hedging," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 6(02), pages 77-85.
  • Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics 0623, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics 0623, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Carlo Alberto Magni, 2010. "Average internal rate of return and investment decisions: A new perspective," Proyecciones Financieras y Valoración 6653, Master Consultores.
    • Carlo Alberto Magni, 2010. "Average Internal Rate of Return and investment decisions: A new perspective," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0021, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Carlo Alberto Magni, 2010. "Average internal rate of return and investment decisions: A new perspective," PROYECCIONES FINANCIERAS Y VALORACION 006653, MASTER CONSULTORES.
    • Carlo Alberto Magni, 2010. "Average Internal Rate of Return and investment decisions: A new perspective," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 10021, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Hastings, Justine & Mitchell, Olivia S., 2020. "How financial literacy and impatience shape retirement wealth and investment behaviors," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(1), pages 1-20, January.
    • Justine Hastings & Olivia S. Mitchell, 2010. "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," Working Papers wp233, University of Michigan, Michigan Retirement Research Center.
    • Justine S. Hastings & Olivia S. Mitchell, 2011. "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," NBER Working Papers 16740, National Bureau of Economic Research, Inc.
  • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 635-643.
    • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476387, HAL.
    • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Documents de travail du Centre d'Economie de la Sorbonne 10032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650866, HAL.
  • Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on international assets and goods," Documents de travail du Centre d'Economie de la Sorbonne 10066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Venegas Martínez Francisco & Rodríguez Nava Abigail, 2010. "Optimal portafolio and consumption decisions under exchange rate and interest rate risks. A jump-diffusion approach," Contaduría y Administración, Accounting and Management, vol. 55(1), pages 9-24, enero-abr.
  • Frederic Malherbe, 2014. "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, vol. 69(2), pages 947-970, April.
    • Frédéric Malherbe, 2010. "Self-fulfilling liquidity dry-ups," Working Paper Research 185, National Bank of Belgium.
  • Robert Novy-Marx & Joshua D. Rauh, 2010. "Policy Options for State Pension Systems and Their Impact on Plan Liabilities," NBER Chapters, in: The Economics of State and Local Pensions, pages 173-194, National Bureau of Economic Research, Inc.
  • Pennacchi, George & Rastad, Mahdi, 2011. "Portfolio allocation for public pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 10(2), pages 221-245, April.
    • George Pennacchi & Mahdi Rastad, 2010. "Portfolio Allocation for Public Pension Funds," NBER Chapters, in: The Economics of State and Local Pensions, pages 221-245, National Bureau of Economic Research, Inc.
    • George Pennacchi & Mahdi Rastad, 2010. "Portfolio Allocation for Public Pension Funds," NBER Working Papers 16456, National Bureau of Economic Research, Inc.
  • Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012. "The role of institutional investors in propagating the crisis of 2007–2008," Journal of Financial Economics, Elsevier, vol. 104(3), pages 491-518.
    • Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010. "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2012. "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
    • Allen, Franklin & Carletti, Elena & Babus, Ana, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers 8476, C.E.P.R. Discussion Papers.
    • Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
    • Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
  • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected risks, financial innovation and financial fragility," Economics Working Papers 1251, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
    • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles 10886835, Harvard University Department of Economics.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," Working Papers 502, Barcelona School of Economics.
    • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Working Papers 16068, National Bureau of Economic Research, Inc.
  • Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," Journal of Human Capital, University of Chicago Press, vol. 5(3), pages 255-301.
    • Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," NBER Working Papers 15668, National Bureau of Economic Research, Inc.
    • Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers 6060, Institute of Labor Economics (IZA).
  • Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2010. "The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios," NBER Working Papers 15682, National Bureau of Economic Research, Inc.
  • Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2012. "How General Are Risk Preferences? Choices under Uncertainty in Different Domains," American Economic Review, American Economic Association, vol. 102(6), pages 2606-2638, October.
    • Mark Cullen & Liran Einav & Amy Finkelstein & Iuliana Pascu, 2010. "How General Are Risk Preferences? Choices Under Uncertainty in Different Domains," Discussion Papers 09-005, Stanford Institute for Economic Policy Research.
    • Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2010. "How general are risk preferences? Choices under uncertainty in different domains," NBER Working Papers 15686, National Bureau of Economic Research, Inc.
  • Jonathan Berk & Johan Walden, 2010. "Limited Capital Market Participation and Human Capital Risk," NBER Working Papers 15709, National Bureau of Economic Research, Inc.
  • Stavros Panageas, 2007. "Optimal Retirement Benefit Guarantees," 2007 Meeting Papers 172, Society for Economic Dynamics.
    • Stavros Panageas, 2010. "Optimal retirement benefit guarantees," NBER Working Papers 15805, National Bureau of Economic Research, Inc.
  • Andreas Fuster & Paul S. Willen, 2011. "Insuring Consumption Using Income-Linked Assets," Review of Finance, European Finance Association, vol. 15(4), pages 835-873.
    • Andreas Fuster & Paul S. Willen, 2010. "Insuring consumption using income-linked assets," Working Papers 10-1, Federal Reserve Bank of Boston.
    • Andreas Fuster & Paul S. Willen, 2010. "Insuring Consumption Using Income-Linked Assets," NBER Working Papers 15829, National Bureau of Economic Research, Inc.
  • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012. "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
    • Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010. "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers 7702, C.E.P.R. Discussion Papers.
    • Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
  • Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867-906, April.
    • Laurent E. Calvet & Paolo Sodini, 2010. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," NBER Working Papers 15859, National Bureau of Economic Research, Inc.
    • Calvet, Laurent-Emmanuel & Sodini, Paolo, 2011. "Twin picks: disentangling the determinants of risk-taking in household portfolios," HEC Research Papers Series 948, HEC Paris.
    • Laurent-Emmanuel Calvet & Paolo Sodini, 2011. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Working Papers hal-00625504, HAL.
    • Calvet, Laurent E. & Sodini, Paolo, 2013. "Twin picks: Disentangling the determinants of risk-taking in household portfolios," SAFE Working Paper Series 13, Leibniz Institute for Financial Research SAFE.
  • Jeffrey R. Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott J. Weisbenner, 2014. "How University Endowments Respond to Financial Market Shocks: Evidence and Implications," American Economic Review, American Economic Association, vol. 104(3), pages 931-962, March.
    • Jeffrey Brown & Stephen G. Dimmock & Jun-Koo Kang & Scott Weisbenner, 2010. "How University Endowments Respond to Financial Market Shocks: Evidence and Implications," NBER Working Papers 15861, National Bureau of Economic Research, Inc.
  • Daniel J. Benjamin & James J. Choi & Geoffrey Fisher, 2016. "Religious Identity and Economic Behavior," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 617-637, October.
    • Daniel J. Benjamin & James J. Choi & Geoffrey W. Fisher, 2010. "Religious Identity and Economic Behavior," NBER Working Papers 15925, National Bureau of Economic Research, Inc.
  • Andrew Ang & Nicolas P.B. Bollen, 2010. "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, vol. 39(3), pages 1069-1096, September.
    • Andrew Ang & Nicolas P.B. Bollen, 2010. "Locked Up by a Lockup: Valuing Liquidity as a Real Option," NBER Working Papers 15937, National Bureau of Economic Research, Inc.
  • Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, June.
    • Huseyin Gulen & Yuhang Xing & Lu Zhang, 2010. "Value versus Growth: Time-Varying Expected Stock Returns," NBER Working Papers 15993, National Bureau of Economic Research, Inc.
  • Raj Chetty & László Sándor & Adam Szeidl, 2017. "The Effect of Housing on Portfolio Choice," Journal of Finance, American Finance Association, vol. 72(3), pages 1171-1212, June.
    • Raj Chetty & Adam Szeidl, 2010. "The Effect of Housing on Portfolio Choice," NBER Working Papers 15998, National Bureau of Economic Research, Inc.
  • Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," Economics Working Papers ECO2010/25, European University Institute.
    • Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," NBER Working Papers 16022, National Bureau of Economic Research, Inc.
  • Veronica Rappoport & Enrichetta Ravina & Daniel Paravisini, 2010. "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," 2010 Meeting Papers 664, Society for Economic Dynamics.
    • Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina, 2010. "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," NBER Working Papers 16063, National Bureau of Economic Research, Inc.
    • Paravisini, Daniel & Rappoport, Veronica & Ravina, Enrichetta, 2017. "Risk aversion and wealth: evidence from person-to-person lending portfolios," LSE Research Online Documents on Economics 62137, London School of Economics and Political Science, LSE Library.
  • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012. "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
    • Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
    • Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
    • Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
    • Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
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    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
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  • Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 315-346, December.
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  • Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
    • Motohiro Yogo & Jessica Wachter, 2007. "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers 929, Society for Economic Dynamics.
    • Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
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    • Michael D. Hurd & Maarten van Rooij & Joachim Winter, 2010. "Stock Market Expectations of Dutch Households," NBER Working Papers 16464, National Bureau of Economic Research, Inc.
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  • Paciorek, Andrew & Sinai, Todd, 2012. "Does home owning smooth the variability of future housing consumption?," Journal of Urban Economics, Elsevier, vol. 71(2), pages 244-257.
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  • Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013. "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1562-1583, December.
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    • Ajantha Sisira Kumara & Wade D. Pfau, 2010. "Reforming Pension Funds in Sri Lanka: International Diversification and the Employees’ Provident Fund," GRIPS Discussion Papers 10-13, National Graduate Institute for Policy Studies.
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  • Kitty Moloney & Srinivas Raghavendra, 2010. "Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory," Working Papers 0158, National University of Ireland Galway, Department of Economics, revised 2010.
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    • Pablo Antolín & Stéphanie Payet & Juan Yermo, 2010. "Assessing Default Investment Strategies in Defined Contribution Pension Plans," OECD Working Papers on Finance, Insurance and Private Pensions 2, OECD Publishing.
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    • Pablo Antolín & Stéphanie Payet & Juan Yermo, 2010. "Assessing Default Investment Strategies in Defined Contribution Pension Plans," OECD Working Papers on Finance, Insurance and Private Pensions 2, OECD Publishing.
  • Rolando Avendaño & Javier Santiso, 2010. "Are Sovereign Wealth Funds' Investments Politically Biased?: A Comparison with Mutual Funds," OECD Development Centre Working Papers 283, OECD Publishing.
  • Păun Cristian, 2010. "The Impact of Financial Crisis on Investors’ Risk Aversion. Evidence on Romanian Capital Market," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
  • Chirila Emil, 2010. "The Effects Of Financing Sources Costs Over The Financial And Operational Risk," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 338-343, July.
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  • Boris Crnkovic & Zeljko Pozega & Ivo Mijoc, 2010. "Analysis Of Croatian Privatization Fund Portfolio," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 6, pages 580-590.
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    • Gary Burtless, 2009. "Lessons of the Financial Crisis for the Design of National Pension Systems," CESifo Working Paper Series 2735, CESifo.
  • Alex Kane, 2010. "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 265-304, Summer.
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    • Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc.
  • Elisabeth Mueller, 2010. "Returns to Private Equity - Idiosyncratic Risk Does Matter!," Review of Finance, European Finance Association, vol. 15(3), pages 545-574.
    • Müller, Elisabeth, 2007. "Returns to Private Equity: Idiosyncratic Risk Does Matter!," ZEW Discussion Papers 04-29 [rev.], ZEW - Leibniz Centre for European Economic Research.
    • Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.2], ZEW - Leibniz Centre for European Economic Research.
    • Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.3], ZEW - Leibniz Centre for European Economic Research.
  • Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
    • Motohiro Yogo & Jessica Wachter, 2007. "Why do Household Portfolio Shares Rise in Wealth?," 2007 Meeting Papers 929, Society for Economic Dynamics.
    • Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
  • Hui Chen & Jianjun Miao & Neng Wang, 2010. "Entrepreneurial Finance and Nondiversifiable Risk," The Review of Financial Studies, Society for Financial Studies, vol. 23(12), pages 4348-4388, December.
    • Hui Chen & Jianjun Miao & Neng Wang, "undated". "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - Working Papers Series wp2009-018, Boston University - Department of Economics.
    • Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," NBER Working Papers 14848, National Bureau of Economic Research, Inc.
    • Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-180, Boston University - Department of Economics.
  • David A. Love, 2010. "The Effects of Marital Status and Children on Savings and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 385-432, January.
  • Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010. "Ambiguity in Asset Markets: Theory and Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1325-1359, April.
    • Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009.
  • Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
    • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "The Determinants of Stock and Bond Return Comovements," NBER Working Papers 15260, National Bureau of Economic Research, Inc.
  • Suleyman Basak & Georgy Chabakauri, 2010. "Dynamic Mean-Variance Asset Allocation," The Review of Financial Studies, Society for Financial Studies, vol. 23(8), pages 2970-3016, August.
    • Basak, Suleyman & Chabakauri, Georgy, 2009. "Dynamic Mean-Variance Asset Allocation," CEPR Discussion Papers 7256, C.E.P.R. Discussion Papers.
  • Phd. Sandu Diana Ramona, 2010. "The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1835-1839, May.
  • Despa Radu, & Folcut Ovidiu & Coculescu Cristina, 2010. "Aspects Reffering to Utility and Risk of Investments Decision Systems," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 618-622, May.
  • Barna Flavia & Danuletiu Dan, 2010. "The Effects of Financial Crisis on the Behaviour of Investors on the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 26-30, October.
  • Pedro Silos, 2010. "housing wealth," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
  • Alejandro Reveiz & Carlos León, 2010. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 7, pages 134-157, Palgrave Macmillan.
    • Alejandro Reveiz & Carlos Eduardo León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 4732, Banco de la Republica.
    • Alejandro Reveiz & Carlos León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 520, Banco de la Republica de Colombia.
  • Lam Weng Hoe & Jaaman Saiful Hafizah & Isa Zaidi, 2010. "An empirical comparison of different risk measures in portfolio optimization," Business and Economic Horizons (BEH), Prague Development Center, vol. 1(1), pages 39-45, April.
  • Kosmas Njanike, 2010. "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(1), pages 217-228.
  • Ilie Răscolean & Claudia Isac & Robert Szabo, 2010. "The Management Of A Portfolio In The Conditions Of Economic Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 273-280.
  • Ilie Răscolean & Robert Szabo, 2010. "Investments In Bonds On Romania’s Capital Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 281-288.
  • Shaikh, Salman, 2010. "Analysis of Stock Screening Principles in Islamic Mutual Funds Industry," MPRA Paper 19755, University Library of Munich, Germany.
  • Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей [Theorem of existence of ruptures in the probability scale]," MPRA Paper 20593, University Library of Munich, Germany.
  • Pankaj Sinha & Archit Johar, 2010. "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, vol. 4(1), pages 17-26, May.
    • Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.
  • Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010. "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper 21154, University Library of Munich, Germany.
  • Martin Melecky, 2012. "Choosing The Currency Structure Of Foreign‐Currency Debt: A Review Of Policy Approaches," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 133-151, March.
    • Melecky, Martin, 2010. "Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches," MPRA Paper 21268, University Library of Munich, Germany.
  • Varga, Gyorgy & Wengert, Maxim, 2010. "The growth and size of the Brazilian mutual fund industry," MPRA Paper 21581, University Library of Munich, Germany.
  • Campbell, Gareth & Turner, John, 2010. "‘The Greatest Bubble in History’: Stock Prices during the British Railway Mania," MPRA Paper 21820, University Library of Munich, Germany.
  • Campbell, Gareth, 2010. "Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania," MPRA Paper 21821, University Library of Munich, Germany.
  • Fernando ESTRADA, 2010. "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 18-22.
    • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
    • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 21824, University Library of Munich, Germany.
  • Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010. "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper 22135, University Library of Munich, Germany.
  • Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010. "From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets," Journal of Economics and Business, Elsevier, vol. 62(5), pages 347-366, September.
    • Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010. "From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets," MPRA Paper 22430, University Library of Munich, Germany.
  • Pillai, Rajasekharan & Carlo, Rozita & D’souza, Rachel, 2010. "Financial Prudence among Youth," MPRA Paper 22450, University Library of Munich, Germany.
  • Manjrekar, Rajesh & Sinha, Pankaj, 2010. "Myopic investment view of the Indian mutual fund industry," MPRA Paper 22458, University Library of Munich, Germany.
  • Solange M. Berstein & Rómulo A. Chumacero, 2012. "VaR limits for pension funds: an evaluation," Quantitative Finance, Taylor & Francis Journals, vol. 12(9), pages 1315-1324, May.
    • Solange Berstein & Rómulo Chumacero, 2008. "VaR Limits for Pension Funds: An Evaluation," Working Papers 26, Superintendencia de Pensiones, revised May 2008.
    • Berstein, Solange & Chumacero, Rómulo, 2010. "VaR Limits for Pension Funds: An Evaluation," MPRA Paper 22574, University Library of Munich, Germany.
  • Vieira, Pedro Cosme da Costa, 2010. "Matemática Financeira com aplicações em Excel e R [Financial Mathematics with Excel and R application]," MPRA Paper 22773, University Library of Munich, Germany.
  • Yamori, Nobuyoshi, 2010. "Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?," MPRA Paper 23096, University Library of Munich, Germany.
  • Harin, Alexander, 2010. "Theorem of existence of ruptures in probability scale. Preliminary short version," MPRA Paper 23319, University Library of Munich, Germany.
  • Sampagnaro, Gabriele & Battaglia, Francesca, 2010. "Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns," MPRA Paper 23378, University Library of Munich, Germany.
  • Cadogan, Godfrey, 2010. "Canonical Representation Of Option Prices and Greeks with Implications for Market Timing," MPRA Paper 23426, University Library of Munich, Germany.
  • Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010. "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper 23556, University Library of Munich, Germany.
  • Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай [Theorem of existence of ruptures in probability scale. Discrete case]," MPRA Paper 23902, University Library of Munich, Germany.
  • Siddiqi, Hammad, 2010. "The relevance of coarse thinking for investors' willingness to pay: An experimental study," MPRA Paper 23924, University Library of Munich, Germany.
  • Korap, Levent, 2010. "Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy," MPRA Paper 24275, University Library of Munich, Germany.
  • Sahoo, Ganeswar, 2010. "International Capital Flows: An empirical study of the relationship between equity and debt investments," MPRA Paper 24797, University Library of Munich, Germany.
  • Rehman, Fahd, 2010. "Asset Allocation for Government Pension Funds in Pakistan:A Case for International Diversification," MPRA Paper 25060, University Library of Munich, Germany.
  • Murhadi, Werner-Ria, 2010. "Performance Evaluation Of Mutual Funds In Indonesia," MPRA Paper 25498, University Library of Munich, Germany, revised 09 Mar 2010.
  • Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010. "Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing," Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 1-14, September.
    • Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.
  • Alfaro, Rodrigo & Silva, Carmen Gloria, 2010. "Stock Index Volatility: the case of IPSA," MPRA Paper 25906, University Library of Munich, Germany, revised 31 Mar 2010.
  • Su, Yongyang & Lau, Marco Chi Keung, 2010. "Strategic asset allocation and intertemporal demands: with commodities as an asset class," MPRA Paper 26337, University Library of Munich, Germany.
  • Michailova, Julija, 2010. "Overconfidence, Risk Aversion and Individual Financial Decisions in Experimental Asset Markets," MPRA Paper 53114, University Library of Munich, Germany, revised Jan 2014.
    • Michailova, Julija, 2010. "Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets," MPRA Paper 26390, University Library of Munich, Germany.
  • Amira, Khaled & Bennour, Khaled, 2010. "Borrowing Constraint and the Effect of Option Introduction," MPRA Paper 26440, University Library of Munich, Germany.
  • Ramosaj, Berim, 2010. "Challenges to Solvency II Reform in Insurance Industry," MPRA Paper 26739, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2010. "Will 2000-era retirees experience the worst retirement outcomes in U.S. history? A progress report after 10 years," MPRA Paper 27107, University Library of Munich, Germany.
  • Yilmaz, Tolgahan, 2010. "Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange," MPRA Paper 27314, University Library of Munich, Germany.
  • Pfau, Wade Donald, 2010. "Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures," MPRA Paper 27487, University Library of Munich, Germany.
  • CHATTI, Mohamed Ali & KABLAN, Sandrine & YOUSFI, Ouidad, 2010. "Activity diversification and performance of Islamic banks in Malaysia," MPRA Paper 28348, University Library of Munich, Germany.
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  • Petrushchak, Bohdan, 2010. "Етичні Мотиви Інвестування В Контексті Екологізації Національної Економіки [The ethical motives of investment in the context of national economy's ecologization]," MPRA Paper 28362, University Library of Munich, Germany.
  • Vo, Xuan Vinh, 2010. "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper 29863, University Library of Munich, Germany, revised 10 Jan 2011.
  • Canestraro, Davide & Dacorogna, Michel, 2010. "Estimating the risk-adjusted capital is an affair in the tails," MPRA Paper 32831, University Library of Munich, Germany.
  • Chong, Zhiwei, 2010. "Rational expectations equilibrium with transaction costs in financial markets," MPRA Paper 34444, University Library of Munich, Germany, revised 14 Jul 2011.
  • David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013. "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, vol. 68(3), pages 1133-1178, June.
    • Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
    • Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010. "Decentralized investment management: evidence from the pension fund industry," MPRA Paper 35767, University Library of Munich, Germany.
  • Salazar, Juan & Lambert, Annick, 2010. "fama and macbeth revisited: A Critique," MPRA Paper 35910, University Library of Munich, Germany.
  • Roncalli, Thierry, 2010. "Understanding the Impact of Weights Constraints in Portfolio Theory," MPRA Paper 36753, University Library of Munich, Germany.
  • Pasaribu, Rowland Bismark Fernando, 2010. "Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45 [Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks]," MPRA Paper 36998, University Library of Munich, Germany.
  • Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.
  • Lucena, Pierre & Saturnino, Odilon & Araújo, Joseanny & Figueiredo, Antonio Carlos, 2010. "Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil [Effectiveness Of The Use Of Investment Strategy In Shares With Low Multiple Price," MPRA Paper 38121, University Library of Munich, Germany.
  • Melo, Jean Marcio & Távora, Lamartine & Xavier, Leonardo & Lucena, Pierre, 2010. "Os indicadores ROE e PVPA aplicados como balizadores de estratégias de investimentos: uma análise do mercado acionário brasileiro de 1995 a 2009 [The PVPA and ROE indicators used as a guide for inv," MPRA Paper 38123, University Library of Munich, Germany.
  • Daskovskiy, Vadim & Kiselyov, Vladimir, 2010. "The phased approach to time value of money in economic analysis of investment projects," MPRA Paper 41110, University Library of Munich, Germany.
  • Daskovskiy, Vadim & Kiselyov, Vladimir, 2010. "Assessment of investment projects on the basis of production efficiency," MPRA Paper 41111, University Library of Munich, Germany.
  • Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010. "Systematic risks for the financial and for the non-financial Romanian companies," MPRA Paper 41636, University Library of Munich, Germany, revised 28 Feb 2010.
  • Portmann, David & Mlambo, Chipo, 2010. "Private equity and venture capital in South Africa: A comparison of project financing decisions," MPRA Paper 42892, University Library of Munich, Germany, revised 16 Nov 2012.
  • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1383-1399, June.
    • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper 47344, University Library of Munich, Germany.
  • Muteba Mwamba, John & Suteni, Mwambi, 2010. "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper 50240, University Library of Munich, Germany.
  • Michailova, Julija, 2010. "Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets," MPRA Paper 26390, University Library of Munich, Germany.
    • Michailova, Julija, 2010. "Overconfidence, Risk Aversion and Individual Financial Decisions in Experimental Asset Markets," MPRA Paper 53114, University Library of Munich, Germany, revised Jan 2014.
  • Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
    • Ceylan, Ozcan, 2010. "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper 61587, University Library of Munich, Germany.
  • Mohamed Ali Trabelsi, 2010. "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 11(3), pages 310-322, May.
    • Trabelsi, Mohamed Ali, 2010. "Overreaction and Portfolio Selection Strategies in the Tunisian stock market," MPRA Paper 81258, University Library of Munich, Germany, revised 2010.
  • Trabelsi, Mohamed Ali, 2010. "Sélection de portefeuille via la stratégie de sur-réaction [Portfolio selection via the overreaction strategy]," MPRA Paper 81472, University Library of Munich, Germany, revised 2010.
  • Trabelsi, Mohamed Ali, 2010. "Choix de portefeuille: comparaison des différentes stratégies [Portfolio selection: comparison of different strategies]," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.
  • Abozaid, Abdulazeem, 2010. "نحو صكوك إسلامية حقيقية [Toward genuine Islamic Sukuk]," MPRA Paper 93429, University Library of Munich, Germany.
  • Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012. "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, vol. 29(6), pages 2435-2443.
    • Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010. "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers 201030, University of Pretoria, Department of Economics.
  • David Havlíček, 2010. "Analysis of the Impact of Weather on Trading in Equity Markets [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2010(3), pages 49-62.
  • Vassiliy Chsherbakov, 2010. "Efficiency of Use of Technical Analysis: Evidences from Russian Stock Market," Ekonomika a Management, Prague University of Economics and Business, vol. 2010(4).
  • Françoise Le Quéré, 2010. "L’habillage de portefeuille par les gérants de fonds dans la littérature : incitations, effets et risques," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 275-293.
  • Françoise Le Quéré, 2010. "Gestion déléguée des encours par les investisseurs institutionnels : description et évolution des pratiques," Revue d'Économie Financière, Programme National Persée, vol. 98(3), pages 277-295.
  • Isabel Gameiro, 2010. "Monetary Policy Effects: Evidence from the Portuguese Flow of Funds," Working Papers w201014, Banco de Portugal, Economics and Research Department.
  • Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2011. "Large Shareholder Diversification and Corporate Risk-Taking," The Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3601-3641.
    • Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2010. "Large Shareholder Diversification And Corporate Risk- Taking," Purdue University Economics Working Papers 1241, Purdue University, Department of Economics.
  • Adolfo Garcia De La Sienra, 2010. "La estructura logica de la teoria clasica de las finanzas," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 6(2), pages 81-98, Enero-Jun.
  • Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana, 2010. "Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 7(1), pages 119-138, Julio - D.
  • Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana, 2010. "Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 7(1), pages 121-140, Julio - D.
  • Adam Clements & Annastiina Silvennoinen, 2010. "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series 54, National Centre for Econometric Research, revised 06 May 2010.
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
    • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
    • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  • Adeline Delavande & Susann Rohwedder, 2011. "Individuals' uncertainty about future social security benefits and portfolio choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 498-519, April.
    • Adeline Delavande & Susann Rohwedder, 2010. "Individuals' Uncertainty about Future Social Security Benefits and Portfolio Choice," Working Papers 782, RAND Corporation.
  • Angela Hung & Aileen Heinberg & Joanne K. Yoong, 2010. "Do Risk Disclosures Affect Investment Choice?," Working Papers 788, RAND Corporation.
  • David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers 816, RAND Corporation.
  • Adeline Delavande & Susann Rohwedder, 2011. "Individuals' uncertainty about future social security benefits and portfolio choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 498-519, April.
    • Adeline Delavande & Susann Rohwedder, 2010. "Individuals' Uncertainty about Future Social Security Benefits and Portfolio Choice," Working Papers WR-782, RAND Corporation.
  • Angela A. Hung & Aileen Heinberg & Joanne K. Yoong, 2010. "Do Risk Disclosures Affect Investment Choice?," Working Papers WR-788, RAND Corporation.
  • David Powell, 2010. "Unconditional Quantile Treatment Effects in the Presence of Covariates," Working Papers WR-816, RAND Corporation.
  • Varotto, Simone, 2012. "Stress testing credit risk: The Great Depression scenario," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3133-3149.
    • Simone Varotto, 2010. "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance icma-dp2010-03, Henley Business School, University of Reading.
  • Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012. "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(3), pages 203-229, March.
    • Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2010. "Regime-Dependent Smile-Adjusted Delta Hedging," ICMA Centre Discussion Papers in Finance icma-dp2010-10, Henley Business School, University of Reading.
  • Yulei Luo, 2010. "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 843-860, October.
    • Yulei Luo, 2010. "Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"," Computer Codes 08-115, Review of Economic Dynamics.
  • Claudio Campanale, 2011. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
    • Claudio Campanale, 2010. "Code files for "Learning, ambiguity and life-cycle portfolio allocation"," Computer Codes 09-54, Review of Economic Dynamics.
  • Yulei Luo, 2010. "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 843-860, October.
    • Yulei Luo, 2010. "Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"," Computer Codes 08-115, Review of Economic Dynamics.
  • Pashchenko, Svetlana, 2013. "Accounting for non-annuitization," Journal of Public Economics, Elsevier, vol. 98(C), pages 53-67.
    • Svetlana Pashchenko, 2010. "Accounting for non-annuitization," Working Paper Series WP-2010-03, Federal Reserve Bank of Chicago.
    • Pashchenko, Svetlana, 2012. "Accounting for non-annuitization," MPRA Paper 42792, University Library of Munich, Germany.
    • Svetlana Pashchenko, 2010. "Accounting for non-annuitization," 2010 Meeting Papers 563, Society for Economic Dynamics.
  • Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina, 2010. "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," NBER Working Papers 16063, National Bureau of Economic Research, Inc.
    • Paravisini, Daniel & Rappoport, Veronica & Ravina, Enrichetta, 2017. "Risk aversion and wealth: evidence from person-to-person lending portfolios," LSE Research Online Documents on Economics 62137, London School of Economics and Political Science, LSE Library.
    • Veronica Rappoport & Enrichetta Ravina & Daniel Paravisini, 2010. "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," 2010 Meeting Papers 664, Society for Economic Dynamics.
  • Paul Woolley, 2010. "Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 12(23), pages 55-83, July-Dece.
  • Natividad Blasco De Las Heras & Sandra Ferreruela Garcés & Pilar Corredor Casado, 2010. "Una Explicación Del Efecto Herding Desde El Mercado De Derivados," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 18(3), pages 161-196, Winter.
  • Fujii, Mariko, 2010. "Securitized Products, Financial Regulation, and Systemic Risk," ADBI Working Papers 203, Asian Development Bank Institute.
  • Humphreys, Brad, 2010. "Prices, Point Spreads and Profits: Evidence from the National Football League," Working Papers 2010-5, University of Alberta, Department of Economics.
  • Inderst, Georg, 2010. "Infrastructure as an asset class," EIB Papers 3/2010, European Investment Bank, Economics Department.
  • Posch, Olaf & Trimborn, Timo, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP) dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    • Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
    • Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, Department of Economics and Business Economics, Aarhus University.
    • Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Smooth Transition Patterns in the Realized Stock- Bond Correlation," Working Papers 2072/152138, Universitat Rovira i Virgili, Department of Economics.
  • Thomas Q. Pedersen, 2015. "Predictable Return Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 114-132, March.
    • Thomas Q. Pedersen, 2010. "Predictable return distributions," CREATES Research Papers 2010-38, Department of Economics and Business Economics, Aarhus University.
  • Varneskov, Rasmus & Voev, Valeri, 2013. "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 83-95.
    • Rasmus Tangsgaard Varneskov & Valeri Voev, 2010. "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers 2010-45, Department of Economics and Business Economics, Aarhus University.
  • Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, Department of Economics and Business Economics, Aarhus University.
  • Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2010. "The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk?," CREATES Research Papers 2010-57, Department of Economics and Business Economics, Aarhus University.
  • Peter R. Hansen & Asger Lunde & Valeri Voev, 2010. "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," CREATES Research Papers 2010-74, Department of Economics and Business Economics, Aarhus University.
    • Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2012. "Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility," Economics Working Papers ECO2012/28, European University Institute.
    • Peter Reinhard Hansen & Asger Lunde & Valeri Voev, 2012. "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility," Global COE Hi-Stat Discussion Paper Series gd12-269, Institute of Economic Research, Hitotsubashi University.
  • Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, vol. 103(2), pages 377-392.
    • Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, Center for Economic and Financial Research (CEFIR).
    • Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, New Economic School (NES).
    • Basak, Suleyman & Makarov, Dmitry, 2010. "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers 8072, C.E.P.R. Discussion Papers.
  • Isaac Ehrlich & Jong Kook Shin, 2010. "Human Capital and Imperfectly Informed Financial Markets," American Economic Review, American Economic Association, vol. 100(2), pages 244-249, May.
  • Giuseppe Moscarini & Fabien Postel-Vinay, 2010. "Unemployment and Small Cap Returns: The Nexus," American Economic Review, American Economic Association, vol. 100(2), pages 333-337, May.
  • Oliver Faltin-Traeger & Kathleen W. Johnson & Christopher Mayer, 2010. "Issuer Credit Quality and the Price of Asset Backed Securities," American Economic Review, American Economic Association, vol. 100(2), pages 501-505, May.
  • Riccardo Colacito & Mariano M. Croce, 2010. "The Short and Long Run Benefits of Financial Integration," American Economic Review, American Economic Association, vol. 100(2), pages 527-531, May.
  • Philippe Bacchetta & Eric van Wincoop, 2010. "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, vol. 100(3), pages 870-904, June.
  • Sergei Izmalkov & Muhamet Yildiz, 2010. "Investor Sentiments," American Economic Journal: Microeconomics, American Economic Association, vol. 2(1), pages 21-38, February.
    • Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, New Economic School (NES).
    • Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, Center for Economic and Financial Research (CEFIR).
  • Sunil Bundoo & Boopen Seetanah & Zaineh Pooloo, 2010. "An Analysis of Mutual Fund Performance on the Stock Exchange of Mauritius," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 27-43.
  • Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010. "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 75-97.
  • Adjemian, Michael K. & Kuethe, Todd H. & Kunda, Eugene L., 2010. "The Inconvenience Cost: A Portfolio Approach to Non-Convergence Between Cash and Futures Prices," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61040, Agricultural and Applied Economics Association.
  • Galarza, Francisco B. & Carter, Michael R., 2010. "Risk Preferences and Demand for Insurance in Peru: A Field Experiment," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61871, Agricultural and Applied Economics Association.
    • Francisco B. Galarza & Michael R. Carter, 2011. "Risk preferences and demand for insurance in Peru: a field experiment," Working Papers 11-08, Centro de Investigación, Universidad del Pacífico.
  • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
    • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2010. "Financial Innovation and Financial Fragility," Institutions and Markets Papers 96496, Fondazione Eni Enrico Mattei (FEEM).
  • Silveira, Rodrigo Lanna Franco da & Barros, Geraldo Sant’Ana de Camargo, 2010. "Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 48(01), January.
    • Silveira, Rodrigo Lanna Franco da & Barros, Geraldo Sant'Ana de Camargo, 2010. "Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 48(01), pages 1-28, March.
  • Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia Tintea, 2010. "The Impact Of Eu Integration On The Risk-Return Trade-Off Of European Diversified Portfolios," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2010, pages 121-134, july.
  • Claudiu Tiberiu Albulescu & Lucian Briciu & Sorina Ioana Coroiu, 2010. "Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2010, pages 85-96, july.
  • Radu Criveanu & Loredana Iordache, 2010. "The European Standard For Quality In Education And Proffesional Training," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(38), pages 514-519, May.
  • Lect. Aurora Murgea Ph. D, 2010. "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-12, May.
  • Roxana Hetes Ph. D & oana Miru Ph. D Candidate & Assist. Oana Lobont PhD & Assist. Cristina Nicolescu PhD, 2010. "Operational Risk And Fdi In The Banking Sector," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-6, May.
  • Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D, 2010. "A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-8, May.
  • Assoc. Prof. Dalia Simion Ph. D & Lect. Roxana Ispas Ph. D, 2010. "Aspects Regarding The Influence Of Volatility On The Option’S Price," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-9, May.
  • Dorel BERCEANU & Marian SIMINICA & Daniel CIRCIUMARU, 2010. "The market value added and the return on invested capital for industrial Romanian firms," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 155-161, May.
  • Mircea Gabriel CIOLPAN, 2010. "Developments of credit default swap contracts under the influence of global crisis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 254-259, May.
  • Ioan TRENCA & Eva DEZSI, 2010. "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 44-53, December.
  • Lect. Ph.D Brikena Leka & Lect. Ph.D Rezarta Shkurti, 2010. "Characteristics Of Family Businesses In Albania – A Statistical Study," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 168-177, April.
  • Prof. Popescu Jenica Ph.D, 2010. "Mutations In The Investments’ Structure Of The Bank Of Romania In The Years 2009-2010: New Ways Of Action," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15), pages 17-27, November.
  • Ec. Simona Moldovan, 2010. "Investors Psychology And The Herd Effect On The Financial Markets," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15S), pages 21-26, November.
  • Adina Elena DănuleÅ£iu, 2010. "Working Capital Management And Profitability: A Case Of Alba County Companies," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(12), pages 1-36.
  • Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Luca RICCETTI, 2010. "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers 351, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Harry M. Markowitz, 2010. "Portfolio Theory: As I Still See It," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 1-23, December.
  • Jessica A. Wachter, 2010. "Asset Allocation," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 175-206, December.
    • Jessica Wachter, 2010. "Asset Allocation," NBER Working Papers 16255, National Bureau of Economic Research, Inc.
  • Wayne E. Ferson, 2010. "Investment Performance Evaluation," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 207-234, December.
  • Doron Avramov & Guofu Zhou, 2010. "Bayesian Portfolio Analysis," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 25-47, December.
  • Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 315-346, December.
    • Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
  • Jirô Akahori & Andrea Macrina, 2022. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193, World Scientific Publishing Co. Pte. Ltd..
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
    • Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
    • Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
  • Daniel ARMEANU & Cristina Andreea DOIA & Andreea NEGRU & Natalita HURDUC, 2010. "Using The Market Model On Romanian Stock Exchange," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 4(20), pages 9-16, December.
  • Chrétien, Stéphane & Coggins, Frank & Trudel, Yves, 2010. "Performance of monthly multivariate filtered historical simulation value-at-risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 3(3), pages 259-277, June.
  • Sílvia Bou & Magda Cayón, 2010. "Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?," Working Papers 1101, Departament Empresa, Universitat Autònoma de Barcelona, revised Dec 2010.
  • Yuliya Romanyuk, 2010. "Asset-Liability Management: An Overview," Discussion Papers 10-10, Bank of Canada.
  • Yuliya Romanyuk, 2010. "Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves," Discussion Papers 10-13, Bank of Canada.
  • Fousseni Chabi-Yo & Jun Yang, 2010. "Idiosyncratic Coskewness and Equity Return Anomalies," Staff Working Papers 10-11, Bank of Canada.
  • Jesus Sierra, 2010. "International Capital Flows and Bond Risk Premia," Staff Working Papers 10-14, Bank of Canada.
  • Koralai Kirabaeva, 2010. "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers 10-32, Bank of Canada.
  • Sermin Gungor & Richard Luger, 2010. "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers 10-36, Bank of Canada.
  • Paolo Fegatelli, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," BCL working papers 46, Central Bank of Luxembourg.
  • Andrés Schneider, 2010. "Gross Substitutability of Financial Assets: Effects on Monetary Policy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(60), pages 105-136, October -.
  • Güven Sayilgan & Arma Deger Mut, 2010. "Uses of Variance and Lower Partial Moment Measures for Portfolio Optimization," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 47-73.
  • Javier Mencía, 2012. "Testing Nonlinear Dependence in the Hedge Fund Industry," Journal of Financial Econometrics, Oxford University Press, vol. 10(3), pages 545-587, June.
    • Javier Mencía, 2010. "Testing non-linear dependence in the hedge fund industry," Working Papers 1007, Banco de España.
  • Bover, Olympia, 2010. "Housing purchases and the dynamics of housing wealth," CEPR Discussion Papers 8128, C.E.P.R. Discussion Papers.
    • Olympia Bover, 2010. "Housing purchases and the dynamics of housing wealth," Working Papers 1036, Banco de España.
  • Paolo Angelini & Giovanni Guazzarotti, 2010. "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers) 765, Bank of Italy, Economic Research and International Relations Area.
  • Gómez-Pineda, Javier G., 2010. "El mercado de bonos," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 8, pages 133-168, Banco de la Republica de Colombia.
  • Gómez-Pineda, Javier G., 2010. "El mercado de acciones," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 9, pages 169-184, Banco de la Republica de Colombia.
  • Gómez-Pineda, Javier G., 2010. "El mercado de derivados," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 10, pages 185-199, Banco de la Republica de Colombia.
  • Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010. "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(185), pages 63-106, April - J.
  • Scaillet, Olivier & Topaloglou, Nikolas, 2010. "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 169-180.
    • Olivier Scaillet & Nikolas Topaloglou, 2005. "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series rp154, International Center for Financial Asset Management and Engineering.
    • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006. "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006 74, Society for Computational Economics.
  • Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
    • Pástor, Luboš & Stambaugh, Robert F., 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
    • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
    • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
  • Durant, D. & Frey, L., 2010. "Une premi re comparaison des droits pension des m nages fran ais et am ricains," Working papers 280, Banque de France.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
    • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
    • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
  • Haim Shalit, 2010. "Portfolio Risk Management Using The Lorenz Curve," Working Papers 1011, Ben-Gurion University of the Negev, Department of Economics.
  • Riedel, Frank, 2010. "Optimal Stopping under Ambiguity in Continuous Time," Center for Mathematical Economics Working Papers 429, Center for Mathematical Economics, Bielefeld University.
  • Herzberg, Frederik, 2015. "Social choice of convex risk measures through Arrovian aggregation of variational preferences," Center for Mathematical Economics Working Papers 432, Center for Mathematical Economics, Bielefeld University.
  • J L Ford & Zahid Muhammad, 2010. "Safety-First and Portfolio Selection: An Econometric Study for Pakistan's Banking Sector," Discussion Papers 10-18, Department of Economics, University of Birmingham.
  • Conrado Brum & Elizabeth Bucacos & Patricia Carballo, 2010. "La demanda de dinero en una economía dolarizada. Una estimación para Uruguay," Documentos de trabajo 2010013, Banco Central del Uruguay.
  • Gary Charness & Uri Gneezy, 2010. "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 133-146, January.
    • Charness, Gary & Gneezy, Uri, 2003. "Portfolio Choice and Risk Attitudes: An Experiment," University of California at Santa Barbara, Economics Working Paper Series qt7vz7w609, Department of Economics, UC Santa Barbara.
  • Kathleen Arano & Carl Parker & Rory Terry, 2010. "Gender‐Based Risk Aversion And Retirement Asset Allocation," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 147-155, January.
  • Urvi Neelakantan, 2010. "Estimation And Impact Of Gender Differences In Risk Tolerance," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 228-233, January.
  • Ronald Bosman & Frans Van Winden, 2010. "Global Risk, Investment and Emotions," Economica, London School of Economics and Political Science, vol. 77(307), pages 451-471, July.
    • van Winden, Frans A.A.M. & Bosman, R.A.J, 2006. "Global Risk, Investment and Emotions," CEPR Discussion Papers 5451, C.E.P.R. Discussion Papers.
  • Markus Knell, 2010. "The Optimal Mix Between Funded and Unfunded Pension Systems When People Care About Relative Consumption," Economica, London School of Economics and Political Science, vol. 77(308), pages 710-733, October.
    • Markus Knell, 2008. "The Optimal Mix Between Funded and Unfunded Pensions System When People Care About Relative Consumption," Working Papers 146, Oesterreichische Nationalbank (Austrian Central Bank).
  • Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean‐Guy Simonato, 2010. "Default Risk in Corporate Yield Spreads," Financial Management, Financial Management Association International, vol. 39(2), pages 707-731, June.
    • Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato, 2005. "Default Risk in Corporate Yield Spreads," Cahiers de recherche 0532, CIRPEE.
    • Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy, 2009. "Default risk in corporate yield spreads," Working Papers 05-8, HEC Montreal, Canada Research Chair in Risk Management.
  • Andrew Ang & Nicolas P.B. Bollen, 2010. "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, vol. 39(3), pages 1069-1096, September.
    • Andrew Ang & Nicolas P.B. Bollen, 2010. "Locked Up by a Lockup: Valuing Liquidity as a Real Option," NBER Working Papers 15937, National Bureau of Economic Research, Inc.
  • Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
    • Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 302-335, August.
    • Dickgiesser, Sebastian & Kaserer, Christoph, 2008. "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series 2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11, pages 302-335, August.
  • Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010. "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, vol. 13(1), pages 79-108, March.
    • Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-Border Diversification in Bank Asset Portfolios," Working Paper 2004/11, Norges Bank.
    • Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-border diversification in bank asset portfolios," Finance and Economics Discussion Series 2004-26, Board of Governors of the Federal Reserve System (U.S.).
    • Buch, Claudia M. & Driscoll, John C. & Ostergaard, Charlotte, 2005. "Cross-border diversification in bank asset portfolios," Working Paper Series 429, European Central Bank.
  • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," International Finance, Wiley Blackwell, vol. 13(2), pages 257-282, August.
    • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," CESifo Working Paper Series 3101, CESifo.
    • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series 143, Economics, The University of Manchester.
  • Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
    • Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.
    • Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009. "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers 06-02, University of Cologne, Centre for Financial Research (CFR).
    • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
    • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
  • John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010. "Global Currency Hedging," Journal of Finance, American Finance Association, vol. 65(1), pages 87-121, February.
    • John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc.
    • Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009. "Global Currency Hedging," Scholarly Articles 3153308, Harvard University Department of Economics.
  • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell‐Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, August.
    • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "Sell Side School Ties," NBER Working Papers 13973, National Bureau of Economic Research, Inc.
  • JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010. "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, vol. 65(4), pages 1439-1471, August.
    • Jules H. van Binsbergen & Ralph S.J. Koijen, 2010. "Predictive Regressions: A Present-value Approach," NBER Working Papers 16263, National Bureau of Economic Research, Inc.
  • Hippolyte D'Albis & Emmanuel Thibault, 2010. "Annuities, Bequests, and Portfolio Diversification," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(1), pages 75-91, February.
    • d'Albis, Hippolyte & Thibault, Emmanuel, 2009. "Annuities, Bequests and Portfolio Diversification," TSE Working Papers 09-010, Toulouse School of Economics (TSE).
    • Hippolyte d'Albis & Emmanuel Thibault, 2010. "Annuities, Bequest and Portfolio Diversification," Post-Print hal-00630453, HAL.
    • D'ALBIS Hippolyte & THIBAULT Emmanuel, 2009. "Annuities, Bequests and Portfolio Diversification," LERNA Working Papers 09.14.290, LERNA, University of Toulouse.
  • Axel Börsch‐Supan & Martin Gasche & Michael Ziegelmeyer, 2010. "Auswirkungen der Finanzkrise auf die private Altersvorsorge," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 11(4), pages 383-406, November.
    • Börsch-Supan, Axel & Gasche, Martin & Ziegelmeyer, Michael, 2009. "Auswirkungen der Finanzkrise auf die private Altersvorsorge," MEA discussion paper series 09193, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Keenan Dworak-Fisher, 2010. "Matching Matters in 401(k) Plan Participation," Working Papers 434, U.S. Bureau of Labor Statistics.
  • Petros M Migiakis, 2010. "Determinants of the Greek stock-bond correlation," Economic Bulletin, Bank of Greece, issue 33, pages 79-90, May.
  • Jong Ku Kang, 2010. "An Analysis of Factors Affecting Korean Banks' Maturity Mismatch (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(4), pages 1-50, December.
  • Serkan Yilmaz Kandir, 2010. "Investigating Investment Preferences of Institutional Investors toward ISE Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(44), pages 29-58.
  • Mehmet Hasan Eken & Taylan Ozgür Uner, 2010. "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 59-95.
  • Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 302-335, August.
    • Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
    • Dickgiesser, Sebastian & Kaserer, Christoph, 2008. "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series 2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Leonardo Lima Gomes & Luiz Eduardo Brandão & Antonio Carlos Figueiredo Pinto, 2010. "Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(1), pages 45-67.
  • André Alves Portela Santos, 2010. "The Out-of-Sample Performance of Robust Portfolio Optimization," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 141-166.
  • Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta, 2010. "The Disposition Effect in the Brazilian Equity Fund Industry," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 383-416.
  • João Frois Caldeira & Marcelo Savino Portugal, 2010. "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 469-504.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Levine's Working Paper Archive 661465000000000355, David K. Levine.
    • Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011. "Entropy and the value of information for investors," UC3M Working papers. Economics we1104, Universidad Carlos III de Madrid. Departamento de Economía.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint) hal-00812682, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," PSE Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-23, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Pankaj Sinha & Archit Johar, 2010. "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, vol. 4(1), pages 17-26, May.
    • Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.
  • Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010. "Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing," Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 1-14, September.
    • Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.
  • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 635-643.
    • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476387, HAL.
    • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Documents de travail du Centre d'Economie de la Sorbonne 10032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650866, HAL.
  • Pesaran, M.H., 2010. "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics 1025, Faculty of Economics, University of Cambridge.
  • Jezek, M. & Satchell, S., 2010. "Asset Management with Price Impact and Fair Treatment of Clients," Cambridge Working Papers in Economics 1027, Faculty of Economics, University of Cambridge.
  • Satchell, S. & Williams, O.J., 2010. "On the Difficulty of Measuring Forecasting Skill in Financial Markets," Cambridge Working Papers in Economics 1039, Faculty of Economics, University of Cambridge.
  • Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011. "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, vol. 33(5), pages 912-923, September.
    • Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series CIRJE-F-704, CIRJE, Faculty of Economics, University of Tokyo.
    • Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics 10/03, University of Canterbury, Department of Economics and Finance.
    • Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers EI 2010-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers 743, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2012. "Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models," Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 736-751, September.
    • Caporin, M. & McAleer, M.J., 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers EI 2010-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics 10/06, University of Canterbury, Department of Economics and Finance.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," KIER Working Papers 738, Kyoto University, Institute of Economic Research.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series CIRJE-F-713, CIRJE, Faculty of Economics, University of Tokyo.
  • Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
  • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  • Elena Vigna, 2010. "On efficiency of mean-variance based portfolio selection in DC pension schemes," Carlo Alberto Notebooks 154, Collegio Carlo Alberto, revised 2011.
  • Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2010. "Constrained portfolio choices in the decumulation phase of a pension plan," Carlo Alberto Notebooks 155, Collegio Carlo Alberto.
  • Marina Di Giacinto & Elena Vigna, 2010. "On the sub-optimality cost of immediate annuitization in DC pension funds," Carlo Alberto Notebooks 188, Collegio Carlo Alberto.
  • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers 2010-003, Federal Reserve Bank of St. Louis.
    • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks 190, Collegio Carlo Alberto.
  • Massimo Guidolin & Giovanna Nicodano, 2010. "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks 191, Collegio Carlo Alberto.
  • Fugazza, Carolina & Giofré, Maela & Nicodano, Giovanna, 2011. "International diversification and industry-related labor income risk," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 764-783, October.
    • Carolina Fugazza & Maela Giofre & Giovanna Nicodano, 2010. "International diversification and industry-related labor income risk," Carlo Alberto Notebooks 192, Collegio Carlo Alberto.
  • Philippe Bergevin, 2010. "Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings," C.D. Howe Institute Backgrounder, C.D. Howe Institute, issue 130, May.
  • Rodolfo Apreda, 2010. "Shaping up the company’s internal investment fund through separation portfolios," CEMA Working Papers: Serie Documentos de Trabajo. 416, Universidad del CEMA.
  • Rodolfo Apreda, 2010. "Devising a non-standard convertible zero-coupon bond to enhance corporate governance," CEMA Working Papers: Serie Documentos de Trabajo. 421, Universidad del CEMA.
  • Stefan Bauernschuster & Oliver Falck & Niels Große, 2010. "Can Competition Spoil Reciprocity? - A Laboratory Experiment," CESifo Working Paper Series 2923, CESifo.
  • Jerome L. Stein, 2010. "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series 2924, CESifo.
  • van Winden, Frans & Krawczyk, Michal & Hopfensitz, Astrid, 2011. "Investment, resolution of risk, and the role of affect," Journal of Economic Psychology, Elsevier, vol. 32(6), pages 918-939.
    • Frans van Winden & Michal Krawczyk & Astrid Hopfensitz, 2008. "Investment, Resolution of Risk, and the Role of Affect," Tinbergen Institute Discussion Papers 08-047/1, Tinbergen Institute.
    • Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010. "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series 2975, CESifo.
    • Hopfensitz, Astrid & Krawczyk, Michal & Van Winden, Frans, 2009. "Investment, Resolution of Risk, and the Role of Affect," TSE Working Papers 09-123, Toulouse School of Economics (TSE).
    • van Winden, Frans A.A.M. & Hopfensitz, Astrid & Krawczyk, Michal, 2008. "Investment, Resolution of Risk, and the Role of Affect," CEPR Discussion Papers 6822, C.E.P.R. Discussion Papers.
  • Pesaran, Bahram & Pesaran, M. Hashem, 2010. "Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash," Economic Modelling, Elsevier, vol. 27(6), pages 1398-1416, November.
    • Bahram Pesaran & M. Hashem Pesaran, 2010. "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series 3023, CESifo.
  • Nicolas Sauter & Jan Walliser & Joachim Winter, 2010. "Tax Incentives, Bequest Motives, and the Demand for Life Insurance: Evidence from two Natural Experiments in Germany," CESifo Working Paper Series 3040, CESifo.
  • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," International Finance, Wiley Blackwell, vol. 13(2), pages 257-282, August.
    • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series 143, Economics, The University of Manchester.
    • Kyriakos C. Neanidis, 2010. "Financial Dollarization and European Union Membership," CESifo Working Paper Series 3101, CESifo.
  • Giofré, Maela/M., 2009. "Investor protection and foreign stakeholders," MPRA Paper 20238, University Library of Munich, Germany, revised Jan 2010.
    • Maela Giofré, 2010. "Investor Protection and Foreign Stakeholders," CESifo Working Paper Series 3102, CESifo.
  • Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, vol. 103(2), pages 377-392.
    • Basak, Suleyman & Makarov, Dmitry, 2010. "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers 8072, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, Center for Economic and Financial Research (CEFIR).
    • Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, New Economic School (NES).
  • Stefan Erdorf & Nicolas Heinrichs, 2010. "Co-movement of Fundamentals: Structural Changes in the Business Cycle," Cologne Graduate School Working Paper Series 01-01, Cologne Graduate School in Management, Economics and Social Sciences, revised Dec 2010.
  • Camilo SERRANO & Martin HOESLI, 2010. "Housing and its Role in the Household Portfolio in Colombia," Swiss Finance Institute Research Paper Series 10-01, Swiss Finance Institute.
  • Felix KUBLER & Karl SCHMEDDERS, 2010. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series 10-21, Swiss Finance Institute.
    • Karl Schmedders & Felix Kubler, 2012. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers 536, Society for Economic Dynamics.
  • Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA, 2010. "Replicating Hedge Fund Indices with Optimization Heuristics," Swiss Finance Institute Research Paper Series 10-22, Swiss Finance Institute.
  • Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
    • Jaksa CVITANIC & Semyon MALAMUD, 2010. "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series 10-26, Swiss Finance Institute.
  • Marc S. PAOLELLA, 2010. "ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails," Swiss Finance Institute Research Paper Series 10-27, Swiss Finance Institute, revised Jun 2010.
  • Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010. "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series 10-29, Swiss Finance Institute.
  • Nicola CARCANO & Hakim DALL'O, 2010. "Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison," Swiss Finance Institute Research Paper Series 10-31, Swiss Finance Institute.
  • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012. "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
    • Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
    • Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
    • Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
    • Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
  • Gunther Capelle-Blancard & Stéphanie Monjon, 2010. "Socially Responsible Investing: it Takes More than Words," Working Papers 2010-15, CEPII research center.
  • Stéphanie Prat & Sophie Brana, 2010. "The Introduction of Emerging Currencies into a Portfolio: Towards a more Complete Diversification Model," International Economics, CEPII research center, issue 121, pages 5-24.
    • Sophie Brana & Stéphanie Prat, 2009. "The Introduction Of Emerging Currencies Into A Portfolio: Towards A More Complete Diversification Model," Working Papers hal-00616581, HAL.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
    • Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011. "Entropy and the value of information for investors," UC3M Working papers. Economics we1104, Universidad Carlos III de Madrid. Departamento de Economía.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Levine's Working Paper Archive 661465000000000355, David K. Levine.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-23, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint) hal-00812682, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," PSE Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
    • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
    • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
  • Manuela Deidda, 2013. "Precautionary Saving, Financial Risk, and Portfolio Choice," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(1), pages 133-156, March.
    • M. Deidda, 2010. "Precautionary saving, financial risk and portfolio choice," Working Paper CRENoS 201001, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  • Carlos León & Francisco Vivas, 2010. "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia 603, Banco de la Republica de Colombia.
    • Carlos León & Francisco Vivas, 2010. "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia 7011, Banco de la Republica.
  • Carlos León & Alejandro Reveiz, 2011. "Portfolio optimization and long-term dependence," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 85-110, Bank for International Settlements.
    • Carlos León & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 622, Banco de la Republica de Colombia.
    • Carlos Eduardo León Rincón & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 7487, Banco de la Republica.
  • Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2013. "La persistencia estadística de la inflación en Colombia," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Dinámica inflacionaria, persistencia y formación de precios y salarios, edition 1, chapter 6, pages 139-182, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    • Martha Misas A & Juan José Echavarría S & Enrique López E, 2010. "La persistencia estadística de la inflación en Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-42, August.
    • Juan José Echavarría & Enrique López & Martha Misas, 2011. "La Persistencia Estadística De La Inflación En Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(65), pages 224-266, June.
    • Echavarría-Soto, Juan José & Misas A., Martha & López-Enciso, Enrique Antonio, 2011. "La persistencia estadística de la inflación en Colombia," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 1, pages 3-44, Banco de la Republica de Colombia.
    • Juan José Echavarría & Enrique López & Martha Misas, 2011. "La persistencia estadística de la inflación en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 224-266, June.
    • Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2010. "La persistencia estadística de la inflación en Colombia," Borradores de Economia 623, Banco de la Republica de Colombia.
    • Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2010. "La persistencia estadística de la inflación en Colombia," Borradores de Economia 7573, Banco de la Republica.
  • Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010. "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi, June.
  • Luis Berggrun Preciado & Fernando Jaramillo Recio, 2010. "Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds," Estudios Gerenciales, Universidad Icesi, December.
  • Gustavo Adolfo Díaz Valencia, 2010. "Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos," Revista CIFE, Universidad Santo Tomás, December.
  • Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos, 2010. "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín, September.
  • Helio Fabio Ramirez Echeverry & Luis eduardo Suarez Balaguera, 2010. "Como Entender Los Estandares Internacionales De Informacion Financiera," Revista Criterio Libre, Universidad Libre - Sede Principal, April.
  • Sandra Patricia Bello-Rodríguez & Robert Baudilio Beltrán-Ahumada, 2010. "Caracterización y pronóstico del precio spot de la energía eléctrica en Colombia," Revista de la Maestría de Derecho Económico, Universidad Javeriana - Derecho Económico, December.
  • Carlo Alberto Magni, 2010. "Average Internal Rate of Return and investment decisions: A new perspective," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0021, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Carlo Alberto Magni, 2010. "Average internal rate of return and investment decisions: A new perspective," Proyecciones Financieras y Valoración 6653, Master Consultores.
  • Carlo Alberto Magni, 2010. "On the long-standing issue of the internal rate of return: a complete resolution," Proyecciones Financieras y Valoración 7126, Master Consultores.
  • Carlo Alberto Magni, 2010. "Purely Internal Rate of Return and Investment Decisions: A Cash-Flow Perspective," Proyecciones Financieras y Valoración 7285, Master Consultores.
  • Gonzalo Diaz Hoyos & Ignacio Velez Pareja, 2010. "Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach," Proyecciones Financieras y Valoración 7417, Master Consultores.
  • Carlo Alberto Magni, 2010. "Investment decisions, NPV and bounded rationality," Proyecciones Financieras y Valoración 7419, Master Consultores.
  • Carlo Alberto Magni, 2010. "Reasoning the `Net-Present-Value´ Way: Some Biases and How to Use Psychology for Falsifying Decision Models," Proyecciones Financieras y Valoración 7420, Master Consultores.
  • Jan Bonenkamp & Ed Westerhout, 2010. "Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits," CPB Discussion Paper 151, CPB Netherlands Bureau for Economic Policy Analysis.
  • Jan Bonenkamp & Ed Westerhout, 2010. "Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits," CPB Discussion Paper 151.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
    • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
    • Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
  • Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
    • Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010. "Performance maximization of actively managed funds," Staff Reports 427, Federal Reserve Bank of New York.
    • Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010. "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers 7676, C.E.P.R. Discussion Papers.
  • David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013. "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, vol. 68(3), pages 1133-1178, June.
    • Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010. "Decentralized investment management: evidence from the pension fund industry," MPRA Paper 35767, University Library of Munich, Germany.
    • Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
  • DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(6), pages 1813-1845, December.
    • Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010. "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers 7686, C.E.P.R. Discussion Papers.
  • Phelim Boyle & Lorenzo Garlappi & Raman Uppal & Tan Wang, 2012. "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification," Management Science, INFORMS, vol. 58(2), pages 253-272, February.
    • Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo, 2010. "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification," CEPR Discussion Papers 7687, C.E.P.R. Discussion Papers.
  • Patton, Andrew, 2010. "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 7780, C.E.P.R. Discussion Papers.
  • Hryshko Dmytro & Luengo-Prado Maria & Sorensen Bent E., 2012. "The Effect of Education on Equity Holdings," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-41, March.
    • Sørensen, Bent E & Luengo-Prado, Maria & Hryshko, Dmytro, 2010. "The Effect of Education on Equity Holdings," CEPR Discussion Papers 7844, C.E.P.R. Discussion Papers.
  • Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
    • Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
  • Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2011. "How Deep Is the Annuity Market Participation Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 279-319.
    • Inkmann, Joachim & Lopes, Paula & Michaelides, Alexander, 2007. "How deep is the annuity market participation puzzle?," LSE Research Online Documents on Economics 24488, London School of Economics and Political Science, LSE Library.
    • Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim, 2010. "How Deep is the Annuity Market Participation Puzzle?," CEPR Discussion Papers 7940, C.E.P.R. Discussion Papers.
    • Paula Lopes & Alex Michaelides & Joachim Inkmann, 2009. "How deep is the annuity market participation puzzle?," 2009 Meeting Papers 239, Society for Economic Dynamics.
    • Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2009. "How Deep is the Annuity Market Participation Puzzle?," Working Papers 2009-5, Central Bank of Cyprus.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
    • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
    • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
  • Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2013. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 220-236, March.
    • Michael, Haliassos & Dimitris, Christelis & Dimitris, Georgarakos, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," MEA discussion paper series 10204, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    • Haliassos, Michael & Georgarakos, Dimitris, 2010. "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," CEPR Discussion Papers 8017, C.E.P.R. Discussion Papers.
  • Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, vol. 103(2), pages 377-392.
    • Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, New Economic School (NES).
    • Basak, Suleyman & Makarov, Dmitry, 2010. "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers 8072, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, Center for Economic and Financial Research (CEFIR).
  • Cristina Cella & Andrew Ellul & Mariassunta Giannetti, 2013. "Investors' Horizons and the Amplification of Market Shocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1607-1648.
    • Cristina Cella & Andrew Ellul & Mariassunta Giannetti, "undated". "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers dp717, Financial Markets Group.
    • Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013. "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics 119037, London School of Economics and Political Science, LSE Library.
    • Ellul, Andrew & Giannetti, Mariassunta & Cella, Cristina, 2010. "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers 8083, C.E.P.R. Discussion Papers.
  • Ramadorai, Tarun, 2010. "Investor Interest and Hedge Fund Returns," CEPR Discussion Papers 8092, C.E.P.R. Discussion Papers.
  • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper 2010-118, Tilburg University, Center for Economic Research.
    • Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013. "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series 21, Leibniz Institute for Financial Research SAFE.
    • Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011. "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series 1337, European Central Bank.
    • Huizinga, Harry & Gropp, Reint & Laeven, Luc & Corradin, Stefano, 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers 8097, C.E.P.R. Discussion Papers.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 1af9bcc0-1fae-4575-8bad-8, Tilburg University, School of Economics and Management.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 876e53a4-bd96-4516-8f9f-1, Tilburg University, School of Economics and Management.
  • Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2011. "Stockholding: Participation, location, and spillovers," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1918-1930, August.
    • Haliassos, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2010. "Stockholding: Participation, Location, and Spillovers," MEA discussion paper series 10208, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    • Haliassos, Michael & Georgarakos, Dimitris, 2010. "Stockholding: Participation, Location, and Spillovers," CEPR Discussion Papers 8113, C.E.P.R. Discussion Papers.
  • Olympia Bover, 2010. "Housing purchases and the dynamics of housing wealth," Working Papers 1036, Banco de España.
    • Bover, Olympia, 2010. "Housing purchases and the dynamics of housing wealth," CEPR Discussion Papers 8128, C.E.P.R. Discussion Papers.
  • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1155-1185, December.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2010. "Aggregate Idiosyncratic Volatility," NBER Working Papers 16058, National Bureau of Economic Research, Inc.
    • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010. "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers 8149, C.E.P.R. Discussion Papers.
  • Marie Lambert & George Hübner, 2010. "How to Construct Fundamental Risk Factors?," LSF Research Working Paper Series 10-01, Luxembourg School of Finance, University of Luxembourg.
  • Lambert, M. & Hübner, G., 2013. "Comoment risk and stock returns," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 191-205.
    • Marie Lambert & George Hübner, 2010. "Comoment Risk and Stock Returns," LSF Research Working Paper Series 10-02, Luxembourg School of Finance, University of Luxembourg.
  • Marc Boissaux & Jang Schiltz, 2010. "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series 10-09, Luxembourg School of Finance, University of Luxembourg.
  • Marina Di Giacinto & Bjarne Højgaard & Elena Vigna, 2010. "Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme," Working Papers 2010-08, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza.
  • Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2010. "Stability of the optimal reinsurance with respect to the risk measure," DEE - Working Papers. Business Economics. WB wb100201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Ana Hidalgo-Cabrillana, 2013. "Endogenous governance transparency and product market competition," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(1), pages 113-136, March.
    • Hidalgo-Cabrillana, Ana, 2010. "Endogenous governance transparency and product market competition," UC3M Working papers. Economics we1021, Universidad Carlos III de Madrid. Departamento de Economía.
  • Yufeng Han, 2010. "On the Economic Value of Return Predictability," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 1-33, May.
  • Zengwu Wang, 2010. "Irreversible Investment of the Risk- and Uncertainty-averse DM under k-Ignorance: The Role of BSDE," Annals of Economics and Finance, Society for AEF, vol. 11(2), pages 313-335, November.
  • Bignon, Vincent & Miscio, Antonio, 2010. "Media bias in financial newspapers: evidence from early twentieth-century France," European Review of Economic History, Cambridge University Press, vol. 14(3), pages 383-432, December.
    • Vincent Bignon & Antonio Miscio, 2009. "Media Bias in Financial Newspapers: Evidence from Early 20th Century France," EconomiX Working Papers 2009-4, University of Paris Nanterre, EconomiX.
  • Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010. "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.
    • Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Working Papers CoFie-02-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
  • Černý, Aleš & Miles, David & Schmidt, L'Ubomír, 2010. "The impact of changing demographics and pensions on the demand for housing and financial assets," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(3), pages 393-420, July.
    • Miles, David & Cerny, Ales & ,, 2005. "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers 5143, C.E.P.R. Discussion Papers.
  • Fogarty, James J., 2010. "Wine Investment and Portfolio Diversification Gains," Journal of Wine Economics, Cambridge University Press, vol. 5(1), pages 119-131, April.
  • Masset, Philippe & Henderson, Caroline, 2010. "Wine as an Alternative Asset Class," Journal of Wine Economics, Cambridge University Press, vol. 5(1), pages 87-118, April.
  • Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
  • Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
  • Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
  • Enrique BONSON-PONTE & Ioan ANDONE & Adrian LUPASC & Ioana LUPASC, 2010. "The Need to Adapt to New Financial Accounting Technologies Information in the Context of Global Economic Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 71-78.
  • Nataliya Barasinska, 2010. "Would Lehman Sisters Have Done It Differently?: An Empirical Analysis of Gender Differences in Investment Behavior," Working Paper / FINESS 6.2, DIW Berlin, German Institute for Economic Research.
  • Richard Ochmann, 2014. "Differential income taxation and household asset allocation," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 880-894, March.
    • Richard Ochmann, 2010. "Differential Income Taxation and Household Asset Allocation," Discussion Papers of DIW Berlin 1058, DIW Berlin, German Institute for Economic Research.
  • Richard Ochmann, 2010. "Distributional and Welfare Effects of Germany's Year 2000 Tax Reform," Discussion Papers of DIW Berlin 1083, DIW Berlin, German Institute for Economic Research.
    • Ochmann, Richard, 2011. "Distributional and Welfare Effects of Germany's Year 2000 Tax Reform," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48686, Verein für Socialpolitik / German Economic Association.
  • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2010. "Investments: Women Are More Cautious than Men because They Have Less Financial Resources at Their Disposal," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 6(1), pages 1-4.
  • de Haan, Leo & Kakes, Jan, 2011. "Momentum or contrarian investment strategies: Evidence from Dutch institutional investors," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2245-2251, September.
    • Leo de Haan & Jan Kakes, 2010. "Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors," DNB Working Papers 242, Netherlands Central Bank, Research Department.
  • Dirk Broeders & An Chen, 2013. "Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 239-272, June.
    • Dirk Broeders & An Chen, 2010. "Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support," DNB Working Papers 268, Netherlands Central Bank, Research Department.
  • Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on International Financial Assets and Goods Marke," Working Papers 17, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Prat, Georges, 2013. "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
    • Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris Nanterre, EconomiX.
    • Georges Prat, 2012. "Equity risk premium and time horizon: what do the U.S. secular data say?," Working Papers 12-06, Association Française de Cliométrie (AFC).
  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers CEB 10-002.RS, ULB -- Universite Libre de Bruxelles.
    • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
    • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers hal-04140930, HAL.
  • Edward Tower & Wei Zheng, 2008. "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 55(4), pages 315-350, December.
    • Edward Tower & Wei Zheng, 2010. "Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude," Working Papers 10-12, Duke University, Department of Economics.
  • Cosmin Ilut, 2012. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 33-65, July.
    • Cosmin Ilut, 2009. "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers 328, Society for Economic Dynamics.
    • Cosmin L. Ilut, 2010. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," Working Papers 10-53, Duke University, Department of Economics.
  • Geoffrey Poitras, 2010. "The Philosophy of Equity Valuation," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 1, pages 3-96, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "History of Equity Securities," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 2, pages 97-249, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "Modern Equity Security Valuation," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 3, pages 251-326, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "Discounted Cash Flow Models," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 4, pages 329-388, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "Stochastic Theories of Equity Value," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 5, pages 389-460, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "Technical Analysis Demystified," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 6, pages 461-529, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "Fundamental Analysis for Equity Securities," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 7, pages 533-637, World Scientific Publishing Co. Pte. Ltd..
  • Geoffrey Poitras, 2010. "Resource Companies: Oil Sands Producers," World Scientific Book Chapters, in: Valuation Of Equity Securities History, Theory and Application, chapter 8, pages 639-699, World Scientific Publishing Co. Pte. Ltd..
  • Rudolf F. Klein & K. Victor Chow, 2010. "Orthogonalized Equity Risk Premia and Systematic Risk Decomposition," Working Papers 10-05, Department of Economics, West Virginia University.
  • Rudolf F. Klein & K. Victor Chow, 2010. "Sentiment Effect and Market Portfolio Inefficiency," Working Papers 10-08, Department of Economics, West Virginia University.
  • Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim, 2010. "It's all about tax rates: An empirical study of tax perception," arqus Discussion Papers in Quantitative Tax Research 106, arqus - Arbeitskreis Quantitative Steuerlehre.
  • Pfeffer, Annamaria, 2010. "Staatliche Zinssubvention und Auslandsverschuldung: Eine Mittelwert-Varianz-Analyse am Beispiel Ungarn," BERG Working Paper Series 72, Bamberg University, Bamberg Economic Research Group.
  • Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2015. "The Home Bias in Equities and Distribution Costs," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 983-1018, July.
    • Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2010. "The Home Bias in Equities and Distribution Costs," Working Papers 10.03, Swiss National Bank, Study Center Gerzensee.
    • Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010. "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies 2010,24, Deutsche Bundesbank.
  • Wildmann, Christian, 2010. "What drives portfolio investments of German banks in emerging capital markets?," Discussion Paper Series 2: Banking and Financial Studies 2010,04, Deutsche Bundesbank.
  • Memmel, Christoph, 2011. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 282-289, February.
    • Memmel, Christoph, 2010. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies 2010,07, Deutsche Bundesbank.
  • Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas, 2010. "Do specialization benefits outweigh concentration risks in credit portfolios of German banks?," Discussion Paper Series 2: Banking and Financial Studies 2010,10, Deutsche Bundesbank.
  • Jank, Stephan, 2010. "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies 2010,11, Deutsche Bundesbank.
    • Jank, Stephan, 2011. "Are there disadvantaged clienteles in mutual funds?," CFR Working Papers 11-02, University of Cologne, Centre for Financial Research (CFR).
  • Memmel, Christoph, 2010. "How correlated are changes in banks' net interest income and in their present value?," Discussion Paper Series 2: Banking and Financial Studies 2010,14, Deutsche Bundesbank.
  • Achleitner, Ann-Kristin & Kaserer, Christoph & Kauf, Tobias & Volk, Sarah, 2010. "DAXplus family: Ein Aktienindex zur Darstellung der Performance von Familienunternehmen [DAXplus Family – Primer on a family firm stock index in Germany]," CEFS Working Paper Series 2010-05, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Frey, Stefan & Herbst, Patrick, 2010. "The influence of buy-side analysts on mutual fund trading," CFR Working Papers 10-10, University of Cologne, Centre for Financial Research (CFR).
  • Roman Kraeussl & Christian Wiehenkamp, 2012. "A call on art investments," Review of Derivatives Research, Springer, vol. 15(1), pages 1-23, April.
    • Kraeussl, Roman & Wiehenkamp, Christian, 2010. "A call on Art investments," CFS Working Paper Series 2010/03, Center for Financial Studies (CFS).
  • Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1279-1301, December.
    • Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010. "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers 10-116/2/DSF 3, Tinbergen Institute.
    • Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010. "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series 2010/20, Center for Financial Studies (CFS).
  • Marekwica, Marcel & Stamos, Michael Z., 2010. "Optimal life cycle portfolio choice with housing market cycles," CFS Working Paper Series 2010/21, Center for Financial Studies (CFS).
  • Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012. "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, vol. 9(1), pages 1-7.
    • Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010. "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers 10-117/2/DSF 4, Tinbergen Institute.
    • Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
  • Scholz, Peter & Walther, Ursula, 2010. "Investment certificates under German taxation: Benefit or burden for structured products' performance?," CPQF Working Paper Series 24, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
  • Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010. "Return distributions of equity-linked retirement plans," CPQF Working Paper Series 27, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
  • Schmieder, Christian & Schmieder, Philipp & Kraemer-Eis, Helmut, 2010. "Impact of Legislation on Credit Risk. How different are the UK and Germany?," EIF Working Paper Series 2010/08, European Investment Fund (EIF).
  • Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010. "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series 136, Frankfurt School of Finance and Management.
  • Kremer, Stephanie, 2010. "Herding of institutional traders: New evidence from daily data," Discussion Papers 2010/23, Free University Berlin, School of Business & Economics.
  • Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail & Torpan, Igor, 2010. "Investing in times of inflation fears: Diversification properties of investments in liquid real assets," Working Paper Series 03/2010, Hamburg School of Business Administration (HSBA).
  • Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail, 2010. "Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen," Working Paper Series 05/2010, Hamburg School of Business Administration (HSBA).
  • Stein, Jerome L., 2010. "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers 2010-17, Kiel Institute for the World Economy (IfW Kiel).
  • Singer, Nico, 2010. "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory 113, University of Rostock, Institute of Economics.
  • Kremer, Stephanie, 2010. "Herding of institutional traders," SFB 649 Discussion Papers 2010-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Breuer, Wolfgang & Gürtler, Marc, 2010. "Implied rates of return, the discount rate effect, and market risk premia," Working Papers IF33V3, Technische Universität Braunschweig, Institute of Finance.
  • Frahm, Gabriel, 2010. "An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation," Discussion Papers in Econometrics and Statistics 1/10, University of Cologne, Institute of Econometrics and Statistics.
  • Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof, 2010. "Multiple tests for the performance of different investment strategies," Discussion Papers in Econometrics and Statistics 5/10, University of Cologne, Institute of Econometrics and Statistics.
  • Kroencke, Tim Alexander & Schindler, Felix, 2010. "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers 10-034, ZEW - Leibniz Centre for European Economic Research.
  • Klaus Grobys, 2010. "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, vol. 2(1), pages 72-78, May.
  • Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011. "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, vol. 33(5), pages 912-923, September.
    • Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series CIRJE-F-704, CIRJE, Faculty of Economics, University of Tokyo.
    • Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers EI 2010-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics 10/03, University of Canterbury, Department of Economics and Finance.
    • Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers 743, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2012. "Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models," Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 736-751, September.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics 10/06, University of Canterbury, Department of Economics and Finance.
    • Caporin, M. & McAleer, M.J., 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers EI 2010-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," KIER Working Papers 738, Kyoto University, Institute of Economic Research.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series CIRJE-F-713, CIRJE, Faculty of Economics, University of Tokyo.
  • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Cuntz, A.N. & Blind, K., 2010. "Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort," ERIM Report Series Research in Management ERS-2010-044-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012. "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
    • Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010. "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers 7702, C.E.P.R. Discussion Papers.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
    • Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
  • Yosef Bonaparte & Russell Cooper, 2009. "Costly Portfolio Adjustment," NBER Working Papers 15227, National Bureau of Economic Research, Inc.
    • Yosef Bonaparte & Russell Cooper, 2010. "Costly Portfolio Adjustment," Economics Working Papers ECO2010/19, European University Institute.
  • Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," NBER Working Papers 16022, National Bureau of Economic Research, Inc.
    • Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," Economics Working Papers ECO2010/25, European University Institute.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
  • Karel Báťa, 2010. "Equity Home Bias in the Czech Republic," Working Papers IES 2010/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2010.
  • Radovan Parrák & Jakub Seidler, 2010. "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES 2010/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2010.
  • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2010. "Financial Innovation and Financial Fragility," Institutions and Markets Papers 96496, Fondazione Eni Enrico Mattei (FEEM).
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
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  • Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque, 2010. "Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market," Frontiers in Finance and Economics, SKEMA Business School, vol. 7(2), pages 38-68, October.
  • Brian Baturevich, Gulnur Muradoglu, 2010. "Would You Follow MM or a Profitable Trading Strategy?," Frontiers in Finance and Economics, SKEMA Business School, vol. 7(2), pages 69-89, October.
  • Michel Verlaine, 2010. "Risk Governance for funds," Cahiers du CEREFIGE 1003, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2010.
  • Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014. "Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
    • Stefano Corradin & José Fillat & Carles Vergara-Alert, 2010. "Optimal portfolio choice with predictability in house prices and transaction costs," Supervisory Research and Analysis Working Papers QAU10-2, Federal Reserve Bank of Boston.
    • Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
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  • Andreas Fuster & Paul S. Willen, 2011. "Insuring Consumption Using Income-Linked Assets," Review of Finance, European Finance Association, vol. 15(4), pages 835-873.
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  • Pashchenko, Svetlana, 2013. "Accounting for non-annuitization," Journal of Public Economics, Elsevier, vol. 98(C), pages 53-67.
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  • Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
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  • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks 190, Collegio Carlo Alberto.
    • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers 2010-003, Federal Reserve Bank of St. Louis.
  • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
    • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
    • Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2011. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Working Papers CoFie-02-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
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    • Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010. "Performance maximization of actively managed funds," Staff Reports 427, Federal Reserve Bank of New York.
  • Elena DOVAL & Oriana DOVAL, 2010. "Using The Synergy Of Alliances And Partnership For Sustainable Growth," Review of General Management, Spiru Haret University, Faculty of Management Brasov, vol. 12(2), pages 79-91, October.
  • C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    • Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010. "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers dp648, Financial Markets Group.
  • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012. "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
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    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
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    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
  • Marcela Ibáñez, 2010. "Who crops coca and why? The case of Colombian farmers," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 40, Courant Research Centre PEG.
  • Helen Higgs, 2010. "Australian Art Market Prices during the Global Financial Crisis and two earlier decades," Discussion Papers in Economics economics:201003, Griffith University, Department of Accounting, Finance and Economics.
  • Ana Fostel & John Geanakoplos, 2010. "Why does Bad News Increase Volatility and Decrease Leverage?," Working Papers 2010-18, The George Washington University, Institute for International Economic Policy.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
  • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 635-643.
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  • Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 635-643.
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  • Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, vol. 14(4), pages 625-667, December.
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  • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2009.
    • Ulrich Hege, 2010. "Venture Capital and Sequential Investments," Post-Print hal-00554148, HAL.
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    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577896, HAL.
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    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577880, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682, Cowles Foundation for Research in Economics, Yale University, revised Nov 2008.
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  • Crifo, Patricia & Mottis, Nicolas, 2010. "SRI Analysis and Asset Management: Independent or Convergent? A Field Study on the French Market," ESSEC Working Papers DR 10006, ESSEC Research Center, ESSEC Business School.
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  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
  • Hippolyte D'Albis & Emmanuel Thibault, 2010. "Annuities, Bequests, and Portfolio Diversification," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(1), pages 75-91, February.
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  • Frahm, Gabriel & Memmel, Christoph, 2010. "Dominating estimators for minimum-variance portfolios," Journal of Econometrics, Elsevier, vol. 159(2), pages 289-302, December.
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  • Gehrig, Thomas & Güth, Werner & Leví0nský, René & Popova, Vera, 2010. "On the evolution of professional consulting," Journal of Economic Behavior & Organization, Elsevier, vol. 76(1), pages 113-126, October.
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  • Briec, Walter & Kerstens, Kristiaan, 2010. "Portfolio selection in multidimensional general and partial moment space," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 636-656, April.
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    • W. Briec & K. Kerstens, 2010. "Portfolio selection in multidimensional general and partial moment space," Post-Print halshs-00473219, HAL.
    • Walter Briec & Kristiaan Kerstens, 2009. "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers 2009-ECO-08, IESEG School of Management.
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    • Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2008. "Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator," Working Papers 2008-ECO-12, IESEG School of Management, revised Oct 2009.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
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    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers Main hal-01069440, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
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    • Rey, Hélène & Coeurdacier, Nicolas, 2012. "Home Bias in Open Economy Financial Macroeconomics," CEPR Discussion Papers 8746, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
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  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers CEB 10-002.RS, ULB -- Universite Libre de Bruxelles.
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    • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
  • Hubert de La Bruslerie & Jessica Fouilloux, 2014. "Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model," Finance, Presses universitaires de Grenoble, vol. 35(3), pages 97-145.
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  • Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
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  • Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
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  • Frot, Emmanuel & Santiso, Javier, 2010. "Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty," SITE Working Paper Series 9, Stockholm School of Economics, Stockholm Institute of Transition Economics.
  • Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
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  • Børsum, Øystein, 2010. "Contagious Mortgage Default," Memorandum 10/2010, Oslo University, Department of Economics.
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  • Henrik Cronqvist & Stephan Siegel, 2015. "The Origins of Savings Behavior," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 123-169.
    • Cronqvist, Henrik & Siegel, Stephan, 2010. "The Origins of Savings Behavior," SIFR Research Report Series 73, Institute for Financial Research.
  • Lu, Ching-Chih & Chollete, Loran, 2010. "Bankruptcy and the size effect," UiS Working Papers in Economics and Finance 2010/6, University of Stavanger.
  • Chollete, Loran & Ning, Cathy, 2010. "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance 2011/2, University of Stavanger.
  • Eric Girardin & Dijun Tan & Woon K. Wong, 2010. "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers 022010, Hong Kong Institute for Monetary Research.
  • Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010. "Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets," Working Papers 202010, Hong Kong Institute for Monetary Research.
  • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012. "Self-Fulfilling Risk Panics," American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
    • Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
    • Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
    • Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
    • Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
    • Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
  • Yukinobu Kitamura & Taisuke Uchino, 2010. "The Effect of Academic Background on Household Portfolio Selection: Evidence from Japanese Repeated Cross Section Data," Global COE Hi-Stat Discussion Paper Series gd10-149, Institute of Economic Research, Hitotsubashi University.
  • Stephanie Kremer, 2010. "Herding of Institutional Traders," SFB 649 Discussion Papers SFB649DP2010-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Giuseppe Galloppo, 2010. "A Comparison Of Pre And Post Modern Portfolio Theory Using Resampling," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(1), pages 1-16.
  • Yan Alice Xie & Howard Qi, 2010. "Job Security And Personal Investment Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(1), pages 17-27.
  • Akihiko Takahashi & Kyo Yamamoto, 2010. "A New Hedge Fund Replication Method With The Dynamic Optimal Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(4), pages 23-34.
  • Islam Azzam & Jasmin Fouad, 2010. "Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 1-21.
  • Birol Yildiz & Ari Yezegel, 2010. "Fundamental Analysis With Artificial Neural Network," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 149-158.
  • Nathaniel J. Harness & Michael M. Finke & Swarn Chatterjee, 2010. "Household Investment Asset Variation And Wealth," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 1-11.
  • Lynda S. Livingston, 2010. "Evaluating Alternative Weighting Schemes For Stocks In A Best Ideas Portfolio," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 117-136.
  • Giovanni Tria & Giuseppe Galloppo, 2010. "How Does National Foreign Trade React To The European Central Bank’S Policy?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 137-151.
  • Ai-Chi Hsu & Szu-Hsien Lin, 2010. "Trading Strategies Based On Dividend Yield: Evidence From The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 71-84.
  • Yin-Ching Jan & Su-Ling Chiu, 2010. "Holding Period And Cross-Sectional Stock Returns: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(3), pages 79-91.
  • Dirk Swagerman & Ivan Novakovic, 2010. "Multi-National Evidence On Calendar Patterns In Stock Returns: An Empirical Case Study On Investment Strategy And The Halloween Effect," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 23-42.
  • Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric, 2010. "Evidence On The Performance Of Country Index Funds In Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 89-101.
  • William P. Dukes & Zhuoming (Joe) Peng & Margaret M. Tanner, 2010. "Steve Sharpe: A Stock Report," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 1(1), pages 1-13.
  • Shuoming (Joe) Peng & William P. Dukes, 2010. "The Student-Managed Fund: A Case Study of Portfolio Properties," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 1(1), pages 61-72.
  • Christian Camilo Vargas R, 2010. "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 3(2), pages 29-44.
  • Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011. "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
    • Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers 10-187, Toulouse School of Economics (TSE).
    • Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers 636, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Fortin, Ines & Hlouskova, Jaroslava, 2011. "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2974-2990, November.
    • Fortin, Ines & Hlouskova, Jaroslava, 2010. "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series 257, Institute for Advanced Studies.
  • Aslı YÜKSEL & Aydın YÜKSEL & Mete DOĞANAY, 2010. "İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(293), pages 69-94.
  • Pels, 2010. "International Asset Holdings and the Euro," The Institute for International Integration Studies Discussion Paper Series iiisdp331, IIIS.
  • Thierry Ane & Carole Metais, 2010. "Jump Distribution Characteristics: Evidence from European Stock Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 9(1), pages 1-22, April.
  • Jacob A. Bikker & Dirk W.G.A. Broeders & Dirk Jan de Dreu, 2010. "Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 53-79, June.
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  • Roberto A. De Santis, 2010. "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 147-197, June.
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  • Paolo Colla & José M. Marín, 2010. "Performance evaluation in competitive REE models," Working Papers 2010-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," American Economic Review, American Economic Association, vol. 103(1), pages 360-377, February.
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    • Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011. "Entropy and the value of information for investors," UC3M Working papers. Economics we1104, Universidad Carlos III de Madrid. Departamento de Economía.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-23, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint) hal-00812682, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," PSE Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2011. "Entropy and the value of information for investors," Working Papers halshs-00648884, HAL.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010. "Entropy and the value of information for investors," Working Papers 2010-17, Brown University, Department of Economics.
    • Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
  • Naoki Makimoto & Yoshihiko Sugihara, 2010. "Optimal Execution of Multiasset Block Orders under Stochastic Liquidity," IMES Discussion Paper Series 10-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
  • Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    • Ana L Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," IMF Working Papers 10/206, International Monetary Fund.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
    • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
  • Thomas J. Brennan & Andrew W. Lo, 2010. "Impossible Frontiers," Management Science, INFORMS, vol. 56(6), pages 905-923, June.
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  • Christian Gollier & Alexander Muermann, 2010. "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," Management Science, INFORMS, vol. 56(8), pages 1272-1284, August.
    • Gollier, Christian & Muermann, Alexander, 2006. "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," IDEI Working Papers 462, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.
    • Gollier, Christian & Muermann, Alexander, 2006. "Optimal choice and beliefs with ex ante savoring and ex post disappointment," CFS Working Paper Series 2006/28, Center for Financial Studies (CFS).
  • Felipe Aldunate & Jaime Casassus, 2010. "Consumption and Hedging in Oil Importing Developing Countries," Documentos de Trabajo 376, Instituto de Economia. Pontificia Universidad Católica de Chile..
  • Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011. "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2330-2340, September.
    • Margarida Abreu & Victor Mendes & João A. Santos, 2010. "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics 2010/02, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • Ayca TUKEL, 2010. "Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 12(1), pages 102-121, November.
  • Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010. "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 6(2), pages 247-270, July.
  • I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen, 2010. "Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 6(2), pages 271-298, July.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
    • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
  • Li King King, 2010. "Sense of Control Affects Investment Behavior," Jena Economics Research Papers 2010-004, Friedrich-Schiller-University Jena.
  • Michail Anthropelos & Gordan Žitković, 2010. "Partial equilibria with convex capital requirements: existence, uniqueness and stability," Annals of Finance, Springer, vol. 6(1), pages 107-135, January.
  • Bradford Cornell & Jakša Cvitanić & Levon Goukasian, 2010. "Beliefs regarding fundamental value and optimal investing," Annals of Finance, Springer, vol. 6(1), pages 83-105, January.
  • Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010. "The fundamental theorem of asset pricing for continuous processes under small transaction costs," Annals of Finance, Springer, vol. 6(2), pages 157-191, March.
  • Jan Wenzelburger, 2010. "The two-fund separation theorem revisited," Annals of Finance, Springer, vol. 6(2), pages 221-239, March.
  • José Fajardo, 2010. "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, vol. 6(2), pages 241-254, March.
  • Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
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  • Hening Liu, 2010. "Robust consumption and portfolio choice for time varying investment opportunities," Annals of Finance, Springer, vol. 6(4), pages 435-454, October.
  • C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    • Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010. "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers dp648, Financial Markets Group.
  • Mariana Blanco & Dirk Engelmann & Alexander Koch & Hans-Theo Normann, 2010. "Belief elicitation in experiments: is there a hedging problem?," Experimental Economics, Springer;Economic Science Association, vol. 13(4), pages 412-438, December.
    • Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008. "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers 3517, Institute of Labor Economics (IZA).
  • Rafael Weißbach & Carsten Lieres und Wilkau, 2010. "Economic capital for nonperforming loans," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 67-85, March.
  • Xiaoquan Jiang, 2010. "Return dispersion and expected returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 107-135, June.
  • T. Hendricks & B. Kempa & C. Pierdzioch, 2010. "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 137-158, June.
  • Kristoffer Eriksen & Ola Kvaløy, 2010. "Do financial advisors exhibit myopic loss aversion?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 159-170, June.
  • Antonios Siganos, 2010. "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 171-192, June.
  • Beatriz Mendes & Mariângela Semeraro & Ricardo Leal, 2010. "Pair-copulas modeling in finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 193-213, June.
  • Olaf Stotz & Gabrielle Wanzenried & Karsten Döhnert, 2010. "Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 219-243, September.
  • Bernd Scherer, 2010. "A note on asset management and market risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 309-320, September.
  • Victoria Galsband, 2010. "The cross-section of equity returns and assets’ fundamental cash-flow risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(4), pages 327-351, December.
  • Carlos Castro, 2010. "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(4), pages 353-393, December.
  • Bastien Drut, 2010. "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, vol. 92(1), pages 131-145, April.
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    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers 2009-17, University of Paris Nanterre, EconomiX.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB 09-014.RS, ULB -- Universite Libre de Bruxelles.
    • Bastien Drut, 2010. "Sovereign bonds and socially responsible investment," ULB Institutional Repository 2013/192788, ULB -- Universite Libre de Bruxelles.
  • Shaun Bond & Paul Mitchell, 2010. "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 53-79, July.
  • Elias Oikarinen, 2010. "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, vol. 41(4), pages 486-509, November.
  • Frank Zhang, 2010. "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, vol. 13(2), pages 101-124, July.
  • Zhong-guo Zhou & Janet Zhou, 2010. "Chinese IPO activity, pricing, and market cycles," Review of Quantitative Finance and Accounting, Springer, vol. 34(4), pages 483-503, May.
  • Marshall Blume, 2010. "Endowment spending in volatile markets: what should fiduciaries do?," Review of Quantitative Finance and Accounting, Springer, vol. 35(2), pages 163-178, August.
  • Frank Reilly & David Wright & James Gentry, 2010. "An analysis of credit risk spreads for high yield bonds," Review of Quantitative Finance and Accounting, Springer, vol. 35(2), pages 179-205, August.
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  • Haim Shalit & Shlomo Yitzhaki, 2010. "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 431-444, November.
    • Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
  • Lieven Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, vol. 35(4), pages 433-448, November.
    • Lieven de Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository 2013/191025, ULB -- Universite Libre de Bruxelles.
  • Takao Asano, 2010. "Portfolio Inertia and Epsilon-Contaminations," Theory and Decision, Springer, vol. 68(3), pages 341-365, March.
  • Suyeol Ryu & Iltae Kim & Soo-Jong Kim, 2010. "Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited," Korean Economic Review, Korean Economic Association, vol. 26, pages 203-222.
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  • Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader, 2010. "Financial Crisis Propagation," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 2(1), pages 124-139, March.
  • Georgeta Ilie, 2010. "The Role of Foreign Direct Investment Projects in the Employment Evolution in Europe," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 2(4), pages 18-26, December.
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  • Szüle, Borbála, 2010. "Biztosítók kockázatdiverzifikációja [Risk diversification of insurers]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 634-651.
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    • Dannenberg, Henry, 2009. "Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ans," IWH Discussion Papers 3/2009, Halle Institute for Economic Research (IWH).
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    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," KIER Working Papers 738, Kyoto University, Institute of Economic Research.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series CIRJE-F-713, CIRJE, Faculty of Economics, University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics 10/06, University of Canterbury, Department of Economics and Finance.
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    • Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
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  • Lieser, Karsten & Groh, Alexander P., 2010. "The attractiveness of 66 countries for institutional real estate investments: A composite index approach," IESE Research Papers D/868, IESE Business School.
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    • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
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  • Fajardo, José & Lacerda, Ana, 2010. "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, vol. 108(1), pages 81-84, July.
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  • Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
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  • Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo, 2010. "Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates," European Journal of Operational Research, Elsevier, vol. 201(1), pages 211-221, February.
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  • Magni, Carlo Alberto, 2010. "Residual income and value creation: An investigation into the lost-capital paradigm," European Journal of Operational Research, Elsevier, vol. 201(2), pages 505-519, March.
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  • Galvani, Valentina & Plourde, André, 2010. "Portfolio diversification in energy markets," Energy Economics, Elsevier, vol. 32(2), pages 257-268, March.
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  • Cifarelli, Giulio & Paladino, Giovanna, 2010. "Oil price dynamics and speculation: A multivariate financial approach," Energy Economics, Elsevier, vol. 32(2), pages 363-372, March.
    • Giulio Cifarelli & Giovanna Paladino, 2008. "Oil price Dynamics and Speculation. A Multivariate Financial Approach," Working Papers - Economics wp2008_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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  • Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.
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  • Bask, Mikael, 2010. "Measuring potential market risk," Journal of Financial Stability, Elsevier, vol. 6(3), pages 180-186, September.
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  • Mondria, Jordi & Wu, Thomas & Zhang, Yi, 2010. "The determinants of international investment and attention allocation: Using internet search query data," Journal of International Economics, Elsevier, vol. 82(1), pages 85-95, September.
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  • Broeders, Dirk & Chen, An, 2010. "Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1201-1214, June.
  • Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1383-1399, June.
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  • Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
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  • Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010. "From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets," Journal of Economics and Business, Elsevier, vol. 62(5), pages 347-366, September.
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  • van der Ploeg, Frederick & Poelhekke, Steven, 2010. "The pungent smell of "red herrings": Subsoil assets, rents, volatility and the resource curse," Journal of Environmental Economics and Management, Elsevier, vol. 60(1), pages 44-55, July.
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  • Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010. "Nature or nurture: What determines investor behavior?," Journal of Financial Economics, Elsevier, vol. 98(3), pages 583-604, December.
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  • De Giorgi, Enrico & Hens, Thorsten & Rieger, Marc Oliver, 2010. "Financial market equilibria with cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 633-651, September.
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  • Bekaert, Geert & Engstrom, Eric, 2010. "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 278-294, April.
    • Geert Bekaert & Eric Engstrom, 2009. "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
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  • Basu, Anup K. & Drew, Michael E., 2010. "The appropriateness of default investment options in defined contribution plans: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 290-305, June.
    • Basu, Anup & Drew, Michael, 2006. "Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence," MPRA Paper 3314, University Library of Munich, Germany, revised 02 Nov 2006.
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  • Tang, Ning & Mitchell, Olivia S. & Mottola, Gary R. & Utkus, Stephen P., 2010. "The efficiency of sponsor and participant portfolio choices in 401(k) plans," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 1073-1085, December.
    • Ning Tang & Olivia S. Mitchell & Gary R. Mottola & Stephen Utkus, 2009. "The Efficiency of Sponsor and Participant Portfolio Choices in 401(k) Plans," NBER Working Papers 15317, National Bureau of Economic Research, Inc.
  • Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010. "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 813-823, December.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 431, McMaster University.
    • Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009. "New evidence on taxes and portfolio choice," IFS Working Papers W09/11, Institute for Fiscal Studies.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 245, McMaster University.
  • Sara Barajas Cortés & Arturo Lorenzo Valdés, 2010. "Valuación de proyectos de inversión para PYMES con opciones reales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(1), pages 1-17.
  • Claudia Estrella Castillo Ramírez, 2010. "Volatilidad estocástica y la ecuación de Fokker-Planck: parámetros dependientes del tiempo y filtro de Kalman," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(1), pages 64-75.
  • Aydanur Gacener Atis, 2010. "Turkiye’de Hanehalkinin ve Finansal Kesimin Portfoy Tercihleri," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 10(2), pages 523-538.
  • Gaye KOCABAS & Baris Serkan KOPURLU, 2010. "An Ex-Post Cost-Benefit Analysis of Bolu Mountain Tunnel Project," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 10(4), pages 1279-1287.
  • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012. "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
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    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
    • Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
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  • Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra, 2010. "¿Influyen los tigres asiáticos en el comportamiento gregario español?," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 423-444, abril-jun.
  • Andreu, Laura & Ortiz, Cristina & Sarto, José Luis, 2010. "Criterios de decisión de inversión en fondos monetarios," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(308), pages 873-898, octubre-d.
  • Christina Terra & Enrico Vasconcelos, 2020. "Credit Market Quality, Innovation and Trade," Revue économique, Presses de Sciences-Po, vol. 71(5), pages 773-814.
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  • Mohamed Ali Trabelsi, 2010. "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 11(3), pages 310-322, May.
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  • Hassan, M. Kabir & Girard, Eric, 2010. "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 17, pages 1-31.
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  • Vanduffel, Steven, 2010. "Thou shalt buy ‘simple’ structured products only," Journal of Financial Transformation, Capco Institute, vol. 28, pages 12-14.
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  • Bogdan, Sinisa & Baresa, Suzana & Ivanovic, Sasa, 2010. "Portfolio Analysis Based On The Example Of Zagreb Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 1(1), pages 39-52.
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  • Sunil S. Poshakwale & Chandra Thapa, 2010. "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(1), pages 1-24, April.
  • Mahfuzul Haque & Oscar Varela, 2010. "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(2), pages 171-197, August.
  • Sebastian Müller & Martin Weber, 2010. "Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 62(2), pages 126-153, April.
  • Raddatz, Claudio & Schmukler, Sergio L., 2008. "Pension Funds And Capital Market Development:How Much Bang For The Buck?," Policy Research Working Paper Series 4787, The World Bank.
    • Claudio Raddatz & Sergio Schmukler, 2010. "Pension Funds And Capital Market Development: How Much Bang For The Buck?," Working Papers 38, Superintendencia de Pensiones, revised Feb 2010.
  • Thorsten Hock, 2010. "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 553-576, September.
  • Schröder, Thomas & Dunbar, Kwamie, 2011. "Effectively hedging the interest rate risk of wide floating-rate coupon spreads," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(2), pages 162-179, March.
    • Thomas Schroeder & Kwamie Dunbar, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers 2010-05, University of Connecticut, Department of Economics.
    • Schröder, Thomas & Dunbar, Kwamie, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers 2010001, Sacred Heart University, John F. Welch College of Business.
  • Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2012. "How General Are Risk Preferences? Choices under Uncertainty in Different Domains," American Economic Review, American Economic Association, vol. 102(6), pages 2606-2638, October.
    • Liran Einav & Amy Finkelstein & Iuliana Pascu & Mark R. Cullen, 2010. "How general are risk preferences? Choices under uncertainty in different domains," NBER Working Papers 15686, National Bureau of Economic Research, Inc.
    • Mark Cullen & Liran Einav & Amy Finkelstein & Iuliana Pascu, 2010. "How General Are Risk Preferences? Choices Under Uncertainty in Different Domains," Discussion Papers 09-005, Stanford Institute for Economic Policy Research.
  • Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
    • Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
    • Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
  • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
    • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers CEB 10-002.RS, ULB -- Universite Libre de Bruxelles.
    • Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," Working Papers hal-04140930, HAL.
  • Gregor Dorfleitner & Michaela Leidl & Johannes Reeder, 2010. "Theory of Social Returns in Portfolio Choice with Application to Microfinance," Working Papers CEB 10-014.RS, ULB -- Universite Libre de Bruxelles.
  • Peter Diesinger & Holger Kraft & Frank Seifried, 2010. "Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?," Finance and Stochastics, Springer, vol. 14(3), pages 343-374, September.
  • Michael Mania & Marina Santacroce, 2010. "Exponential utility maximization under partial information," Finance and Stochastics, Springer, vol. 14(3), pages 419-448, September.
  • Freddy Delbaen & Shige Peng & Emanuela Rosazza Gianin, 2010. "Representation of the penalty term of dynamic concave utilities," Finance and Stochastics, Springer, vol. 14(3), pages 449-472, September.
  • Georg Mainik & Ludger Rüschendorf, 2010. "On optimal portfolio diversification with respect to extreme risks," Finance and Stochastics, Springer, vol. 14(4), pages 593-623, December.
  • Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, vol. 14(4), pages 625-667, December.
    • Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print hal-00488278, HAL.
  • Kasper Larsen & Hang Yu, 2012. "Horizon dependence of utility optimizers in incomplete models," Finance and Stochastics, Springer, vol. 16(4), pages 779-801, October.
  • Ragnar Norberg, 2013. "Optimal hedging of demographic risk in life insurance," Finance and Stochastics, Springer, vol. 17(1), pages 197-222, January.
  • S. Gerhold & J. Muhle-Karbe & W. Schachermayer, 2013. "The dual optimizer for the growth-optimal portfolio under transaction costs," Finance and Stochastics, Springer, vol. 17(2), pages 325-354, April.
  • Stefan Gerhold & Paolo Guasoni & Johannes Muhle-Karbe & Walter Schachermayer, 2014. "Transaction costs, trading volume, and the liquidity premium," Finance and Stochastics, Springer, vol. 18(1), pages 1-37, January.
  • Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2014. "Beyond cash-additive risk measures: when changing the numéraire fails," Finance and Stochastics, Springer, vol. 18(1), pages 145-173, January.
  • Terrill Keasler & Chris McNeil, 2010. "Mad Money stock recommendations: market reaction and performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 1-22, January.
  • Ying Zhang & Peggy Swanson, 2010. "Are day traders bias free?—evidence from internet stock message boards," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 96-112, January.
  • Lan Liu & Hao Lin, 2010. "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(2), pages 187-195, April.
  • Anchor Lin & Peggy Swanson, 2010. "Contrarian strategies and investor overreaction under price limits," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 430-454, October.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
  • Luis Alvarez, 2010. "Irreversible capital accumulation under interest rate uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 249-271, October.
  • Maurizio Polato & Josanco Floreani, 2010. "Distribution of Illiquid Financial Products: The Case of Italy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(4), pages 848-859, February.
  • Lieven Baele & Pilar Soriano, 2010. "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 573-589, September.
  • Ajay Kumar CHAUHAN & Ashish GARG, 2010. "Feed-Back Trading Behavior Of Foreign Institutional Investors And Local Mutual Funds In Indian Stock Market: An Empirical Evidence," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 110-120, December.
  • Fernando ESTRADA, 2010. "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 18-22.
    • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 21824, University Library of Munich, Germany.
    • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
  • Fernando Estrada, 2010. "Theory of Argumentation in Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 18-22, June.
    • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 21824, University Library of Munich, Germany.
    • Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
  • Francesca Battaglia & Claudio Porzio & Gabriele Sampagnaro, 2010. "Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 188-203, December.
  • Mongi ARFAOUI & Ezzeddine ABAOUB, 2010. "The Determinants of Systematic Risk: International Evidence from the Macro-Finance Interface," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 121-144, December.
  • Nadeem SOHAIL & Hussain ZAKIR, 2010. "Macroeconomic Determinants of Stock Returns in Pakistan: the Case of Karachi Stock Exchange," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 181-187, December.
  • Vincent Šoltés & Omer Faraj S. Amaitiek, 2010. "Inverse Vertical Ratio Put Spread Strategy and its Application in Hedging Against a Price Drop," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 100-107, June.
  • Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
    • Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010. "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010 2010-20, Department of Economics, University of St. Gallen.
    • Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010. "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," Discussion Papers 2010-12, School of Economics, The University of New South Wales.
  • M. Vermorken & A. Szafarz & H. Pirotte, 2010. "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(11), pages 861-878.
    • Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
    • Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010. "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository 2013/95542, ULB -- Universite Libre de Bruxelles.
  • Nicole Branger & Beate Breuer & Christian Schlag, 2010. "Discrete-time implementation of continuous-time portfolio strategies," The European Journal of Finance, Taylor & Francis Journals, vol. 16(2), pages 137-152.
    • Beate Breuer & Nicole Branger & Christian Schlag, 2006. "Discrete-Time Implementation of Continuous-Time Portfolio Strategies," Computing in Economics and Finance 2006 393, Society for Computational Economics.
  • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
    • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
    • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, University Library of Munich, Germany, revised 17 Jan 2006.
    • Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series n1580505, Department of Economics, National University of Ireland - Maynooth.
  • Joseph Friedman & Herbert E Phillips, 2010. "The Portfolio Implications of Adding Social Security Private Account Options to Ongoing Investments," DETU Working Papers 1004, Department of Economics, Temple University.
  • Andrey Lizyayev, 2010. "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements," Tinbergen Institute Discussion Papers 10-084/2, Tinbergen Institute.
  • Yvonne Adema, 2010. "Pensions, Debt and Inflation Risk in a Monetary Union," Tinbergen Institute Discussion Papers 10-109/2, Tinbergen Institute.
  • Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
  • Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1279-1301, December.
    • Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010. "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series 2010/20, Center for Financial Studies (CFS).
    • Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010. "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers 10-116/2/DSF 3, Tinbergen Institute.
  • Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012. "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, vol. 9(1), pages 1-7.
    • Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
    • Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010. "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers 10-117/2/DSF 4, Tinbergen Institute.
  • Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Other publications TiSEM 0b8e2130-a64a-48c1-97d6-8, Tilburg University, School of Economics and Management.
    • Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement," Discussion Paper 2010-11, Tilburg University, Center for Economic Research.
  • Yuichi Takano & Renata Sotirov, 2012. "A polynomial optimization approach to constant rebalanced portfolio selection," Computational Optimization and Applications, Springer, vol. 52(3), pages 645-666, July.
    • Takano, Y. & Sotirov, R., 2010. "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Other publications TiSEM 50bcc54f-7451-4e27-88a5-3, Tilburg University, School of Economics and Management.
    • Takano, Y. & Sotirov, R., 2010. "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Discussion Paper 2010-114, Tilburg University, Center for Economic Research.
  • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 876e53a4-bd96-4516-8f9f-1, Tilburg University, School of Economics and Management.
    • Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013. "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series 21, Leibniz Institute for Financial Research SAFE.
    • Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011. "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series 1337, European Central Bank.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper 2010-118, Tilburg University, Center for Economic Research.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 1af9bcc0-1fae-4575-8bad-8, Tilburg University, School of Economics and Management.
    • Huizinga, Harry & Gropp, Reint & Laeven, Luc & Corradin, Stefano, 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers 8097, C.E.P.R. Discussion Papers.
  • van Dalen, H.P. & Henkens, K. & Koedijk, C.G. & Slager, A.M.H., 2010. "Decision Making in the Pension Fund Board Room : An Experiment with Dutch Pension Fund Trustees," Other publications TiSEM 97ae7b96-2f6d-4cec-966f-9, Tilburg University, School of Economics and Management.
    • van Dalen, H.P. & Henkens, K. & Koedijk, C.G. & Slager, A.M.H., 2010. "Decision Making in the Pension Fund Board Room : An Experiment with Dutch Pension Fund Trustees," Discussion Paper 2010-18, Tilburg University, Center for Economic Research.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
  • Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Other publications TiSEM f178a33d-4386-4036-861f-6, Tilburg University, School of Economics and Management.
    • Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.
  • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper 2010-118, Tilburg University, Center for Economic Research.
    • Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013. "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series 21, Leibniz Institute for Financial Research SAFE.
    • Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011. "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series 1337, European Central Bank.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 1af9bcc0-1fae-4575-8bad-8, Tilburg University, School of Economics and Management.
    • Huizinga, Harry & Gropp, Reint & Laeven, Luc & Corradin, Stefano, 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers 8097, C.E.P.R. Discussion Papers.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 876e53a4-bd96-4516-8f9f-1, Tilburg University, School of Economics and Management.
  • Yuichi Takano & Renata Sotirov, 2012. "A polynomial optimization approach to constant rebalanced portfolio selection," Computational Optimization and Applications, Springer, vol. 52(3), pages 645-666, July.
    • Takano, Y. & Sotirov, R., 2010. "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Discussion Paper 2010-114, Tilburg University, Center for Economic Research.
    • Takano, Y. & Sotirov, R., 2010. "A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection," Other publications TiSEM 50bcc54f-7451-4e27-88a5-3, Tilburg University, School of Economics and Management.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
  • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper 2010-118, Tilburg University, Center for Economic Research.
    • Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013. "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series 21, Leibniz Institute for Financial Research SAFE.
    • Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011. "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series 1337, European Central Bank.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 876e53a4-bd96-4516-8f9f-1, Tilburg University, School of Economics and Management.
    • Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 1af9bcc0-1fae-4575-8bad-8, Tilburg University, School of Economics and Management.
    • Huizinga, Harry & Gropp, Reint & Laeven, Luc & Corradin, Stefano, 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers 8097, C.E.P.R. Discussion Papers.
  • Allen, Franklin & Babus, Ana & Carletti, Elena, 2010. "Financial Connections and Systemic Risk," Working Papers 10-20, University of Pennsylvania, Wharton School, Weiss Center.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
    • Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
    • Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
  • Elias Oikarinen, 2010. "Momentum and mean reversion in regional housing markets: Evidence from variance ratio tests," Discussion Papers 61, Aboa Centre for Economics.
  • Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011. "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, vol. 33(5), pages 912-923, September.
    • Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics 10/03, University of Canterbury, Department of Economics and Finance.
    • Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series CIRJE-F-704, CIRJE, Faculty of Economics, University of Tokyo.
    • Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers EI 2010-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers 743, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2012. "Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models," Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 736-751, September.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," KIER Working Papers 738, Kyoto University, Institute of Economic Research.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series CIRJE-F-713, CIRJE, Faculty of Economics, University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics 10/06, University of Canterbury, Department of Economics and Finance.
    • Caporin, M. & McAleer, M.J., 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers EI 2010-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Wioletta Dziuda & Jordi Mondria, 2012. "Asymmetric Information, Portfolio Managers, and Home Bias," The Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2109-2154.
    • Wioletta Dziuda & Jordi Mondria, 2010. "Asymmetric Information, Portfolio Managers, and Home Bias," Working Papers tecipa-393, University of Toronto, Department of Economics.
  • Denis Gromb & Dimitri Vayanos, 2010. "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 456-466, 04-05.
  • Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011. "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
    • Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers 636, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers 10-187, Toulouse School of Economics (TSE).
  • Karl Case & John Cotter & Stuart Gabriel, 2010. "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers 201005, Geary Institute, University College Dublin.
    • Karl Case & John Cotter & Stuart Gabriel, 2011. "Housing risk and return: Evidence from a housing asset-pricing model," Papers 1103.5971, arXiv.org.
  • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics 10/63, University of Canterbury, Department of Economics and Finance.
    • Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  • Schröder, Thomas & Dunbar, Kwamie, 2011. "Effectively hedging the interest rate risk of wide floating-rate coupon spreads," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(2), pages 162-179, March.
    • Schröder, Thomas & Dunbar, Kwamie, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers 2010001, Sacred Heart University, John F. Welch College of Business.
    • Thomas Schroeder & Kwamie Dunbar, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers 2010-05, University of Connecticut, Department of Economics.
  • Gino Loyola & Yolanda Portilla, 2010. "Esquemas de Incentivos y Carteras de Inversión Innovadoras," Estudios de Economia, University of Chile, Department of Economics, vol. 37(1 Year 20), pages 43-66, June.
  • Marie Briere & Alexandre Burgues & Ombretta Signori, 2008. "Volatility Exposure for Strategic Asset Allocation," Working Papers CEB 08-034.RS, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Alexandre Burgues & Ombretta Signori, 2010. "Volatility exposure for strategic asset allocation," ULB Institutional Repository 2013/169642, ULB -- Universite Libre de Bruxelles.
  • Lieven Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, vol. 35(4), pages 433-448, November.
    • Lieven de Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository 2013/191025, ULB -- Universite Libre de Bruxelles.
  • Bastien Drut, 2010. "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, vol. 92(1), pages 131-145, April.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers hal-04140896, HAL.
    • Bastien Drut, 2010. "Sovereign bonds and socially responsible investment," ULB Institutional Repository 2013/192788, ULB -- Universite Libre de Bruxelles.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers 2009-17, University of Paris Nanterre, EconomiX.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB 09-014.RS, ULB -- Universite Libre de Bruxelles.
  • M. Vermorken & A. Szafarz & H. Pirotte, 2010. "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(11), pages 861-878.
    • Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
    • Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010. "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository 2013/95542, ULB -- Universite Libre de Bruxelles.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
    • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
    • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
    • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
  • Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
  • Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010. "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," Discussion Papers 2010-12, School of Economics, The University of New South Wales.
    • Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010. "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010 2010-20, Department of Economics, University of St. Gallen.
  • Silvennoinen, Annastiina & Thorp, Susan, 2013. "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 42-65.
    • Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series 267, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Daniel MANATE & Pavel FARCAS, 2010. "Model for Use of Monte Carlo Simulations in Business Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 5(1), pages 110-131.
  • Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Household economic decisions under the shadow of terrorism," CFS Working Paper Series 2008/56, Center for Financial Studies (CFS).
    • Dimitris Christelis & Dimitris Georgarakos, 2010. "Household Economic Decisions under the Shadow of Terrorism," Working Papers 2010_16, Department of Economics, University of Venice "Ca' Foscari".
    • Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2009. "Stockholding: From Participation to Location and to Participation Spillovers," CSEF Working Papers 230, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2010. "Stockholding: From Participation to Location and to Participation Spillovers," Working Papers 2010_17, Department of Economics, University of Venice "Ca' Foscari".
    • Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2009. "Stockholding: From participation to location and to participation spillovers," CFS Working Paper Series 2009/02, Center for Financial Studies (CFS).
  • Michael Donadelli & Federico Silvestri, 2010. "Why Should Naive Investors Avoid Stock Markets ?," Working Papers 2010_19, Department of Economics, University of Venice "Ca' Foscari".
  • Elisa Pagani, 2010. "Multiobjective Lagrangian duality for portfolio optimization with risk measures," Working Papers 18/2010, University of Verona, Department of Economics.
  • Oehler Sincai, Iulia Monica, 2010. "Us Treasury Securities Market: Recent Evolutions, Short And Medium Term Prospects," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 14(1), pages 150-165.
  • Nguyen, Ha, 2011. "Valuation effects with transitory and trend productivity shocks," Journal of International Economics, Elsevier, vol. 85(2), pages 245-255.
    • Nguyen, Ha, 2010. "Valuation effects with transitory and trend productivity shocks," Policy Research Working Paper Series 5174, The World Bank.
  • Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
    • Gerard Caprio, Jr, "undated". "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series iiisdp311, IIIS.
    • Caprio, Gerard, Jr., 2010. "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series 5198, The World Bank.
    • Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
  • Deniz Anginer & Çelim Yıldızhan, 2018. "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, vol. 22(2), pages 633-660.
    • Anginer, Deniz & Yildizhan, Celim, 2009. "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper 53885, University Library of Munich, Germany, revised 23 Apr 2013.
    • Anginer, Deniz & Yildizhan, Celim, 2010. "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series 5319, The World Bank.
  • David A. Love & Paul A. Smith, 2010. "Does health affect portfolio choice?," Health Economics, John Wiley & Sons, Ltd., vol. 19(12), pages 1441-1460, December.
    • David A. Love & Paul A. Smith, 2007. "Does health affect portfolio choice?," Finance and Economics Discussion Series 2007-45, Board of Governors of the Federal Reserve System (U.S.).
  • Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010. "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 715-742, June.
    • Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010. "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 715-742, June.
    • Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael, 2006. "Portfolio inertia and stock market fluctuations," CFS Working Paper Series 2006/14, Center for Financial Studies (CFS).
    • Haliassos, Michael & Georgarakos, Dimitris & Bilias, Yannis, 2009. "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers 7239, C.E.P.R. Discussion Papers.
  • Imre Kondor & István Varga-Haszonits, 2010. "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 425-437.
  • Imre Kondor & István Varga-Haszonits, 2010. "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 425-437.
  • Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), 2010. "Alternative Investments and Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7373.
  • Geoffrey Poitras, 2010. "Valuation of Equity Securities:History, Theory and Application," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7633, February.
  • Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010. "Recent Advances in Financial Engineering 2009," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700.

  2009

  • Kraemer, Christian & Madlener, Reinhard, 2009. "Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology," FCN Working Papers 3/2009, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
  • Westner, Günther & Madlener, Reinhard, 2009. "Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework," FCN Working Papers 4/2009, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Mar 2010.
  • Westner, Günther & Madlener, Reinhard, 2010. "The benefit of regional diversification of cogeneration investments in Europe: A mean-variance portfolio analysis," Energy Policy, Elsevier, vol. 38(12), pages 7911-7920, December.
    • Westner, Günther & Madlener, Reinhard, 2009. "The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis," FCN Working Papers 5/2009, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Mar 2010.
  • Wright, Robert, 2009. "Reducing the Poor's Investment Risk: Introducing Bearer Money Market Mutual Shares," Journal of Financial Transformation, Capco Institute, vol. 25, pages 12-14.
  • Powers, Michael R. & Powers, Thomas Y., 2009. "Risk and Return Measures for a Non-Gaussian World," Journal of Financial Transformation, Capco Institute, vol. 25, pages 51-54.
  • Kneafsey, Kevin, 2009. "Four demons," Journal of Financial Transformation, Capco Institute, vol. 26, pages 18-23.
  • Ciuhureanu, Alina Teodora & Baltes, Nicolae, 2009. "Aspects Regarding The Role Of The Financial Management In Elaborating And Implementing The Organisation’S Strategies," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 1(1), pages 175-182.
  • Vorniceanu, Marius & Covaci, Brindusa & Cocosatu, Cristinel Claudiu, 2009. "Credit Risk In Financing Sme In Romania," Papers 2009/24, Osterreichish-Rumanischer Akademischer Verein.
  • Gherasim, Zenivic & Serban, Mariuta & Stefan, Raluca, 2009. "Impact Of Economic Crisis On Developing Organizational Integrated Software Systems For Companies And Public Institutions," Papers 2009/83, Osterreichish-Rumanischer Akademischer Verein.
  • Alghalith, Moawia, 2009. "General Closed-Form Solutions To The Dynamic Optimization Problem In Incomplete Markets," Economics Research Papers 00000, Department of Economics, University of the West Indies-St. Augustine.
  • Horobet, Alexandra & Lupu, Radu, 2009. "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 64-80, June.
  • Andreea ZAMFIR, 2009. "The promotion of renewable energy sources: European experiences and steps forward," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(1), pages 152-167, June.
  • Mihai BOTEZATU, 2009. "Comparable investment capital," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(1), pages 180-192, June.
  • CUCU Virginia, 2009. "The importance of investment decision in enterprise management," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(1 Special), pages 204-210, July.
  • NICOLESCU Ciprian & CEPTUREANU Eduard, 2009. "Romanian entrepreneurial environment, key aspect in investment decision," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(1 Special), pages 234-239, July.
  • BOTEZATU Mihai, 2009. "Capital investments in options contracts and straddle contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2 Special), pages 12-18, July.
  • MIHAILESCU Laurentiu & POPA Gabriela, 2009. "Modern methods for hedging the market risk," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2 Special), pages 40-45, July.
  • ILIE Georgeta, 2009. "Investment opportunities in infrastructure regardless of financial crisis," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2 Special), pages 78-84, July.
  • NECULAI Cristina, 2009. "The relations between incomes flows, expences flows, result flows– flows of cash, flows of money, cash – flow in the process of the accesion the complementary founds (EFARD)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(2 Special), pages 85-90, July.
  • Deepak Jadhav & T.V. Ramanathan & U.V. Naik-Nimbalkar, 2009. "Modified Estimators of the Expected Shortfall," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 87-107, May.
  • Helmut Laux & Robert M. Gillenkirch & Matthias M. Schabel, 2009. "Incentive Compensation, Valuation, and Capital Market Access," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 61(4), pages 335-360, October.
  • Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Household economic decisions under the shadow of terrorism," CFS Working Paper Series 2008/56, Center for Financial Studies (CFS).
    • Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Dimitris Christelis & Dimitris Georgarakos, 2010. "Household Economic Decisions under the Shadow of Terrorism," Working Papers 2010_16, Department of Economics, University of Venice "Ca' Foscari".
  • Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2009. "Stockholding: From participation to location and to participation spillovers," CFS Working Paper Series 2009/02, Center for Financial Studies (CFS).
    • Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2010. "Stockholding: From Participation to Location and to Participation Spillovers," Working Papers 2010_17, Department of Economics, University of Venice "Ca' Foscari".
    • Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2009. "Stockholding: From Participation to Location and to Participation Spillovers," CSEF Working Papers 230, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Ido Kallir & Doron Sonsino, 2009. "The Neglect of Correlation in Allocation Decisions," Southern Economic Journal, Southern Economic Association, vol. 75(4), pages 1045-1066, April.
  • Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
  • Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010. "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.
    • Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Working Papers CoFie-02-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
  • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
    • Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
    • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers CoFie-03-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
  • Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
    • Christian Hott, 2009. "Explaining House Price Fluctuations," Working Papers 2009-05, Swiss National Bank.
  • Khalid Sekkat & Ariane Szafarz, 2011. "Valuing Homeownership," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 491-504, November.
    • Khalid Sekkat & Ariane Szafarz, 2009. "Valuing homeownership," Working Papers CEB 09-006.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Bastien Drut, 2009. "The Revenge of Purchasing Power Parity on Carry Trades during Crises," Working Papers CEB 09-013.RS, ULB -- Universite Libre de Bruxelles.
  • Bastien Drut, 2010. "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, vol. 92(1), pages 131-145, April.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers 2009-17, University of Paris Nanterre, EconomiX.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB 09-014.RS, ULB -- Universite Libre de Bruxelles.
    • Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers hal-04140896, HAL.
    • Bastien Drut, 2010. "Sovereign bonds and socially responsible investment," ULB Institutional Repository 2013/192788, ULB -- Universite Libre de Bruxelles.
  • Bastien Drut, 2009. "Nice but cautious guys: The cost of responsible investing in the bond markets," Working Papers CEB 09-034.RS, ULB -- Universite Libre de Bruxelles.
  • Joël Ludvigsen, 2009. "Decision time in Belgium: an experiment as to how business angels evaluate investment opportunities," Working Papers CEB 09-037.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ombretta Signori, 2011. "Inflation hedging portfolios in different regimes," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 139-163, Bank for International Settlements.
    • Marie Briere & Ombretta Signori, 2009. "Inflation-hedging portfolios in Different Regimes," Working Papers CEB 09-047.RS, ULB -- Universite Libre de Bruxelles.
  • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 231-263, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," Post-Print hal-01053624, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios with supply, demand and redistributive shocks," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print hal-00649209, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649209, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," SciencePo Working papers Main hal-01053624, HAL.
    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
    • Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers.
  • Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
    • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," SciencePo Working papers Main hal-03392947, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers Main hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Sciences Po publications info:hdl:2441/5glg8brs7n8, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," SciencePo Working papers Main hal-03602482, HAL.
    • Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po publications info:hdl:2441/5djvq5crl99, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Working Papers hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
  • Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential evolution and combinatorial search for constrained index-tracking," Annals of Operations Research, Springer, vol. 172(1), pages 153-176, November.
    • Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential Evolution and Combinatorial Search for Constrained Index Tracking," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0016, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Markku Kallio & Antti Pirjetä, 2009. "Computational methods for incentive option valuation," Computational Management Science, Springer, vol. 6(2), pages 209-231, May.
  • Igor Evstigneev & Dhruv Kapoor, 2009. "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(1), pages 5-12, May.
    • Igor Evstigneev & Dhruv Kapoor, 2006. "Arbitrage in stationary markets," Economics Discussion Paper Series 0619, Economics, The University of Manchester.
    • Igor Evstigneev & Dhruv Kapoor, 2007. "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute.
  • Rafael Weißbach & Patrick Tschiersch & Claudia Lawrenz, 2009. "Testing time-homogeneity of rating transitions after origination of debt," Empirical Economics, Springer, vol. 36(3), pages 575-596, June.
  • Marie-Amélie Morlais, 2009. "Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem," Finance and Stochastics, Springer, vol. 13(1), pages 121-150, January.
  • Walter Schachermayer & Mihai Sîrbu & Erik Taflin, 2009. "In which financial markets do mutual fund theorems hold true?," Finance and Stochastics, Springer, vol. 13(1), pages 49-77, January.
  • Alexander Schied & Torsten Schöneborn, 2009. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," Finance and Stochastics, Springer, vol. 13(2), pages 181-204, April.
    • Schied, Alexander & Schoeneborn, Torsten, 2008. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," MPRA Paper 7105, University Library of Munich, Germany.
  • Nicole Bäuerle & Ulrich Rieder, 2009. "MDP algorithms for portfolio optimization problems in pure jump markets," Finance and Stochastics, Springer, vol. 13(4), pages 591-611, September.
  • Holger Kraft & Frank Seifried & Mogens Steffensen, 2013. "Consumption-portfolio optimization with recursive utility in incomplete markets," Finance and Stochastics, Springer, vol. 17(1), pages 161-196, January.
  • Qiang Bu & Nelson Lacey, 2009. "On understanding mutual fund terminations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 80-99, January.
  • Kevin Krieger & David Peterson, 2009. "Predicting stock splits with the help of firm-specific experiences," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 410-421, October.
  • James Dow, 2009. "Age, investing horizon and asset allocation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 422-436, October.
  • Ehud Lehrer, 2009. "A new integral for capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(1), pages 157-176, April.
    • Ehud Lehrer, 2005. "A new integral for capacities," Game Theory and Information 0504004, University Library of Munich, Germany.
  • Emilio Espino & Thomas Hintermaier, 2009. "Asset trading volume in a production economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 231-258, May.
    • Thomas Hintermaier & Emilio Espino, 2005. "Asset Trading Volume in a Production Economy," 2005 Meeting Papers 363, Society for Economic Dynamics.
  • Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
  • Frank Krysiak, 2009. "Sustainability and its relation to efficiency under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 297-315, November.
  • Lucia Milone & Paolo Pellizzari, 2009. "Mutual Funds Flows and the “Sheriff of Nottingham” Effect," Lecture Notes in Economics and Mathematical Systems, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes (ed.), Artificial Economics, chapter 0, pages 117-128, Springer.
    • Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • Antje Henne & Sebastian Ostrowski & Peter Reichling, 2009. "Dividend yield and stability versus performance on the German stock market: a descriptive study," Review of Managerial Science, Springer, vol. 3(3), pages 225-248, November.
  • Wolfgang Kürsten & Mario Brandtner, 2009. "Kohärente Risikomessung versus individuelle Akzeptanzmengen — Anmerkungen zum impliziten Risikoverständnis des “Conditional Value-at-Risk”," Schmalenbach Journal of Business Research, Springer, vol. 61(4), pages 358-381, June.
  • Carlos Forner & Sonia Sanabria & Joaquín Marhuenda, 2009. "Post-earnings announcement drift: Spanish evidence," Spanish Economic Review, Springer;Spanish Economic Association, vol. 11(3), pages 207-241, September.
  • Laura STEFANESCU, 2009. "Case Study Regarding The Co-Integration Of The Financial Derivates With Their Underlying Assets," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 72-80, June.
  • Matjaz STEINBACHER, 2009. "Value-At-Risk Versus Non Value-At-Risk Traders," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 81-92, June.
    • Steinbacher, Matjaz, 2009. "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper 14295, University Library of Munich, Germany.
  • Christof SIGL-GRÜB & Dirk SCHIERECK, 2009. "Information Availability And Competence Effects In Commodity Investing," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 193-205, December.
  • Andy Stirling & Go Yoshizawa & Tatsujiro Suzuki, 2009. "Electricity System Diversity in the UK and Japan - a Multicriteria Diversity Analysis," SPRU Working Paper Series 176, SPRU - Science Policy Research Unit, University of Sussex Business School.
  • Sergio Ortobelli & Svetlozar Rachev & Haim Shalit & Frank Fabozzi, 2009. "Orderings and Probability Functionals Consistent with Preferences," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(1), pages 81-102.
  • Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
    • Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée.
    • Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009. "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE 2299, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics.
  • Arco van Oord & Martin Martens & Herman K. van Dijk, 2009. "Robust Optimization of the Equity Momentum Strategy," Tinbergen Institute Discussion Papers 09-011/4, Tinbergen Institute.
  • Chris Elbers & Jan Willem Gunning & Melinda Vigh, 2009. "Investment under Risk with Discrete and Continuous Assets," Tinbergen Institute Discussion Papers 09-054/2, Tinbergen Institute.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
    • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
  • Andrey M. Lizyayev, 2009. "Stochastic Dominance: Convexity and Some Efficiency Tests," Tinbergen Institute Discussion Papers 09-112/2, Tinbergen Institute, revised 05 Jan 2010.
  • Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CARF F-Series CARF-F-156, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series CIRJE-F-638, CIRJE, Faculty of Economics, University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos de Trabajo del ICAE 2009-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
    • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 2009-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
  • Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE 2011-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Asai, M. & McAleer, M.J. & Medeiros, M., 2011. "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers EI 2011-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers 758, Kyoto University, Institute of Economic Research.
    • Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics 10/21, University of Canterbury, Department of Economics and Finance.
  • Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CARF F-Series CARF-F-178, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo.
    • Hakim, M.S. & McAleer, M.J., 2009. "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Research Papers EI 2009-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
    • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • John F. Crean, 2009. "Credit Risk, Default Loss, and the Economics of Bankruptcy," Working Papers tecipa-354, University of Toronto, Department of Economics.
  • Alicia García-Herrero & Philip Wooldridge & Doo Yong Yang, 2009. "Why Don't Asians Invest in Asia? The Determinants of Cross-Border Portfolio Holdings," Asian Economic Papers, MIT Press, vol. 8(3), pages 228-246, Fall.
    • Alicia Garcia-Herrero & Philip Woolbridge & Doo Yong Yang, 2009. "Why don\'t Asians invest in Asia:The determinants of cross-border portfolio holdings," Working Papers 0908, BBVA Bank, Economic Research Department.
  • Hippolyte D'Albis & Emmanuel Thibault, 2010. "Annuities, Bequests, and Portfolio Diversification," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(1), pages 75-91, February.
    • D'ALBIS Hippolyte & THIBAULT Emmanuel, 2009. "Annuities, Bequests and Portfolio Diversification," LERNA Working Papers 09.14.290, LERNA, University of Toulouse.
    • d'Albis, Hippolyte & Thibault, Emmanuel, 2009. "Annuities, Bequests and Portfolio Diversification," TSE Working Papers 09-010, Toulouse School of Economics (TSE).
    • Hippolyte d'Albis & Emmanuel Thibault, 2010. "Annuities, Bequest and Portfolio Diversification," Post-Print hal-00630453, HAL.
  • Hopfensitz, Astrid, 2009. "Previous Outcomes and Reference Dependence: A Meta Study of Repeated Investment Tasks with Restricted Feedback," TSE Working Papers 09-087, Toulouse School of Economics (TSE).
  • van Winden, Frans & Krawczyk, Michal & Hopfensitz, Astrid, 2011. "Investment, resolution of risk, and the role of affect," Journal of Economic Psychology, Elsevier, vol. 32(6), pages 918-939.
    • Frans van Winden & Michal Krawczyk & Astrid Hopfensitz, 2008. "Investment, Resolution of Risk, and the Role of Affect," Tinbergen Institute Discussion Papers 08-047/1, Tinbergen Institute.
    • Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010. "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series 2975, CESifo.
    • Hopfensitz, Astrid & Krawczyk, Michal & Van Winden, Frans, 2009. "Investment, Resolution of Risk, and the Role of Affect," TSE Working Papers 09-123, Toulouse School of Economics (TSE).
    • van Winden, Frans A.A.M. & Hopfensitz, Astrid & Krawczyk, Michal, 2008. "Investment, Resolution of Risk, and the Role of Affect," CEPR Discussion Papers 6822, C.E.P.R. Discussion Papers.
  • DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2009. "Stock prices, anticipations and investment in general equilibrium," LIDAM Discussion Papers CORE 2009083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009. "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers 0916, University of Brescia, Department of Economics.
  • Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series CIRJE-F-638, CIRJE, Faculty of Economics, University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos de Trabajo del ICAE 2009-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CARF F-Series CARF-F-156, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
    • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
  • Juan‐Ángel Jiménez‐Martín & Michael McAleer & Teodosio Pérez‐Amaral, 2009. "The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 850-855, December.
    • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord," Documentos de Trabajo del ICAE 2009-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
    • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
    • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 2009-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Abdul Hakim, 2009. "Forcasting portofolio value-at-risk for international stocks, bonds, and foreign exchange emerging market evidence," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(1), pages 13-26, April.
  • Ismail bin Ahmad & Fahmi bin Abdul Rahim, 2009. "International price relationship and volatility transmission between stock index and stock index futures," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(1), pages 61-75, April.
  • Dwipraptono Agus Harjito, 2009. "Testing the relationship between exchange rate and stock price in the ASEAN countries," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(3), pages 181-195, April.
  • Marie Brière & Ombretta Signori, 2009. "Do Inflation‐Linked Bonds Still Diversify?," European Financial Management, European Financial Management Association, vol. 15(2), pages 279-297, March.
    • Marie Briere & Ombretta Signori, 2007. "Do Inflation-Linked Bonds Still Diversify?," Working Papers CEB 07-029.RS, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ombretta Signori, 2009. "Do inflation-linked bonds still diversify?," ULB Institutional Repository 2013/169891, ULB -- Universite Libre de Bruxelles.
  • Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika, 2009. "Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach," Economics Working Papers wp09-11, School of Economics, University of Wollongong, NSW, Australia.
  • Francisco Peñaranda, 2009. "Understanding Portfolio Efficiency with Conditioning Information," FMG Discussion Papers dp626, Financial Markets Group.
    • Francisco Peñaranda, 2009. "Understanding portfolio efficiency with conditioning information," Economics Working Papers 1146, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2011.
  • Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
    • Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
    • Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
  • David B. BROWN & Enrico G. DE GIORGI & Melvyn SIM, 2009. "A Satiscing Alternative to Prospect Theory," Swiss Finance Institute Research Paper Series 09-19, Swiss Finance Institute.
    • David B. Brown & Enrico G. De Giorgi & Melvyn Sim, 2009. "A Satisficing Alternative to Prospect Theory," University of St. Gallen Department of Economics working paper series 2009 2009-09, Department of Economics, University of St. Gallen.
  • Enrico G. De Giorgi & Shane Legg, 2009. "Portfolio Selection with Narrow Framing: Probability Weighting Matters," University of St. Gallen Department of Economics working paper series 2009 2009-12, Department of Economics, University of St. Gallen.
  • Enrico G. De Giorgi, 2009. "Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior," University of St. Gallen Department of Economics working paper series 2009 2009-22, Department of Economics, University of St. Gallen.
  • Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013. "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, vol. 89(284), pages 31-51, March.
    • Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-tested income support, portfolio choice and decumulation in retirement," CAMA Working Papers 2009-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series 248, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Daniel MANATE & Paval FARCAS, 2009. "The Fundamental Analysis of Financial Instruments in the Context of Diverse Investing Styles," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 4(2), pages 108-129.
  • Dinga, Emil, 2009. "Asupra Posibilităţii Utilizării Unui Model De Optimizare Pentru Obţinerea Sustenabilităţii," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 13(2), pages 7-17.
  • Lucia Milone & Paolo Pellizzari, 2009. "Mutual Funds Flows and the “Sheriff of Nottingham” Effect," Lecture Notes in Economics and Mathematical Systems, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes (ed.), Artificial Economics, chapter 0, pages 117-128, Springer.
    • Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • Diana Barro & Elio Canestrelli, 2009. "Portfolio management with minimum guarantees: some modeling and optimization issues," Working Papers 193, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • Robert Ślepaczuk & Grzegorz Zakrzewski, 2009. "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers 2009-11, Faculty of Economic Sciences, University of Warsaw.
  • Didier, Tatiana & Lowenkron, Alexandre, 2012. "The current account as a dynamic portfolio choice problem," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 518-541.
    • Didier, Tatiana & Lowenkron, Alexandre, 2009. "The current account as a dynamic portfolio choice problem," Policy Research Working Paper Series 4861, The World Bank.
  • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers wuwp116, Vienna University of Economics and Business, Department of Economics.
    • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
    • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
    • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
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  • Ido Kallir & Doron Sonsino, 2009. "The Neglect of Correlation in Allocation Decisions," Southern Economic Journal, John Wiley & Sons, vol. 75(4), pages 1045-1066, April.
  • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011. "Marriage and other risky assets: A portfolio approach," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2902-2915, November.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Marriage and Other Risky Assets: A Portfolio Approach," Department of Economics 0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent) 030, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers 7162, C.E.P.R. Discussion Papers.
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  • Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009. "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
  • Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009. "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
  • Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009. "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
  • Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009. "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20.
  • John M Longo (ed.), 2009. "Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7012.
  • John M. Longo, 2009. "Introduction," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 1, pages 3-16, World Scientific Publishing Co. Pte. Ltd..
  • John M. Longo, 2009. "Hedge Fund Research Vs. Traditional Research," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 2, pages 17-32, World Scientific Publishing Co. Pte. Ltd..
  • Jorge Barreiro & John M. Longo, 2009. "Achieving Hedge Fund Alpha In Brazil," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 3, pages 33-50, World Scientific Publishing Co. Pte. Ltd..
  • Irina Samoylova & John M. Longo, 2009. "Achieving Hedge Fund Alpha In Russia," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 4, pages 51-66, World Scientific Publishing Co. Pte. Ltd..
  • Ali Jaffery & John M. Longo, 2009. "Achieving Hedge Fund Alpha In India," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 5, pages 67-83, World Scientific Publishing Co. Pte. Ltd..
  • John M. Longo & Wei-Kang Shih & Ben Sopranzetti, 2009. "Achieving Hedge Fund Alpha In China," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 6, pages 85-101, World Scientific Publishing Co. Pte. Ltd..
  • Sanjeev Khullar, 2009. "Using Derivatives To Create Alpha," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 7, pages 103-117, World Scientific Publishing Co. Pte. Ltd..
  • Saad Rathore, 2009. "Best Execution Of Hedge Fund Strategies," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 8, pages 119-136, World Scientific Publishing Co. Pte. Ltd..
  • John M. Longo, 2009. "Growth Of The Hedge Fund Management Company: Evolving From A Single Strategy Fund To A Multistrategy Fund Or Multiple Funds," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 9, pages 137-151, World Scientific Publishing Co. Pte. Ltd..
  • Jeffrey Glattfelder & John Longo & Stephen Spence, 2009. "Fund Of Hedge Funds," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 10, pages 153-175, World Scientific Publishing Co. Pte. Ltd..
  • John M. Longo, 2009. "The Psychology Of Hedge Fund Managers," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 11, pages 179-191, World Scientific Publishing Co. Pte. Ltd..
  • Saad Rathore, 2009. "Risk Management For Hedge Funds," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 12, pages 193-219, World Scientific Publishing Co. Pte. Ltd..
  • Erman Civelek, 2009. "Hedge Fund Due Diligence," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 13, pages 221-247, World Scientific Publishing Co. Pte. Ltd..
  • John M. Longo & Yaxuan Qi, 2009. "From Birth To Death: The Lifecycle Of A Hedge Fund Investment Strategy," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 14, pages 249-263, World Scientific Publishing Co. Pte. Ltd..
  • Mitchell D. Eichen & John M. Longo, 2009. "The Future Of Hedge Funds: Seven Emerging Trends," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 15, pages 265-279, World Scientific Publishing Co. Pte. Ltd..
  • Maela Giofre, 2009. "Convergence of EMU Equity Portfolios," FIW Working Paper series 028, FIW.
  • Alina Serban, 2009. "Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets," Working Papers 09-14, Department of Economics, West Virginia University.
  • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, in: Explorations in the Economics of Aging, pages 75-96, National Bureau of Economic Research, Inc.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Working Papers 14859, National Bureau of Economic Research, Inc.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Yale School of Management Working Papers amz2547, Yale School of Management, revised 24 Jun 2009.
    • Beshears, John & Choi, James & Laibson, David & Madrian, Brigitte C., 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Working Paper Series rwp09-016, Harvard University, John F. Kennedy School of Government.
  • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, in: Explorations in the Economics of Aging, pages 75-96, National Bureau of Economic Research, Inc.
    • Beshears, John & Choi, James & Laibson, David & Madrian, Brigitte C., 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Working Paper Series rwp09-016, Harvard University, John F. Kennedy School of Government.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Yale School of Management Working Papers amz2547, Yale School of Management, revised 24 Jun 2009.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Working Papers 14859, National Bureau of Economic Research, Inc.
  • N Blasco & P Corredor & S Ferreruela, 2011. "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(6), pages 1056-1066, June.
    • Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009. "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo dt2009-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  • Frahm, Gabriel & Memmel, Christoph, 2008. "Dominating estimators for the global minimum variance portfolio," Discussion Papers in Econometrics and Statistics 2/08, University of Cologne, Institute of Econometrics and Statistics.
    • Frahm, Gabriel & Memmel, Christoph, 2009. "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies 2009,01, Deutsche Bundesbank.
  • Uhlenbrock, Birgit, 2009. "Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators," Discussion Paper Series 2: Banking and Financial Studies 2009,08, Deutsche Bundesbank.
  • Busch, Ramona & Kick, Thomas, 2009. "Income diversification in the German banking industry," Discussion Paper Series 2: Banking and Financial Studies 2009,09, Deutsche Bundesbank.
  • Fecht, Falko & Wedow, Michael, 2014. "The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 376-399.
    • Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,10, Deutsche Bundesbank.
  • Ernst, Cornelia & Stange, Sebastian & Kaserer, Christoph, 2012. "Measuring market liquidity risk - which model works best?," Journal of Financial Transformation, Capco Institute, vol. 35, pages 133-146.
    • Ernst, Cornelia & Stange, Sebastian & Kaserer, Christoph, 2009. "Measuring market liquidity risk - which model works best?," CEFS Working Paper Series 2009-01, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Stange, Sebastian & Kaserer, Christoph, 2009. "Market liquidity risk: an overview," CEFS Working Paper Series 2009-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Achleitner, Ann-Kristin & Kaserer, Christoph & Ampenberger, Markus & Bitsch, Florian, 2009. "The German entrepreneurial index (GEX®): a primer on an ownership-based style index in Germany," CEFS Working Paper Series 2009-13, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
    • Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.
    • Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009. "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers 06-02, University of Cologne, Centre for Financial Research (CFR).
    • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
    • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
  • Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten, 2009. "Fundamental information in technical trading strategies," CFR Working Papers 08-12, University of Cologne, Centre for Financial Research (CFR).
  • Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph, 2009. "Low risk and high return - how emotions shape expectations on the stock market," CFR Working Papers 09-10, University of Cologne, Centre for Financial Research (CFR).
    • Kempf, Alexander & Merkle, Christoph & Niessen-Ruenzi, Alexandra, 2012. "Low risk and high return: Affective attitudes and stock market expectations," CFR Working Papers 09-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Household economic decisions under the shadow of terrorism," CFS Working Paper Series 2008/56, Center for Financial Studies (CFS).
    • Dimitris Christelis & Dimitris Georgarakos, 2010. "Household Economic Decisions under the Shadow of Terrorism," Working Papers 2010_16, Department of Economics, University of Venice "Ca' Foscari".
  • Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2009. "Stockholding: From Participation to Location and to Participation Spillovers," CSEF Working Papers 230, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Dimitris Christelis & Dimitris Georgarakos & Michael Haliassos, 2010. "Stockholding: From Participation to Location and to Participation Spillovers," Working Papers 2010_17, Department of Economics, University of Venice "Ca' Foscari".
    • Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2009. "Stockholding: From participation to location and to participation spillovers," CFS Working Paper Series 2009/02, Center for Financial Studies (CFS).
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
    • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
  • Christelis, Dimitris & Georgarakos, Dimitris, 2013. "Investing at home and abroad: Different costs, different people?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2069-2086.
    • Dimitrios Christelis & Dimitris Georgarakos, 2008. "Investing at Home and Abroad: Different Costs, Different People?," CSEF Working Papers 188, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 10 Jan 2013.
    • Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Investing at home and abroad: Different costs, different people," CFS Working Paper Series 2009/28, Center for Financial Studies (CFS).
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    • Georgarakos, Dimitris & Pasini, Giacomo, 2009. "Trust, sociability and stock market participation," CFS Working Paper Series 2009/29, Center for Financial Studies (CFS).
  • Scholtz, Hellmut D., 2009. "Modell zur Maximierung des Endvermögens unter gleichzeitiger Sicherstellung intertemporärer Vermögenserhaltung/Solvenz," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(9), pages 496-505.
  • Heidorn, Thomas & Kaiser, Dieter G. & Roder, Christoph, 2009. "Empirische Analyse der Drawdowns von Dach-Hedgefonds," Frankfurt School - Working Paper Series 109, Frankfurt School of Finance and Management.
  • Schalast, Christoph & Tiemann, Marcel & Tuppi, Pascal, 2009. "Staatsfonds - neue Akteure an den Finanzmärkten?," Frankfurt School - Working Paper Series 114, Frankfurt School of Finance and Management.
  • Cremers, Heinz & Walzner, Jens, 2009. "Modellierung des Kreditrisikos im Portfoliofall," Frankfurt School - Working Paper Series 127, Frankfurt School of Finance and Management.
  • Markus Pasche, 2009. "Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory," Jena Economics Research Papers 2009-085, Friedrich-Schiller-University Jena.
    • Pasche, Markus, 2009. "Fundamental uncertainty, portfolio choice, and liquidity preference theory," Economics Discussion Papers 2009-48, Kiel Institute for the World Economy (IfW Kiel).
  • Grau-Carles, Pilar & Sainz, Jorge & Otamendi, Javier & Doncel, Luis Miguel, 2009. "Different risk-adjusted fund performance measures: a comparison," Economics Discussion Papers 2009-54, Kiel Institute for the World Economy (IfW Kiel).
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  • Amendola, Alessandra & Storti, Giuseppe, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers 2009-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Post, Thomas, 2009. "Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality," SFB 649 Discussion Papers 2009-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Eckel, Stefanie & Löffler, Gunter & Maurer, Alina & Schmidt, Volker, 2009. "Measuring the effects of geographical distance on stock market correlation," SFB 649 Discussion Papers 2009-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
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    • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Rainer Schulz & Martin Wersing & Axel Werwatz, 2008. "Renting Versus Owning And The Role Of Income Risk: The Case Of Germany," ERES eres2008_248, European Real Estate Society (ERES).
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  • Silberhorn, Nadja & Hildebrandt, Lutz, 2009. "Is cross-category brand loyalty determined by risk aversion?," SFB 649 Discussion Papers 2009-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Becker, Franziska & Gürtler, Marc & Hibbeln, Martin, 2009. "Markowitz versus Michaud: Portfolio optimization strategies reconsidered," Working Papers IF30V3, Technische Universität Braunschweig, Institute of Finance.
  • Elisabeth Mueller, 2010. "Returns to Private Equity - Idiosyncratic Risk Does Matter!," Review of Finance, European Finance Association, vol. 15(3), pages 545-574.
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    • Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.2], ZEW - Leibniz Centre for European Economic Research.
    • Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.3], ZEW - Leibniz Centre for European Economic Research.
  • Elisabeth Mueller, 2010. "Returns to Private Equity - Idiosyncratic Risk Does Matter!," Review of Finance, European Finance Association, vol. 15(3), pages 545-574.
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    • Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.3], ZEW - Leibniz Centre for European Economic Research.
    • Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.2], ZEW - Leibniz Centre for European Economic Research.
  • Schindler, Felix, 2009. "Long-term benefits from investing in international real estate," ZEW Discussion Papers 09-023, ZEW - Leibniz Centre for European Economic Research.
  • Schindler, Felix, 2009. "Volatilitätseffekte am US-amerikanischen Häusermarkt," ZEW Discussion Papers 09-048, ZEW - Leibniz Centre for European Economic Research.
  • Michael Wolf & Dan Wunderli, 2009. "Fund-of-funds construction by statistical multiple testing methods," IEW - Working Papers 445, Institute for Empirical Research in Economics - University of Zurich.
  • Hippolyte D'Albis & Emmanuel Thibault, 2010. "Annuities, Bequests, and Portfolio Diversification," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(1), pages 75-91, February.
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  • Tomas Ramanauskas, 2009. "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series 3, Bank of Lithuania.
  • Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009. "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series 6, Bank of Lithuania.
  • Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 10999, University of Munich, Munich School of Management.
  • Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.
  • Rousova, Linda, 2009. "Are the Central European Stock Markets Still Different? A Cointegration Analysis," Discussion Papers in Economics 10993, University of Munich, Department of Economics.
  • Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée.
    • Isaac Kleshchelski & Nicolas Vincent, 2009. "Robust Equilibrium Yield Curves," Cahiers de recherche 0907, CIRPEE.
    • Nicolas Vincent & Isaac Kleshchelski, 2008. "Robust Equilibrium Yield Curves," 2008 Meeting Papers 486, Society for Economic Dynamics.
  • Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009. "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche 0929, CIRPEE.
  • Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2013. "Performance analysis of a collateralized fund obligation (CFO) equity tranche," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 518-553, July.
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  • Nouri , Peyman & Ghasempour , Reza & Ghasempour , Atefeh, 2009. "Effects of Banking Facilities on Private Sector Investment, Given the Specifications of the Iranian Banking System," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 5(3), pages 143-156, July.
  • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
    • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
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  • Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010. "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 813-823, December.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 245, McMaster University.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 431, McMaster University.
    • Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009. "New evidence on taxes and portfolio choice," IFS Working Papers W09/11, Institute for Fiscal Studies.
  • Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010. "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 813-823, December.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 431, McMaster University.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 245, McMaster University.
    • Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009. "New evidence on taxes and portfolio choice," IFS Working Papers W09/11, Institute for Fiscal Studies.
  • Axel Börsch‐Supan & Martin Gasche & Michael Ziegelmeyer, 2010. "Auswirkungen der Finanzkrise auf die private Altersvorsorge," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 11(4), pages 383-406, November.
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  • Andrew Adams & Rajiv Bhatt & James Clunie, 2009. "The Risks in CDO-Squared Structures," Multinational Finance Journal, Multinational Finance Journal, vol. 13(1-2), pages 55-74, March-Jun.
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    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent) 030, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers 7162, C.E.P.R. Discussion Papers.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
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  • Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential evolution and combinatorial search for constrained index-tracking," Annals of Operations Research, Springer, vol. 172(1), pages 153-176, November.
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  • Costanza Torricelli, 2009. "Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0017, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Carlo Alberto Magni, 2009. "Accounting and economic measures: an integrated theory of capital budgeting," Proyecciones Financieras y Valoración 5983, Master Consultores.
    • Carlo Alberto Magni, 2009. "Accounting and economic measures:An integrated theory of capital budgeting," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0019, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential evolution and combinatorial search for constrained index-tracking," Annals of Operations Research, Springer, vol. 172(1), pages 153-176, November.
    • Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential Evolution and Combinatorial Search for Constrained Index Tracking," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09032, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Costanza Torricelli, 2009. "Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09033, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Carlo Alberto Magni, 2009. "Accounting and economic measures: an integrated theory of capital budgeting," PROYECCIONES FINANCIERAS Y VALORACION 005983, MASTER CONSULTORES.
    • Carlo Alberto Magni, 2009. "Accounting and economic measures:An integrated theory of capital budgeting," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09121, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell, 2009. "Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts," NBER Working Papers 15079, National Bureau of Economic Research, Inc.
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  • Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00389773, HAL.
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  • Kateryna Shapovalova & Alexander Subbotin, 2009. "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne 09037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
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    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
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  • Keith R. McLaren, 2009. "A New Example of a Closed Form Mean-Variance Representation," Monash Econometrics and Business Statistics Working Papers 1/09, Monash University, Department of Econometrics and Business Statistics.
  • Takeo Hoshi & Takatoshi Ito, 2009. "Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR," NBER Books, National Bureau of Economic Research, Inc, number hosh07-1, May.
  • James M. Poterba & Joshua Rauh & Steven F. Venti & David A. Wise, 2009. "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Chapters, in: Developments in the Economics of Aging, pages 15-50, National Bureau of Economic Research, Inc.
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  • Coeurdacier, Nicolas & Martin, Philippe, 2009. "The geography of asset trade and the euro: Insiders and outsiders," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 90-113, June.
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  • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 231-263, National Bureau of Economic Research, Inc.
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    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
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  • Jeffrey R. Brown & Scott J. Weisbenner, 2009. "Who Chooses Defined Contribution Plans?," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 131-161, National Bureau of Economic Research, Inc.
    • Jeffrey R. Brown & Scott J. Weisbenner, 2007. "Who Chooses Defined Contribution Plans?," NBER Working Papers 12842, National Bureau of Economic Research, Inc.
  • Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009. "Measuring the Financial Sophistication of Households," American Economic Review, American Economic Association, vol. 99(2), pages 393-398, May.
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    • Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009. "Measuring the Financial Sophistication of Households," NBER Working Papers 14699, National Bureau of Economic Research, Inc.
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  • Campbell, John Y. & Sunderam, Adi & Viceira, Luis M., 2017. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," Critical Finance Review, now publishers, vol. 6(2), pages 263-301, September.
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  • Ľuboš Pástor & Robert F. Stambaugh, 2012. "Are Stocks Really Less Volatile in the Long Run?," Journal of Finance, American Finance Association, vol. 67(2), pages 431-478, April.
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  • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, in: Explorations in the Economics of Aging, pages 75-96, National Bureau of Economic Research, Inc.
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  • Pablo Antolín & Fiona Stewart, 2009. "Private Pensions and Policy Responses to the Financial and Economic Crisis," OECD Working Papers on Insurance and Private Pensions 36, OECD Publishing.
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  • Ioan Ovidiu SPATACEAN & Paula NISTOR, 2009. "Considerations Upon The Selection Of Currency Hedging Strategies – Between Oportunity And Applicability," STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA, Petru Maior University, Faculty of Economics Law and Administrative Sciences, vol. 1, pages 57-78, December.
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  • Das, Rituparna, 2009. "Computing Skills in the Market Risk Management in the G-Sec Portfolio by the Banks in India," MPRA Paper 12997, University Library of Munich, Germany.
  • Das, Rituparna, 2009. "Fixed Income Portfolio Management in Indian Banks," MPRA Paper 13126, University Library of Munich, Germany.
  • Steinbacher, Matjaz, 2009. "The Role of Liquidity Individuals in the Decision-Making," MPRA Paper 13566, University Library of Munich, Germany.
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  • Steinbacher, Matjaz, 2009. "Acceptable Risk in a Portfolio Analysis," MPRA Paper 13569, University Library of Munich, Germany.
  • Varsanyi, Zoltan, 2009. "When risk weights increase the risk: some concerns for capital regulation," MPRA Paper 13594, University Library of Munich, Germany.
  • Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany.
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    • Giofré, Maela M., 2009. "The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios," MPRA Paper 13925, University Library of Munich, Germany.
  • Steinbacher, Matjaz, 2009. "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper 14295, University Library of Munich, Germany.
  • Ferstl, Robert & Weissensteiner, Alex, 2011. "Asset-liability management under time-varying investment opportunities," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 182-192, January.
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  • Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
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  • Steinbacher, Matjaz, 2009. "Behavior of Investors on a Multi-Asset Market," MPRA Paper 15898, University Library of Munich, Germany.
  • Hopfensitz, Astrid, 2009. "Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback," MPRA Paper 16096, University Library of Munich, Germany.
  • Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin, 2009. "Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik [Classifying Hedge Funds u," MPRA Paper 16939, University Library of Munich, Germany.
  • Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi, 2009. "Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation," MPRA Paper 17099, University Library of Munich, Germany.
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    • Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper 17139, University Library of Munich, Germany.
  • Yamori, Nobuyoshi, 2009. "Characteristics of Japan’s Commodities Index and its Correlation with Stock Index," MPRA Paper 17160, University Library of Munich, Germany.
  • Simon Keel & David Ardia, 2011. "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 123-131, June.
    • Keel, Simon & Ardia, David, 2009. "Generalized Marginal Risk," MPRA Paper 17258, University Library of Munich, Germany.
  • Hopfensitz, Astrid & Wranik, Tanja, 2009. "How to Adapt to Changing Markets: Experience and Personality in a Repeated Investment Game," TSE Working Papers 09-122, Toulouse School of Economics (TSE).
    • Hopfensitz, Astrid & Wranik, Tanja, 2009. "How to adapt to changing markets: experience and personality in a repeated investment game," MPRA Paper 17835, University Library of Munich, Germany.
  • Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila, 2009. "What determines IPO underpricing ? Evidence from a frontier market," MPRA Paper 18069, University Library of Munich, Germany.
  • Bunea-Bontaş, Cristina Aurora & Petre, Mihaela Cosmina & Culiţă, Gica, 2009. "Issues on Hedge Effectiveness Testing," MPRA Paper 18131, University Library of Munich, Germany.
  • Hipòlit Torró, . "Assessing the influence of spot price predictability on electricity futures hedging," Journal of Risk, Journal of Risk.
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  • W Pfau, 2009. "The Role of International Diversification in Public Pension Systems: The Case of Pakistan," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 81-106, September.
    • Pfau, Wade Donald, 2009. "The Role of International Diversification in Public Pension Systems: The Case of Pakistan," MPRA Paper 19037, University Library of Munich, Germany.
  • Wade D. Pfau, 2008. "Emerging Market Pension Funds and International Diversification," GRIPS Discussion Papers 08-10, National Graduate Institute for Policy Studies.
    • Pfau, Wade Donald, 2009. "Emerging Market Pension Funds and International Diversification," MPRA Paper 19039, University Library of Munich, Germany.
  • Moawia, Alghalith, 2009. "General closed-form solutions to the dynamic optimization problem in incomplete markets," MPRA Paper 19313, University Library of Munich, Germany.
  • Moawia, Alghalith, 2009. "A new approach to stochastic optimization: the investment-consumption model," MPRA Paper 19315, University Library of Munich, Germany.
  • Moawia, Alghalith, 2009. "Optimal option pricing and trading: a new theory," MPRA Paper 19317, University Library of Munich, Germany.
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  • Janda, Karel, 2009. "The Origins of Czech Credit Guarantees Programs and the Value of Guarantee Fund Portfolio on Czech Stock Exchanges," MPRA Paper 19404, University Library of Munich, Germany.
  • Janda, Karel & Svárovská, Barbora, 2009. "The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance," MPRA Paper 19486, University Library of Munich, Germany.
  • Bolgun, Evren & Kurun, Engin & Guven, Serhat, 2009. "Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange," MPRA Paper 19887, University Library of Munich, Germany.
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    • Maela Giofré, 2010. "Investor Protection and Foreign Stakeholders," CESifo Working Paper Series 3102, CESifo.
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    • McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper 20975, University Library of Munich, Germany, revised 20 Sep 2009.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series CARF-F-171, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
  • Gerasimchuk, Ivetta & Ilyumzhinova, Kamila & Schorn, Alistair & Kraft, Georg & Smith, Kevin & Lottmann, Juergen & Eckstein, Mark & Khmeleva, Ekaterina & Perelet, Renat & Shvarts, Evgeny, 2009. "Pure Profit for Russia: Benefits of Responsible Finance," MPRA Paper 21098, University Library of Munich, Germany, revised 03 Mar 2010.
  • Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
  • Giovanis, Eleftherios, 2009. "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper 22326, University Library of Munich, Germany.
  • Giovanis, Eleftherios, 2009. "The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets," MPRA Paper 22328, University Library of Munich, Germany.
  • Stefano, Collina, 2009. "Islamic equity funds: an Italian perspective," MPRA Paper 22343, University Library of Munich, Germany.
  • Khan, Muhammad Irfan, 2009. "Price Earning Ratio and Market to Book Ratio," MPRA Paper 23969, University Library of Munich, Germany.
  • Sasidharan, Anand, 2009. "Does seasonality persists in Indian stock markets?," MPRA Paper 24185, University Library of Munich, Germany, revised Aug 2010.
  • Panousi, Vasia, 2009. "Capital Taxation with Entrepreneurial Risk," MPRA Paper 24237, University Library of Munich, Germany.
  • Vasia Panousi & Dimitris Papanikolaou, 2012. "Investment, Idiosyncratic Risk, and Ownership," Journal of Finance, American Finance Association, vol. 67(3), pages 1113-1148, June.
    • Panousi, Vasia & Papanikolaou, Dimitris, 2009. "Investment, idiosyncratic risk, and ownership," MPRA Paper 24239, University Library of Munich, Germany.
    • Vasia Panousi & Dimitris Papanikolaou, 2011. "Investment, idiosyncratic risk, and ownership," Finance and Economics Discussion Series 2011-54, Board of Governors of the Federal Reserve System (U.S.).
  • Moawia, Alghalith, 2009. "Optimal option pricing and trading: a new theory," MPRA Paper 25619, University Library of Munich, Germany.
  • Li, Jing & Xu, Mingxin, 2009. "Minimizing Conditional Value-at-Risk under Constraint on Expected Value," MPRA Paper 26342, University Library of Munich, Germany, revised 25 Oct 2010.
  • Torre-Gallegos, Antonio de la & Bellini, Edith, 2009. "Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características [Stock market crisis in Spain and their comparison with other intern," MPRA Paper 26547, University Library of Munich, Germany.
  • Cifarelli, Giulio & Paladino, Giovanna, 2009. "Oil and portfolio risk diversification," MPRA Paper 28293, University Library of Munich, Germany, revised Nov 2010.
  • Gonzales, Rolando, 2009. "Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping [Portfolio analysis with Sharpe ratios resampled by bootstrapping]," MPRA Paper 28402, University Library of Munich, Germany.
  • Qian, Hang, 2009. "Bayesian Portfolio Selection with Gaussian Mixture Returns," MPRA Paper 32688, University Library of Munich, Germany.
  • Deniz Anginer & Çelim Yıldızhan, 2018. "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, vol. 22(2), pages 633-660.
    • Anginer, Deniz & Yildizhan, Celim, 2009. "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper 53885, University Library of Munich, Germany, revised 23 Apr 2013.
    • Anginer, Deniz & Yildizhan, Celim, 2010. "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series 5319, The World Bank.
  • Hussain, Ashiq, 2009. "Equity & Stock Analysis/Valuation," MPRA Paper 58902, University Library of Munich, Germany, revised 31 Dec 2009.
  • Camilleri, Silvio John & Galea, Gabriella, 2009. "The Diversification Potential Offered by Emerging Markets in Recent Years," MPRA Paper 62491, University Library of Munich, Germany.
  • Trabelsi, Mohamed Ali, 2008. "Sur-réaction sur le marché tunisien des actions : une investigation empirique [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper 76925, University Library of Munich, Germany.
    • Trabelsi, Mohamed Ali, 2009. "Sur-réaction sur le marché tunisien des actions : une investigation empirique [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper 80441, University Library of Munich, Germany, revised 2009.
  • Martina Prskavcová, 2009. "Social Responsibility Investing [Společensky odpovědné investování]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2009(2), pages 57-69.
  • Jan Vlachý, 2009. "Strategie podniku a finanční teorie [Corporate strategy and financial theory]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(2), pages 147-162.
  • Laura Badian & Gregory Harrington, 2009. "Évolution de la politique des fonds souverains," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 149-164.
  • Laura Badian & Gregory Harrington, 2009. "The Evolving Politics of Sovereign Wealth Funds," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 143-156.
  • Umberto Triacca, 2009. "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 285-291, November.
  • Leon Vinokur, 2009. "Disposition in the Carbon Market and Institutional Constraints," Working Papers 652, Queen Mary University of London, School of Economics and Finance.
  • Leon Vinokur, 2009. "Disposition in the Carbon Market and Institutional Constraints," Working Papers 652, Queen Mary University of London, School of Economics and Finance.
  • Francisco Venegas Martinez, 2009. "Un modelo estocastico de equilibrio general para valuar derivados y bonos," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 6(1), pages 111-120, Julio - D.
  • Adam Clements & Annastiina Silvennoinen, 2009. "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series 44, National Centre for Econometric Research.
  • Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2011. "Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 17(3), pages 227-241, January.
    • Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009. "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance icma-dp2009-11, Henley Business School, University of Reading.
  • Franz Fuerst & Gianluca Marcato, 2008. "Style Analysis In Real Estate Markets: Beyond The Sectors And Regions Dichotomy," ERES eres2008_146, European Real Estate Society (ERES).
    • Franz Fuerst & Gianluca Marcato, 2009. "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers rep-wp2009-01, Henley Business School, University of Reading.
  • Franz Fuerst & George Matysiak, 2009. "Drivers of Fund Performance: A Panel Data Analysis," Real Estate & Planning Working Papers rep-wp2009-02, Henley Business School, University of Reading.
  • Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen, 2009. "Optimal Health and Longevity Insurance," 2009 Meeting Papers 185, Society for Economic Dynamics.
    • Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," NBER Working Papers 17325, National Bureau of Economic Research, Inc.
  • Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2011. "How Deep Is the Annuity Market Participation Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 279-319.
    • Inkmann, Joachim & Lopes, Paula & Michaelides, Alexander, 2007. "How deep is the annuity market participation puzzle?," LSE Research Online Documents on Economics 24488, London School of Economics and Political Science, LSE Library.
    • Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim, 2010. "How Deep is the Annuity Market Participation Puzzle?," CEPR Discussion Papers 7940, C.E.P.R. Discussion Papers.
    • Paula Lopes & Alex Michaelides & Joachim Inkmann, 2009. "How deep is the annuity market participation puzzle?," 2009 Meeting Papers 239, Society for Economic Dynamics.
    • Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2009. "How Deep is the Annuity Market Participation Puzzle?," Working Papers 2009-5, Central Bank of Cyprus.
  • Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
    • Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc.
    • Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
  • Cosmin Ilut, 2012. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 33-65, July.
    • Cosmin Ilut, 2009. "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers 328, Society for Economic Dynamics.
    • Cosmin L. Ilut, 2010. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," Working Papers 10-53, Duke University, Department of Economics.
  • Claudio Campanale, 2011. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
    • Claudio Campanale, 2008. "Learning, Ambiguity and Life-cycle Portfolio Allocation," CeRP Working Papers 80, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    • Claudio Campanale, 2009. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," 2009 Meeting Papers 38, Society for Economic Dynamics.
  • Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
    • Georgy chabakauri & Suleyman Basak, 2009. "Dynamic Hedging in Incomplete Markets: A Simple Solution," 2009 Meeting Papers 594, Society for Economic Dynamics.
    • Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers dp680, Financial Markets Group.
    • Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers 8402, C.E.P.R. Discussion Papers.
    • Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic hedging in incomplete markets: a simple solution," LSE Research Online Documents on Economics 119068, London School of Economics and Political Science, LSE Library.
  • Irina-Eugenia Iamandi & Laura-Gabriela Constantin, 2009. "Addressing Socially Responsible Investments through Alternative Risk Transfer Solutions at International Level," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 12(33), pages 61-94, (3).
  • Dejan Eric & Goran Andjelic & Srdjan Redzepagic, 2009. "Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 27(1), pages 171-196.
  • Xue, Yi & Gençay, Ramazan, 2012. "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
    • Yi Xue & Ramazan Gencay, 2009. "Hierarchical Information and the Rate of Information Diffusion," Working Paper series 29_09, Rimini Centre for Economic Analysis.
  • Xue, Yi & Gençay, Ramazan, 2012. "Trading frequency and volatility clustering," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 760-773.
    • Yi Xue & Ramazan Gencay, 2009. "Trading Frequency and Volatility Clustering," Working Paper series 31_09, Rimini Centre for Economic Analysis.
  • Galvani, Valentina & Plourde, Andre, 2009. "Spanning with Zero-Price Investment Assets," Working Papers 2009-5, University of Alberta, Department of Economics.
  • Galvani, Valentina & Plourde, André, 2010. "Portfolio diversification in energy markets," Energy Economics, Elsevier, vol. 32(2), pages 257-268, March.
    • Galvani, Valentina & Plourde, Andre, 2009. "Portfolio Diversification in Energy Markets," Working Papers 2009-6, University of Alberta, Department of Economics.
  • Galvani, Valentina & Behnamian, Aslan, 2009. "A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds," Working Papers 2009-7, University of Alberta, Department of Economics.
  • Ribeiro, Mafalda & Santos, C. Machado, 2009. "Hedge funds strategies -are they consistent?," Working Papers 10/2009, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2013. "Performance analysis of a collateralized fund obligation (CFO) equity tranche," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 518-553, July.
    • Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009. "Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche," Cahiers de recherche 0931, CIRPEE.
    • Aboul-Enein, Shady & Dionne, Georges & Papageorgiou, Nicolas, 2009. "Performance analysis of a collateralized fund obligation (CFO) equity tranche," Working Papers 09-4, HEC Montreal, Canada Research Chair in Risk Management.
  • Moosa, Imad A. & Al-Deehani, Talla M., 2009. "The Myth of International Diversification," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(3), pages 383-406.
  • Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
    • Dennis Kristensen & Andrew Ang, 2009. "Testing Conditional Factor Models," CREATES Research Papers 2009-09, Department of Economics and Business Economics, Aarhus University.
    • Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
  • Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
    • Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
    • Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
    • Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
  • Valeri Voev, 2009. "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers 2009-56, Department of Economics and Business Economics, Aarhus University.
  • Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1557-1576, September.
    • Olaf Posch, 2009. "Risk premia in general equilibrium," CREATES Research Papers 2009-58, Department of Economics and Business Economics, Aarhus University.
    • Olaf Posch, 2011. "Risk premia in general equilibrium," Post-Print hal-00851860, HAL.
    • Olaf Posch, 2010. "Risk Premia in General Equilibrium," CESifo Working Paper Series 3131, CESifo.
  • Sergei Izmalkov & Muhamet Yildiz, 2010. "Investor Sentiments," American Economic Journal: Microeconomics, American Economic Association, vol. 2(1), pages 21-38, February.
    • Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, Center for Economic and Financial Research (CEFIR).
    • Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, New Economic School (NES).
  • Suleyman Basak & Dmitry Makarov, 2014. "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, vol. 69(1), pages 179-217, February.
    • Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, Center for Economic and Financial Research (CEFIR).
    • Basak, Suleyman & Makarov, Dmitry, 2011. "Strategic Asset Allocation in Money Management," CEPR Discussion Papers 8457, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, New Economic School (NES).
  • Joshua D. Coval & Jakub W. Jurek & Erik Stafford, 2009. "Economic Catastrophe Bonds," American Economic Review, American Economic Association, vol. 99(3), pages 628-666, June.
  • Francis A. Longstaff, 2009. "Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets," American Economic Review, American Economic Association, vol. 99(4), pages 1119-1144, September.
  • Asen Ivanov & Dan Levin & James Peck, 2009. "Hindsight, Foresight, and Insight: An Experimental Study of a Small-Market Investment Game with Common and Private Values," American Economic Review, American Economic Association, vol. 99(4), pages 1484-1507, September.
    • Asen Ivanov & Dan Levin & James Peck, 2008. "Hindsight, Foresight, and Insight: An Experimental Study of a Small-Market Investment Game with Common and Private Values," Working Papers 0801, VCU School of Business, Department of Economics.
  • Benjamin R. Mandel, 2009. "Art as an Investment and Conspicuous Consumption Good," American Economic Review, American Economic Association, vol. 99(4), pages 1653-1663, September.
  • James J. Choi & David Laibson & Brigitte C. Madrian, 2009. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," American Economic Review, American Economic Association, vol. 99(5), pages 2085-2095, December.
    • James J. Choi & David Laibson & Brigitte C. Madrian, 2007. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," NBER Working Papers 13656, National Bureau of Economic Research, Inc.
    • Laibson, David I. & Madrian, Brigitte C. & Choi, James J., 2009. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," Scholarly Articles 4686774, Harvard University Department of Economics.
  • Charles Engel & Akito Matsumoto, 2009. "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 155-188, July.
    • Mr. Akito Matsumoto & Mr. Charles Engel, 2009. "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers 2009/012, International Monetary Fund.
  • Richard H. Borgman, 2009. "Prudent Intesting? The Credit Crisis of August 2007 Mainsail II Siv-Lite, and the State Cash Investment Pool," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(Number Sp), pages 645-666, November.
  • Barnett, Barry J. & Coble, Keith H., 2008. "Are Our Agricultural Risk Management Tools Adequate for a New Era?," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 24(01), pages 1-4.
  • Bogan, Vicki, 2009. "Investment Decisions and Offspring Gender," Working Papers 48923, Cornell University, Department of Applied Economics and Management.
  • Shai Bernstein & Josh Lerner & Antoinette Schoar, 2013. "The Investment Strategies of Sovereign Wealth Funds," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 219-238, Spring.
    • Shai Bernstein & Josh Lerner & Antoinette Schoar, 2009. "The Investment Strategies of Sovereign Wealth Funds," NBER Working Papers 14861, National Bureau of Economic Research, Inc.
    • Bernstein, Shai & Lerner, Josh & Schoar, Antoinette, 2009. "The Investment Strategies of Sovereign Wealth Funds," Institutions and Markets Papers 50460, Fondazione Eni Enrico Mattei (FEEM).
    • Josh Lerner & Shai Bernstein & Antoinette Schoar, 2009. "The Investment Strategies of Sovereign Wealth Funds," Working Papers 2009.25, Fondazione Eni Enrico Mattei.
  • Pushkarskaya, Helen & Marshall, Maria I., 2009. "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(3), pages 613-624, December.
    • Pushkarskaya, Helen N. & Marshall, Maria I., 2009. "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(3), pages 1-12, December.
  • Nalley, Lawton Lanier & Barkley, Andrew & Watkins, Brad & Hignight, Jeffery, 2009. "Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(3), pages 641-652, December.
    • Nalley, Lawton Lanier & Barkely, Andrew & Watkins, Brad & Hignight, Jeffrey A., 2009. "Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(3), pages 1-12, December.
    • Nalley, Lawton Lanier & Barkley, Andrew P. & Brad, Watkins & Hignight, Jeffrey A., 2009. "Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 45648, Southern Agricultural Economics Association.
  • Hotz, Joffre & Unterschultz, James R., 2009. "Hedging Alberta Government's Oil and Gas Revenue: Is Acting Like a Farmer a Viable Strategy?," Staff Paper Series 91401, University of Alberta, Department of Resource Economics and Environmental Sociology.
  • Surendranath JORY & Mark PERRY & Thomas A. HEMPHILL, 2009. "Shanghai, Dubai, Mumbai Or Goodbye?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 4, pages 103-123, November.
  • Ana POPA & Laura GIURCA VASILESCU, 2009. "The real estate investments and the financial crisis in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 65-70, December.
  • Alina MANTA & Dan Florentin SICHIGEA, 2009. "Correlations between risk management indicators and performance levels on the example of S.C. Bancpost S.A," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 255-260, May.
  • Claudia MITITELU & Stefan MITITELU, 2009. "The management of liquidity risk," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 277-285, May.
  • Marilen PIRTEA & Cristina NICOLESCU & Claudiu BOTOC, 2009. "Corporate strategies during the global crisis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 76-80, May.
  • Assist. Ph.D Dalia Simion & Assist. Ph.D Daniel Toba & Ph.D Student Danut Barbu, 2009. "Analysis And Modelation Of The Consumer’S Behaviour Of Financial Products On The Romanian Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 125-135, April.
  • Tatiana Mosteanu & Carmen Maria Lacatus, 2009. "The Issue Of Municipal Bonds, A Challenge For The Romanian Local Public Administrations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-47.
  • George Horia Ionescu & DragoÅŸ Mihai Ungureanu & Ruxandra Dana Vilag & Florian Bogdan Stoian, 2009. "Financial Contagion And Investors Behavior," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-57.
  • Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November.
    • Veronesi, Pietro & Pástor, LuboÅ¡, 2009. "Learning in Financial Markets," CEPR Discussion Papers 7127, C.E.P.R. Discussion Papers.
    • Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," NBER Working Papers 14646, National Bureau of Economic Research, Inc.
  • Robert A. Jarrow, 2009. "Credit Risk Models," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 37-68, November.
  • Peter Bossaerts, 2009. "What Decision Neuroscience Teaches Us About Financial Decision Making," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 383-404, November.
  • Robert A. Jarrow, 2009. "The Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 69-96, November.
  • Sara Biagini & Ales Cerny, 2009. "Admissible strategies in semimartingale portfolio selection," Carlo Alberto Notebooks 117, Collegio Carlo Alberto, revised 2010.
    • Sara Biagini & Alev{s} v{C}ern'y, 2009. "Admissible Strategies in Semimartingale Portfolio Selection," Papers 0910.3936, arXiv.org, revised Dec 2010.
  • Wozabal, David & Hochreiter, Ronald, 2012. "A coupled Markov chain approach to credit risk modeling," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 403-415.
    • David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802, arXiv.org, revised Jan 2014.
  • Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute.
    • Camilo Serrano & Martin Hoesli, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES eres2009_265, European Real Estate Society (ERES).
  • Cocozza, Rosa & Orlando, Albina, 2009. "Managing structured bonds: An analysis using RAROC and EVA," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 2(4), pages 409-426, September.
  • Fernandes, José Luiz Barros & Ornelas, José Renato Haas, 2009. "Minimising operational risk in portfolio allocation decisions," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 2(4), pages 438-450, September.
  • Enzo Mignarri, 2009. "Exchange Traded Commodities: characteristics and fiscal regime," BANCARIA, Bancaria Editrice, vol. 10, pages 73-78, October.
  • Michele Bonollo & Paola Mosconi & Marta Pegorin, 2009. "Concentration risk and Basel Pillar II. Add-On or Portfolio Model? Some proposals," BANCARIA, Bancaria Editrice, vol. 11, pages 27-47, November.
  • Enrica Bolognesi, 2009. "The Italian Asset management industry from the fund managers’ perspective," BANCARIA, Bancaria Editrice, vol. 12, pages 48-65, December.
  • Caterina Lucarelli & Gianni Brighetti, 2009. "Neuroscience and risk tolerance in financial decision-making processes," BANCARIA, Bancaria Editrice, vol. 12, pages 88-103, December.
  • Maria Debora Braga, 2009. "Hedge fund and market risk: new concepts and models, beyond VaR," BANCARIA, Bancaria Editrice, vol. 9, pages 76-87, September.
  • J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de B, 2009. "Buy-and-Hold Strategies and Comonotonic Approximations," Working Papers in Economics 213, Universitat de Barcelona. Espai de Recerca en Economia.
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    • Alicia Garcia-Herrero & Philip Woolbridge & Doo Yong Yang, 2009. "Why don\'t Asians invest in Asia:The determinants of cross-border portfolio holdings," Working Papers 0908, BBVA Bank, Economic Research Department.
  • Serkan Yilmaz Kandir, 2009. "Investigation of Prudent Investment Hypothesis in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(1), pages 81-100.
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  • Mencía, Javier, 2012. "Assessing the risk-return trade-off in loan portfolios," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1665-1677.
    • Javier Mencía, 2009. "Assessing the risk-return trade-off in loans portfolios," Working Papers 0911, Banco de España.
  • José Rangel & Robert Engle, 2012. "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124.
    • José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
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  • Alain Monfort., 2009. "Une mod lisation s quentielle de la VaR," Working papers 250, Banque de France.
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    • Monfort, A., 2009. "Optimal Portfolio Allocation under Asset and Surplus VaR Constraints," Working papers 251, Banque de France.
  • Arrondel, L. & Savignac, F., 2009. "Stockholding: Does housing wealth matter?," Working papers 266, Banque de France.
  • Marie Brière & Ombretta Signori, 2009. "Do Inflation‐Linked Bonds Still Diversify?," European Financial Management, European Financial Management Association, vol. 15(2), pages 279-297, March.
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    • Marie Briere & Ombretta Signori, 2009. "Do inflation-linked bonds still diversify?," ULB Institutional Repository 2013/169891, ULB -- Universite Libre de Bruxelles.
  • Michael McAleer, 2009. "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
    • McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers EI 2008-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE 2009-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo.
    • Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series CARF-F-164, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Juan‐Ángel Jiménez‐Martín & Michael McAleer & Teodosio Pérez‐Amaral, 2009. "The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 850-855, December.
    • Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord," Documentos de Trabajo del ICAE 2009-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Mark Grinblatt & Matti Keloharju, 2009. "Sensation Seeking, Overconfidence, and Trading Activity," Journal of Finance, American Finance Association, vol. 64(2), pages 549-578, April.
    • Mark Grinblatt & Matti Keloharju, 2006. "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers 12223, National Bureau of Economic Research, Inc.
  • Nicholas Barberis & Wei Xiong, 2009. "What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation," Journal of Finance, American Finance Association, vol. 64(2), pages 751-784, April.
    • Nicholas Barberis & Wei Xiong, 2006. "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers 12397, National Bureau of Economic Research, Inc.
  • Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, June.
    • Laura Veldkamp & Stijn Van Nieuwerburgh, 2004. "Information Immobility and the Home Bias Puzzle," Working Papers 04-32, New York University, Leonard N. Stern School of Business, Department of Economics.
    • Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc.
    • Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers 78, Society for Economic Dynamics.
  • Ľuboš Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, August.
    • Lubos Pastor & Robert F. Stambaugh, 2007. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 12814, National Bureau of Economic Research, Inc.
    • Stambaugh, Robert F. & Pástor, LuboÅ¡, 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers.
    • Lubos Pastor & Robert F. Stambaugh, 2008. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 13804, National Bureau of Economic Research, Inc.
  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008. "International stock return comovements," Working Paper Series 931, European Central Bank.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
    • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
  • Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009. "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 597-635, May.
    • Bong-Chan Kho & René M Stulz & Francis E Warnock, 2006. "Financial globalisation, governance and the evolution of the home bias," BIS Working Papers 220, Bank for International Settlements.
    • Kho, Bong-Chan & Stulz, Rene M. & Warnock, Francis E., 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," Working Paper Series 2006-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
    • Bong-Chan Kho & Rene M. Stulz & Francis E. Warnock, 2008. "Financial globalization, governance, and the evolution of the home bias," Globalization Institute Working Papers 12, Federal Reserve Bank of Dallas.
  • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean‐Variance Preferences," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521, July.
    • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.
    • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008. "Portfolio Selection with Monotone Mean-Variance Preferences," Temi di discussione (Economic working papers) 664, Bank of Italy, Economic Research and International Relations Area.
    • Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005. "Portfolio Selection with Monotone Mean-Variance Preferences," Finance 0502014, University Library of Munich, Germany.
    • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," ICER Working Papers - Applied Mathematics Series 27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
  • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 341-381, September.
    • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers 82, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and risk diversification in real estate investments: assessing the ex post economic value," Working Papers 2009-001, Federal Reserve Bank of St. Louis.
  • Courtney Coile & Kevin Milligan, 2009. "How Household Portfolios Evolve After Retirement: The Effect Of Aging And Health Shocks," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 55(2), pages 226-248, June.
    • Courtney Coile & Kevin Milligan, 2006. "How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks," NBER Working Papers 12391, National Bureau of Economic Research, Inc.
  • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
    • Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
  • Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
    • Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015. "The Valuation Channel of External Adjustment," CEPR Discussion Papers 10564, C.E.P.R. Discussion Papers.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc.
    • Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 2009/275, International Monetary Fund.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The valuation channel of external adjustment," Working Papers 09-18, Federal Reserve Bank of Boston.
  • Seewon Kim, 2009. "Demand for Risky Assets with Uncertain Labor Income : A Panel Study (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 15(4), pages 82-117, December.
  • Hasan F. Baklaci, 2009. "An Empirical Examination of Bilateral Interaction Between Foreign Investors’ Trading and Returns in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(42), pages 35-58.
  • Erkin Uzun, 2009. "Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(43), pages 53-80.
  • Hui Chen & Jianjun Miao & Neng Wang, 2010. "Entrepreneurial Finance and Nondiversifiable Risk," The Review of Financial Studies, Society for Financial Studies, vol. 23(12), pages 4348-4388, December.
    • Hui Chen & Jianjun Miao & Neng Wang, "undated". "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - Working Papers Series wp2009-018, Boston University - Department of Economics.
    • Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-180, Boston University - Department of Economics.
    • Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," NBER Working Papers 14848, National Bureau of Economic Research, Inc.
  • Bruno Ribeiro Castro & Andrea Maria Accioly Fonseca Minardi, 2009. "Performance Comparison of Active and Passive Stock Funds," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(2), pages 143-161.
  • Flávia de Souza Costa Neves Cavazotte & Paulo Tavares Dias Filho & Otacílio Torres Vilas Boas, 2009. "The Influence of Emotions on the Endowment Effect," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(2), pages 196-213.
  • Raphael Braga Silva & Roberto Moreno Moreira & Luiz Felipe Jacques Motta, 2009. "The Impact of Foreign Asset Investments on the Performance of Brazilian Pension Funds," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(2), pages 237-258.
  • Pedro Gabriel Boainain & Pedro L. Valls Pereira, 2009. "Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(3), pages 265-303.
  • Luiz Augusto Martits & William Eid Junior, 2009. "Loss Aversion: A Comparison of Investment Decision Making Between Individual Investors and Pension Funds in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(4), pages 429-457.
  • Arnold Polanski & Evarist Stoja, 2011. "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 523-540, September.
    • Evarist Stoja & Arnold Polanski, 2009. "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers 09/616, School of Economics, University of Bristol, UK.
  • Mihir A Desai & Dhammika Dharmapala, 2011. "Dividend Taxes and International Portfolio Choice," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 266-284, February.
    • Mihir A. Desai & Dhammika Dharmapala, 2009. "Dividend Taxes and International Portfolio Choice," Working Papers 0911, Oxford University Centre for Business Taxation.
  • Paul J.J. Welfens, 2009. "Portfolio Modelling and Growth," EIIW Discussion paper disbei161, Universitätsbibliothek Wuppertal, University Library.
  • Paul J.J. Welfens, 2009. "Explaining oil price dynamics," EIIW Discussion paper disbei169, Universitätsbibliothek Wuppertal, University Library.
  • Denis Dupré & Isabelle Girerd-Potin & Sonia Jimenez-Garces & Pascal Louvet, 2009. "Influence de la notation éthique sur l'évolution du prix des actions. Un modèle théorique," Revue économique, Presses de Sciences-Po, vol. 60(1), pages 5-31.
  • Jezek, M., 2009. "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics 0951, Faculty of Economics, University of Cambridge.
  • Elena Vigna, 2009. "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," Carlo Alberto Notebooks 108, Collegio Carlo Alberto, revised 2009.
  • Sara Biagini & Alev{s} v{C}ern'y, 2009. "Admissible Strategies in Semimartingale Portfolio Selection," Papers 0910.3936, arXiv.org, revised Dec 2010.
    • Sara Biagini & Ales Cerny, 2009. "Admissible strategies in semimartingale portfolio selection," Carlo Alberto Notebooks 117, Collegio Carlo Alberto, revised 2010.
  • Diego Valderrama & Katheryn N. Russ, "undated". "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers 915, University of California, Davis, Department of Economics.
    • Diego Valderrama & Katheryn N. Russ, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers 916, University of California, Davis, Department of Economics.
    • Katheryn N. Russ & Diego Valderrama, 2009. "A theory of banks, bonds, and the distribution of firm size," Working Paper Series 2009-25, Federal Reserve Bank of San Francisco.
    • Katheryn N. Russ & Diego Valderrama, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," NBER Working Papers 15454, National Bureau of Economic Research, Inc.
  • Katheryn N. Russ & Diego Valderrama, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," NBER Working Papers 15454, National Bureau of Economic Research, Inc.
    • Diego Valderrama & Katheryn N. Russ, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers 4, University of California, Davis, Department of Economics.
    • Katheryn N. Russ & Diego Valderrama, 2009. "A theory of banks, bonds, and the distribution of firm size," Working Paper Series 2009-25, Federal Reserve Bank of San Francisco.
  • Diego Valderrama & Katheryn N. Russ, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers 916, University of California, Davis, Department of Economics.
  • Li, GuangJie, 2009. "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers E2009/4, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2009.
  • Vanessa da Costa Val Munhoz & Gilberto Libânio, 2009. "Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil," Textos para Discussão Cedeplar-UFMG td371, Cedeplar, Universidade Federal de Minas Gerais.
  • Rodolfo Apreda, 2009. "An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)," CEMA Working Papers: Serie Documentos de Trabajo. 398, Universidad del CEMA.
  • Magdalena Morgese Borys & Petr ZemÄÂik, 2011. "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 50-68, May.
    • Magdalena Morgese Borys & Petr Zemcik, 2009. "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers wp391, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
  • Jerome L. Stein, 2009. "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series 2539, CESifo.
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  • Bec, Frédérique & Gollier, Christian, 2006. "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers 467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
    • Frédérique Bec & Christian Gollier, 2009. "Assets Returns Volatility and Investment Horizon: The French Case," CESifo Working Paper Series 2622, CESifo.
    • Frédérique Bec & Christian Gollier, 2008. "Assets returns volatility and investment horizon: The French case," THEMA Working Papers 2008-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Gary Burtless, 2010. "Lessons of the Financial Crisis for the Design of National Pension Systems," CESifo Economic Studies, CESifo Group, vol. 56(3), pages 323-349, September.
    • Gary Burtless, 2009. "Lessons of the Financial Crisis for the Design of National Pension Systems," CESifo Working Paper Series 2735, CESifo.
  • Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009. "Testing for Convergence in Stock Markets: A Non-linear Factor Approach," Discussion Papers of DIW Berlin 932, DIW Berlin, German Institute for Economic Research.
    • Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009. "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series 2845, CESifo.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2009. "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series 2857, CESifo.
  • Sergei Izmalkov & Muhamet Yildiz, 2010. "Investor Sentiments," American Economic Journal: Microeconomics, American Economic Association, vol. 2(1), pages 21-38, February.
    • Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, New Economic School (NES).
    • Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, Center for Economic and Financial Research (CEFIR).
  • Suleyman Basak & Dmitry Makarov, 2014. "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, vol. 69(1), pages 179-217, February.
    • Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, New Economic School (NES).
    • Basak, Suleyman & Makarov, Dmitry, 2011. "Strategic Asset Allocation in Money Management," CEPR Discussion Papers 8457, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, Center for Economic and Financial Research (CEFIR).
  • Manfred GILLI & Enrico SCHUMANN, 2009. "An Empirical Analysis of Alternative Portfolio Selection Criteria," Swiss Finance Institute Research Paper Series 09-06, Swiss Finance Institute.
  • Camilo Serrano & Martin Hoesli, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES eres2009_265, European Real Estate Society (ERES).
    • Camilo SERRANO & Martin HOESLI, 2009. "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series 09-08, Swiss Finance Institute.
  • Ramazan GENCA & Rajna GIBSON & Yi XUE, 2009. "The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading," Swiss Finance Institute Research Paper Series 09-11, Swiss Finance Institute.
  • Semyon MALAMUD & Fabio TROJANI, 2009. "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series 09-13, Swiss Finance Institute.
  • Julien Hugonnier & Florian Pelgrin, 2013. "Health and (Other) Asset Holdings," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 663-710.
    • Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2009. "Health and (other) Asset Holdings," Swiss Finance Institute Research Paper Series 09-18, Swiss Finance Institute.
  • Enrico G. DE GIORGI & Shane LEGG, 2009. "Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting," Swiss Finance Institute Research Paper Series 09-25, Swiss Finance Institute.
  • Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, vol. 16(1), pages 285-321.
    • Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
    • Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
  • Mei WANG & Abraham BERNSTEIN & Marc CHESNEY, 2009. "An Experimental Study On Real Option Strategies," Swiss Finance Institute Research Paper Series 09-48, Swiss Finance Institute.
  • Rabah AMIR & Igor V. EVSTIGNEEV & Thorsten HENS & Le XU, 2009. "Evolutionary Finance and Dynamic Games," Swiss Finance Institute Research Paper Series 09-49, Swiss Finance Institute.
  • Mei WANG & Abraham BERNSTEIN & Marc CHESNEY, 2009. "An Experimental Study On Real Option Strategies," Swiss Finance Institute Research Paper Series 09-50, Swiss Finance Institute.
  • André Lemelin, 2009. "Commerce et flux financiers internationaux : MIRAGE-D," Working Papers 2009-27, CEPII research center.
  • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2009.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2009. "Venture Capital and Sequential Investments," Levine's Working Paper Archive 814577000000000046, David K. Levine.
    • Ulrich Hege, 2009. "Venture Capital and Sequential Investments," Post-Print hal-00496178, HAL.
    • Ulrich Hege, 2010. "Venture Capital and Sequential Investments," Post-Print hal-00554148, HAL.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577896, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577880, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682, Cowles Foundation for Research in Economics, Yale University, revised Nov 2008.
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  • Vicent Aragó Manzana, 2009. "Teorías sobre cobertura con contratos de futuro," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
  • Carlos Alberto Castro Iragorri, 2009. "Administración de riesgos en los Fondos Privados de Pensiones," Archivos de Economía 5250, Departamento Nacional de Planeación.
  • Carlos Humberto Ortiz & José Ignacio Uribe & Harvy Vivas, 2009. "Transformación industrial, Autonomía tecnológica y Crecimiento Económico: Colombia 1925-2005," Archivos de Economía 5283, Departamento Nacional de Planeación.
  • Lina Marcela González & Sofía Patricia Claros & Germán Cano & Héctor Flechas, 2009. "Comparación evaluación costo-beneficio Programas nutricionales en Colombia Familias en acción y Hogares comunitarios," Archivos de Economía 5501, Departamento Nacional de Planeación.
  • Marleny Cardona Acevedo & John Fernando Macías Prada & Paula Andrea Suescún Álvarez, 2009. "La educación para el trabajo de jóvenes en Colombia, ¿Mecanismo de Inserción Laboral y Equidad?," Archivos de Economía 5504, Departamento Nacional de Planeación.
  • Óscar Montero, 2009. "Proyección de tasas de interés para la planeación de futuros préstamos Inter-Companía: una aproximación alternativa," Archivos de Economía 5669, Departamento Nacional de Planeación.
  • Luis Berggrun Preciado & Virginia Camacho Roger, 2009. "Cómo Crear Un Portafolio De Inversión Con Las Opciones Que Ofrecen Los Fondos De Pensiones Voluntarias En Colombia: El Caso De Skandia," Estudios Gerenciales, Universidad Icesi, December.
  • Carlos Andrés Hernández García, 2009. "Efectos del sistema multifondos en el Régimen de Ahorro Individual en Colombia," Revista de Economía del Rosario, Universidad del Rosario, November.
  • Sebastián Nieto-Parra, 2009. "Who Saw Sovereign Debt Crises Coming?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2009), pages 125-169, August.
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    • Carlo Alberto Magni, 2009. "Modeling excess profit," Proyecciones Financieras y Valoración 5522, Master Consultores.
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  • Carlo Alberto Magni, 2009. "Ambiguita Nell´Applicazione del CAPM per la valutazione degli investimenti," Proyecciones Financieras y Valoración 5549, Master Consultores.
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    • Carlo Alberto Magni, 2009. "A fuzzy expert system for solving real-option decision processes," Proyecciones Financieras y Valoración 5677, Master Consultores.
  • Carlo Alberto Magni, 2009. "A Logical Umbrella for Firm Evaluation: The Fundamental Relation [Un Ombrello Logico Per La Valutazione Di Azienda: La Relazione Fondamentale]," Proyecciones Financieras y Valoración 5730, Master Consultores.
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    • Roberto Ghiselli Ricci & Carlo Alberto Magni, 2009. "Economic value added and systemic value added: symmetry, aditive coherence and differences in performance," Proyecciones Financieras y Valoración 5736, Master Consultores.
  • Carlo Alberto Magni, 2009. "Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value," Proyecciones Financieras y Valoración 5737, Master Consultores.
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  • Gisella Facchinetti & Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola, 2009. "An application of fuzzy expert systems to strategic investments: the case of Florim S.p.a," Proyecciones Financieras y Valoración 5850, Master Consultores.
  • Carlo Alberto Magni, 2009. "Accounting and economic measures:An integrated theory of capital budgeting," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0019, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Carlo Alberto Magni, 2009. "Accounting and economic measures: an integrated theory of capital budgeting," Proyecciones Financieras y Valoración 5983, Master Consultores.
  • Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola & Gisella Facchinetti, 2009. "Strategic options and expert systems: a fruitful marriage," Proyecciones Financieras y Valoración 6122, Master Consultores.
  • Manfred Gilli & Enrico Schumann, 2012. "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, vol. 193(1), pages 129-158, March.
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  • Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009. "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers 0916, University of Brescia, Department of Economics.
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  • Bernard Dumas & Andrew Lyasoff, 2012. "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Journal of Finance, American Finance Association, vol. 67(5), pages 1897-1941, October.
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    • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers 7162, C.E.P.R. Discussion Papers.
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    • Haliassos, Michael & Georgarakos, Dimitris & Bilias, Yannis, 2009. "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers 7239, C.E.P.R. Discussion Papers.
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  • Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
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    • Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
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  • Hau, Harald, 2014. "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 304-331.
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  • Lasse Pedersen, 2009. "When Everyone Runs for the Exit," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 177-199, December.
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  • Cuoco, Domenico & Kaniel, Ron, 2011. "Equilibrium prices in the presence of delegated portfolio management," Journal of Financial Economics, Elsevier, vol. 101(2), pages 264-296, August.
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  • Christian Wolff & Thorsten Lehnert & Cokki Versluis, 2009. "A Cumulative Prospect Theory Approach to Option Pricing," LSF Research Working Paper Series 09-03, Luxembourg School of Finance, University of Luxembourg.
  • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009. "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 341-381, September.
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  • Yogo, Motohiro, 2016. "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 17-34.
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  • Portilla, Yolanda, 2009. "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics we091207, Universidad Carlos III de Madrid. Departamento de Economía.
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    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
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  • Jianjun Miao, 2009. "Ambiguity, Risk and Portfolio Choice under Incomplete Information," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 257-279, November.
    • Jianjun Miao, "undated". "Ambiguity, Risk and Portfolio Choice under Incomplete Information," Boston University - Department of Economics - Working Papers Series wp2009-019, Boston University - Department of Economics.
  • Su-Jane Chen & Ming-Hsiang Chen, 2009. "Discount Rate Changes and Market Timing: A Multinational Study," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 329-349, November.
  • Pushkarskaya, Helen N. & Marshall, Maria I., 2009. "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(3), pages 1-12, December.
    • Pushkarskaya, Helen & Marshall, Maria I., 2009. "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(3), pages 613-624, December.
  • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
    • Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers CoFie-03-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
    • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University.
  • Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010. "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.
    • Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
    • Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Working Papers CoFie-02-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Volker Böhm & George Vachadze, 2009. "Sovereign Risk in International Bond Markets and Nonconvergence," DEGIT Conference Papers c014_034, DEGIT, Dynamics, Economic Growth, and International Trade.
  • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Discussion Papers of DIW Berlin 928, DIW Berlin, German Institute for Economic Research.
    • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Working Paper / FINESS 6.1, DIW Berlin, German Institute for Economic Research.
    • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," SOEPpapers on Multidisciplinary Panel Data Research 224, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008. "Financial Risk Aversion and Household Asset Diversification," Discussion Papers of DIW Berlin 807, DIW Berlin, German Institute for Economic Research.
    • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2009. "Financial Risk Aversion and Household Asset Diversification," Working Paper / FINESS 6.1A, DIW Berlin, German Institute for Economic Research.
    • Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2008. "Financial Risk Aversion and Household Asset Diversification," Working Paper Series in Economics and Institutions of Innovation 137, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008. "Financial Risk Aversion and Household Asset Diversification," SOEPpapers on Multidisciplinary Panel Data Research 117, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Guven, Cahit, 2009. "Weather and financial risk-taking: is happiness the channel?," Working Papers eco_2009_06, Deakin University, Department of Economics.
    • Cahit Guven, 2009. "Weather and Financial Risk-Taking: Is Happiness the Channel?," SOEPpapers on Multidisciplinary Panel Data Research 218, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Discussion Papers of DIW Berlin 928, DIW Berlin, German Institute for Economic Research.
    • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," SOEPpapers on Multidisciplinary Panel Data Research 224, DIW Berlin, The German Socio-Economic Panel (SOEP).
    • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Working Paper / FINESS 6.1, DIW Berlin, German Institute for Economic Research.
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  • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Geldanlage: Frauen sind vorsichtiger als Männer - weil sie weniger Vermögen haben," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(48), pages 832-836.
  • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," SOEPpapers on Multidisciplinary Panel Data Research 224, DIW Berlin, The German Socio-Economic Panel (SOEP).
    • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Discussion Papers of DIW Berlin 928, DIW Berlin, German Institute for Economic Research.
    • Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009. "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Working Paper / FINESS 6.1, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009. "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series 2845, CESifo.
    • Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009. "Testing for Convergence in Stock Markets: A Non-linear Factor Approach," Discussion Papers of DIW Berlin 932, DIW Berlin, German Institute for Economic Research.
  • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2009. "Private Households Display Strong Aversion to Investment Risk," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 5(2), pages 13-18.
  • Cahit Guven, 2009. "Weather and Financial Risk-Taking: Is Happiness the Channel?," SOEPpapers on Multidisciplinary Panel Data Research 218, DIW Berlin, The German Socio-Economic Panel (SOEP).
    • Guven, Cahit, 2009. "Weather and financial risk-taking: is happiness the channel?," Working Papers eco_2009_06, Deakin University, Department of Economics.
  • J. de Dreu & J.A. Bikker, 2009. "Pension fund sophistication and investment policy," Working Papers 09-13, Utrecht School of Economics.
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  • Kapteyn, Arie & Teppa, Federica, 2011. "Subjective measures of risk aversion, fixed costs, and portfolio choice," Journal of Economic Psychology, Elsevier, vol. 32(4), pages 564-580, August.
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  • Miksjuk Alexei, 2009. "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series 09/07e, EERC Research Network, Russia and CIS.
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    • da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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  • Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009. "Measuring the Financial Sophistication of Households," American Economic Review, American Economic Association, vol. 99(2), pages 393-398, May.
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  • Nicolas Coeurdacier & Philippe Martin, 2009. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," NBER Chapters, in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, National Bureau of Economic Research, Inc.
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  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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  • De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
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  • Muchapondwa, Edwin & Sterner, Thomas, 2009. "Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe," Working Papers in Economics 409, University of Gothenburg, Department of Economics.
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    • Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2008. "Fight or Flight? Portfolio Rebalancing by Individual Investors," NBER Working Papers 14177, National Bureau of Economic Research, Inc.
    • Campbell, John & Calvert, Lauren E. & Sodini, Paolo, 2009. "Fight or Flight? Portfolio Rebalancing by Individual Investors," Scholarly Articles 2617031, Harvard University Department of Economics.
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    • Campbell, John & Calvet, Lauren E. & Sodini, Paolo, 2009. "Measuring the Financial Sophistication of Households," Scholarly Articles 2618438, Harvard University Department of Economics.
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  • John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010. "Global Currency Hedging," Journal of Finance, American Finance Association, vol. 65(1), pages 87-121, February.
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  • James J. Choi & David Laibson & Brigitte C. Madrian, 2009. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," American Economic Review, American Economic Association, vol. 99(5), pages 2085-2095, December.
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    • Laibson, David I. & Madrian, Brigitte C. & Choi, James J., 2009. "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," Scholarly Articles 4686774, Harvard University Department of Economics.
  • Alessandra Amendola & Giuseppe Storti, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers SFB649DP2009-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Thomas Post, 2009. "Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality," SFB 649 Discussion Papers SFB649DP2009-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt, 2009. "Measuring the effects of geographical distance on stock market correlation," SFB 649 Discussion Papers SFB649DP2009-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
    • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
    • Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Rainer Schulz & Martin Wersing & Axel Werwatz, 2008. "Renting Versus Owning And The Role Of Income Risk: The Case Of Germany," ERES eres2008_248, European Real Estate Society (ERES).
    • Rainer Schulz & Martin Wersing & Axel Werwatz, 2009. "Renting versus Owning and the Role of Income Risk: The Case of Germany," SFB 649 Discussion Papers SFB649DP2009-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Jos Leys & Wim Van Opstal & Caroline Gijselinckx, 2009. "A Puzzle in SRI - Stakeholders in the Mist," Working Papers on Social and Co-operative Entrepreneurship 0901, Katholieke Universiteit Leuven, HIVA, Cera Centre for Co-operative Entrepreneurship.
  • Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009. "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 45-61.
  • Chien-Cheng Wang & Yung-Shi Liau & Jack J.W. Yang, 2009. "Information Spillovers In The Spot And Etf Indices In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(1), pages 117-131.
  • Li Guozhou & Christopher Gan & Sirimon Treepongkaruna, 2009. "Impact Of Hedging Pressure On Implied Volatility In Financial Times And London Stock Exchange (Ftse) Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(1), pages 103-118.
  • Kuei-Yuan Wang & Ching-Hai Jiang & Yen-Sheng Huang, 2009. "Market States And The Profitability Of Momentum Strategies: Evidence From The Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(1), pages 89-102.
  • Swarn Chatterjee, 2009. "Immigrants Have Lower Participation Rates In U.S. Financial Markets?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 1-13.
  • Yang-Cheng Lu & Jehn-Yih Wong & Hao Fang, 2009. "Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 147-167.
  • Philip Maymin, 2009. "The Hazards Of Propping Up: Bubbles And Chaos," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 83-93.
  • Julien Chevallier, 2009. "Energy risk management with carbon assets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 32(4), pages 328-349.
    • Julien Chevallier, 2009. "Energy Risk Management with Carbon Assets," Working Papers halshs-00410059, HAL.
  • Begoña Font Belaire, 2009. "Modelización de las expectativas y estrategias de inversión en mercados de opciones," Investigaciones Economicas, Fundación SEPI, vol. 33(3), pages 559-622, September.
  • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
    • Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers CoFie-03-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University.
    • Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
  • Carsten Krabbe Nielsen, 2009. "Rational Overconfidence and Social Security," Discussion Paper Series 0916, Institute of Economic Research, Korea University.
    • Carsten Krabbe Nielsen, 2014. "Rational Overconfidence and Social Security," DISCE - Working Papers del Dipartimento di Economia e Finanza def021, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010. "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.
    • Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.
    • Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
    • Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Working Papers CoFie-02-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Briec, Walter & Kerstens, Kristiaan, 2010. "Portfolio selection in multidimensional general and partial moment space," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 636-656, April.
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    • Walter Briec & Kristiaan Kerstens, 2009. "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers 2009-ECO-08, IESEG School of Management.
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  • Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010. "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 813-823, December.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 431, McMaster University.
    • Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009. "New evidence on taxes and portfolio choice," IFS Working Papers W09/11, Institute for Fiscal Studies.
    • Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 245, McMaster University.
  • Gökçe AKSOY & Onur OLGUN, 2009. "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(274), pages 33-53.
  • Jong-Shin Wei & Li-Hsun Wang, 2009. "Improving Earnings per Share: An Illusory Motive in Stock Repurchases," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(3), pages 243-247, December.
  • Lasse Pedersen, 2009. "When Everyone Runs for the Exit," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 177-199, December.
    • Lasse Heje Pedersen, 2009. "When Everyone Runs for the Exit," NBER Working Papers 15297, National Bureau of Economic Research, Inc.
    • Pedersen, Lasse Heje, 2009. "When Everyone Runs for the Exit," CEPR Discussion Papers 7436, C.E.P.R. Discussion Papers.
  • Gabriele Galati & Philip Wooldridge, 2009. "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 1-23.
    • Gabriele Galati & Philip D. Wooldridge, 2006. "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers 218, Bank for International Settlements.
  • Charles Engel & Akito Matsumoto, 2009. "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 155-188, July.
    • Akito Matsumoto & Charles Engel, 2009. "The International Diversification Puzzle when Goods Prices Are Sticky; It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers 09/12, International Monetary Fund.
  • Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
    • Jaewoo Lee & Fabio Ghironi & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 09/275, International Monetary Fund.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The valuation channel of external adjustment," Working Papers 09-18, Federal Reserve Bank of Boston, revised 2009.
    • Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The Valuation Channel of External Adjustment," CEPR Discussion Papers 10564, C.E.P.R. Discussion Papers.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
  • Charles Engel & Akito Matsumoto, 2009. "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 155-188, July.
    • Mr. Akito Matsumoto & Mr. Charles Engel, 2009. "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers 2009/012, International Monetary Fund.
  • Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
    • Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 2009/275, International Monetary Fund.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The valuation channel of external adjustment," Working Papers 09-18, Federal Reserve Bank of Boston.
    • Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015. "The Valuation Channel of External Adjustment," CEPR Discussion Papers 10564, C.E.P.R. Discussion Papers.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
  • John R. Graham & Campbell R. Harvey & Hai Huang, 2009. "Investor Competence, Trading Frequency, and Home Bias," Management Science, INFORMS, vol. 55(7), pages 1094-1106, July.
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  • Tobias Brünner & Rene Levinsk? & Jianying Qiu, 2009. "Skewness preferences and asset selection: An experimental study," Working Papers 2009-13, Faculty of Economics and Statistics, Universität Innsbruck.
  • Leif Brandes & Katja Rost, 2009. "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Sep 2009.
  • Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011. "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
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  • Henry Dannenberg, 2009. "Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ans," IWH Discussion Papers 3, Halle Institute for Economic Research.
  • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011. "Marriage and other risky assets: A portfolio approach," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2902-2915, November.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Marriage and Other Risky Assets: A Portfolio Approach," Department of Economics 0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," IZA Discussion Papers 3975, Institute of Labor Economics (IZA).
    • Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers 7162, C.E.P.R. Discussion Papers.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent) 030, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Denis Conniffe & Donal O'Neill, 2011. "Efficient Probit Estimation with Partially Missing Covariates," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 209-245, Emerald Group Publishing Limited.
    • Conniffe, Denis & O'Neill, Donal, 2009. "Efficient Probit Estimation with Partially Missing Covariates," IZA Discussion Papers 4081, Institute of Labor Economics (IZA).
  • Chun-Da Chen & Chin-Chun Chen & Wan-Wei Tang & Bor-Yi Huang, 2009. "The positive and negative impacts of the sars outbreak:a case of the Taiwan industries," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 281-293, September.
  • Stefan Bauernschuster & Oliver Falck & Niels Daniel Grosse, 2009. "Social Identity, Competition, and Finance: A Laboratory Experiment," Jena Economics Research Papers 2009-052, Friedrich-Schiller-University Jena.
  • Pasche, Markus, 2009. "Fundamental uncertainty, portfolio choice, and liquidity preference theory," Economics Discussion Papers 2009-48, Kiel Institute for the World Economy (IfW Kiel).
    • Markus Pasche, 2009. "Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory," Jena Economics Research Papers 2009-085, Friedrich-Schiller-University Jena.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
    • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
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  • Massimo Guidolin & Giovanna Nicodano, 2009. "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, vol. 5(1), pages 15-48, January.
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  • Manuel Ammann & Michael Verhofen, 2009. "The impact of prior performance on the risk-taking of mutual fund managers," Annals of Finance, Springer, vol. 5(1), pages 69-90, January.
  • Oh Kwon, 2009. "On the equivalence of a class of affine term structure models," Annals of Finance, Springer, vol. 5(2), pages 263-279, March.
  • Camilo Mondragón-Vélez, 2009. "The probability of transition to entrepreneurship revisited: wealth, education and age," Annals of Finance, Springer, vol. 5(3), pages 421-441, June.
  • Martin Eling & Luisa Tibiletti, 2009. "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(2), pages 209-210, June.
  • Michael Steiner, 2009. "Predicting premiums for the market, size, value, and momentum factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(2), pages 137-155, June.
  • M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009. "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 285-313, September.
  • Bernd Scherer, 2009. "A note on portfolio choice for sovereign wealth funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 315-327, September.
  • Asger Lunde & Allan Zebedee, 2009. "Intraday volatility responses to monetary policy events," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 383-399, December.
  • Attiat Ott & Oswaldo Patino, 2009. "Is Economic Integration the Solution to African Development?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(3), pages 278-295, August.
  • Jonathan Fletcher & Patricia Ntozi-Obwale, 2009. "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 21-44, August.
  • Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
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  • Steven Dolvin & Mark Pyles, 2009. "REIT IPOs and the Cost of Going Public," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 92-106, July.
  • Axel Dreher & Lars-H. Siemers, 2009. "The nexus between corruption and capital account restrictions," Public Choice, Springer, vol. 140(1), pages 245-265, July.
  • Jan Kallsen & Richard Vierthauer, 2009. "Quadratic hedging in affine stochastic volatility models," Review of Derivatives Research, Springer, vol. 12(1), pages 3-27, April.
  • Sasha Stoikov & Mehmet Sağlam, 2009. "Option market making under inventory risk," Review of Derivatives Research, Springer, vol. 12(1), pages 55-79, April.
  • Luis Ferruz & Luis Vicente & Laura Andreu, 2009. "Performance persistence and its influence on money and investor flows into Spanish pension plans," Review of Quantitative Finance and Accounting, Springer, vol. 32(1), pages 85-100, January.
  • Carl Chen & Peter Lung & F. Wang, 2009. "Mispricing and the cross-section of stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 317-349, May.
  • Pin-Huang Chou & Robin Chou & Kuan-Cheng Ko, 2009. "Prospect theory and the risk-return paradox: some recent evidence," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 193-208, October.
  • Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009. "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 209-232, October.
  • Ray Chou & Chun-Chou Wu & Nathan Liu, 2009. "Forecasting time-varying covariance with a range-based dynamic conditional correlation model," Review of Quantitative Finance and Accounting, Springer, vol. 33(4), pages 327-345, November.
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  • Georgeta Ilie, 2009. "Global Investment Performance Standards," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(2), pages 130-143, June.
  • Ormos, Mihály & Urbán, András & Zoltán, Tamás, 2009. "Logoptimális portfóliók empirikus vizsgálata [Empirical analysis of log-optimal portfolios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-18.
  • Mosolygó, Zsuzsa, 2009. "A népességöregedés, a vagyonzsugorodási hipotézis és a világgazdasági válság [Population ageing, shrinking-wealth hypothesis, and world economic crisis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 866-880.
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  • Chiaki Hara, 2009. "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers 685, Kyoto University, Institute of Economic Research.
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  • Subhasis Bera & Shikha Gupta, "undated". "South-South FDI vs North-South FDI: A Comparative Analysis in the Context of India," Indian Council for Research on International Economic Relations, New Delhi Working Papers 238, Indian Council for Research on International Economic Relations, New Delhi, India.
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    • Subhasis Bera, 2009. "South-South FDI vs North-South FDI: A Comparative Analysis in the Context of India," Working Papers id:2143, eSocialSciences.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Journal of Finance, American Finance Association, vol. 68(1), pages 299-341, February.
    • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2009. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Working Papers hal-00489430, HAL.
    • Foucault, Thierry & Kadan, Ohad & Kandel, Eugene, 2009. "Liquidity cycles and make/take fees in electronic markets," HEC Research Papers Series 920, HEC Paris.
    • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013. "Liquidity Cycles and Make/Take Fees in Electronic Markets," Post-Print hal-00789263, HAL.
    • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2009. "Liquidity cycles and make/take fees in electronic markets," CEPR Discussion Papers 7551, C.E.P.R. Discussion Papers.
  • Olivier, Jacque & Tay, Anthony, 2009. "Time-varying incentives in the mutual fund industry," HEC Research Papers Series 925, HEC Paris.
  • Groh, Alexander P. & Gottschalg, Oliver, 2009. "The opportunity cost of capital of US buyouts," IESE Research Papers D/780, IESE Business School.
  • Saffi, Pedro A.C. & Sturgess, Jason, 2009. "Equity lending markets and ownership structure," IESE Research Papers D/836, IESE Business School.
  • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
    • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
    • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers wuwp116, Vienna University of Economics and Business, Department of Economics.
  • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, in: Explorations in the Economics of Aging, pages 75-96, National Bureau of Economic Research, Inc.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Working Papers 14859, National Bureau of Economic Research, Inc.
    • Beshears, John & Choi, James & Laibson, David & Madrian, Brigitte C., 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Working Paper Series rwp09-016, Harvard University, John F. Kennedy School of Government.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2009. "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Yale School of Management Working Papers amz2547, Yale School of Management, revised 24 Jun 2009.
  • Chabi-Yo, Fousseni & Yang, Jun, 2009. "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series 2009-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Benjamin Chabot & Christopher J. Kurz, 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers 972, Economic Growth Center, Yale University.
    • Chabot, Benjamin & Kurz, Christopher J., 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers 64, Yale University, Department of Economics.
  • John K.-H. Quah & Bruno Strulovici, 2009. "Comparative Statics, Informativeness, and the Interval Dominance Order," Econometrica, Econometric Society, vol. 77(6), pages 1949-1992, November.
    • John K.-H. Quah & Bruno Strulovici, 2007. "Comparative Statics, Informativeness, and the Interval Dominance Order," Economics Papers 2007-W04, Economics Group, Nuffield College, University of Oxford.
  • Enrique Sentana, 2009. "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 65-101, November.
    • Enrique Sentana, 2008. "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
  • Naimzada, Ahmad K. & Ricchiuti, Giorgio, 2009. "Dynamic effects of increasing heterogeneity in financial markets," Chaos, Solitons & Fractals, Elsevier, vol. 41(4), pages 1764-1772.
    • Ahmad Naimzada & Giorgio Ricchiuti, 2007. "Dynamic Effects of Increasing Heterogeneity in Financial Markets," Working Papers 111, University of Milano-Bicocca, Department of Economics, revised 2007.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009. "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2129-2154, April.
    • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2008. "Asymmetric multivariate normal mixture GARCH," CFS Working Paper Series 2008/07, Center for Financial Studies (CFS).
  • Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
    • LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dressler, Scott J. & Li, Victor E., 2009. "Inside money, credit, and investment," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 970-984, April.
    • Dressler, Scott & Li, Victor, 2007. "Inside Money, Credit, and Investment," MPRA Paper 1734, University Library of Munich, Germany.
  • Wachter, Jessica A. & Warusawitharana, Missaka, 2009. "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, vol. 148(2), pages 162-178, February.
    • Jessica A. Wachter & Missaka Warusawitharana, 2006. "Predictable returns and asset allocation: Should a skeptical investor time the market?," 2006 Meeting Papers 22, Society for Economic Dynamics.
    • Jessica A. Wachter & Missaka Warusawitharana, 2007. "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers 13165, National Bureau of Economic Research, Inc.
  • Mencía, Javier & Sentana, Enrique, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.
    • Javier Mencía & Enrique Sentana, 2008. "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers wp2008_0805, CEMFI.
    • Javier Mencía & Enrique Sentana, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers 0909, Banco de España.
  • Magni, Carlo Alberto, 2009. "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," European Journal of Operational Research, Elsevier, vol. 192(2), pages 549-560, January.
    • Magni, Carlo Alberto, 2007. "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," MPRA Paper 5471, University Library of Munich, Germany.
  • Magni, Carlo Alberto, 2009. "Splitting up value: A critical review of residual income theories," European Journal of Operational Research, Elsevier, vol. 198(1), pages 1-22, October.
    • Carlo Alberto, Magni, 2008. "Splitting Up Value: A Critical Review of Residual Income Theories," MPRA Paper 10506, University Library of Munich, Germany.
  • Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
    • Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
    • Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006. "Credit cycles and macro fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies (CFS).
  • Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
  • Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin, 2009. "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 330-336, March.
    • Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004. "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'économie 04.10, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix, 2009. "Electricity portfolio management: Optimal peak/off-peak allocations," Energy Economics, Elsevier, vol. 31(1), pages 169-174, January.
    • Huisman, R. & Mahieu, R.J. & Schlichter, F., 2007. "Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations," ERIM Report Series Research in Management ERS-2007-089-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Huisman, R. & Mahieu, R.J. & Schlichter, F., 2009. "Electricity portfolio management : Optimal peak/off-peak allocations," Other publications TiSEM f880b2e6-c56c-483c-9334-9, Tilburg University, School of Economics and Management.
  • Coeurdacier, Nicolas, 2009. "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, vol. 77(1), pages 86-100, February.
    • Coeurdacier, Nicolas, 2006. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers DR 06011, ESSEC Research Center, ESSEC Business School.
    • Nicolas Coeurdacier, 2009. "Do trade costs in goods market lead to home bias in equities?," Post-Print hal-03602479, HAL.
    • Nicolas Coeurdacier, 2006. "Do trade costs in goods market lead to home bias in equities?," 2006 Meeting Papers 111, Society for Economic Dynamics.
    • Coeurdacier, Nicolas, 2008. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," CEPR Discussion Papers 6991, C.E.P.R. Discussion Papers.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009. "Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 25-34, August.
    • Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2008. "Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints," NBER Working Papers 14332, National Bureau of Economic Research, Inc.

  2008

  • Anthony Tay, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers 22484, East Asian Bureau of Economic Research.
  • Charles Ka Yui Leung, 2008. "Intra-metropolitan Price and Trading Volume Dynamics : Evidence from Hong Kong," Finance Working Papers 22894, East Asian Bureau of Economic Research.
  • P.V. Viswanath, 2008. "Explorations in the Economics of Intertemporal Asset Transfer in Roman Palestine," Microeconomics Working Papers 22404, East Asian Bureau of Economic Research.
  • Romaniuk, Katarzyna & Vranceanu, Radu, 2008. "Asset Prices and Assymetries in the Fed's Interest Rate Rule : a Financial Approach," ESSEC Working Papers DR 08006, ESSEC Research Center, ESSEC Business School.
  • Gottschalg, Oliver, 2008. "Business and politics: how political beliefs influence volume and performance of leveraged buyouts," HEC Research Papers Series 893, HEC Paris.
  • Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
    • Foucault, Thierry & Thesmar, David & Sraer, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
    • Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
    • Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
    • Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
  • Groh, Alexander P. & Liechtenstein, Heinrich & Canela, Miguel A., 2008. "International allocation determinants of institutional investments in venture capital and private equity limited partnerships," IESE Research Papers D/726, IESE Business School.
  • Groh, Alexander P. & Liechtenstein, Heinrich & Lieser, Karsten, 2008. "The European venture capital and private equity country attractiveness index(es)," IESE Research Papers D/773, IESE Business School.
  • Wang, Daxue, 2008. "Are anomalies still anomalous? An examination of momentum strategies in four financial markets," IESE Research Papers D/775, IESE Business School.
  • De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
    • De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008. "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series 0926, European Central Bank.
    • Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • De Santis, Roberto A & Favero, Carlo A. & Roffia, Barbara, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers 8957, C.E.P.R. Discussion Papers.
  • Beck, Roland & Rahbari, Ebrahim, 2008. "Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies," Working Paper Series 916, European Central Bank.
  • De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
    • De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008. "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series 926, European Central Bank.
    • Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers 8957, C.E.P.R. Discussion Papers.
  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008. "International stock return comovements," Working Paper Series 931, European Central Bank.
    • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
  • Giannone, Domenico & De Mol, Christine & Daubechies, Ingrid & Brodie, Joshua, 2007. "Sparse and Stable Markowitz Portfolios," CEPR Discussion Papers 6474, C.E.P.R. Discussion Papers.
    • Giannone, Domenico & De Mol, Christine & Brodie, Joshua & Daubechies, Ingrid & Loris, Ignace, 2008. "Sparse and stable Markowitz portfolios," Working Paper Series 936, European Central Bank.
    • Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris, 2007. "Sparse and stable Markowitz portfolios," Papers 0708.0046, arXiv.org, revised May 2008.
  • Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2008. "Hedge Fund Contagion and Liquidity," NBER Working Papers 14068, National Bureau of Economic Research, Inc.
    • Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene, 2008. "Hedge Fund Contagion and Liquidity," Working Paper Series 2008-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2006. "Is There Hedge Fund Contagion?," NBER Working Papers 12090, National Bureau of Economic Research, Inc.
    • Boyson, Nicole & Stahel, Christof & Stulz, Rene, 2008. "Is There Hedge Fund Contagion?," Working Papers 08-2, University of Pennsylvania, Wharton School, Weiss Center.
    • Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene M., 2006. "Is There Hedge Fund Contagion?," Working Paper Series 2006-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Reid, Gavin C & Smith, Julia A, 2008. "Why is it so Hard to Value Intangibles? Evidence from Investments in High-Technology Start-Ups," SIRE Discussion Papers 2008-29, Scottish Institute for Research in Economics (SIRE).
  • Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November.
    • Elyès Jouini & Clotilde Napp, 2008. "On Abel's Concept of Doubt and Pessimism," Post-Print halshs-00176611, HAL.
  • Goldbaum, David & Mizrach, Bruce, 2008. "Estimating the intensity of choice in a dynamic mutual fund allocation decision," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3866-3876, December.
    • David Goldbaum & Bruce Mizrach, 2004. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Departmental Working Papers 200414, Rutgers University, Department of Economics.
    • David Goldbaum & Bruce Mizrach, 2005. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Computing in Economics and Finance 2005 295, Society for Computational Economics.
  • De Giorgi, Enrico, 2008. "Evolutionary portfolio selection with liquidity shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1088-1119, April.
    • Enrico De Giorgi, "undated". "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers 185, Institute for Empirical Research in Economics - University of Zurich.
    • Enrico De Giorgi, 2005. "Evolutionary Portfolio Selection with Liquidity Shocks," Computing in Economics and Finance 2005 15, Society for Computational Economics.
  • Challe, Edouard, 2008. "Endogenous participation risk in speculative markets," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2148-2164, July.
    • Edouard Challe, 2005. "Endogenous Participation Rick in Speculative Markets," Money Macro and Finance (MMF) Research Group Conference 2005 90, Money Macro and Finance Research Group.
    • Edouard Challe, 2007. "Endogenous Participation Risk in Speculative Markets," Post-Print halshs-00170887, HAL.
  • Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008. "Strategic asset allocation with liabilities: Beyond stocks and bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2939-2970, September.
  • Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008. "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, vol. 142(1), pages 399-424, January.
    • Siem Jan Koopman & André Lucas & André Monteiro, 2005. "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers 05-071/4, Tinbergen Institute, revised 04 Jul 2005.
  • Lundtofte, Frederik, 2008. "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
    • Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
    • Frederik Lundtofte, 2006. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Swiss Finance Institute Research Paper Series 06-23, Swiss Finance Institute.
  • Feng, D. & Gourieroux, C. & Jasiak, J., 2008. "The ordered qualitative model for credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 111-130, January.
    • Joan Jasiak & D. Feng & C. Gourieroux, 2006. "The Ordered Qualitative Model For Credit Rating Transitions," Working Papers 2006_2, York University, Department of Economics.
  • Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 468-480, June.
    • Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany.
  • Bali, Turan G. & Cakici, Nusret & Levy, Haim, 2008. "A model-independent measure of aggregate idiosyncratic risk," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 878-896, December.
  • Carr, Peter & Ewald, Christian-Oliver & Xiao, Yajun, 2008. "On the qualitative effect of volatility and duration on prices of Asian options," Finance Research Letters, Elsevier, vol. 5(3), pages 162-171, September.
  • Gourio, François, 2008. "Time-series predictability in the disaster model," Finance Research Letters, Elsevier, vol. 5(4), pages 191-203, December.
    • François Gourio, 2008. "Time-series predictability in the disaster model," Boston University - Department of Economics - Working Papers Series wp2008-016, Boston University - Department of Economics.
  • Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008. "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, vol. 11(3), pages 284-307, August.
    • Sofia B. RAMOS & Ernst-Ludwig VON THADDEN, 2003. "Stock Exchange Competition in a Simple Model of Capital Market Equilibrium," FAME Research Paper Series rp109, International Center for Financial Asset Management and Engineering.
  • Daude, Christian & Fratzscher, Marcel, 2008. "The pecking order of cross-border investment," Journal of International Economics, Elsevier, vol. 74(1), pages 94-119, January.
    • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89, Bank for International Settlements.
    • Fratzscher, Marcel & Daude, Christian, 2006. "The pecking order of cross-border investment," Working Paper Series 590, European Central Bank.
  • Petrichev, Konstantin & Thorp, Susan, 2008. "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1138-1145, June.
    • Konstantin Petrichev & Susan Thorp, 2007. "The Private Value of Public Pensions," Research Paper Series 211, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Daniela Grieco, 2007. "The entrepreneurial decision: Theories, determinants and constraints," KITeS Working Papers 200, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised May 2007.
    • Daniela Grieco, 2008. "The entrepreneurial decision: theories, determinants and constraints," LIUC Papers in Economics 207, Cattaneo University (LIUC).
  • Nawazish Mirza & Saima Shahid, 2008. "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(2), pages 1-26, Jul-Dec.
    • Nawazish Mirza, 2008. "Size and value premium in Karachi stock exchange," CREB Working papers 1-2008, Centre for Research in Economics and Business, The Lahore School of Economics, revised 2008.
  • Nawazish Mirza & Saima Shahid, 2008. "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(2), pages 1-26, Jul-Dec.
    • Nawazish Mirza, 2008. "Size and value premium in Karachi stock exchange," CREB Working papers 1-2008, Centre for Research in Economics and Business, The Lahore School of Economics, revised 2008.
  • Gann, Philipp & Laut, Amelie, 2008. "Einflussfaktoren auf den Credit Spread von Unternehmensanleihen," Discussion Papers in Business Administration 4231, University of Munich, Munich School of Management.
  • Schuhmacher, Petra, 2008. "The Demand for Enhanced Annuities," Discussion Papers in Business Administration 7954, University of Munich, Munich School of Management.
  • Irwan Adi Ekaputra & Sally Dwijayanti, 2008. "Trading Halts and Intraday Stock Return Volatility in the Indonesia Stock Exchange," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 56, pages 261-274, December.
  • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Working Papers 2008.01, School of Economics, La Trobe University.
    • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Working Papers 2008.01, School of Economics, La Trobe University.
    • Buly A. Cardak & Roger Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Melbourne Institute Working Paper Series wp2008n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  • Cardak, Buly A. & Wilkins, Roger, 2009. "The determinants of household risky asset holdings: Australian evidence on background risk and other factors," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 850-860, May.
    • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Australian Evidence on Background Risk and Other Factors#," Working Papers 2008.05, School of Economics, La Trobe University.
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    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," CESifo Working Paper Series 2498, CESifo.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 428, McMaster University.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 237, McMaster University.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Working Papers 2008_05, York University, Department of Economics.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0809, USI Università della Svizzera italiana.
  • Thomas Crossley & Mario Jametti, 2013. "Pension Benefit Insurance and Pension Plan Portfolio Choice," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 337-341, March.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," CESifo Working Paper Series 2498, CESifo.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 237, McMaster University.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Working Papers 2008_05, York University, Department of Economics.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0809, USI Università della Svizzera italiana.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 428, McMaster University.
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    • Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent) 021, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent) 021, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0007, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent) 021, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08012, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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  • Herwany, Aldrin & Febrian, Erie, 2008. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper 10259, University Library of Munich, Germany.
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    • Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 11918, University Library of Munich, Germany, revised 31 Nov 2008.
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    • Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany.
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    • Trabelsi, Mohamed Ali, 2008. "Peut-on encore parler des mesures de performance ? [One is able again to speak of performance measures?]," MPRA Paper 25443, University Library of Munich, Germany.
    • Trabelsi, Mohamed Ali, 2008. "Peut-on encore parler des mesures de performance ? [Can we still talk of performance measures?]," MPRA Paper 77288, University Library of Munich, Germany, revised 2008.
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    • Trabelsi, Mohamed Ali, 2008. "Peut-on encore parler des mesures de performance ? [Can we still talk of performance measures?]," MPRA Paper 77288, University Library of Munich, Germany, revised 2008.
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    • Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008. "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper 9604, University Library of Munich, Germany.
    • Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008. "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper 9612, University Library of Munich, Germany.
  • Lupia, Arthur & Grafstrom, Cassandra & Krupnikov, Yanna & Levine, Adam Seth & MacMillan, William & McGovern, Erin, 2008. "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper 8191, University Library of Munich, Germany.
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  • Carr, Peter & Ewald, Christian-Oliver & Xiao, Yajun, 2008. "On the qualitative effect of volatility and duration on prices of Asian options," Finance Research Letters, Elsevier, vol. 5(3), pages 162-171, September.
    • Peter Carr & Christian-Oliver Ewald & Yajun Xiao, 2008. "On the Qualitative Effect of Volatility and Duration on Prices of Asian Options," CRIEFF Discussion Papers 0803, Centre for Research into Industry, Enterprise, Finance and the Firm.
  • Reid, Gavin C & Smith, Julia A, 2008. "Why is it so Hard to Value Intangibles? Evidence from Investments in High-Technology Start-Ups," SIRE Discussion Papers 2008-29, Scottish Institute for Research in Economics (SIRE).
    • Gavin C Reid & Julia A Smith, 2008. "Why is it so Hard to Value Intangibles? Evidence from Investments in High-Technology Start-Ups," CRIEFF Discussion Papers 0806, Centre for Research into Industry, Enterprise, Finance and the Firm.
  • Nevzat Eren & Han N. Ozsoylev, 2008. "Hype and Dump Manipulation," Economics Series Working Papers 2008fe08, University of Oxford, Department of Economics.
    • Nevzat Eren & Han N. Ozsoylev, 2008. "Hype and Dump Manipulation," OFRC Working Papers Series 2008fe08, Oxford Financial Research Centre.
  • Solange M. Berstein & Rómulo A. Chumacero, 2012. "VaR limits for pension funds: an evaluation," Quantitative Finance, Taylor & Francis Journals, vol. 12(9), pages 1315-1324, May.
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  • Christelis, Dimitris & Georgarakos, Dimitris, 2013. "Investing at home and abroad: Different costs, different people?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2069-2086.
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    • Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Investing at home and abroad: Different costs, different people," CFS Working Paper Series 2009/28, Center for Financial Studies (CFS).
  • Manuel Ammann & Michael Steiner, 2008. "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 1-35, March.
  • Pamela Lenton & Paul Mosley, 2008. "Debt and Health," Working Papers 2008004, The University of Sheffield, Department of Economics, revised Apr 2008.
  • Olivier, Jacques & Tay, Anthony, 2008. "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers 6893, C.E.P.R. Discussion Papers.
    • Anthony Tay & Jacques Olivier, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Working Papers 10-2008, Singapore Management University, School of Economics, revised Jun 2008.
  • Gilbert Cette & Jimmy Lopez, 2008. "What Explains the ICT Diffusion Gap Between the Major Industrialized Countries: An Empirical Analysis?," International Productivity Monitor, Centre for the Study of Living Standards, vol. 17, pages 28-39, Fall.
  • Andrew Sharpe & Jean-François Arsenault, 2008. "The Canada-US ICT Investment Gap: An Update," CSLS Research Reports 2008-01, Centre for the Study of Living Standards.
  • Andrew Sharpe & Jean-François Arsenault, 2008. "ICT Investment and Productivity: A Provincial Perspective," CSLS Research Reports 2008-06, Centre for the Study of Living Standards.
  • Jian Hu, 2008. "Does Weather Matter?," Departmental Working Papers 0809, Southern Methodist University, Department of Economics.
  • Jean-François Boulier & Marie Briere & Jean-Renaud Viala, 2008. "Do Leveraged Credit Derivatives Modify Credit Allocation?," Working Papers CEB 08-014.RS, ULB -- Universite Libre de Bruxelles.
  • M. Vermorken & A. Szafarz & H. Pirotte, 2010. "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(11), pages 861-878.
    • Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
    • Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010. "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository 2013/95542, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Alexandre Burgues & Ombretta Signori, 2008. "Volatility Exposure for Strategic Asset Allocation," Working Papers CEB 08-034.RS, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Alexandre Burgues & Ombretta Signori, 2010. "Volatility exposure for strategic asset allocation," ULB Institutional Repository 2013/169642, ULB -- Universite Libre de Bruxelles.
  • Boris Krey & Philippe K. Widmer & Peter Zweifel, 2008. "Efficient provision of electricity for the United States and Switzerland," SOI - Working Papers 0812, Socioeconomic Institute - University of Zurich, revised Dec 2011.
  • Boris Krey, 2008. "Scope of Electricity Efficiency Improvement in Switzerland until 2035," SOI - Working Papers 0813, Socioeconomic Institute - University of Zurich.
  • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
    • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers Main hal-01069440, HAL.
    • Rey, Hélène & Coeurdacier, Nicolas, 2012. "Home Bias in Open Economy Financial Macroeconomics," CEPR Discussion Papers 8746, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers Main hal-03473901, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Sciences Po publications info:hdl:2441/1shj1p7td8e, Sciences Po.
  • Nicolas Coeurdacier & Stéphane Guibaud, 2008. "A dynamic equilibrium of imperfectly integrated financial markets," Working Papers hal-03602487, HAL.
    • Nicolas Coeurdacier & Stéphane Guibaud, 2008. "A dynamic equilibrium of imperfectly integrated financial markets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  • Wolfgang Putschögl & Jörn Sass, 2008. "Optimal consumption and investment under partial information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(2), pages 137-170, November.
  • Abdulnasser Hatemi-J, 2008. "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, vol. 35(3), pages 497-505, November.
  • Romuald Elie & Nizar Touzi, 2008. "Optimal lifetime consumption and investment under a drawdown constraint," Finance and Stochastics, Springer, vol. 12(3), pages 299-330, July.
  • Christian Bender & Christina Niethammer, 2008. "On q-optimal martingale measures in exponential Lévy models," Finance and Stochastics, Springer, vol. 12(3), pages 381-410, July.
  • Saul Jacka & Abdelkarem Berkaoui & Jon Warren, 2008. "No arbitrage and closure results for trading cones with transaction costs," Finance and Stochastics, Springer, vol. 12(4), pages 583-600, October.
  • Edward Tower & Wei Zheng, 2008. "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 55(4), pages 315-350, December.
    • Edward Tower & Wei Zheng, 2010. "Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude," Working Papers 10-12, Duke University, Department of Economics.
  • Jeff Madura & Thanh Ngo, 2008. "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 1-23, January.
  • Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
    • Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
    • Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
  • Harald Battermann & Udo Broll & Jack Wahl, 2008. "Utility functions of equivalent form and the effect of parameter changes on optimum decision making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(3), pages 401-414, March.
  • Gerry Boyle & Denis Conniffe, 2008. "Compatibility of expected utility and μ/σ approaches to risk for a class of non location–scale distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(2), pages 343-366, May.
  • Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
  • Christian-Oliver Ewald & Zhaojun Yang, 2008. "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 68(1), pages 97-123, August.
  • Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008. "Redemption puzzle of open-end fund market in China," Psychometrika, Springer;The Psychometric Society, vol. 3(3), pages 430-450, September.
  • Stijn Van Nieuwerburgh & Laura Veldkamp, 2010. "Information Acquisition and Under-Diversification," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 779-805.
    • Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc.
    • Laura Veldkamp & Stijn Van Nieuwerburgh, 2008. "Information Acquisition and Under-Diversification," Working Papers 08-21, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Jon Eggins & Robert J. Hill, 2008. "Momentum and Contrarian Stock-Market Indices," Discussion Papers 2008-07, School of Economics, The University of New South Wales.
  • Newton Da Costa & Carlos Mineto & Sergio Da Silva, 2008. "Disposition effect and gender," Applied Economics Letters, Taylor & Francis Journals, vol. 15(6), pages 411-416.
    • Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva, 2006. "Disposition effect and gender," MPRA Paper 1848, University Library of Munich, Germany.
  • Stephane Mussard & Virginie Terraza, 2008. "The Shapley decomposition for portfolio risk," Applied Economics Letters, Taylor & Francis Journals, vol. 15(9), pages 713-715.
    • Stéphane Mussard & Virginie Terraza, 2006. "The Shapley decomposition for portfolio risk," Cahiers de recherche 06-09, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
  • Michiel de Pooter & Martin Martens & Dick van Dijk, 2008. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 199-229.
    • Michiel de Pooter & Martin Martens & Dick van Dijk, 2005. "Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?," Tinbergen Institute Discussion Papers 05-089/4, Tinbergen Institute, revised 03 Jan 2006.
  • van Winden, Frans & Krawczyk, Michal & Hopfensitz, Astrid, 2011. "Investment, resolution of risk, and the role of affect," Journal of Economic Psychology, Elsevier, vol. 32(6), pages 918-939.
    • van Winden, Frans A.A.M. & Hopfensitz, Astrid & Krawczyk, Michal, 2008. "Investment, Resolution of Risk, and the Role of Affect," CEPR Discussion Papers 6822, C.E.P.R. Discussion Papers.
    • Hopfensitz, Astrid & Krawczyk, Michal & Van Winden, Frans, 2009. "Investment, Resolution of Risk, and the Role of Affect," TSE Working Papers 09-123, Toulouse School of Economics (TSE).
    • Frans van Winden & Michal Krawczyk & Astrid Hopfensitz, 2008. "Investment, Resolution of Risk, and the Role of Affect," Tinbergen Institute Discussion Papers 08-047/1, Tinbergen Institute.
    • Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010. "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series 2975, CESifo.
  • Mondria, Jordi & Wu, Thomas & Zhang, Yi, 2010. "The determinants of international investment and attention allocation: Using internet search query data," Journal of International Economics, Elsevier, vol. 82(1), pages 85-95, September.
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  • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Working Papers 2008.01, School of Economics, La Trobe University.
    • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Working Papers 2008.01, School of Economics, La Trobe University.
    • Buly A. Cardak & Roger Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Melbourne Institute Working Paper Series wp2008n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  • Cardak, Buly A. & Wilkins, Roger, 2009. "The determinants of household risky asset holdings: Australian evidence on background risk and other factors," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 850-860, May.
    • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Australian Evidence on Background Risk and Other Factors#," Working Papers 2008.05, School of Economics, La Trobe University.
    • Buly A Cardak & Roger K. Wilkins, 2008. "The Determinants of Household Risky Asset Holdings: Australian Evidence on Background Risk and Other Factors#," Working Papers 2008.05, School of Economics, La Trobe University.
  • Elisabetta De Antoni, 2008. "Minsky�s Upward Instability: the Not-Too-Keynesian Optimism of a Financial Cassandra," Department of Economics Working Papers 0812, Department of Economics, University of Trento, Italia.
  • Christopher L. Gilbert, 2008. "Commodity Speculation and Commodity Investment," Department of Economics Working Papers 0820, Department of Economics, University of Trento, Italia.
  • Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008. "Asset Management, Human Capital, and the Market for Risky Assets," Journal of Human Capital, University of Chicago Press, vol. 2(3), pages 217-262.
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  • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
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  • Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
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  • Fernando MIERZEJEWSKI, 2008. "The Economic Capital Of Opaque Financial Institutions," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 232-245.
  • Ron Bird & Lorenzo Casavecchia, 2011. "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 375-390, February.
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  • Diana Barro & Elio Canestrelli, 2008. "Tracking error with minimum guarantee constraints," Working Papers 172, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • Raddatz, Claudio & Schmukler, Sergio L., 2008. "Pension Funds And Capital Market Development:How Much Bang For The Buck?," Policy Research Working Paper Series 4787, The World Bank.
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  • David Love & Paul A. Smith, 2008. "Does Health Affect Portfolio Choice?," Department of Economics Working Papers 2008-11, Department of Economics, Williams College.
  • David Love & Paul A. Smith & Lucy C. McNair, 2008. "A New Look at the Wealth Adequacy of Older U.S. Households," Department of Economics Working Papers 2008-12, Department of Economics, Williams College.
  • David Love, 2008. "The Effect of Marital Status and Children on Savings and Portfolio Choice," Department of Economics Working Papers 2008-13, Department of Economics, Williams College.
  • Peter Pedroni & Stephen Sheppard, 2008. "Economic Research Citations at Liberal Arts Colleges," Department of Economics Working Papers 2008-14, Department of Economics, Williams College.
  • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers wuwp116, Vienna University of Economics and Business, Department of Economics.
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
    • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
    • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
    • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
    • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
    • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers wuwp116, Vienna University of Economics and Business, Department of Economics.
  • Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 471-493, September.
    • Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," CEIS Research Paper 122, Tor Vergata University, CEIS, revised 14 Jul 2008.
  • Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011. "Agricultural arbitrage and risk preferences," Journal of Econometrics, Elsevier, vol. 162(1), pages 35-43, May.
    • Pope, Rulon D. & LaFrance, Jeffrey T & Just, Richard E., 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt3tw1m1p0, Department of Agricultural & Resource Economics, UC Berkeley.
    • Jeffrey LaFrance & Rulon Pope & Richard Just, 2008. "Agricultural Arbitrage and Risk Preferences," Working Papers 2009-01, School of Economic Sciences, Washington State University.
    • Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2007. "Agricultural Arbitrage and Risk Preferences," CUDARE Working Papers 7189, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Thomas Crossley & Mario Jametti, 2013. "Pension Benefit Insurance and Pension Plan Portfolio Choice," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 337-341, March.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0809, USI Università della Svizzera italiana.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Working Papers 2008_05, York University, Department of Economics.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quantitative Studies in Economics and Population Research Reports 428, McMaster University.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 237, McMaster University.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," CESifo Working Paper Series 2498, CESifo.
  • Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2013. "Simplification and saving," Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 130-145.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2006. "Simplification and Saving," NBER Working Papers 12659, National Bureau of Economic Research, Inc.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2008. "Simplification and Saving," Yale School of Management Working Papers amz2392, Yale School of Management.
    • Beshears, John & Laibson, David I. & Madrian, Brigitte C. & Choi, James J., 2012. "Simplification and Saving," Scholarly Articles 9925399, Harvard University Department of Economics.
  • Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2008. "How are preferences revealed?," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1787-1794, August.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2007. "How Are Preferences Revealed?," Levine's Bibliography 122247000000001760, UCLA Department of Economics.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2008. "How are Preferences Revealed?," Yale School of Management Working Papers amz2466, Yale School of Management.
    • Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte, 2008. "How Are Preferences Revealed?," Scholarly Articles 11130523, Harvard University Department of Economics.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2008. "How are Preferences Revealed?," NBER Working Papers 13976, National Bureau of Economic Research, Inc.
  • Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2013. "Simplification and saving," Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 130-145.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2006. "Simplification and Saving," NBER Working Papers 12659, National Bureau of Economic Research, Inc.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2008. "Simplification and Saving," Yale School of Management Working Papers amz2392, Yale School of Management.
    • Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte C., 2012. "Simplification and Saving," Scholarly Articles 9925399, Harvard University Department of Economics.
  • Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2008. "How are preferences revealed?," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1787-1794, August.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2007. "How Are Preferences Revealed?," Levine's Bibliography 122247000000001760, UCLA Department of Economics.
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    • Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan, 2008. "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Working Papers 2008/60, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    • O. Brandouy & W. Briec & K. Kerstens & I. van de Woestyne, 2010. "Portfolio performance gauging in discrete time using a luenberger productivity indicator," Post-Print halshs-00490032, HAL.
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    • Chiriac, Roxana & Voev, Valeri, 2008. "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers 08/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
    • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
  • Thomas Q. Pedersen, 2008. "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers 2008-60, Department of Economics and Business Economics, Aarhus University.
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    • Zhao, Jianmei & Barry, Peter J. & Katchova, Ani L., 2008. "Signaling Credit Risk in Agriculture: Implications for Capital Structure Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(3), pages 1-16, December.
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  • Franz Fuerst & Gianluca Marcato, 2008. "Style Analysis In Real Estate Markets: Beyond The Sectors And Regions Dichotomy," ERES eres2008_146, European Real Estate Society (ERES).
    • Franz Fuerst & Gianluca Marcato, 2009. "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers rep-wp2009-01, Henley Business School, University of Reading.
  • Marcel Marekwica & Steffen Sebastian, 2008. "To Buy Or Not To Buy? Housing, Mortgages And Tax-Deferred Investing," ERES eres2008_204, European Real Estate Society (ERES).
  • Rainer Schulz & Martin Wersing & Axel Werwatz, 2008. "Renting Versus Owning And The Role Of Income Risk: The Case Of Germany," ERES eres2008_248, European Real Estate Society (ERES).
    • Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2009. "Renting versus owning and the role of income risk: The case of Germany," SFB 649 Discussion Papers 2009-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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  • Turhan Korkmaz & Emrah Ismail Çevik, 2008. "Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(1), pages 59-84.
  • Alberto Felettigh & Paola Monti, 2008. "How to interpret the CPIS data on the distribution of foreign portfolio assets in the presence of sizeable cross-border positions in mutual funds. Evidence for Italy and the main euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 16, Bank of Italy, Economic Research and International Relations Area.
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    • Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005. "Portfolio Selection with Monotone Mean-Variance Preferences," Finance 0502014, University Library of Munich, Germany.
    • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.
  • Rodríguez Arnulfo & Zúñiga Gerardo & Rodríguez Pedro N., 2008. "Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application," Working Papers 2008-02, Banco de México.
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    • Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
  • Srichander Ramaswamy, 2008. "Managing international reserves: how does diversification affect financial costs?," BIS Quarterly Review, Bank for International Settlements, June.
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  • John V. Duca & Jason L. Saving, 2008. "Stock Ownership And Congressional Elections: The Political Economy Of The Mutual Fund Revolution," Economic Inquiry, Western Economic Association International, vol. 46(3), pages 454-479, July.
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    • Larry Epstein & Martin Schneider, 2004. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 507, University of Rochester - Center for Economic Research (RCER).
    • Larry Epstein & Martin Schneider, 2005. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 519, University of Rochester - Center for Economic Research (RCER).
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  • Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner, 2008. "Neighbors Matter: Causal Community Effects and Stock Market Participation," Journal of Finance, American Finance Association, vol. 63(3), pages 1509-1531, June.
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  • JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008. "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 63(4), pages 1849-1895, August.
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  • Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
    • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
    • Jacques Olivier & José M. Marín, 2015. "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers 241, Barcelona School of Economics.
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  • John S. Greenlees & Robert McClelland, 2011. "New Evidence on Outlet Substitution Effects in Consumer Price Index Data," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 632-646, May.
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  • Kozluk, Tomasz, 2008. "Global and regional links between stock markets - the case of Russia and China," BOFIT Discussion Papers 4/2008, Bank of Finland, Institute for Economies in Transition.
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  • Asher Blass, 2008. "Transffering the Management of the Provident and Mutual Funds From the Banks," Israel Economic Review, Bank of Israel, vol. 6(1), pages 23-47.
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    • Hui Chen & Nengjiu Ju & Jianjun Miao, "undated". "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - Working Papers Series wp2009-015, Boston University - Department of Economics.
    • Hui Chen & Nengjiu Ju & Jianjun Miao, 2008. "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-179, Boston University - Department of Economics, revised Feb 2009.
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  • Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
    • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
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    • Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto.
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    • Jeffrey LaFrance & Rulon Pope & Richard Just, 2008. "Agricultural Arbitrage and Risk Preferences," Working Papers 2009-01, School of Economic Sciences, Washington State University.
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  • Yongheng Deng & John Quigley, 2008. "Index Revision, House Price Risk, and the Market for House Price Derivatives," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 191-209, October.
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    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
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    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
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    • Ken Sennewald & Klaus Wälde, 2006. "“Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View," CESifo Working Paper Series 1684, CESifo.
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  • Thomas Crossley & Mario Jametti, 2013. "Pension Benefit Insurance and Pension Plan Portfolio Choice," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 337-341, March.
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    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," CESifo Working Paper Series 2498, CESifo.
    • Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 237, McMaster University.
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  • Eric Jondeau, 2008. "Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias," Swiss Finance Institute Research Paper Series 08-06, Swiss Finance Institute.
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  • Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013. "Optimal Mortgage Refinancing: A Closed‐Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 591-622, June.
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  • F. Lisi & E. Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  • Alejandro Reveiz & Carlos Eduardo León Rincón, 2008. "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia 488, Banco de la Republica de Colombia.
    • Alejandro Reveiz Herault & Carlos Eduardo León Rincón, 2008. "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia 4522, Banco de la Republica.
  • Alejandro Revéiz Herault & Sebastian Rojas, 2008. "The case for active management from the perspective of Complexity Theory," Borradores de Economia 495, Banco de la Republica de Colombia.
    • Aeljandro Reveiz Herault & Sebastian Rojas, 2008. "The case for active management from the perspective of Complexity Theory," Borradores de Economia 4566, Banco de la Republica.
  • Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 506, Banco de la Republica de Colombia.
    • Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 4598, Banco de la Republica.
  • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
    • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
    • Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
    • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
  • Alejandro Reveiz Herault, 2008. "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia 511, Banco de la Republica de Colombia.
    • Alejandro Reveiz Herault, 2008. "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia 4626, Banco de la Republica.
  • Alejandro Reveiz & Carlos León, 2010. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 7, pages 134-157, Palgrave Macmillan.
    • Alejandro Reveiz & Carlos León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 520, Banco de la Republica de Colombia.
    • Alejandro Reveiz & Carlos Eduardo León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 4732, Banco de la Republica.
  • Carlos Leon & Juan Mario Laserna, 2008. "Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," Borradores de Economia 523, Banco de la Republica de Colombia.
    • Carlos León & Juan Mario Laserna, 2008. "Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," Borradores de Economia 4970, Banco de la Republica.
  • Dairo Estrada & Angela González Arbelaéz & Javier Gutiérrez Rueda, 2008. "The Effects of Diversification on Banks’ Expected Returns," Borradores de Economia 524, Banco de la Republica de Colombia.
    • Dairo Estrada & Angela González Arbeláez & Javier Gutierréz Rueda, 2008. "The Effects of Diversification on Banks´ Expected Returns," Borradores de Economia 4991, Banco de la Republica.
  • Martha R. López & Juan D. Prada & Norberto Rodríguez N., 2008. "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia 525, Banco de la Republica de Colombia.
    • Martha R. López & Juan D. Prada & Norberto Rodríguez Niño, 2008. "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia 4992, Banco de la Republica.
  • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
    • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
    • Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
    • Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
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  • José Joaquín Alzate Marín, 2008. "Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra," Revista CIFE, Universidad Santo Tomás, December.
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  • Martin Gervais & Manish Pandey, 2008. "Who Cares About Mortgage Interest Deductibility?," Canadian Public Policy, University of Toronto Press, vol. 34(1), pages 1-24, March.
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  • Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," American Economic Review, American Economic Association, vol. 98(2), pages 333-338, May.
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  • Grüner, Hans Peter, 2008. "Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence," CEPR Discussion Papers 6750, C.E.P.R. Discussion Papers.
  • Nauro F. Campos & Renata Leite Barbosa, 2009. "Paintings and numbers: an econometric investigation of sales rates, prices, and returns in Latin American art auctions," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 28-51, January.
    • Campos, Nauro F. & Leite Barbosa, Renata, 2008. "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers 3445, Institute of Labor Economics (IZA).
    • Campos, Nauro & Barbosa, Renata Leite, 2008. "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," CEPR Discussion Papers 6806, C.E.P.R. Discussion Papers.
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    • Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010. "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series 2975, CESifo.
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  • Alejandro Cuñat & Christian Fons-Rosen, 2013. "Relative Factor Endowments And International Portfolio Choice," Journal of the European Economic Association, European Economic Association, vol. 11(1), pages 166-200, February.
    • Alejandro Cuñat & Christian Fons-Rosen, 2008. "Relative Factor Endowments and International Portfolio Choice," CEP Discussion Papers dp0879, Centre for Economic Performance, LSE.
    • Cuñat, Alejandro & Fons-Rosen, Christian, 2008. "Relative Factor Endowments and International Portfolio Choice," CEPR Discussion Papers 6870, C.E.P.R. Discussion Papers.
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  • Tarun Ramadorai, 2012. "The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium," Journal of Finance, American Finance Association, vol. 67(2), pages 479-512, April.
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  • Thierry Foucault & David Sraer & David J. Thesmar, 2011. "Individual Investors and Volatility," Journal of Finance, American Finance Association, vol. 66(4), pages 1369-1406, August.
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  • Claudio Campanale, 2011. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
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  • Balbás, Alejandro, 2008. "Capital requirements: Are they the best solution?," DEE - Working Papers. Business Economics. WB wb087114, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
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  • Zhao, Jianmei & Barry, Peter J. & Katchova, Ani L., 2008. "Signaling Credit Risk in Agriculture: Implications for Capital Structure Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(3), pages 1-16, December.
    • Zhao, Jianmei & Barry, Peter J. & Katchova, Ani L., 2008. "Signaling Credit Risk in Agriculture: Implications for Capital Structure Analysis," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(3), pages 805-820, December.
  • Pelizzon, Loriana & Weber, Guglielmo, 2008. "Are Household Portfolios Efficient? an Analysis Conditional on Housing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 401-431, June.
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  • Ivković, Zoran & Sialm, Clemens & Weisbenner, Scott, 2008. "Portfolio Concentration and the Performance of Individual Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(3), pages 613-655, September.
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  • Sanning, Lee W. & Shaffer, Sherrill & Sharratt, Jo Marie, 2008. "Bordeaux Wine as a Financial Investment," Journal of Wine Economics, Cambridge University Press, vol. 3(1), pages 51-71, April.
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    • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation for Research in Economics, Yale University.
    • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive 122247000000002067, David K. Levine.
  • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2009.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2009. "Venture Capital and Sequential Investments," Levine's Working Paper Archive 814577000000000046, David K. Levine.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682, Cowles Foundation for Research in Economics, Yale University, revised Nov 2008.
    • Ulrich Hege, 2009. "Venture Capital and Sequential Investments," Post-Print hal-00496178, HAL.
    • Ulrich Hege, 2010. "Venture Capital and Sequential Investments," Post-Print hal-00554148, HAL.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577896, HAL.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577880, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
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  • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2009.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2009. "Venture Capital and Sequential Investments," Levine's Working Paper Archive 814577000000000046, David K. Levine.
    • Ulrich Hege, 2009. "Venture Capital and Sequential Investments," Post-Print hal-00496178, HAL.
    • Ulrich Hege, 2010. "Venture Capital and Sequential Investments," Post-Print hal-00554148, HAL.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577896, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577880, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682, Cowles Foundation for Research in Economics, Yale University, revised Nov 2008.
    • Ulrich Hege & Dirk Bergemann & Liang Peng, 2012. "Venture Capital and Sequential Investments," Working Papers hal-00759784, HAL.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577892, HAL.
  • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682, Cowles Foundation for Research in Economics, Yale University, revised Nov 2008.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2009. "Venture Capital and Sequential Investments," Levine's Working Paper Archive 814577000000000046, David K. Levine.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2009.
    • Ulrich Hege, 2009. "Venture Capital and Sequential Investments," Post-Print hal-00496178, HAL.
    • Ulrich Hege, 2010. "Venture Capital and Sequential Investments," Post-Print hal-00554148, HAL.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577896, HAL.
    • Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
    • Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577880, HAL.
    • Ulrich Hege & Dirk Bergemann & Liang Peng, 2012. "Venture Capital and Sequential Investments," Working Papers hal-00759784, HAL.
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  • Nicolas Aubert & Thomas Rapp, 2008. "Les salariés actionnaires:pourquoi investissent-ils dans leur entreprise?," Revue Finance Contrôle Stratégie, revues.org, vol. 11(4), pages 87-110, December.
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  • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008. "Financial Risk Aversion and Household Asset Diversification," Discussion Papers of DIW Berlin 807, DIW Berlin, German Institute for Economic Research.
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  • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008. "Financial Risk Aversion and Household Asset Diversification," SOEPpapers on Multidisciplinary Panel Data Research 117, DIW Berlin, The German Socio-Economic Panel (SOEP).
    • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2009. "Financial Risk Aversion and Household Asset Diversification," Working Paper / FINESS 6.1A, DIW Berlin, German Institute for Economic Research.
    • Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008. "Financial Risk Aversion and Household Asset Diversification," Discussion Papers of DIW Berlin 807, DIW Berlin, German Institute for Economic Research.
    • Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2008. "Financial Risk Aversion and Household Asset Diversification," Working Paper Series in Economics and Institutions of Innovation 137, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
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    • Frank M. Fossen, 2008. "The Private Equity Premium Puzzle Revisited: New Evidence on the Role of Heterogeneous Risk Attitudes," Discussion Papers of DIW Berlin 839, DIW Berlin, German Institute for Economic Research.
  • Willem Heeringa, 2008. "Optimal life cycle investment with pay-as-you-go pension schemes: a portfolio approach," DNB Working Papers 168, Netherlands Central Bank, Research Department.
  • Broeders, Dirk & Chen, An, 2010. "Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1201-1214, June.
    • Dirk Broeders & An Chen, 2008. "Pension regulation and the market value of pension liabilities - a contingent claims analysis using Parisian options," DNB Working Papers 183, Netherlands Central Bank, Research Department.
  • Benhima, Kenza, 2013. "A reappraisal of the allocation puzzle through the portfolio approach," Journal of International Economics, Elsevier, vol. 89(2), pages 331-346.
    • Kenza Benhima, 2008. "A Reappraisal of the Allocation Puzzle through the Portfolio Approach," Working Papers hal-04140729, HAL.
    • Benhima Kenza, 2010. "A Reappraisal of the Allocation Puzzle through the Portfolio Approach," Cahiers de Recherches Economiques du Département d'économie 10.11, Université de Lausanne, Faculté des HEC, Département d’économie, revised May 2012.
    • Kenza Benhima, 2008. "A Reappraisal of the Allocation Puzzle through the Portfolio Approach," EconomiX Working Papers 2008-27, University of Paris Nanterre, EconomiX.
  • Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
    • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
  • Sarah Eaton & Zhang Yuxuan, 2008. "Dragon on a Short Leash : An Inside-Out Analysis of China Investment Corporation," Finance Working Papers 22834, East Asian Bureau of Economic Research.
    • Sarah Eaton & Zhang Yu Xuan, 2008. "Dragon on a Short Leash : An Inside-Out Analysis of China Investment Corporation," Development Economics Working Papers 21983, East Asian Bureau of Economic Research.
  • Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger, 2008. "Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2006-2021, October.
    • Fred Espen Benth & Alvaro Cartea & Ruediger Kiesel, 2006. "Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium," Birkbeck Working Papers in Economics and Finance 0611, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Døskeland, Trond M. & Nordahl, Helge A., 2008. "Optimal pension insurance design," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 382-392, March.
    • Døskeland, Trond M. & Nordahl, Helge A., 2006. "Optimal Pension Insurance Design," Discussion Papers 2006/14, Norwegian School of Economics, Department of Business and Management Science, revised 21 Jun 2007.
  • Huij, Joop & Derwall, Jeroen, 2008. ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 559-572, April.
  • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
    • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006.
    • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Stock Market Volatility around National Elections," Working Paper Series 2006,2, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
    • Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank.
  • Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008. "Globally evolutionarily stable portfolio rules," Journal of Economic Theory, Elsevier, vol. 140(1), pages 197-228, May.
    • Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005. "Globally Evolutionarily Stable Portfolio Rules," Discussion Papers 2005/17, Norwegian School of Economics, Department of Business and Management Science.
  • Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
    • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
    • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
    • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
    • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
    • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
  • Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008. "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, vol. 88(3), pages 581-606, June.
    • Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," NBER Working Papers 11697, National Bureau of Economic Research, Inc.
    • Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008. "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, vol. 90(1), pages 20-37, October.
    • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," Harvard Institute of Economic Research Working Papers 2077, Harvard - Institute of Economic Research.
    • Stein, Jeremy & Kubik, Jeffrey D. & Hong, Harrison, 2008. "The Only Game in Town: Stock-Price Consequences of Local Bias," Scholarly Articles 3710665, Harvard University Department of Economics.
    • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc.
  • Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
  • Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2008. "How are preferences revealed?," Journal of Public Economics, Elsevier, vol. 92(8-9), pages 1787-1794, August.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2007. "How Are Preferences Revealed?," Levine's Bibliography 122247000000001760, UCLA Department of Economics.
    • Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte, 2008. "How Are Preferences Revealed?," Scholarly Articles 11130523, Harvard University Department of Economics.
    • John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2008. "How are Preferences Revealed?," NBER Working Papers 13976, National Bureau of Economic Research, Inc.
    • John Beshears & James Choi & David Laibson & Brigitte Madrian, 2008. "How are Preferences Revealed?," Yale School of Management Working Papers amz2466, Yale School of Management.
  • Hartarska, Valentina & Nadolnyak, Denis, 2008. "An Impact Analysis of Microfinance in Bosnia and Herzegovina," World Development, Elsevier, vol. 36(12), pages 2605-2619, December.
    • Valentina Hartarska & Denis Nadolnyak, 2007. "An Impact Analysis of Microfinance in Bosnia and Herzegovina," William Davidson Institute Working Papers Series wp915, William Davidson Institute at the University of Michigan.
  • Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2008. "Teoría de matrices aleatorias y correlación de series financieras: el caso de la Bolsa Mexicana de Valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 2(2), pages 125-135.
  • Benjamín García Martínez & Arturo Lorenzo Valdés, 2008. "La matriz de covarianzas de residuales en la asignación y valuación de activos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 2(2), pages 162-178.
  • Alejandro Cuñat & Christian Fons-Rosen, 2013. "Relative Factor Endowments And International Portfolio Choice," Journal of the European Economic Association, European Economic Association, vol. 11(1), pages 166-200, February.
    • Cuñat, Alejandro & Fons-Rosen, Christian, 2008. "Relative Factor Endowments and International Portfolio Choice," CEPR Discussion Papers 6870, C.E.P.R. Discussion Papers.
    • Cunat, Alejandro & Fons-Rosen, Christian, 2008. "Relative factor endowments and international portfolio choice," LSE Research Online Documents on Economics 19562, London School of Economics and Political Science, LSE Library.
    • Alejandro Cuñat & Christian Fons-Rosen, 2008. "Relative Factor Endowments and International Portfolio Choice," CEP Discussion Papers dp0879, Centre for Economic Performance, LSE.
  • Robin Greenwood & Dimitri Vayanos, 2014. "Bond Supply and Excess Bond Returns," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 663-713.
    • Vayanos, Dimitri & Greenwood, Robin, 2008. "Bond Supply and Excess Bond Returns," CEPR Discussion Papers 6694, C.E.P.R. Discussion Papers.
    • Greenwood, Robin & Vayanos, Dimitri, 2008. "Bond supply and excess bond returns," LSE Research Online Documents on Economics 24425, London School of Economics and Political Science, LSE Library.
    • Dimitri Vayanos & Robin Greenwood, 2008. "Bond Supply and Excess Bond Returns," FMG Discussion Papers dp607, Financial Markets Group.
    • Robin Greenwood & Dimitri Vayanos, 2008. "Bond Supply and Excess Bond Returns," NBER Working Papers 13806, National Bureau of Economic Research, Inc.
  • Silli, Bernhard & Cohen, Randolph B & Polk, Christopher, 2008. "Best ideas," LSE Research Online Documents on Economics 24471, London School of Economics and Political Science, LSE Library.
  • Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2008. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Chapters, in: Klaus Gugler & B. Burcin Yurtoglu (ed.), The Economics of Corporate Governance and Mergers, chapter 2, Edward Elgar Publishing.
    • Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2007. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Working Papers wp343, Centre for Business Research, University of Cambridge.
    • Sonja Fagernas & Prabirjit Sarkar & Ajit Singh, 2007. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," WEF Working Papers 0023, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Ferruz, Luis & Sarto, José Luis & Vicente, Luis, 2008. "Convergencia estratégica en la industria española de fondos de inversión," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(300), pages 1043-1060, octubre-d.
  • Bec, Frédérique & Gollier, Christian, 2006. "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers 467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
    • Frédérique Bec & Christian Gollier, 2008. "Assets returns volatility and investment horizon: The French case," THEMA Working Papers 2008-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Frédérique Bec & Christian Gollier, 2009. "Assets Returns Volatility and Investment Horizon: The French Case," CESifo Working Paper Series 2622, CESifo.
  • Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
    • Fabrice Barthélémy & Jean-Luc Prigent, 2008. "Optimal Time to Sell in Real Estate Portfolio Management," THEMA Working Papers 2008-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," Post-Print hal-03679715, HAL.
  • Carlo Alberto Magni, 2008. "CAPM‐based capital budgeting and nonadditivity," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 26(5), pages 388-398, August.
    • Magni, Carlo Alberto, 2006. "CAPM-based capital budgeting and nonadditivity," MPRA Paper 7290, University Library of Munich, Germany.
  • Carlo Alberto Magni, 2008. "CAPM‐based capital budgeting and nonadditivity," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 26(5), pages 388-398, August.
    • Magni, Carlo Alberto, 2006. "CAPM-based capital budgeting and nonadditivity," MPRA Paper 7290, University Library of Munich, Germany.

  2007

  • Schmeling, Maik, 2007. "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, vol. 23(1), pages 127-145.
    • Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP) dp-337, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007. "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2405-2423, August.
    • Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers.
  • Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007. "Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 408-427, March.
    • Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005. "Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework," Research Paper Series 166, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Fielding, David & Stracca, Livio, 2007. "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Journal of Economic Behavior & Organization, Elsevier, vol. 64(2), pages 250-268, October.
    • Stracca, Livio & Fielding, David, 2003. "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Working Paper Series 203, European Central Bank.
  • Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November.
    • Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
    • Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    • Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research.
  • Espino, Emilio, 2007. "Equilibrium portfolios in the neoclassical growth model," Journal of Economic Theory, Elsevier, vol. 137(1), pages 673-687, November.
    • Emilio Espino, 2005. "Equilibrium Portfolios in the Neoclassical Growth Model," Working Papers 87, Universidad de San Andres, Departamento de Economia, revised Dec 2005.
    • Emilio Espino, 2006. "Equilibrium Portfolios in the Neoclassical Growth Model," 2006 Meeting Papers 92, Society for Economic Dynamics.
  • Grenadier, Steven R. & Wang, Neng, 2007. "Investment under uncertainty and time-inconsistent preferences," Journal of Financial Economics, Elsevier, vol. 84(1), pages 2-39, April.
    • Grenadier, Steven R. & Wang, Neng, 2005. "Investment under Uncertainty and Time-Inconsistent Preferences," Research Papers 1899, Stanford University, Graduate School of Business.
    • Steven R. Grenadier & Neng Wang, 2006. "Investment Under Uncertainty and Time-Inconsistent Preferences," NBER Working Papers 12042, National Bureau of Economic Research, Inc.
  • Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
    • Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics, revised Sep 2006.
    • Jianjun Miao & Neng Wang, 2006. "Investment, consumption and hedging under incomplete markets," 2006 Meeting Papers 289, Society for Economic Dynamics.
    • Jianjun Miao & Neng Wang, 2006. "Investment, Consumption, and Hedging under Incomplete Markets," CEMA Working Papers 459, China Economics and Management Academy, Central University of Finance and Economics.
    • Jianjun Miao & Neng Wang, 2007. "Investment, Consumption, and Hedging under Incomplete Markets," NBER Working Papers 13250, National Bureau of Economic Research, Inc.
  • Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007. "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 631-655, June.
    • Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006. "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series 685, European Central Bank.
  • Campbell, Rachel A. & Kraussl, Roman, 2007. "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1239-1260, November.
    • Campbell, Rachel A. & Kräussl, Roman, 2006. "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series 2006/31, Center for Financial Studies (CFS).
  • Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
    • Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003. "East Asian Equity Markets, Financial Crises, and the Japanese Currency," Working Papers 032003, Hong Kong Institute for Monetary Research.
  • Sansone, Alessandro & Garofalo, Giuseppe, 2007. "Asset price dynamics in a financial market with heterogeneous trading strategies and time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 247-257.
    • Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, University Library of Munich, Germany.
    • Giuseppe Garofalo & Alessandro Sansone, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics 88, Department of Economics and Law, Sapienza University of Roma.
    • Giuseppe Garofalo & Alessandro Sansone, 2006. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Papers physics/0607276, arXiv.org.
  • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 1992-2013, National Bureau of Economic Research, Inc.
    • Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2007. "Individual account investment options and portfolio choice: Behavioral lessons from 401(k) plans," Journal of Public Economics, Elsevier, vol. 91(10), pages 1992-2013, November.
    • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Working Papers 13169, National Bureau of Economic Research, Inc.
  • Gene Amromin & Jennifer Huang & Clemens Sialm, 2007. "The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 2014-2040, National Bureau of Economic Research, Inc.
    • Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, vol. 91(10), pages 2014-2040, November.
    • Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series WP-06-05, Federal Reserve Bank of Chicago.
    • Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings," NBER Working Papers 12502, National Bureau of Economic Research, Inc.
  • van Rooij, Maarten C.J. & Kool, Clemens J.M. & Prast, Henriette M., 2007. "Risk-return preferences in the pension domain: Are people able to choose?," Journal of Public Economics, Elsevier, vol. 91(3-4), pages 701-722, April.
    • M.C.J. van Rooij & C.J.M. Kool & H.M. Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," Working Papers 05-04, Utrecht School of Economics.
    • van Rooij, M.C.J. & Kool, C.J.M. & Prast, H.M., 2007. "Risk-return preferences in the pension domain : Are people able to choose?," Other publications TiSEM 22820590-ad4e-4abc-bd21-4, Tilburg University, School of Economics and Management.
  • Fischer, Klaus & Khoury, Nabil, 2007. "The impact of ethical ratings on Canadian security performance: Portfolio management and corporate governance implications," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 40-54, March.
    • Klaus Fischer & Nabil Khoury, 2005. "The Impact of Ethical Ratings on Canadian Security Performance: Portfolio Management and Corporate Governance Implications," Cahiers de recherche 0501, CIRPEE.
  • John D. Burger & Francis E. Warnock, 2007. "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 291-304.
    • Burger, John D. & Warnock, Francis E., 2007. "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, vol. 16(3), pages 291-304.
    • John D. Burger & Francis E. Warnock, 2004. "Foreign participation in local-currency bond markets," International Finance Discussion Papers 794, Board of Governors of the Federal Reserve System (U.S.).
    • John D. Burger & Francis E. Warnock, 2006. "Foreign Participation in Local Currency Bond Markets," NBER Working Papers 12548, National Bureau of Economic Research, Inc.
  • Boschi, Melisso & Goenka, Aditya, 2012. "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 85-99.
    • Aditya Goenka & Melisso Boschi, 2004. "International capital flows and transmission of financial crises," Econometric Society 2004 Far Eastern Meetings 785, Econometric Society.
    • Melisso Boschi & Aditya Goenka, 2007. "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers 2007-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Boschi, Melisso, 2006. "Habit formation and the transmission of financial crises," Economics Discussion Papers 8900, University of Essex, Department of Economics.
  • Antonio Ruiz-Porras, 2007. "Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 1(1), pages 56-62.
  • Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2007. "Un árbol de expansión mínima en la Bolsa Mexicana de Valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 1(2), pages 116-124.
  • Penaranda, Francisco, 2007. "Portfolio choice beyond the traditional approach," LSE Research Online Documents on Economics 24481, London School of Economics and Political Science, LSE Library.
  • Sheng Li & Oliver Linton, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," FMG Discussion Papers dp591, Financial Markets Group.
    • Li, Sheng & Linton, Oliver, 2007. "Evaluating hedge fund performance: a stochastic dominance approach," LSE Research Online Documents on Economics 24486, London School of Economics and Political Science, LSE Library.
  • Webb, David C., 2007. "Pension plan funding, risk sharing and technology choice," LSE Research Online Documents on Economics 24641, London School of Economics and Political Science, LSE Library.
  • Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán, 2007. "Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 66(03), pages 220-245.
  • Ferruz Agudo, Luis & Vargas Magallón, María, 2007. "Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión españoles en condiciones económicas variables," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(295), pages 663-683, julio-sep.
  • André de Palma & Jean-Luc Prigent, 2007. "Hedging global environment risks: An option based portfolio insurance," THEMA Working Papers 2007-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • André de Palma & Jean-Luc Prigent, 2008. "Hedging global environment risks: An option based portfolio insurance," Post-Print hal-03679719, HAL.
  • Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.
    • Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.
  • Kunzel, Peter & Medeiros, Carlos & Papaioannou, Michael & Zanforlin, Luisa, 2007. "Corporate inflation-indexed bonds in emerging market countries: recent trends and prospects," Journal of Financial Transformation, Capco Institute, vol. 20, pages 69-79.
  • Michalski, Grzegorz, 2007. "Portofolio Managament Approach in Trade Credit Decision Making," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(3), pages 42-53, September.
    • Grzegorz Michalski, 2013. "Portfolio Management Approach in Trade Credit Decision Making," Papers 1301.3823, arXiv.org.
  • Annaert, Jan & Deelstra, Griselda & Heyman, Dries & Vanmaele, Michèle, 2007. "Risk management of a bond portfolio using options," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 299-316, November.
    • J. Annaert & G. Deelstra & D. Heyman & M. Vanmaele, 2007. "Risk management of a bond portfolio using options," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/465, Ghent University, Faculty of Economics and Business Administration.
  • J. Annaert & S. Van Osselaer & B. Verstraete, 2007. "Performance evaluation of portfolio insurance strategies using stochastic dominance criteria," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/473, Ghent University, Faculty of Economics and Business Administration.
  • Michail Koubouros & Ekaterini Panopoulou, 2007. "Intertemporal Market Risks and the Cross–Section of Greek Average Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(2), pages 203-227, May.
  • Sanjay Sehgal & Meenakshi Gupta, 2007. "Tests of Technical Analysis in India," Vision, , vol. 11(3), pages 11-23, July.
  • Yongyuan Qiao, 2007. "Analysis into IPO Underpricing and Clustering in Hong Kong Equity Market," CRIEFF Discussion Papers 0716, Centre for Research into Industry, Enterprise, Finance and the Firm.
    • Qiao, Yongyuan, 2008. "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper 7876, University Library of Munich, Germany.
  • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 89-101.
    • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," Finance Working Papers 21919, East Asian Bureau of Economic Research.
    • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," SCAPE Policy Research Working Paper Series 0706, National University of Singapore, Department of Economics, SCAPE.
  • Castaneda, Pablo, 2006. "Long Term Risk Assessment in a Defined Contribution Pension System," MPRA Paper 3347, University Library of Munich, Germany, revised 30 Apr 2007.
    • Pablo Castañeda, 2007. "Long Term Risk Assessment in a Defined Contribution Pension System," Working Papers 20, Superintendencia de Pensiones, revised Oct 2007.
  • Florian Zainhofer, 2007. "Life Cycle Portfolio Choice: A Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 187-238, June.
  • Marie Pfiffelmann, 2007. "Which Optimal Design for Lottery Linked Deposit Accounts?," Working Papers CEB 07-010.RS, ULB -- Universite Libre de Bruxelles.
  • Olga Bourachnikova, 2007. "Weighting function in the behavioral portfolio theory," DULBEA Working Papers 07-07.RS, ULB -- Universite Libre de Bruxelles.
    • Olga Bourachnikova, 2007. "Weighting Function in the Behavioral Portfolio Theory," Working Papers CEB 07-011.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ombretta Signori, 2009. "Do Inflation‐Linked Bonds Still Diversify?," European Financial Management, European Financial Management Association, vol. 15(2), pages 279-297, March.
    • Marie Briere & Ombretta Signori, 2007. "Do Inflation-Linked Bonds Still Diversify?," Working Papers CEB 07-029.RS, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ombretta Signori, 2009. "Do inflation-linked bonds still diversify?," ULB Institutional Repository 2013/169891, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Szafarz, 2007. "Crisis-Robust Bond Portfolios," Working Papers CEB 07-030.RS, ULB -- Universite Libre de Bruxelles.
    • Marie Briere & Ariane Szafarz, 2008. "Crisis-Robust Bond Portfolios," ULB Institutional Repository 2013/14150, ULB -- Universite Libre de Bruxelles.
  • Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007. "The necessity to correct hedge fund returns: empirical evidence and correction method," Working Papers halshs-00184470, HAL.
    • Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007. "The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method," Working Papers CEB 07-034.RS, ULB -- Universite Libre de Bruxelles.
  • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, vol. 152(1), pages 141-165, July.
    • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," THEMA Working Papers 2003-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," LIDAM Discussion Papers IRES 2003004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases," FAME Research Paper Series rp66, International Center for Financial Asset Management and Engineering.
  • Alexander Schied, 2007. "Optimal investments for risk- and ambiguity-averse preferences: a duality approach," Finance and Stochastics, Springer, vol. 11(1), pages 107-129, January.
  • Jean-Paul Décamps & Stéphane Villeneuve, 2007. "Optimal dividend policy and growth option," Finance and Stochastics, Springer, vol. 11(1), pages 3-27, January.
    • Décamps, Jean-Paul & Villeneuve, Stéphane, 2005. "Optimal Dividend Policy and Growth Option," IDEI Working Papers 369, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Vathana Ly Vath & Mohamed Mnif & Huyên Pham, 2007. "A model of optimal portfolio selection under liquidity risk and price impact," Finance and Stochastics, Springer, vol. 11(1), pages 51-90, January.
  • Nan Chen & Paul Glasserman, 2007. "Additive and multiplicative duals for American option pricing," Finance and Stochastics, Springer, vol. 11(2), pages 153-179, April.
  • Erhan Bayraktar & Virginia Young, 2007. "Correspondence between lifetime minimum wealth and utility of consumption," Finance and Stochastics, Springer, vol. 11(2), pages 213-236, April.
    • Erhan Bayraktar & Virginia R. Young, 2007. "Correspondence between Lifetime Minimum Wealth and Utility of Consumption," Papers math/0703820, arXiv.org.
  • Sara Biagini & Marco Frittelli, 2007. "The supermartingale property of the optimal wealth process for general semimartingales," Finance and Stochastics, Springer, vol. 11(2), pages 253-266, April.
  • L. Rogers & José Scheinkman, 2007. "Optimal exercise of executive stock options," Finance and Stochastics, Springer, vol. 11(3), pages 357-372, July.
  • Ioannis Karatzas & Constantinos Kardaras, 2007. "The numéraire portfolio in semimartingale financial models," Finance and Stochastics, Springer, vol. 11(4), pages 447-493, October.
  • Bernd Pape, 2007. "Asset allocation and multivariate position based trading," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(2), pages 163-193, December.
  • Katsutoshi Wakai, 2007. "Aggregation under homogeneous ambiguity: a two-fund separation result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 363-372, February.
  • George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 125-155, July.
    • George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc.
  • Michał Baran, 2007. "Asymptotic pricing in large financial markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(1), pages 1-20, August.
  • Carlo Alberto Magni, 2007. "Project valuation and investment decisions: CAPM versus arbitrage," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(2), pages 137-140.
    • Magni, Carlo Alberto, 2007. "Project valuation and investment decisions: CAPM versus arbitrage," MPRA Paper 14525, University Library of Munich, Germany.
  • Carlo Alberto Magni, 2007. "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(3), pages 165-168.
    • Magni, Carlo Alberto, 2007. "Project selection and equivalent CAPM-based investment criteria," MPRA Paper 14526, University Library of Munich, Germany.
  • Jedrzej Bialkowski & Katrin Gottschalk & Tomasz Piotr Wisniewski, 2007. "Political orientation of government and stock market returns," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 269-273.
    • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Political Orientation of Government and Stock Market Returns," Working Paper Series 2006,9, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    • Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Political orientation of government and stock market returns," MPRA Paper 307, University Library of Munich, Germany, revised Nov 2006.
  • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 89-101.
    • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," Finance Working Papers 21919, East Asian Bureau of Economic Research.
  • Johan Parmler & Andres Gonzalez, 2007. "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, vol. 13(4), pages 301-318.
    • Ericsson, Johan & González, Andrés, 2003. "Is Momentum Due to Data-Snooping?," SSE/EFI Working Paper Series in Economics and Finance 536, Stockholm School of Economics.
  • Kais Dachraoui & Georges Dionne, 2007. "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 397-404.
    • Dachraoui, Khaïs & Dionne, Georges, 2006. "Conditions ensuring the decomposition of asset demand for all risk-averse investors," Working Papers 04-1, HEC Montreal, Canada Research Chair in Risk Management.
  • Sven-Olov Daunfeldt, 2007. "Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden," The European Journal of Finance, Taylor & Francis Journals, vol. 13(7), pages 657-667.
    • Daunfeldt, Sven-Olov, 2005. "Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden," HUI Working Papers 3, HUI Research.
  • Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007. "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 5(1), pages 51-64.
  • John Gibson & Trinh Le & Steven Stillman, 2007. "What explains the wealth gap between immigrants and the New Zealand born?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 131-162.
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," RF Berlin - CReAM Discussion Paper Series 0715, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," Working Papers 07_12, Motu Economic and Public Policy Research.
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap between Immigrants and the New Zealand Born?," Working Papers in Economics 07/02, University of Waikato.
  • Carlo Alberto Magni, 2007. "Project valuation and investment decisions: CAPM versus arbitrage," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 137-140.
    • Magni, Carlo Alberto, 2007. "Project valuation and investment decisions: CAPM versus arbitrage," MPRA Paper 14525, University Library of Munich, Germany.
  • Carlo Alberto Magni, 2007. "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 165-168.
    • Magni, Carlo Alberto, 2007. "Project selection and equivalent CAPM-based investment criteria," MPRA Paper 14526, University Library of Munich, Germany.
  • ,, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, vol. 2(2), June.
    • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers 148, Society for Economic Dynamics.
    • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," Discussion Papers 1398, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Charles S. Bos & Phillip Gould, 2007. "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers 07-025/4, Tinbergen Institute.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk and Performance," Other publications TiSEM 684d2aba-7b82-4306-b6a0-d, Tilburg University, School of Economics and Management.
    • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk and Performance," Discussion Paper 2007-31, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk Exposure and Performance," Other publications TiSEM 1ff75080-22db-4909-9f13-a, Tilburg University, School of Economics and Management.
    • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk Exposure and Performance," Discussion Paper 2007-013, Tilburg University, Tilburg Law and Economic Center.
  • van Rooij, Maarten C.J. & Kool, Clemens J.M. & Prast, Henriette M., 2007. "Risk-return preferences in the pension domain: Are people able to choose?," Journal of Public Economics, Elsevier, vol. 91(3-4), pages 701-722, April.
    • M.C.J. van Rooij & C.J.M. Kool & H.M. Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," Working Papers 05-04, Utrecht School of Economics.
    • van Rooij, M.C.J. & Kool, C.J.M. & Prast, H.M., 2007. "Risk-return preferences in the pension domain : Are people able to choose?," Other publications TiSEM 22820590-ad4e-4abc-bd21-4, Tilburg University, School of Economics and Management.
  • Boes, Mark-Jan & Drost, Feike C. & Werker, Bas J. M., 2007. "The Impact of Overnight Periods on Option Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(2), pages 517-533, June.
    • Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2005. "The Impact of Overnight Periods on Option Pricing," Other publications TiSEM 2c3a7553-f718-4caa-90f2-b, Tilburg University, School of Economics and Management.
    • Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2007. "The impact of overnight periods on option pricing," Other publications TiSEM fc062462-2359-45ac-8826-d, Tilburg University, School of Economics and Management.
    • Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2005. "The Impact of Overnight Periods on Option Pricing," Discussion Paper 2005-1, Tilburg University, Center for Economic Research.
  • Gilles Chemla & Michel A. Habib & Alexander Ljungqvist, 2007. "An Analysis of Shareholder Agreements," Journal of the European Economic Association, MIT Press, vol. 5(1), pages 93-121, March.
    • Ljungqvist, Alexander & Chemla, Gilles & Habib, Michel, 2002. "An Analysis of Shareholder Agreements," CEPR Discussion Papers 3457, C.E.P.R. Discussion Papers.
  • Monika Piazzesi & Martin Schneider, 2007. "Asset Prices and Asset Quantities," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 380-389, 04-05.
  • Martin D. Evans & Viktoria V. Hnatkovska, 2007. "Financial Integration, Macroeconomic Volatility, and Welfare," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 500-508, 04-05.
    • Martin Evans and Viktoria Hnatkovska, 2006. "Financial Integration, Macroeconomic Volatility and Welfare," Working Papers gueconwpa~06-06-13, Georgetown University, Department of Economics.
  • Marten Palme & Annika Sundén & Paul Söderlind, 2007. "How Do Individual Accounts Work in the Swedish Pension System?," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 636-646, 04-05.
  • Fatih Guvenen, 2007. "Do Stockholders Share Risk More Effectively than Nonstockholders?," The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 275-288, May.
    • Fatih Guvenen, 2005. "Do Stockholders Share Risk More Effectively Than Non- stockholders?," Macroeconomics 0508006, University Library of Munich, Germany.
  • Andras Niedermayer & Daniel Niedermayer, 2006. "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften dp0602, Universitaet Bern, Departement Volkswirtschaft.
    • Andras Niedermayer & Daniel Niedermayer, 2007. "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften dp0701, Universitaet Bern, Departement Volkswirtschaft.
  • Graciela Sanromán, 2007. "Estimación de costes heterogéneos de participación en el mercado de activos con riesgo," Documentos de Trabajo (working papers) 2107, Department of Economics - dECON.
  • Juan Pablo Domínguez H., 2007. "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 32(23), pages 63-90, january-j.
  • Amaresh K. Tiwari & Pierre Mohnen & Franz C. Palm & Sybrand Schim Loeff, 2008. "Financial Constraint and R&D Investment: Evidence from CIS," Palgrave Macmillan Books, in: Cees Beers & Alfred Kleinknecht & Roland Ortt & Robert Verburg (ed.), Determinants of Innovative Behaviour, chapter 10, pages 217-242, Palgrave Macmillan.
    • Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "Financial Constraint and R&D Investment: Evidence from CIS," MERIT Working Papers 2007-011, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Francisco Penaranda, 2007. "Portfolio Choice Beyond the Traditional Approach," FMG Discussion Papers dp587, Financial Markets Group.
    • Francisco Peñaranda, 2007. "Portfolio choice beyond the traditional approach," Economics Working Papers 1026, Department of Economics and Business, Universitat Pompeu Fabra.
  • Ana González & Gonzalo Rubio, 2007. "Portfolio choice and the effects of liquidity," Economics Working Papers 1035, Department of Economics and Business, Universitat Pompeu Fabra.
  • Peñaranda, Francisco & Sentana, Enrique, 2016. "Duality in mean-variance frontiers with conditioning information," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 762-785.
    • Sentana, Enrique & Peñaranda, Francisco, 2007. "Duality in Mean-Variance Frontiers with Conditioning Information," CEPR Discussion Papers 6566, C.E.P.R. Discussion Papers.
    • Francisco Peñaranda & Enrique Sentana, 2007. "Duality in mean-variance frontiers with conditioning information," Economics Working Papers 1058, Department of Economics and Business, Universitat Pompeu Fabra.
    • Francisco Peñaranda & Enrique Sentana, 2007. "Duality in Mean-Variance Frontiers with Conditioning Information," Working Papers wp2007_0715, CEMFI.
  • Petrichev, Konstantin & Thorp, Susan, 2008. "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1138-1145, June.
    • Konstantin Petrichev & Susan Thorp, 2007. "The Private Value of Public Pensions," Research Paper Series 211, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
    • Loriana Pelizzon & Guglielmo Weber, 2007. "Efficient Portfolios when Housing Needs Change over the Life-Cycle," "Marco Fanno" Working Papers 0037, Dipartimento di Scienze Economiche "Marco Fanno".
    • Loriana Pelizzon & Guglielmo Weber, 2007. "Efficient Portfolios when Housing Needs Change over the Life-Cycle," Working Papers 2007_31, Department of Economics, University of Venice "Ca' Foscari".
  • Horace W. Brock, 2007. "The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 115(3), pages 365-402.
  • Sergiy Gerasymchuk, 2007. "Mean-Variance Portfolio Selection with Reference Dependent Preferences," Working Papers 150, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • Giuseppe De Nadai & Paolo Pianca, 2007. "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers 157, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • John Gibson & Trinh Le & Steven Stillman, 2007. "What explains the wealth gap between immigrants and the New Zealand born?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 131-162.
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," RF Berlin - CReAM Discussion Paper Series 0715, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap between Immigrants and the New Zealand Born?," Working Papers in Economics 07/02, University of Waikato.
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," Working Papers 07_12, Motu Economic and Public Policy Research.
  • Hartarska, Valentina & Nadolnyak, Denis, 2008. "An Impact Analysis of Microfinance in Bosnia and Herzegovina," World Development, Elsevier, vol. 36(12), pages 2605-2619, December.
    • Valentina Hartarska & Denis Nadolnyak, 2007. "An Impact Analysis of Microfinance in Bosnia and Herzegovina," William Davidson Institute Working Papers Series wp915, William Davidson Institute at the University of Michigan.
  • Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2008. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Chapters, in: Klaus Gugler & B. Burcin Yurtoglu (ed.), The Economics of Corporate Governance and Mergers, chapter 2, Edward Elgar Publishing.
    • Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2007. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Working Papers wp343, Centre for Business Research, University of Cambridge.
    • Sonja Fagernas & Prabirjit Sarkar & Ajit Singh, 2007. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," WEF Working Papers 0023, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
    • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Burger, John D. & Warnock, Francis E., 2007. "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, vol. 16(3), pages 291-304.
    • John D. Burger & Francis E. Warnock, 2007. "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 291-304.
    • John D. Burger & Francis E. Warnock, 2004. "Foreign participation in local-currency bond markets," International Finance Discussion Papers 794, Board of Governors of the Federal Reserve System (U.S.).
    • John D. Burger & Francis E. Warnock, 2006. "Foreign Participation in Local Currency Bond Markets," NBER Working Papers 12548, National Bureau of Economic Research, Inc.
  • Rumiana Górska, 2007. "Decomposition of the realized rate of return on investment in fixed-income securities," Working Papers 3, Department of Applied Econometrics, Warsaw School of Economics.
  • Chenghu Ma, 2007. "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-33.
  • Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007. "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-13.
    • Gilroy, Bernard Michael & Broll, Udo, 2005. "Managing Credit Risk with Credit Derivatives," MPRA Paper 17678, University Library of Munich, Germany.
  • Chenghu Ma, 2007. "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-33.
  • Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007. "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-13.
    • Gilroy, Bernard Michael & Broll, Udo, 2005. "Managing Credit Risk with Credit Derivatives," MPRA Paper 17678, University Library of Munich, Germany.
  • Harold Bierman Jr, 2007. "The Bare Essentials of Investing:Teaching the Horse to Talk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6199.
  • Tony Measor, 2007. "Successful Value Investing in Asia:10 Timeless Principles by Tony Measor," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6383.
  • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 89-101.
    • Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," Finance Working Papers 21919, East Asian Bureau of Economic Research.
  • Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.
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  • Manganelli, Simone, 2007. "Asset allocation by penalized least squares," Working Paper Series 723, European Central Bank.
  • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
    • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
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  • De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms' foreign investment decisions?," Working Paper Series 815, European Central Bank.
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    • Peter Bossaerts & Charles Plott & William R. Zame, 2007. "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Swiss Finance Institute Research Paper Series 07-05, Swiss Finance Institute.
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  • Wiese, Jörg, 2007. "Steuerinduziertes und / oder inflationsbedingtes Wachstum in der Unternehmensbewertung," Discussion Papers in Business Administration 2101, University of Munich, Munich School of Management.
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  • Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007. "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers 07017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
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  • Weber, Martin & Welfens, Frank, 2007. "An Individual Level Analysis of the Disposition Effect: Empirical and Experimental Evidence," Sonderforschungsbereich 504 Publications 07-45, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Weber, Martin & Welfens, Frank, 2007. "An individual level analysis of the disposition effect : empirical and experimental evidence," Papers 07-45, Sonderforschungsbreich 504.
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    • Weber, Martin & Welfens, Frank, 2007. "The repurchase behavior of individual investors : an experimental investigation," Papers 07-44, Sonderforschungsbreich 504.
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  • Weber, Martin & Welfens, Frank, 2007. "How do Markets React to Fundamental Shocks? An Experimental Analysis on Underreaction and Momentum," Sonderforschungsbereich 504 Publications 07-42, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Weber, Martin & Welfens, Frank, 2007. "How do markets react to fundamental shocks? : An experimental analysis on underreaction and momentum," Papers 07-42, Sonderforschungsbreich 504.
  • Carlo Alberto Magni, 2007. "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics 572, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Carlo Alberto Magni, 2007. "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics 0572, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Magni, Carlo Alberto, 2007. "A Sum&Discount method for appraising firms:An illustrative example," MPRA Paper 6114, University Library of Munich, Germany.
  • Magni, Carlo Alberto, 2007. "A Sum&Discount method for appraising firms:An illustrative example," MPRA Paper 6114, University Library of Munich, Germany.
    • Carlo Alberto Magni, 2007. "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics 572, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Carlo Alberto Magni, 2007. "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics 0572, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Marianna Brunetti, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
    • Marianna Brunetti, 2007. "Population ageing, household portfolios and financial asset returns: A survey of the literature," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0001, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Marianna Brunetti, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
    • Marianna Brunetti, 2007. "Population ageing, household portfolios and financial asset returns: A survey of the literature," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07051, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Djumashev, R, 2007. "Corruption, uncertainty and growth," MPRA Paper 3716, University Library of Munich, Germany.
    • Ratbek Dzhumashev, 2007. "Corruption, Uncertainty And Growth," Monash Economics Working Papers 15-07, Monash University, Department of Economics.
  • Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2007. "Money in motion: Dynamic portfolio choice in retirement," CFS Working Paper Series 2007/21, Center for Financial Studies (CFS).
    • Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Michael Stamos, 2007. "Money in Motion: Dynamic Portfolio Choice in Retirement," Working Papers wp152, University of Michigan, Michigan Retirement Research Center.
    • Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2007. "Money in Motion: Dynamic Portfolio Choice in Retirement," NBER Working Papers 12942, National Bureau of Economic Research, Inc.
  • van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob, 2011. "Financial literacy and stock market participation," Journal of Financial Economics, Elsevier, vol. 101(2), pages 449-472, August.
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    • Maarten vanRooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," Working Papers wp162, University of Michigan, Michigan Retirement Research Center.
    • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," NBER Working Papers 13565, National Bureau of Economic Research, Inc.
    • van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob J. M., 2007. "Financial literacy and stock market participation," CFS Working Paper Series 2007/27, Center for Financial Studies (CFS).
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  • John Gibson & Trinh Le & Steven Stillman, 2007. "What explains the wealth gap between immigrants and the New Zealand born?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 131-162.
    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," RF Berlin - CReAM Discussion Paper Series 0715, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
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    • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap between Immigrants and the New Zealand Born?," Working Papers in Economics 07/02, University of Waikato.
  • Marianna Brunetti, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
    • Marianna Brunetti, 2007. "Population ageing, household portfolios and financial asset returns: A survey of the literature," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0001, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "The determinants of stock and bond return comovements," Working Paper Research 119, National Bank of Belgium.
    • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "The Determinants of Stock and Bond Return Comovements," NBER Working Papers 15260, National Bureau of Economic Research, Inc.
  • Sören Blomquist & Roger Gordon, 2007. "Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES)," NBER Books, National Bureau of Economic Research, Inc, number blom07-1, May.
  • Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2007. "Individual account investment options and portfolio choice: Behavioral lessons from 401(k) plans," Journal of Public Economics, Elsevier, vol. 91(10), pages 1992-2013, November.
    • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 1992-2013, National Bureau of Economic Research, Inc.
    • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Working Papers 13169, National Bureau of Economic Research, Inc.
  • Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, vol. 91(10), pages 2014-2040, November.
    • Gene Amromin & Jennifer Huang & Clemens Sialm, 2007. "The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 2014-2040, National Bureau of Economic Research, Inc.
    • Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series WP-06-05, Federal Reserve Bank of Chicago.
    • Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings," NBER Working Papers 12502, National Bureau of Economic Research, Inc.
  • Philippe Jorion, 2007. "Bank Trading Risk and Systemic Risk," NBER Chapters, in: The Risks of Financial Institutions, pages 29-57, National Bureau of Economic Research, Inc.
    • Philippe Jorion, 2005. "Bank Trading Risk and Systemic Risk," NBER Working Papers 11037, National Bureau of Economic Research, Inc.
  • Jeffrey R. Brown & Scott J. Weisbenner, 2009. "Who Chooses Defined Contribution Plans?," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 131-161, National Bureau of Economic Research, Inc.
    • Jeffrey R. Brown & Scott J. Weisbenner, 2007. "Who Chooses Defined Contribution Plans?," NBER Working Papers 12842, National Bureau of Economic Research, Inc.
  • Nicholas Barberis & Ming Huang, 2008. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," American Economic Review, American Economic Association, vol. 98(5), pages 2066-2100, December.
    • Nicholas Barberis & Ming Huang, 2007. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," NBER Working Papers 12936, National Bureau of Economic Research, Inc.
  • Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc.
    • Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 2009/275, International Monetary Fund.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The valuation channel of external adjustment," Working Papers 09-18, Federal Reserve Bank of Boston.
    • Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015. "The Valuation Channel of External Adjustment," CEPR Discussion Papers 10564, C.E.P.R. Discussion Papers.
    • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
  • Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May.
    • Gollier, Christian & Brunnermeier, Markus & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers.
    • Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," NBER Working Papers 12940, National Bureau of Economic Research, Inc.
    • Brunnermeier, Markus K. & Gollier, Christian & Parker, Jonathan A., 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers 429, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Michael Stamos, 2007. "Money in Motion: Dynamic Portfolio Choice in Retirement," Working Papers wp152, University of Michigan, Michigan Retirement Research Center.
    • Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2007. "Money in Motion: Dynamic Portfolio Choice in Retirement," NBER Working Papers 12942, National Bureau of Economic Research, Inc.
    • Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z., 2007. "Money in motion: Dynamic portfolio choice in retirement," CFS Working Paper Series 2007/21, Center for Financial Studies (CFS).
  • Jules H. van Binsbergen & Michael W. Brandt, 2007. "Optimal Asset Allocation in Asset Liability Management," NBER Working Papers 12970, National Bureau of Economic Research, Inc.
  • Jonathan B. Berk & Ian Tonks, 2007. "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers 13042, National Bureau of Economic Research, Inc.
  • John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010. "Global Currency Hedging," Journal of Finance, American Finance Association, vol. 65(1), pages 87-121, February.
    • John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc.
    • Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009. "Global Currency Hedging," Scholarly Articles 3153308, Harvard University Department of Economics.
  • Owen Lamont & Andrea Frazzini, 2007. "The Earnings Announcement Premium and Trading Volume," NBER Working Papers 13090, National Bureau of Economic Research, Inc.
  • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
    • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc.
  • Desai, Mihir A. & Dharmapala, Dhammika, 2009. "Taxes, institutions and foreign diversification opportunities," Journal of Public Economics, Elsevier, vol. 93(5-6), pages 703-714, June.
    • Mihir A. Desai & Dhammika Dharmapala, 2007. "Taxes, Institutions and Foreign Diversification Opportunities," NBER Working Papers 13132, National Bureau of Economic Research, Inc.
    • Mihir A. Desai & Dhammika Dharmapala, 2008. "Taxes, Institutions and Foreign Diversification Opportunities," Working Papers 0828, Oxford University Centre for Business Taxation.
  • Wachter, Jessica A. & Warusawitharana, Missaka, 2009. "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, vol. 148(2), pages 162-178, February.
    • Jessica A. Wachter & Missaka Warusawitharana, 2006. "Predictable returns and asset allocation: Should a skeptical investor time the market?," 2006 Meeting Papers 22, Society for Economic Dynamics.
    • Jessica A. Wachter & Missaka Warusawitharana, 2007. "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers 13165, National Bureau of Economic Research, Inc.
  • Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner, 2008. "Neighbors Matter: Causal Community Effects and Stock Market Participation," Journal of Finance, American Finance Association, vol. 63(3), pages 1509-1531, June.
    • Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2007. "Neighbors Matter: Causal Community Effects and Stock Market Participation," NBER Working Papers 13168, National Bureau of Economic Research, Inc.
  • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 1992-2013, National Bureau of Economic Research, Inc.
    • Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2007. "Individual account investment options and portfolio choice: Behavioral lessons from 401(k) plans," Journal of Public Economics, Elsevier, vol. 91(10), pages 1992-2013, November.
    • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Working Papers 13169, National Bureau of Economic Research, Inc.
  • Pierpaolo Benigno, 2007. "Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles," NBER Working Papers 13173, National Bureau of Economic Research, Inc.
  • Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
    • Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," NBER Working Papers 13189, National Bureau of Economic Research, Inc.
  • Zoran Ivkovi & Scott Weisbenner, 2007. "Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices," The Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1327-1357.
    • Zoran Ivkovich & Scott Weisbenner, 2004. "Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices," NBER Working Papers 10436, National Bureau of Economic Research, Inc.
    • Zoran Ivkovich & Scott Weisbenner, 2007. "Information Diffusion Effects in Individual Investors' Common Stock Purchases Covet Thy Neighbors' Investment Choices," NBER Working Papers 13201, National Bureau of Economic Research, Inc.
  • John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
  • Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013. "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, vol. 17(1), pages 35-105.
    • Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc.
  • Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
    • Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics, revised Sep 2006.
    • Jianjun Miao & Neng Wang, 2007. "Investment, Consumption, and Hedging under Incomplete Markets," NBER Working Papers 13250, National Bureau of Economic Research, Inc.
    • Jianjun Miao & Neng Wang, 2006. "Investment, consumption and hedging under incomplete markets," 2006 Meeting Papers 289, Society for Economic Dynamics.
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  • Mihir A. Desai & Dhammika Dharmapala, 2007. "Taxes and Portfolio Choice: Evidence from JGTRRA's Treatment of International Dividends," NBER Working Papers 13281, National Bureau of Economic Research, Inc.
  • Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc.
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    • Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007. "Mortgage Timing," NBER Working Papers 13361, National Bureau of Economic Research, Inc.
  • Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, June.
    • Laura Veldkamp & Stijn Van Nieuwerburgh, 2004. "Information Immobility and the Home Bias Puzzle," Working Papers 04-32, New York University, Leonard N. Stern School of Business, Department of Economics.
    • Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc.
    • Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers 78, Society for Economic Dynamics.
  • James Poterba & Steven Venti & David A. Wise, 2007. "The Changing Landscape of Pensions in the United States," NBER Working Papers 13381, National Bureau of Economic Research, Inc.
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    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
    • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
    • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
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    • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
    • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
    • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
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    • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
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    • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
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    • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
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    • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
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    • Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
    • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
    • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
    • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
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    • Stephen Bond & Dietmar Harhoff & John Van Reenen, 2005. "Investment, R&D and Financial Constraints in Britain and Germany," Annals of Economics and Statistics, GENES, issue 79-80, pages 433-460.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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    • Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
    • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
    • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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    • Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
    • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
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    • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
    • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
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    • Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
    • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
    • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
    • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
    • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
    • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
    • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
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    • Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
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    • Kotov, Denis, 2007. "Опыт Использования Портфельных Концепций Менеджмента Для Анализа Распределения Инвестиционного Потенциала В Интегрированной Бизнес-Группе [Using of the Portfolio Theory for the Analysis of the Inve," MPRA Paper 11659, University Library of Munich, Germany.
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      • Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio, 2007. "Visitor and firm taxes versus environmental options in a dynamical context," MPRA Paper 13667, University Library of Munich, Germany.
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      • Magni, Carlo Alberto, 2007. "Project selection and equivalent CAPM-based investment criteria," MPRA Paper 14526, University Library of Munich, Germany.
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      • Dressler, Scott & Li, Victor, 2007. "Inside Money, Credit, and Investment," MPRA Paper 1734, University Library of Munich, Germany.
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    • Demir, Firat, 2007. "Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets," MPRA Paper 3081, University Library of Munich, Germany.
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    • Magni, Carlo Alberto, 2007. "Measuring performance and valuing firms: In search of the lost capital," MPRA Paper 5850, University Library of Munich, Germany.
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      • Magni, Carlo Alberto, 2007. "A Sum&Discount method for appraising firms:An illustrative example," MPRA Paper 6114, University Library of Munich, Germany.
      • Carlo Alberto Magni, 2007. "A Sum&Discount Method for Appraising Firms: An Illustrative Example," Department of Economics 0572, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
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      • Magni, Carlo Alberto, 2007. "Residual income and value creation: An investigation into the lost-capital paradigm," MPRA Paper 6783, University Library of Munich, Germany.
      • Magni, Carlo Alberto, 2007. "Residual income and value creation: An investigation into the lost-capital paradigm," MPRA Paper 7335, University Library of Munich, Germany.
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      • Pope, Rulon D. & LaFrance, Jeffrey T & Just, Richard E., 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt3tw1m1p0, Department of Agricultural & Resource Economics, UC Berkeley.
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    • Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007. "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(1), pages 3-28.
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    • Jaime Villamil, 2007. "Diversificación y valor en riesgo de un portafolio de acciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    • Ana María Iregui B. & Luis Fernando Melo V. & María Teresa Ramírez G., 2007. "Productividad regional y sectorial en Colombia: un análisis utilizando datos de panel," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(53), pages 18-65, January.
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      • Ana María Iregui B. & Luis Fernando Melo V. & María Teresa Ramírez G., 2006. "Productividad Regional y Sectorial en Colombia: Análisis utilizando datos de panel," Borradores de Economia 378, Banco de la Republica de Colombia.
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    • María Eugenia Morales Rubiano & Oscar Fernando Castellanos Domínguez & Claudia Nelcy Jiménez Hernández, 2007. "Consideraciones metodológicas para el análisis de la competitividad en empresas de base tecnológica," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, December.
    • Nicolás Acevedo Vélez, 2007. "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT, October.
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    • Nicolas Coeurdacier & Philippe Martin, 2009. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," NBER Chapters, in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, National Bureau of Economic Research, Inc.
      • Coeurdacier, Nicolas & Martin, Philippe, 2009. "The geography of asset trade and the euro: Insiders and outsiders," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 90-113, June.
      • Coeurdacier, Nicolas & Martin, Philippe, 2006. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," ESSEC Working Papers DR 06020, ESSEC Research Center, ESSEC Business School.
      • Nicolas Coeurdacier & Philippe Martin, 2009. "The geography of asset trade and the euro: insiders and outsiders," Post-Print hal-03602444, HAL.
      • Coeurdacier, Nicolas & Martin, Philippe, 2007. "The geography of asset trade and the euro: insiders and outsiders," CEPREMAP Working Papers (Docweb) 0701, CEPREMAP.
      • Martin, Philippe & Coeurdacier, Nicolas, 2007. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," CEPR Discussion Papers 6032, C.E.P.R. Discussion Papers.
      • Nicolas Coeurdacier & Philippe Martin, 2009. "The geography of asset trade and the euro: insiders and outsiders," SciencePo Working papers Main hal-03602444, HAL.
    • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Review of Finance, European Finance Association, vol. 15(1), pages 135-172.
      • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute.
      • Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers.
      • Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Philippe Martin, 2009. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," NBER Chapters, in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, National Bureau of Economic Research, Inc.
      • Coeurdacier, Nicolas & Martin, Philippe, 2009. "The geography of asset trade and the euro: Insiders and outsiders," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 90-113, June.
      • Coeurdacier, Nicolas & Martin, Philippe, 2006. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," ESSEC Working Papers DR 06020, ESSEC Research Center, ESSEC Business School.
      • Nicolas Coeurdacier & Philippe Martin, 2009. "The geography of asset trade and the euro: insiders and outsiders," Post-Print hal-03602444, HAL.
      • Martin, Philippe & Coeurdacier, Nicolas, 2007. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," CEPR Discussion Papers 6032, C.E.P.R. Discussion Papers.
      • Coeurdacier, Nicolas & Martin, Philippe, 2007. "The geography of asset trade and the euro: insiders and outsiders," CEPREMAP Working Papers (Docweb) 0701, CEPREMAP.
      • Nicolas Coeurdacier & Philippe Martin, 2009. "The geography of asset trade and the euro: insiders and outsiders," SciencePo Working papers Main hal-03602444, HAL.
    • Hau, Harald, 2007. "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers 6094, C.E.P.R. Discussion Papers.
    • Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
      • Gomes, Francisco & Michaelides, Alexander, 2005. "Asset pricing with limited risk sharing and heterogeneous agents," LSE Research Online Documents on Economics 24649, London School of Economics and Political Science, LSE Library.
      • Michaelides, Alexander & Gomes, Francisco, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers.
    • Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May.
      • Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," NBER Working Papers 12940, National Bureau of Economic Research, Inc.
      • Gollier, Christian & Brunnermeier, Markus & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers.
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    • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Review of Finance, European Finance Association, vol. 15(1), pages 135-172.
      • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute.
      • Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers.
      • Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers.
    • Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
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    • David McCarthy & David Miles, 2013. "Optimal Portfolio Allocation for Corporate Pension Funds," European Financial Management, European Financial Management Association, vol. 19(3), pages 599-629, June.
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    • Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris, 2007. "Sparse and stable Markowitz portfolios," Papers 0708.0046, arXiv.org, revised May 2008.
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    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 231-263, National Bureau of Economic Research, Inc.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," Post-Print hal-01053624, HAL.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print hal-00649209, HAL.
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      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
    • Peñaranda, Francisco & Sentana, Enrique, 2016. "Duality in mean-variance frontiers with conditioning information," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 762-785.
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      • John Gibson & Trinh Le & Steven Stillman, 2007. "What Explains the Wealth Gap Between Immigrants and the New Zealand Born?," RF Berlin - CReAM Discussion Paper Series 0715, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
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      • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," NBER Working Papers 13565, National Bureau of Economic Research, Inc.
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    • Liutang Gong & William Smith & Heng-fu Zou, 2007. "Asset Prices and Hyperbolic Discounting," Annals of Economics and Finance, Society for AEF, vol. 8(2), pages 397-414, November.
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      • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," NBER Working Papers 13565, National Bureau of Economic Research, Inc.
      • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," CeRP Working Papers 66, Center for Research on Pensions and Welfare Policies, Turin (Italy).
      • van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob J. M., 2007. "Financial literacy and stock market participation," CFS Working Paper Series 2007/27, Center for Financial Studies (CFS).
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      • M.C.J. van Rooij & A. Lusardi & R. Alessie, 2007. "Financial Literacy and Stock Market Participation," Working Papers 07-23, Utrecht School of Economics.
      • van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob J. M., 2007. "Financial literacy and stock market participation," CFS Working Paper Series 2007/27, Center for Financial Studies (CFS).
      • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," NBER Working Papers 13565, National Bureau of Economic Research, Inc.
      • Maarten van Rooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," CeRP Working Papers 66, Center for Research on Pensions and Welfare Policies, Turin (Italy).
      • Maarten vanRooij & Annamaria Lusardi & Rob Alessie, 2007. "Financial Literacy and Stock Market Participation," Working Papers wp162, University of Michigan, Michigan Retirement Research Center.
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    • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 231-263, National Bureau of Economic Research, Inc.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," Post-Print hal-01053624, HAL.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print hal-00649209, HAL.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008. "International Portfolios with Supply, Demand, and Redistributive Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649209, HAL.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios with supply, demand and redistributive shocks," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," SciencePo Working papers hal-01053624, HAL.
      • Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
      • Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers.
    • Borglin, Anders & Flåm, Sjur, 2007. "Risk Exchange as a Market or Production Game," Working Papers 2007:16, Lund University, Department of Economics.
      • Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
    • Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
      • Borglin, Anders & Flåm, Sjur, 2007. "Risk Exchange as a Market or Production Game," Working Papers 2007:16, Lund University, Department of Economics.
    • Richard G. Anderson & Jane M. Binner & Thomas Elger & Björn Hagströmer & Birger Nilsson, 2007. "Mean-variance vs. full-scale optimization: broad evidence for the U.K," Working Papers 2007-016, Federal Reserve Bank of St. Louis.
      • Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Elger, Thomas & Nilsson, Birger, 2007. "Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK," Working Papers 2008:1, Lund University, Department of Economics.
    • Ekern, Steinar, 2007. "Simplifying and generalizing some efficient frontier and CAPM related results," Discussion Papers 2007/12, Norwegian School of Economics, Department of Business and Management Science.
    • Coeurdacier , Nicolas & Martin, Philippe, 2007. "The geography of asset holdings: Evidence from Sweden," Working Paper Series 202, Sveriges Riksbank (Central Bank of Sweden).
    • Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2007. "Direct Evidence of Dividend Tax Clienteles," SIFR Research Report Series 51, Institute for Financial Research.
    • Fedyk, Yuriy & Walden, Johan, 2007. "High-Speed Natural Selection in Financial Markets with Large State Spaces," SIFR Research Report Series 52, Institute for Financial Research.
    • Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies 725, Umeå University, Department of Economics.
    • Angelo Antoci & Marcello Galeotti & Lucio Geronazzo, 2007. "Visitor and Firm Taxes Versus Environmental Options in a Dynamical Context," Journal of Applied Mathematics, Hindawi, vol. 2007, pages 1-15, August.
      • Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio, 2007. "Visitor and firm taxes versus environmental options in a dynamical context," MPRA Paper 13667, University Library of Munich, Germany.
    • Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November.
      • Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
      • Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
      • Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research.
    • De Moor, Lieven & Sercu, Piet, 2007. "Country v Sector Effects in Equity Returns: Are Emerging-Market Firms just Small Firms?," Working Papers 2007/03, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    • Alexander Schied, 2007. "Robust Optimal Control for a Consumption-investment Problem," SFB 649 Discussion Papers SFB649DP2007-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Daniel Hernández-Hernández & Alexander Schied, 2007. "Robust Maximization of Consumption with Logarithmic Utility," SFB 649 Discussion Papers SFB649DP2007-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • John Board & Charles Sutcliffe, 2007. "Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate," Economic Analysis, Institute of Economic Sciences, vol. 40(3-4), pages 87-118.
      • John Board & Charles Sutcliffe, 2005. "Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate," ICMA Centre Discussion Papers in Finance icma-dp2005-11, Henley Business School, University of Reading.
    • Markus K. Brunnermeier & Jonathan A. Parker & Christian Gollier, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May.
      • Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," NBER Working Papers 12940, National Bureau of Economic Research, Inc.
      • Brunnermeier, Markus K. & Gollier, Christian & Parker, Jonathan A., 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," IDEI Working Papers 429, Institut d'Économie Industrielle (IDEI), Toulouse.
      • Gollier, Christian & Brunnermeier, Markus & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers.
    • Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée.
      • Nicolas Vincent & Isaac Kleshchelski, 2008. "Robust Equilibrium Yield Curves," 2008 Meeting Papers 486, Society for Economic Dynamics.
      • Isaac Kleshchelski & Nicolas Vincent, 2009. "Robust Equilibrium Yield Curves," Cahiers de recherche 0907, CIRPEE.
    • Helena Chuliá & Hipòlit Torró, 2007. "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, vol. 31(3), pages 445-474, September.
    • Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana, 2007. "An Integrated CVaR and Real Options Approach to Investments in the Energy Sector," Economics Series 209, Institute for Advanced Studies.
    • Turhan KORKMAZ & Emrah İsmail ÇELİK, 2007. "Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(261), pages 137-154.
    • Christos I. Giannikos & Xiuqing Ji, 2007. "Industry Momentum at the End of the 20th Century," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(1), pages 29-46, April.
    • Francois Boye, 2007. "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 22(1), pages 93-120, June.
    • Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
      • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
      • Jacques Olivier & José M. Marín, 2015. "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers 241, Barcelona School of Economics.
      • José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
      • Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers 6244, C.E.P.R. Discussion Papers.
      • Jacques Olivier & J. M. Marin, 2006. "The dog that did not bark: insider trading and crashes," Post-Print halshs-00121093, HAL.
    • José M. Marín & Antoni Sureda-Gomila, 2006. "Firms vs. insiders as traders of last resort," Economics Working Papers 999, Department of Economics and Business, Universitat Pompeu Fabra.
      • José M. Marín & Antoni Sureda-Gomila, 2007. "Firms vs. insiders as traders of last resort," Working Papers 2007-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    • José M. Marín & Thomas A. Rangel, 2006. "The use of derivatives in the Spanish mutual fund industry," Economics Working Papers 990, Department of Economics and Business, Universitat Pompeu Fabra.
      • José M. Marín & Thomas A. Rangel, 2007. "The use of derivatives in the spanish mutual fund industry," Working Papers 2007-22, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    • García-Herrero, Alicia & Vázquez, Francisco, 2013. "International diversification gains and home bias in banking," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2560-2571.
      • Alicia García-Herrero & Francisco F. Vazquez, 2007. "International Diversification Gains and Home Bias in Banking," IMF Working Papers 07/281, International Monetary Fund.
    • García-Herrero, Alicia & Vázquez, Francisco, 2013. "International diversification gains and home bias in banking," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2560-2571.
      • Ms. Alicia García-Herrero & Mr. Francisco F. Vazquez, 2007. "International Diversification Gains and Home Bias in Banking," IMF Working Papers 2007/281, International Monetary Fund.
    • Till van Treeck, 2009. "A synthetic, stock--flow consistent macroeconomic model of 'financialisation'," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 33(3), pages 467-493, May.
      • Till van Treeck, 2007. "A Synthetic, Stock-Flow Consistent Macroeconomic Model of Financialisation," IMK Working Paper 06-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    • Walter Briec & Kristiaan Kerstens & Octave Jokung, 2007. "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Management Science, INFORMS, vol. 53(1), pages 135-149, January.
      • Walter Briec & Kristiaan Kerstens & Octave Jokung, 2005. "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Working Papers 2005-ECO-05, IESEG School of Management.
      • W. Briec & K. Kerstens & Octave Jokung-Nguena, 2007. "Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach," Post-Print hal-00211572, HAL.
      • K. Kerstens, 2005. "Mean-Variance Skewness Portfolio Performance Gauging:A General Shortage Function and Dual Approach," Post-Print hal-00288765, HAL.
    • Andrea Gavosto & Guido Ponte & Carla Scaglioni, 2007. "Investment in Next Generation Networks and the Role of Regulation: A Real Option Approach," Working Papers Department of Economics 2007/31, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    • Henry Dannenberg, 2007. "Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?," IWH Discussion Papers 5, Halle Institute for Economic Research.
    • Pesaran, B. & Pesaran, M.H., 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics 0734, Faculty of Economics, University of Cambridge.
      • Pesaran, Bahram & Pesaran, M. Hashem, 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers 2906, Institute of Labor Economics (IZA).
    • Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai, 2007. "The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 3(1), pages 97-124, January.
    • Daniel Hartmann & Christian Pierdzioch, 2007. "International equity flows and the predictability of US stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 583-599.
      • Hartmann, Daniel & Pierdzioch, Christian, 2006. "International Equity Flows and the Predictability of U.S. Stock Returns," MPRA Paper 562, University Library of Munich, Germany, revised Apr 2006.
    • Tobias Broenner & Rene Levinsky & Jianying Qiu, 2007. "A Note on Skewness Seeking: An Experimental Analysis," Jena Economics Research Papers 2007-079, Friedrich-Schiller-University Jena.
    • Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007. "Towards a measure of financial fragility," Annals of Finance, Springer, vol. 3(1), pages 37-74, January.
      • Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Towards a Measure of Financial Fragility," FMG Discussion Papers dp554, Financial Markets Group.
      • Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
      • Dimitrios P Tsomocos & Oriol Aspachs & London School of Economics & Charles A.E. Goodhart & London School of Economics & Lea Zicchino & Bank of England, 2006. "Towards a Measure of Financial Fragility," Economics Series Working Papers 2006-FE-04, University of Oxford, Department of Economics.
      • Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino, 2006. "Towards a Measure of Financial Fragility," OFRC Working Papers Series 2006fe04, Oxford Financial Research Centre.
    • Francesco Audrino & Robert Fernholz & Roberto Ferretti, 2007. "A Forecasting Model for Stock Market Diversity," Annals of Finance, Springer, vol. 3(2), pages 213-240, March.
    • Oh Kwon, 2007. "Duration, factor sensitivities, and interest rate Greeks," Annals of Finance, Springer, vol. 3(4), pages 471-486, October.
    • Anna Dodonova & Yuri Khoroshilov, 2007. "An Experimental Study of Trend-Chasing Behavior," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(2), pages 255-256, June.
    • Samih Azar, 2007. "The Risk of Underestimating Product Demand," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(4), pages 505-506, December.
    • P. Herings & Felix Kubler, 2007. "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 13-31, February.
      • Herings, P.J.J. & Kubler, F., 2003. "Approximate CAPM when preferences are CRRA," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 333-354, May.
      • Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series 2006/24, Center for Financial Studies (CFS).
    • Chia-Hsuan Yeh, 2007. "The role of intelligence in time series properties," Computational Economics, Springer;Society for Computational Economics, vol. 30(2), pages 95-123, September.
    • Stefan Illmer & Wolfgang Marty, 2007. "Return decomposition of absolute-performance multi-asset class portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(1), pages 121-134, March.
    • Nicola Carcano, 2007. "Country and currency diversification of bond investments: do they really make sense for Swiss investors?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(1), pages 95-120, March.
    • Steven Beach & Alexei Orlov, 2007. "An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 147-166, June.
    • Trond Døskeland, 2007. "Strategic asset allocation for a country: the Norwegian case," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 167-201, June.
    • Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007. "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 203-220, June.
    • David Rey & Markus Schmid, 2007. "Feasible momentum strategies: Evidence from the Swiss stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 325-352, September.
      • Rey, David & Schmid, Markus M., 2005. "Feasible Momentum Strategies - Evidence from the Swiss Stock Market," Working papers 2005/12, Faculty of Business and Economics - University of Basel.
    • Roland Füss & Dieter Kaiser, 2007. "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(4), pages 425-444, December.
    • Stefan Neher, 2007. "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(4), pages 471-485, December.
    • Katarzyna Romaniuk, 2007. "The optimal asset allocation of the main types of pension funds: a unified framework," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(2), pages 113-128, December.
    • James Pesando & Pauline Shum, 2007. "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 31(4), pages 263-277, December.
    • John Gallo & Chanwit Phengpis & Peggy Swanson, 2007. "Determinants of Equity Style," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 33-51, February.
    • Timo Kuosmanen, 2007. "Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis," Journal of Productivity Analysis, Springer, vol. 28(1), pages 71-86, October.
    • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 35-80, January.
      • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis.
    • Shaun Bond & Soosung Hwang & Zhenguo Lin & Kerry Vandell, 2007. "Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 34(4), pages 447-461, May.
    • David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February.
    • Guangsug Hahn & Dong Chul Won, 2007. "Equilibrium in Financial Markets with Market Frictions," Korean Economic Review, Korean Economic Association, vol. 23, pages 267-302.
    • Günter Franke & Harris Schlesinger & Richard Stapleton, 2007. "Non-Market Wealth, Background Risk and Portfolio Choice," CoFE Discussion Paper 07-11, Center of Finance and Econometrics, University of Konstanz.
    • Bethlendi, András, 2007. "A hitelpiac szerepe a hazai háztartások fogyasztási és megtakarítási döntéseiben [The role of the credit market in consumption and saving decisions of Hungarian households]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1041-1065.
    • Tobias Schütz & Manfred Schwaiger, 2007. "Der Einfluss der Unternehmensreputation auf Entscheidungen privater Anleger," Credit and Capital Markets, Credit and Capital Markets, vol. 40(2), pages 189-223.
    • Patrick Roger, 2007. "Does the consciousness of the disposition effect increase the equity premium?," Working Papers of LaRGE Research Center 2007-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    • Pascal St-Amour, 2007. "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series 07-09, Swiss Finance Institute.
      • Pascal ST-AMOUR, 2007. "Benchmarks in Aggregate Household Portfolios," Cahiers de Recherches Economiques du Département d'économie 07.07, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007. "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic.

    2006

    • Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers EI 2006-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Baquero, G. & Verbeek, M.J.C.M., 2006. "Do Sophisticated Investors Believe in the Law of Small Numbers?," ERIM Report Series Research in Management ERS-2006-033-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006. "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 15-34.
    • Werner Güth & Gerlinde Fellner & Ev Martin, 2006. "Task Transcending Satisficing - An Experimental Study," Papers on Strategic Interaction 2006-09, Max Planck Institute of Economics, Strategic Interaction Group.
    • Werner Güth & M. Vittoria Levati & Matteo Ploner, 2006. "Is Satisficing Absorbable? - An Experimental Study," Papers on Strategic Interaction 2006-10, Max Planck Institute of Economics, Strategic Interaction Group.
    • Werner Güth & Gerlinde Fellner & Ev Martin, 2006. "Satisficing or Optimizing? - An Experimental Study," Papers on Strategic Interaction 2006-11, Max Planck Institute of Economics, Strategic Interaction Group.
    • Aditya Goenka & Melisso Boschi, 2004. "International capital flows and transmission of financial crises," Econometric Society 2004 Far Eastern Meetings 785, Econometric Society.
      • Melisso Boschi & Aditya Goenka, 2007. "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers 2007-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
      • Boschi, Melisso, 2006. "Habit formation and the transmission of financial crises," Economics Discussion Papers 8900, University of Essex, Department of Economics.
    • Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ, 2006. "A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(11-12), pages 506-521, November.
    • Edward J. Lusk & Michael HALPERIN & Li Yue, 2006. "A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(3-4), pages 168-177, March.
    • Nava Ashraf & Dean Karlan & Wesley Yin, 2006. "Tying Odysseus to the Mast: Evidence From a Commitment Savings Product in the Philippines," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(2), pages 635-672.
      • Nava Ashraf & Dean S. Karlan & Wesley Yin, 2005. "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Working Papers 917, Economic Growth Center, Yale University.
      • Nava Ashaf & Dean Karlan & Wesley Yin, 2006. "Tying odysseus to the mast: Evidence from a commitment savings product in the philippines," Natural Field Experiments 00206, The Field Experiments Website.
      • Ashraf, Nava & Karlan, Dean S. & Yin, Wesley, 2005. "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Center Discussion Papers 28411, Yale University, Economic Growth Center.
    • Brian M Lucey, Valerio Poti, Edel Tully, 2006. "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(1), pages 49-68, June.
      • Brian M Lucey & Edel Tully & Valerio Poti, 2005. "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp030, IIIS.
    • Dipasri Ghosh, Dilip K. Ghosh, 2006. "Portfolio Theory and Portfolio Management: a Synthetic View," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 95-112, December.
    • Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing and Life-Cycle Portfolio Choice," NBER Working Papers 12309, National Bureau of Economic Research, Inc.
      • Felix Kubler & Paul S. Willen, 2006. "Collateralized borrowing and life-cycle portfolio choice," Public Policy Discussion Paper 06-4, Federal Reserve Bank of Boston.
      • Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers 578, Society for Economic Dynamics.
    • Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Staff Report 375, Federal Reserve Bank of Minneapolis.
      • Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Working Papers (Old Series) 0607, Federal Reserve Bank of Cleveland.
      • Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in Asset Markets," 2006 Meeting Papers 869, Society for Economic Dynamics.
    • Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, vol. 91(10), pages 2014-2040, November.
      • Gene Amromin & Jennifer Huang & Clemens Sialm, 2007. "The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 2014-2040, National Bureau of Economic Research, Inc.
      • Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings," NBER Working Papers 12502, National Bureau of Economic Research, Inc.
      • Gene Amromin & Jennifer Huang & Clemens Sialm, 2006. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series WP-06-05, Federal Reserve Bank of Chicago.
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      • Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series 694, European Central Bank.
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    • Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 508-547, December.
      • Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series 694, European Central Bank.
      • Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers 5734, C.E.P.R. Discussion Papers.
      • Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers 12333, National Bureau of Economic Research, Inc.
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    • Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007. "Towards a measure of financial fragility," Annals of Finance, Springer, vol. 3(1), pages 37-74, January.
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      • Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
      • Dimitrios P Tsomocos & Oriol Aspachs & London School of Economics & Charles A.E. Goodhart & London School of Economics & Lea Zicchino & Bank of England, 2006. "Towards a Measure of Financial Fragility," Economics Series Working Papers 2006-FE-04, University of Oxford, Department of Economics.
      • Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino, 2006. "Towards a Measure of Financial Fragility," OFRC Working Papers Series 2006fe04, Oxford Financial Research Centre.
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    • Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007. "Towards a measure of financial fragility," Annals of Finance, Springer, vol. 3(1), pages 37-74, January.
      • Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Towards a Measure of Financial Fragility," FMG Discussion Papers dp554, Financial Markets Group.
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      • Dimitrios P Tsomocos & Oriol Aspachs & London School of Economics & Charles A.E. Goodhart & London School of Economics & Lea Zicchino & Bank of England, 2006. "Towards a Measure of Financial Fragility," Economics Series Working Papers 2006-FE-04, University of Oxford, Department of Economics.
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      • Monica Paiella, 2006. "The Foregone Gains of Incomplete Portfolios," CSEF Working Papers 156, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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    • Nancy Ammon Jianakoplos & Alexandra Bernasek, 2006. "Financial Risk Taking by Age and Birth Cohort," Southern Economic Journal, Southern Economic Association, vol. 72(4), pages 981-1001, April.
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    • Roland Gillet & Isabelle Nagot & Ariane Szafarz, 2006. "Stratégies d'investissement en actions et fonds à capital garanti," Working Papers CEB 06-008.RS, ULB -- Universite Libre de Bruxelles.
    • Boris Krey & Peter Zweifel, 2006. "Efficient Electricity Portfolios for Switzerland and the United States," SOI - Working Papers 0602, Socioeconomic Institute - University of Zurich.
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    • Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 449-468, January.
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    • Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
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      • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
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      • Roman Kozhan, 2006. "Multiple Priors and No-Transaction Region," Working Papers wpn06-16, Warwick Business School, Finance Group.
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      • Miguel Lebre de Freitas, 2004. "Currency Substitution, Portfolio Diversification and Money Demand," Econometric Society 2004 Latin American Meetings 263, Econometric Society.
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    • Nancy Ammon Jianakoplos & Alexandra Bernasek, 2006. "Financial Risk Taking by Age and Birth Cohort," Southern Economic Journal, John Wiley & Sons, vol. 72(4), pages 981-1001, April.
    • Feng, D. & Gourieroux, C. & Jasiak, J., 2008. "The ordered qualitative model for credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 111-130, January.
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    • Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank.
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    • Trauten, Andreas & Schulz, Roland C., 2006. "IPO investment strategies and pseudo market timing," Working Papers 36, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
    • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2006. "Multivariate normal mixture GARCH," CFS Working Paper Series 2006/09, Center for Financial Studies (CFS).
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    • Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
      • Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
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    • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
      • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
      • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
      • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
      • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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    • Borut Vojinovič, 2006. "World Corporate Loan Markets For Raising New Capital – Does Distance Still Matter: Are Financial Assets Priced Locally Or Globally?," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 51(168), pages 31-48, January -.
    • Lagerblom, A. & Levy-Rueff, G., 2006. "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
    • Bardos, M., 2006. "Banque de France scores: development, applications, and maintenance," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 79-94, Autumn.
    • Jose M. Marin & Jacques P. Olivier, 2008. "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, vol. 63(5), pages 2429-2476, October.
      • José M. Marín & Jacques Olivier, 2006. "The dog that did not bark: Insider trading and crashes," Economics Working Papers 948, Department of Economics and Business, Universitat Pompeu Fabra.
      • Jacques Olivier & José M. Marín, 2015. "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers 241, Barcelona School of Economics.
      • José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
      • Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers 6244, C.E.P.R. Discussion Papers.
      • Jacques Olivier & J. M. Marin, 2006. "The dog that did not bark: insider trading and crashes," Post-Print halshs-00121093, HAL.
    • Gabriele Galati & Philip Wooldridge, 2009. "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 1-23.
      • Gabriele Galati & Philip D. Wooldridge, 2006. "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers 218, Bank for International Settlements.
    • Klos Alexander & Weber Martin, 2006. "Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis," German Economic Review, De Gruyter, vol. 7(4), pages 427-448, December.
      • Alexander Klos & Martin Weber, 2006. "Portfolio Choice in the Presence of Non‐Tradable Income: An Experimental Analysis," German Economic Review, Verein für Socialpolitik, vol. 7(4), pages 427-448, November.
      • Klos, Alexander & Weber, Martin, 2004. "Portfolio choice in the presence of nontradeable income : an experimental analysis," Papers 04-01, Sonderforschungsbreich 504.
      • Klos, Alexander & Weber, Martin, 2004. "Portfolio Choice in the Presence of Nontradeable Income: An Experimental Analysis," Sonderforschungsbereich 504 Publications 04-01, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Alexander Klos & Martin Weber, 2006. "Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis," German Economic Review, Verein für Socialpolitik, vol. 7, pages 427-448, November.
    • Chiaki Hara, 2006. "Heterogeneous Risk Attitudes In A Continuous‐Time Model," The Japanese Economic Review, Japanese Economic Association, vol. 57(3), pages 377-405, September.
      • Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a Continuous-Time Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
    • Livio Stracca, 2006. "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 20(5), pages 823-848, December.
      • Stracca, Livio, 2005. "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series 520, European Central Bank.
    • Andrew W. Lo & Jiang Wang, 2006. "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 61(6), pages 2805-2840, December.
      • Andrew W. Lo & Jiang Wang, 2001. "Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model," NBER Working Papers 8565, National Bureau of Economic Research, Inc.
    • Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006. "The Wealth And Asset Holdings Of U.S.‐Born And Foreign‐Born Households: Evidence From Sipp Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 52(1), pages 17-42, March.
      • Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2002. "The Wealth and Asset Holdings of U.S.- Born and Foreign-Born Households: Evidence from SIPP Data," IZA Discussion Papers 674, Institute of Labor Economics (IZA).
      • WILLIAMS Donald R. & COBB-CLARK Deborah A, 2003. "The wealth and asset holdings of U.S.-born and foreign-born households: Evidence from SIPP data," IRISS Working Paper Series 2003-07, IRISS at CEPS/INSTEAD.
      • Deborah A. Cobb-Clark & Vincent Hildebrand, 2003. "The Wealth and Asset Holdings of U.S.-Born and Foreign-Born Households: Evidence from SIPP Data," Social and Economic Dimensions of an Aging Population Research Papers 89, McMaster University.
    • Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006. "The Portfolio Choices of Hispanic Couples," Social Science Quarterly, Southwestern Social Science Association, vol. 87(5), pages 1344-1363, December.
      • Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006. "The Portfolio Choices of Hispanic Couples," Social and Economic Dimensions of an Aging Population Research Papers 147, McMaster University.
      • Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2006. "The Portfolio Choices of Hispanic Couples," IZA Discussion Papers 1948, Institute of Labor Economics (IZA).
    • Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006. "The Portfolio Choices of Hispanic Couples," Social Science Quarterly, Southwestern Social Science Association, vol. 87(5), pages 1344-1363, December.
      • Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006. "The Portfolio Choices of Hispanic Couples," Social Science Quarterly, Southwestern Social Science Association, vol. 87(s1), pages 1344-1363.
      • Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2006. "The Portfolio Choices of Hispanic Couples," IZA Discussion Papers 1948, Institute of Labor Economics (IZA).
      • Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006. "The Portfolio Choices of Hispanic Couples," Social and Economic Dimensions of an Aging Population Research Papers 147, McMaster University.
    • George A. Christodoulakis & Stephen E Satchell, 2006. "Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility," Working Papers 32, Bank of Greece.
    • Naohiko Baba & Hiromichi Goko, 2006. "Survival Analysis of Hedge Funds," Bank of Japan Working Paper Series 06-E-5, Bank of Japan.
    • Sangwon Suh, 2006. "The Influence of Foreigners' Stock Investment on Korean Stock Prices and Its Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 12(1), pages 106-150, March.
    • Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
      • Xia Su & Frank Riedel, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers bgse13_2006, University of Bonn, Germany.
    • Hong Liu & Jianjun Miao, 2006. "Managerial Preferences, Corporate Governance, and Financial Structure," Boston University - Department of Economics - Working Papers Series WP2006-020, Boston University - Department of Economics.
    • Alexander Klos & Martin Weber, 2006. "Portfolio Choice in the Presence of Non‐Tradable Income: An Experimental Analysis," German Economic Review, Verein für Socialpolitik, vol. 7(4), pages 427-448, November.
      • Klos Alexander & Weber Martin, 2006. "Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis," German Economic Review, De Gruyter, vol. 7(4), pages 427-448, December.
      • Klos, Alexander & Weber, Martin, 2004. "Portfolio choice in the presence of nontradeable income : an experimental analysis," Papers 04-01, Sonderforschungsbreich 504.
      • Klos, Alexander & Weber, Martin, 2004. "Portfolio Choice in the Presence of Nontradeable Income: An Experimental Analysis," Sonderforschungsbereich 504 Publications 04-01, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Anna Zalewska, 2006. "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation 06/153, The Centre for Market and Public Organisation, University of Bristol, UK.
    • Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2006. "Théorie comportementale du portefeuille. Intérêt et limites," Revue économique, Presses de Sciences-Po, vol. 57(2), pages 297-314.
    • Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010. "Ambiguity in Asset Markets: Theory and Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1325-1359, April.
      • Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009.
    • Rodolfo Apreda, 2006. "Subsidiarity portfolios and separation compacts to enhance the governance of state-owned banks," CEMA Working Papers: Serie Documentos de Trabajo. 317, Universidad del CEMA.
    • Alla A. Melkumian, 2006. "The opportunity cost of being constrained by the type of assets: Bonds only or stocks only," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 325-343, November.
    • Elena Yusupova, 2006. "Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization," CERGE-EI Working Papers wp301, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Eric Jondeau & Michael Rockinger, 2006. "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series 06-35, Swiss Finance Institute.
    • Matthias Hagmann & Joachim Loebb, 2006. "Model Combination and Stock Return Predictability," Swiss Finance Institute Research Paper Series 06-05, Swiss Finance Institute.
    • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Review of Finance, European Finance Association, vol. 15(1), pages 135-172.
      • Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006. "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series 06-36, Swiss Finance Institute.
      • Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6202, C.E.P.R. Discussion Papers.
      • Imbs, Jean & Acharya, Viral & Sturgess, Jason, 2007. "Finance and Efficiency: Do Bank Branching Regulations Matter?," CEPR Discussion Papers 6029, C.E.P.R. Discussion Papers.
    • Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Norwegian School of Economics, Department of Business and Management Science.
      • Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
    • Pascal ST-AMOUR, 2007. "Benchmarks in Aggregate Household Portfolios," Cahiers de Recherches Economiques du Département d'économie 07.07, Université de Lausanne, Faculté des HEC, Département d’économie.
      • Pascal St-Amour, 2007. "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series 07-09, Swiss Finance Institute.
    • Simon A. Broda & Marc S. Paolella, 2009. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 412-436, Fall.
      • Simon A. BRODA & Marc S. PAOLELLA, 2008. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series 08-08, Swiss Finance Institute.
    • Miguel Lebre De Freitas & Francisco José Veiga, 2006. "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 719-743, August.
      • Miguel Lebre de Freitas & Francisco José Veiga, 2006. "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics, Canadian Economics Association, vol. 39(3), pages 719-743, August.
      • Miguel Lebre de Freitas, 2004. "Currency Substitution, Portfolio Diversification and Money Demand," Econometric Society 2004 Latin American Meetings 263, Econometric Society.
      • Miguel LEBRE DE FREITAS, 2010. "Currency Substitution, Portfolio Diversification and Money Demand," EcoMod2004 330600090, EcoMod.
      • Miguel Lebre de Freitas, 2004. "Currency Substitution, portfolio Diversification and Money Demand," NIPE Working Papers 9/2004, NIPE - Universidade do Minho.
    • Diego Jara, 2006. "Propuestas Dirigidas A Mejorar La Eficiencia De Los Fondos De Pensiones," Borradores de Economia 3403, Banco de la Republica.
    • Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier, 2006. "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," MPRA Paper 942, University Library of Munich, Germany, revised Oct 2006.
      • Hernández Monsalve, Mauricio A. & Mesa Callejas, Ramón Javier, 2006. "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," Borradores del CIE 4192, Universidad de Antioquia, CIE.
    • Diego Jara, 2006. "Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(52), pages 162-221, December.
      • Diego Jara, 2006. "Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(52), pages 162-221, December.
    • Enrique PINZON GARCIA & Oscar M. VALENCIA ARANA, 2006. "The Determinants of Colombian Firm´s Debt-Asset Ratio (1997-2003)," Archivos de Economía 3582, Departamento Nacional de Planeación.
    • Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa, 2006. "Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano," Estudios Gerenciales, Universidad Icesi, January.
    • María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2006. "¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
    • Hernández Monsalve, Mauricio A. & Mesa, Ramón Javier, 2006. "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Revista Lecturas de Economía, Universidad de Antioquia, CIE, September.
    • Eduardo Fernández-Arias, 2006. "Financial Dollarization and Dedollarization," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 37-100, January.
    • Carlos Vargas Silva, 2006. "Portfolio Reasons for Homeownership: The Case of Immigrants," Revista Ecos de Economía, Universidad EAFIT, October.
    • Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques.
      • BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006. "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE 2006010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Garcia, René & Renault, Eric & Veredas, David, 2011. "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, vol. 161(2), pages 325-337, April.
      • GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006. "Estimation of stable distributions by indirect inference," LIDAM Discussion Papers CORE 2006112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Ronald Bosman & Frans Van Winden, 2010. "Global Risk, Investment and Emotions," Economica, London School of Economics and Political Science, vol. 77(307), pages 451-471, July.
      • van Winden, Frans A.A.M. & Bosman, R.A.J, 2006. "Global Risk, Investment and Emotions," CEPR Discussion Papers 5451, C.E.P.R. Discussion Papers.
    • Suleyman Basak & Anna Pavlova & Alexander Shapiro, 2007. "Optimal Asset Allocation and Risk Shifting in Money Management," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1583-1621, 2007 21.
      • Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006. "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers 5524, C.E.P.R. Discussion Papers.
    • William Fung & David A. Hsieh & Narayan Y. Naik & Tarun Ramadorai, 2008. "Hedge Funds: Performance, Risk, and Capital Formation," Journal of Finance, American Finance Association, vol. 63(4), pages 1777-1803, August.
      • Hsieh, David A & Fung, William & Naik, Narayan, 2006. "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers 5565, C.E.P.R. Discussion Papers.
    • Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008. "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, vol. 63(5), pages 2297-2343, October.
      • Albuquerque, Rui & Marques, Luis & de Francisco, Eva, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers.
    • Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007. "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2405-2423, August.
      • Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers.
    • Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 508-547, December.
      • Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series 694, European Central Bank.
      • Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers 5734, C.E.P.R. Discussion Papers.
      • Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers 12333, National Bureau of Economic Research, Inc.
      • Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print halshs-00754634, HAL.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
      • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
      • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008. "International stock return comovements," Working Paper Series 931, European Central Bank.
      • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
      • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
    • Rydqvist, Kristian & Dahlquist, Magnus & Robertsson, Göran, 2006. "Direct Evidence of Dividend Tax Clienteles," CEPR Discussion Papers 6005, C.E.P.R. Discussion Papers.
    • Leora Friedberg & Anthony Webb, 2006. "Determinants and Consequences of Bargaining Power in Households," NBER Working Papers 12367, National Bureau of Economic Research, Inc.
      • Leora Friedberg & Anthony Webb, 2006. "Determinants and Consequences of Bargaining Power in Households," Working Papers, Center for Retirement Research at Boston College wp2006-13, Center for Retirement Research, revised Jun 2006.
    • Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers 0709, University of Crete, Department of Economics.
    • BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006. "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE 2006010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques.
    • Priscilla Swartz, 2006. "Global Versus Regional Systematic Risk and International Asset Allocations in Asia," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 77-89, May.
    • Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
      • Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics, revised Sep 2006.
      • Jianjun Miao & Neng Wang, 2006. "Investment, Consumption, and Hedging under Incomplete Markets," CEMA Working Papers 459, China Economics and Management Academy, Central University of Finance and Economics.
      • Jianjun Miao & Neng Wang, 2006. "Investment, consumption and hedging under incomplete markets," 2006 Meeting Papers 289, Society for Economic Dynamics.
      • Jianjun Miao & Neng Wang, 2007. "Investment, Consumption, and Hedging under Incomplete Markets," NBER Working Papers 13250, National Bureau of Economic Research, Inc.
    • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
      • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
      • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
      • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
      • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
      • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
      • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
      • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
      • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Agnello, Richard J., 2016. "Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work," Research in Economics, Elsevier, vol. 70(3), pages 403-411.
      • Richard J. Agnello, 2006. "Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work," Working Papers 06-02, University of Delaware, Department of Economics.
    • Dirk Broeders, 2006. "Valuation of Conditional Pension Liabilities and Guarantees under Sponsor Vulnerabilities," DNB Working Papers 082, Netherlands Central Bank, Research Department.
    • Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008. "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 21-39.
      • Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis, 2006. "Forecasting Market Impact Costs and Identifying Expensive Trades," DNB Working Papers 095, Netherlands Central Bank, Research Department.
    • Ronald Bosman & Frans Van Winden, 2010. "Global Risk, Investment and Emotions," Economica, London School of Economics and Political Science, vol. 77(307), pages 451-471, July.
      • Bosman, R.A.J & van Winden, Frans A.A.M., 2006. "Global Risk, Investment and Emotions," CEPR Discussion Papers 5451, C.E.P.R. Discussion Papers.
      • Ronald Bosman & Frans van Winden, 2006. "Global Risk, Investment, and Emotions," DNB Working Papers 112, Netherlands Central Bank, Research Department.
    • Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: a European perspective," DULBEA Working Papers 06-07.RS, ULB -- Universite Libre de Bruxelles.
    • GONZÁLEZ, Mariano & FERNÁNDEZ, Pedro, 2006. "Why Do Spanish Savings Banks Invest In The Stock Capital Of Publicly Traded Companies?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).

    2005

    • Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper, 2005. "Do More Economists Hold Stocks?," Finance Research Group Working Papers F-2005-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
      • Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005. "Do More Economists Hold Stocks?," Economics Working Papers 2005-06, Department of Economics and Business Economics, Aarhus University.
    • Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
      • Markus K. Brunnermeier & Jonathan A. Parker, 2002. "Optimal Expectations," Working Papers 146, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
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    • Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research and International Relations Area.
    • Esteban Gómez & Diego Vásquez & Camilo Zea, 2005. "Derivative Markets' Impact On Colombian Monetary Policy," Borradores de Economia 2277, Banco de la Republica.
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    • Diego Jara & Carolina Gómez & Andrés Pardo, 2005. "Análisis de eficiencia de los portafolio pensionales obligatorios en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(49), pages 192-239, December.
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      • Francesco Menoncin & Rosella Nicolini, 2015. "The optimal behaviour of firms facing stochastic costs," Working Papers 161, Barcelona School of Economics.
      • Francesco Menoncin & Rosella Nicolini, 2005. "The optimal behaviour of firms facing stochastic costs," Working Papers ubs0501, University of Brescia, Department of Economics.
    • José M. Marín & Francesco Franzoni, 2005. "Portable alphas from pension mispricing," Economics Working Papers 894, Department of Economics and Business, Universitat Pompeu Fabra.
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    • Francisco Gomes & Alexander Michaelides, 2005. "Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, vol. 60(2), pages 869-904, April.
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      • Michaelides, Alexander & Gomes, Francisco J., 2005. "Optimal life cycle asset allocation : understanding the empirical evidence," LSE Research Online Documents on Economics 193, London School of Economics and Political Science, LSE Library.
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      • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Bonn Econ Discussion Papers bgse16_2005, University of Bonn, Germany.
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    • Claudia Olivetti & Stefania Albanesi, 2005. "Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations," Boston University - Department of Economics - Working Papers Series WP2005-013, Boston University - Department of Economics.
      • Stefania Albanesi & Claudia Olivetti, 2006. "Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations," NBER Working Papers 12212, National Bureau of Economic Research, Inc.
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    • Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
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      • Jianjun Miao & Neng Wang, 2006. "Investment, Consumption, and Hedging under Incomplete Markets," CEMA Working Papers 459, China Economics and Management Academy, Central University of Finance and Economics.
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      • Claudia Olivetti & Stefania Albanesi, 2005. "Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations," Boston University - Department of Economics - Working Papers Series WP2005-013, Boston University - Department of Economics.
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    • Ai Deng & Pierre Perron, 2005. "The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions," Boston University - Department of Economics - Working Papers Series WP2005-046, Boston University - Department of Economics.
    • Oswaldo Luiz do Valle Costa & Rodrigo de Barros Nabholz, 2005. "A Multi-Period Mean-Variance Portfolio Selection Problem," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(1), pages 101-121.
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    • Anna Zalewska, 2005. "Home bias and stock market development. The Polish experience," The Centre for Market and Public Organisation 05/136, The Centre for Market and Public Organisation, University of Bristol, UK.
    • David Rey & Markus Schmid, 2007. "Feasible momentum strategies: Evidence from the Swiss stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 325-352, September.
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    • Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge.
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    • Eugen Kovac, 2005. "Speculation and Survival in Financial Markets," CERGE-EI Working Papers wp276, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Gollier, Christian, 2005. "Optimal Portfolio Management for Individual Pension Plans," IDEI Working Papers 298, Institut d'Économie Industrielle (IDEI), Toulouse.
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    • Martin Vlcek, 2006. "Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities," Swiss Finance Institute Research Paper Series 06-27, Swiss Finance Institute.
    • Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
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      • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
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    • Kevin Milligan, 2005. "Life‐cycle asset accumulation and allocation in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 1057-1106, August.
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    • Esteban Gómez & Diego Vásquez & Camilo Zea, 2005. "Derivative Markets' Impact on Colombian Monetary Policy," Borradores de Economia 334, Banco de la Republica de Colombia.
      • Esteban Gómez & Diego Vásquez & Camilo Zea, 2005. "Derivative Markets' Impact On Colombian Monetary Policy," Borradores de Economia 2277, Banco de la Republica.
    • Diego Jara & Carolina Gómez & Andrés Pardo, 2005. "Análisis de eficiencia de los portafolio pensionales obligatorios en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(49), pages 192-239, December.
      • Diego Jara & Carolina Gómez & Andrés Pardo, 2005. "Análisis de eficiencia de los portafolio pensionales obligatorios en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(49), pages 192-239, December.
    • Sebastián Nieto, 2005. "The Macroeconomic Implications of the New Banking Capital Regulation in Emerging Markets: A Duopoly Model Adapted to Risk-Averse Banks," Revista de Economía del Rosario, Universidad del Rosario, June.
    • Luís Diego Vélez Gómez, 2005. "Un juicio sobre el valor presente neto como criterio de decisión," Ensayos de Economía 9018, Universidad Nacional de Colombia Sede Medellín.
    • Enrique G. Mendoza, 2005. "Real Exchange Rate Volatility and the Price of Nontradable Goods in Economies Prone to Sudden Stops," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2005), pages 103-148, August.
    • Beatriz Marulanda, 2005. "Del microcrédito a las microfinanzas en Colombia," Coyuntura Económica, Fedesarrollo, December.
    • Massa, Massimo & Locarno, Alberto, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers.
    • Eckbo, B. Espen & Norli, Oyvind, 2005. "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 1-35, March.
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    • Michaelides, Alexander & Gomes, Francisco & ,, 2005. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," CEPR Discussion Papers 4852, C.E.P.R. Discussion Papers.
      • Alex Michaelides & Francisco Gomes & Valery Polkovnichenko, 2006. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," Computing in Economics and Finance 2006 23, Society for Computational Economics.
    • Francisco Gomes & Alexander Michaelides, 2005. "Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, vol. 60(2), pages 869-904, April.
      • Gomes, Francisco & Michaelides, Alexander, 2003. "Optimal life-cycle asset allocation: understanding the empirical evidence," LSE Research Online Documents on Economics 24900, London School of Economics and Political Science, LSE Library.
      • Michaelides, Alexander & Gomes, Francisco, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers 4853, C.E.P.R. Discussion Papers.
      • Michaelides, Alexander & Gomes, Francisco J., 2005. "Optimal life cycle asset allocation : understanding the empirical evidence," LSE Research Online Documents on Economics 193, London School of Economics and Political Science, LSE Library.
    • Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2003. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Working papers 4303-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
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      • Alex Shapiro & Suleyman Basak & Anna Pavlova, 2004. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Econometric Society 2004 North American Winter Meetings 583, Econometric Society.
    • Bhamra, Harjoat S. & Uppal, Raman, 2006. "The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility," Journal of Economic Dynamics and Control, Elsevier, vol. 30(6), pages 967-991, June.
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      • Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Money Macro and Finance (MMF) Research Group Conference 2004 54, Money Macro and Finance Research Group.
      • Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers.
      • Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers.
    • Uppal, Raman & Garlappi, Lorenzo & DeMiguel, Victor, 2005. "How Inefficient is the 1/N Asset-Allocation Strategy?," CEPR Discussion Papers 5142, C.E.P.R. Discussion Papers.
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    • Lorenzo Garlappi & Raman Uppal & Tan Wang, 2007. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," The Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 41-81, January.
      • Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Money Macro and Finance (MMF) Research Group Conference 2004 54, Money Macro and Finance Research Group.
      • Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers.
      • Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers.
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      • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
      • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
    • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005. "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers 40, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    • Henrik Cronqvist, 2005. "Advertising and Portfolio Choice," CeRP Working Papers 44, Center for Research on Pensions and Welfare Policies, Turin (Italy).
      • Cronqvist, Henrik, 2006. "Advertising and Portfolio Choice," Working Paper Series 2006-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    • Koenig, Pamina, 2009. "Agglomeration and the export decisions of French firms," Journal of Urban Economics, Elsevier, vol. 66(3), pages 186-195, November.
      • Pamina Koenig, 2005. "Agglomeration and the Export Decision of French Firms," Working Papers 2005-02, Center for Research in Economics and Statistics.
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    • Klaus Hellwig, 2005. "Portfolio Selection with Little Information about the Future," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 331-335, November.
    • Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes, 2005. "Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(01), pages 1-14, April.
      • Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao, 2005. "Portfolios of Agricultural Market Advisory Services: How Much Diversification Is Enough?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 37(1), pages 101-114, April.
      • Stark, Brian G. & Cabrini, Silvina M. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes, 2003. "Portfolios Of Agricultural Market Advisory Services: How Much Diversification Is Enough?," AgMAS Project Research Reports 14774, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
      • Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes, 2004. "Portfolios Of Agricultural Market Advisory Services: How Much Diversification Is Enough?," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19013, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    • Richards, Anthony, 2005. "Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(1), pages 1-27, March.
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    • Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005. "Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(3), pages 493-517, September.
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      • Baquero, G. & Ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Discussion Paper 2002-111, Tilburg University, Center for Economic Research.
    • Kingston, Geoffrey & Thorp, Susan, 2005. "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(3), pages 225-248, November.
      • Geoffrey Kingston & Susan Thorp, 2004. "Annuitization and Asset Allocation with HARA Utlity," Econometric Society 2004 Australasian Meetings 248, Econometric Society.
    • van Rooij, Maarten C.J. & Kool, Clemens J.M. & Prast, Henriette M., 2007. "Risk-return preferences in the pension domain: Are people able to choose?," Journal of Public Economics, Elsevier, vol. 91(3-4), pages 701-722, April.
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      • van Rooij, M.C.J. & Kool, C.J.M. & Prast, H.M., 2007. "Risk-return preferences in the pension domain : Are people able to choose?," Other publications TiSEM 22820590-ad4e-4abc-bd21-4, Tilburg University, School of Economics and Management.
      • Maarten van Rooij & Clemens Kool & Henriëtte Prast, 2005. "Risk-return preferences in the pension domain: are people able to choose?," DNB Working Papers 025, Netherlands Central Bank, Research Department.
    • Monica Paiella & Andrea Tiseno, 2004. "Stock market optimism and participation cost: a mean-variance estimation," Econometric Society 2004 Latin American Meetings 239, Econometric Society.
      • Andrea Tiseno & Monica Paiella, 2006. "Stock market optimism and participation cost: a mean-variance estimation," 2006 Meeting Papers 714, Society for Economic Dynamics.
      • Monica Paiella & Andrea Tiseno, 2005. "Stock market optimism and participation cost: a mean-variance estimation," DNB Working Papers 040, Netherlands Central Bank, Research Department.
    • Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2005. "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs," DNB Working Papers 069, Netherlands Central Bank, Research Department.
    • Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008. "Correlated Trading and Returns," Journal of Finance, American Finance Association, vol. 63(2), pages 885-920, April.
      • Daniel Dorn & Gur Huberman & Paul Sengmueller, 2005. "Correlated Trading and Returns," DNB Working Papers 072, Netherlands Central Bank, Research Department.
      • Dorn, Daniel & Huberman, Gur & Sengmüller, Paul, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers.
    • Pierre-Guillaume Meon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(5), pages 315-326.
      • Pierre-Guillaume Méon & Laurent Weill, 2003. "Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk," Working Papers of LaRGE Research Center 2003-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
      • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
      • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," ULB Institutional Repository 2013/8370, ULB -- Universite Libre de Bruxelles.
    • De Giorgi, Enrico, 2005. "Reward-risk portfolio selection and stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 895-926, April.
      • Enrico De Giorgi, "undated". "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers 121, Institute for Empirical Research in Economics - University of Zurich.
    • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
      • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc.
      • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Scholarly Articles 27867240, Harvard University Department of Economics.
      • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," Harvard Institute of Economic Research Working Papers 1953, Harvard - Institute of Economic Research.
    • Acharya, Viral V. & Pedersen, Lasse Heje, 2005. "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August.
      • Acharya, Viral & Pedersen, Lasse Heje, 2003. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 3749, C.E.P.R. Discussion Papers.
      • Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc.
      • Acharya, Viral & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers.
    • Jones, Christopher S. & Shanken, Jay, 2005. "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, vol. 78(3), pages 507-552, December.
      • Christopher S. Jones & Jay Shanken, 2002. "Mutual Fund Performance with Learning Across Funds," NBER Working Papers 9392, National Bureau of Economic Research, Inc.
    • Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 105-122, February.
      • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection and Survival of Investment Strategies," IEW - Working Papers 091, Institute for Empirical Research in Economics - University of Zurich.
      • AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003. "Market selection and survival of investment strategies," LIDAM Discussion Papers CORE 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Discussion Papers 02-16, University of Copenhagen. Department of Economics.
      • R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Economics Discussion Paper Series 0215, Economics, The University of Manchester.
    • Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Evolutionary stability of portfolio rules in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 43-66, February.
      • Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stability of Portfolio Rules in Incomplete Markets," Discussion Papers 03-03, University of Copenhagen. Department of Economics.
    • Alos-Ferrer, Carlos & Ania, Ana B., 2005. "The asset market game," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
      • Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers vie0320, University of Vienna, Department of Economics.
    • Nava Ashraf & Dean Karlan & Wesley Yin, 2006. "Tying Odysseus to the Mast: Evidence From a Commitment Savings Product in the Philippines," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(2), pages 635-672.
      • Ashraf, Nava & Karlan, Dean S. & Yin, Wesley, 2005. "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Center Discussion Papers 28411, Yale University, Economic Growth Center.
      • Nava Ashaf & Dean Karlan & Wesley Yin, 2006. "Tying odysseus to the mast: Evidence from a commitment savings product in the philippines," Natural Field Experiments 00206, The Field Experiments Website.
      • Nava Ashraf & Dean S. Karlan & Wesley Yin, 2005. "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines," Working Papers 917, Economic Growth Center, Yale University.
    • Mendoza, Enrique G., 2005. "Real exchange rate volatility and the price of nontradable goods in economies prone to sudden stops," LSE Research Online Documents on Economics 123316, London School of Economics and Political Science, LSE Library.
    • Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
      • Gomes, Francisco & Michaelides, Alexander, 2005. "Asset pricing with limited risk sharing and heterogeneous agents," LSE Research Online Documents on Economics 24649, London School of Economics and Political Science, LSE Library.
      • Michaelides, Alexander & Gomes, Francisco, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers.
    • Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006. "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
      • Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
      • Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005. "Comparing downside risk measures for heavy tailed distribution," LSE Research Online Documents on Economics 24671, London School of Economics and Political Science, LSE Library.
    • Giannis Vardas & Anastasios Xepapadeas, 2005. "Robust Portfolio Choices and Asset Holdings," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 8(1), pages 1-20, Summer.
    • Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006. "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 59-103, Emerald Group Publishing Limited.
      • Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005. "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers EI 2005-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005. "The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?," Emerging Markets Review, Elsevier, vol. 6(3), pages 238-262, September.
      • van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," ERIM Report Series Research in Management ERS-2005-012-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Moerman, G.A., 2005. "How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area," ERIM Report Series Research in Management ERS-2005-035-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Hallerbach, W.G.P.M. & Pouchkarev, I., 2005. "A Relative View on Tracking Error," ERIM Report Series Research in Management ERS-2005-063-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Fleischmann, M. & Hall, J.M. & Pyke, D.F., 2005. "A Dynamic Pricing Model for Coordinated Sales and Operations," ERIM Report Series Research in Management ERS-2005-074-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Swinkels, L.A.P. & Vejina, D. & Vilans, R., 2005. "Why don’t Latvian pension funds diversify more internationally?," ERIM Report Series Research in Management ERS-2005-078-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Michael Glezakos & Dr. George Gotzageorgis, 2005. "An empirical investigation of underpricing in Greek IPO’s: 1990-2003," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 3-20.
    • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
      • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
      • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
      • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
      • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
      • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers wuwp116, Vienna University of Economics and Business, Department of Economics.
      • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
      • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).
    • Pascal St-Amour, 2005. "Direct Preference Wealth in Aggregate Household Portfolios," FAME Research Paper Series rp136, International Center for Financial Asset Management and Engineering.
    • Julien Hugonnier & Erwan Morellec & Suresh Sundaresan, 2005. "Growth Options in General Equilibrium: Some Asset Pricing Implications," FAME Research Paper Series rp138, International Center for Financial Asset Management and Engineering.
    • Tony Berrada & Julien Hugonnier & Marcel Rindisbacher, 2005. "Trading Volumes in Dynamically Efficient Markets," FAME Research Paper Series rp139, International Center for Financial Asset Management and Engineering.
    • Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005. "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series rp140, International Center for Financial Asset Management and Engineering.
    • Laruent Barras, 2005. "International Conditional Asset Allocation under Real Time Uncertrainty," FAME Research Paper Series rp153, International Center for Financial Asset Management and Engineering.
    • Scaillet, Olivier & Topaloglou, Nikolas, 2010. "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 169-180.
      • Olivier Scaillet & Nikolas Topaloglou, 2005. "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series rp154, International Center for Financial Asset Management and Engineering.
      • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006. "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006 74, Society for Computational Economics.
    • Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
      • Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.
      • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
      • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
      • Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009. "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers 06-02, University of Cologne, Centre for Financial Research (CFR).
    • Helena Horská, 2005. "The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 283-301, May.
    • Roman Horváth, 2005. "Financial Accelerator Effects in the Balance Sheets of Czech Firms," Working Papers IES 96, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
      • Roman Horv??th, 2006. "Financial Accelerator Effects in the Balance Sheets of Czech Firms," William Davidson Institute Working Papers Series wp847, William Davidson Institute at the University of Michigan.
      • Horvath, Roman, 2006. "Financial Accelerator Effects in the Balance Sheets of Czech Firms," MPRA Paper 829, University Library of Munich, Germany.
    • Arun J. Prakash, Suchismita Mishra, Dispari Ghosh, 2005. "The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies," Frontiers in Finance and Economics, SKEMA Business School, vol. 2(2), pages 67-78, December.
    • DeGennaro, Ramon P., 2005. "Market imperfections," Journal of Financial Transformation, Capco Institute, vol. 14, pages 107-117.
      • Ramon P. DeGennaro, 2005. "Market imperfections," FRB Atlanta Working Paper 2005-12, Federal Reserve Bank of Atlanta.
    • Dirk Krueger & Karsten Jeske, 2004. "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2004 Meeting Papers 100, Society for Economic Dynamics.
      • Karsten Jeske & Dirk Krueger, 2005. "Housing and the macroeconomy: the role of implicit guarantees for government-sponsored enterprises," FRB Atlanta Working Paper 2005-15, Federal Reserve Bank of Atlanta.
      • Dirk Krueger & Karsten Jeske, 2005. "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2005 Meeting Papers 242, Society for Economic Dynamics.
    • Steven J. Davis & Felix Kubler & Paul Willen, 2006. "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, vol. 88(2), pages 348-362, May.
      • Steven J. Davis & Felix Kubler & Paul Willen, 2002. "Borrowing Costs and the Demand for Equity Over the Life Cycle," NBER Working Papers 9331, National Bureau of Economic Research, Inc.
      • Steven J. Davis & Felix Kubler & Paul S. Willen, 2005. "Borrowing costs and the demand for equity over the life cycle," Working Papers 05-7, Federal Reserve Bank of Boston.
    • Kondor, Peter, 2004. "The more we know, the less we agree: public announcements and higher-order expectations," LSE Research Online Documents on Economics 24645, London School of Economics and Political Science, LSE Library.
      • Péter Kondor, 2005. "The more we know, the less we agree: public announcements and higher-order expectations," FMG Discussion Papers dp532, Financial Markets Group.
    • Kondor, Peter, 2004. "Rational trader risk," LSE Research Online Documents on Economics 24646, London School of Economics and Political Science, LSE Library.
      • Péter Kondor, 2005. "Rational Trader Risk," FMG Discussion Papers dp533, Financial Markets Group.
    • Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006. "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
      • Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005. "Comparing downside risk measures for heavy tailed distribution," LSE Research Online Documents on Economics 24671, London School of Economics and Political Science, LSE Library.
      • Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
    • Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008. "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, vol. 90(1), pages 20-37, October.
      • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc.
      • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," Harvard Institute of Economic Research Working Papers 2077, Harvard - Institute of Economic Research.
      • Stein, Jeremy & Kubik, Jeffrey D. & Hong, Harrison, 2008. "The Only Game in Town: Stock-Price Consequences of Local Bias," Scholarly Articles 3710665, Harvard University Department of Economics.
    • Giovanni Ferri & Cecilia Frale & Ottavio Ricchi, 2005. "More Households in the Stock Market Through Privatizations? Evidence from Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 64(1), pages 93-132, September.
    • Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014. "International capital flows, returns and world financial integration," Journal of International Economics, Elsevier, vol. 92(1), pages 14-33.
      • Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc.
      • Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "International Capital Flows, Returns and World Financial Integration," Working Papers gueconwpa~05-05-17, Georgetown University, Department of Economics.
      • Martin D D Evans & Viktoria Hnatkovska, 2006. "International Capital Flows Returns and World Financial Integration," 2006 Meeting Papers 60, Society for Economic Dynamics.
    • Martin D. D. Evans & Viktoria Hnatkovska, 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," NBER Technical Working Papers 0318, National Bureau of Economic Research, Inc.
      • Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers gueconwpa~05-05-18, Georgetown University, Department of Economics.
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    • Goldbaum, David & Mizrach, Bruce, 2008. "Estimating the intensity of choice in a dynamic mutual fund allocation decision," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3866-3876, December.
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      • David Goldbaum & Bruce Mizrach, 2005. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Computing in Economics and Finance 2005 295, Society for Computational Economics.
    • Mark E. Wohar & David E. Rapach, 2005. "Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence," Computing in Economics and Finance 2005 329, Society for Computational Economics.
    • M. Gilli & I. Roko, 2005. "Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches," Computing in Economics and Finance 2005 338, Society for Computational Economics.
    • Simon Lysbjerg Hansen, 2005. "A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Computing in Economics and Finance 2005 391, Society for Computational Economics.
    • Stanley Zin & Thomas Tallarini, 2005. "Portfolio Choice and Permanent Income," Computing in Economics and Finance 2005 408, Society for Computational Economics.
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    • Dr. Brian J. Jacobsen, 2005. "The Use of Downside Risk Measures in Portfolio Construction and Evaluation," Computing in Economics and Finance 2005 5, Society for Computational Economics.
    • Joseph B. Nichols, 2005. "Housing Wealth and Mortgage Contracts," Computing in Economics and Finance 2005 75, Society for Computational Economics.
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    • Thomas Steinberger, 2005. "Social security and entrepreneurial activity," CSEF Working Papers 130, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Manuel Ammann, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March.
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    • Centre for the Study of Living Standards, 2005. "What Explains the Canada-US ICT Investment Intensity Gap?," CSLS Research Reports 2005-06, Centre for the Study of Living Standards.
    • Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
      • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
      • Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
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    • Sebastián Nieto Parra, 2005. "The Macroeconomic Implications of the New Banking Capital Regulation in Emerging Markets: A Duopoly Model Adapted to Risk-Averse Banks," Post-Print hal-01020776, HAL.
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    • Borut Vojinovič, 2005. "Home Bias or Corporate Loan Market Integration and Financial Globalization," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 12(3), pages 463-478, December.
    • Pierre-Guillaume Meon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(5), pages 315-326.
      • Pierre-Guillaume Méon & Laurent Weill, 2003. "Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk," Working Papers of LaRGE Research Center 2003-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
      • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
      • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," ULB Institutional Repository 2013/8370, ULB -- Universite Libre de Bruxelles.
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    • Dennis Dittrich & Werner Guth & Boris Maciejovsky, 2005. "Overconfidence in investment decisions: An experimental approach," The European Journal of Finance, Taylor & Francis Journals, vol. 11(6), pages 471-491.
      • Dennis Dittrich & Werner Güth & Boris Maciejovsky, "undated". "Overconfidence in Investment Decisions: An Experimental Approach," Papers on Strategic Interaction 2001-03, Max Planck Institute of Economics, Strategic Interaction Group.
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      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
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    • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 1deb12a0-54a3-47f7-9626-5, Tilburg University, School of Economics and Management.
      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 059428e3-2ed6-42e2-8d3c-2, Tilburg University, School of Economics and Management.
      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-62, Tilburg University, Center for Economic Research.
    • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 059428e3-2ed6-42e2-8d3c-2, Tilburg University, School of Economics and Management.
      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM 1deb12a0-54a3-47f7-9626-5, Tilburg University, School of Economics and Management.
      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-016, Tilburg University, Tilburg Law and Economic Center.
      • Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper 2005-62, Tilburg University, Center for Economic Research.
    • Boes, Mark-Jan & Drost, Feike C. & Werker, Bas J. M., 2007. "The Impact of Overnight Periods on Option Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(2), pages 517-533, June.
      • Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2005. "The Impact of Overnight Periods on Option Pricing," Discussion Paper 2005-1, Tilburg University, Center for Economic Research.
      • Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2007. "The impact of overnight periods on option pricing," Other publications TiSEM fc062462-2359-45ac-8826-d, Tilburg University, School of Economics and Management.
      • Boes, M.J. & Drost, F.C. & Werker, B.J.M., 2005. "The Impact of Overnight Periods on Option Pricing," Other publications TiSEM 2c3a7553-f718-4caa-90f2-b, Tilburg University, School of Economics and Management.
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      • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
      • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
      • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
      • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
      • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
      • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
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    • Rosella Nicolini & Francesco Menoncin, 2005. "The optimal behaviour of firms facing stochastic costs," UFAE and IAE Working Papers 640.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
      • Francesco Menoncin & Rosella Nicolini, 2015. "The optimal behaviour of firms facing stochastic costs," Working Papers 161, Barcelona School of Economics.
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    • Sonia Benito Muela, 2005. "Factores comunes en la ETTI española. Un análisis de corto y largo plazo," Documentos de Trabajo del ICAE 0510, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Willman, Alpo & Whelan, Karl & Altissimo, Filippo & Georgiou, Evaggelia & Sastre, Teresa & Valderrama, Maria Teresa & Sterne, Gabriel & Stocker, Marc & Weth, Mark, 2005. "Wealth and asset price effects on economic activity," Occasional Paper Series 29, European Central Bank.
      • Karl Whelan & Filippo Altissimo & Evaggelia Georgiou & Teresa Sastre & Maria Teresa Valderrama & Gabriel Sterne & Marc Stocker & Mark Weth & Alpo Willman, 2005. "Wealth and asset price effects on economic activity," Open Access publications 10197/210, School of Economics, University College Dublin.
    • Suleyman Basak & Alexander Shapiro, 2005. "A Model of Credit Risk, Optimal Policies, and Asset Prices," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1215-1266, July.
      • Basak, Suleyman & Shapiro, Alex, 2002. "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers 3413, C.E.P.R. Discussion Papers.
    • Jonathan A. Parker & Christian Julliard, 2005. "Consumption Risk and the Cross Section of Expected Returns," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 185-222, February.
      • Jonathan A. Parker & Christian Julliard, 2004. "Consumption Risk and the Cross-Section of Expected Returns," Working Papers 138, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
    • Pierre-Guillaume Meon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(5), pages 315-326.
      • Pierre-Guillaume Méon & Laurent Weill, 2003. "Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk," Working Papers of LaRGE Research Center 2003-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
      • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," ULB Institutional Repository 2013/8370, ULB -- Universite Libre de Bruxelles.
      • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
    • Fernando Lago, 2005. "Tres ensayos sobre crisis financieras basadas en fundamentals," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 22(45), pages 1-66, july-dece.
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    • Haliassos, Michael & Reiter, Michael, 2005. "Credit card debt puzzles," CFS Working Paper Series 2005/26, Center for Financial Studies (CFS).
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      • Michael Haliassos & Michael Reiter, 2005. "Credit card debt puzzles," Economics Working Papers 901, Department of Economics and Business, Universitat Pompeu Fabra.
    • Fabio Trojani & Roberto G. Ferretti, 2005. "General Analytical Solutions For Mertons'S-Type Consumption-Investment Problems," University of St. Gallen Department of Economics working paper series 2005 2005-02, Department of Economics, University of St. Gallen.
    • Markus Leippold & Fabio Trojani & Paolo Vanini, 2008. "Learning and Asset Prices Under Ambiguous Information," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
      • Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen.
    • Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007. "Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 408-427, March.
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    • Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark, 2005. "Performance Measurement with Loss Aversion," CEPR Discussion Papers 5173, C.E.P.R. Discussion Papers.
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      • Mark Salmon & Soosung Hwang & Gordon Gemmill, 2005. "Performance Measurement with Loss Aversion," Working Papers wp05-08, Warwick Business School, Finance Group.
    • Kevin Milligan, 2005. "Life-cycle asset accumulation and allocation in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 1057-1106, August.
      • Kevin Milligan, 2005. "Life‐cycle asset accumulation and allocation in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 1057-1106, August.
      • Kevin Milligan, 2004. "Life-Cycle Asset Accumulation and Allocation in Canada," NBER Working Papers 10860, National Bureau of Economic Research, Inc.
      • Kevin Milligan, 2004. "Life-cycle Asset Accumulation and Allocation in Canada," Social and Economic Dimensions of an Aging Population Research Papers 122, McMaster University.
    • Camelia Kuhnen & Brian Knutson, 2005. "The Neural Basis of Financial Risk Taking," Experimental 0509001, University Library of Munich, Germany.
    • Jonathan Reuter & Eric Zitzewitz, 2006. "Do Ads Influence Editors? Advertising and Bias in the Financial Media," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(1), pages 197-227.
      • Jonathan Reuter & Eric Zitzewitz, 2005. "Do Ads Influence Editors? Advertising and Bias in the Financial Media," Finance 0501003, University Library of Munich, Germany.
    • Sutthisit Jamdee & Cornelis A. Los, 2005. "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance 0502021, University Library of Munich, Germany.
    • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
      • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
      • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, University Library of Munich, Germany, revised 17 Jan 2006.
      • Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series n1580505, Department of Economics, National University of Ireland - Maynooth.
    • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
      • Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series n1580505, Department of Economics, National University of Ireland - Maynooth.
      • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
      • Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, University Library of Munich, Germany, revised 17 Jan 2006.
    • Yan Olszewski, 2005. "Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach," Finance 0507018, University Library of Munich, Germany, revised 13 Dec 2005.
    • Francis Vitek, 2005. "On Risk Premia and Volatility Transmission Across the Stock and Bond Markets," Finance 0508014, University Library of Munich, Germany.
    • Sansone, Alessandro & Garofalo, Giuseppe, 2007. "Asset price dynamics in a financial market with heterogeneous trading strategies and time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 247-257.
      • Giuseppe Garofalo & Alessandro Sansone, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics 88, Department of Economics and Law, Sapienza University of Roma.
      • Alessandro Sansone & Giuseppe Garofalo, 2005. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance 0510026, University Library of Munich, Germany.
      • Giuseppe Garofalo & Alessandro Sansone, 2006. "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Papers physics/0607276, arXiv.org.
    • Godwin Nwaobi, 2005. "Securities Markets And Social Capital Integration In Africa: Risks And Policy Options," Finance 0512019, University Library of Munich, Germany.
    • Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005. "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance 0512030, University Library of Munich, Germany.
    • Ehud Lehrer, 2009. "A new integral for capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(1), pages 157-176, April.
      • Ehud Lehrer, 2005. "A new integral for capacities," Game Theory and Information 0504004, University Library of Munich, Germany.
    • Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, University Library of Munich, Germany.
    • Alexander Harin, 2005. "Gains and losses: the same or different choices? A “non-ideal” economics approach," International Finance 0509002, University Library of Munich, Germany.
    • Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, University Library of Munich, Germany.
      • L. Baele & K. Inghelbrecht, 2006. "Structural versus Temporary Drivers of Country and Industry Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/413, Ghent University, Faculty of Economics and Business Administration.
    • Edgar L. Feige & M. Parkin & R Avery & C. Stones, 2005. "The Roles Of Money In An Economy And The Optimum Quantity Of Money," Macroeconomics 0501035, University Library of Munich, Germany.
    • Fatih Guvenen, 2007. "Do Stockholders Share Risk More Effectively than Nonstockholders?," The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 275-288, May.
      • Fatih Guvenen, 2005. "Do Stockholders Share Risk More Effectively Than Non- stockholders?," Macroeconomics 0508006, University Library of Munich, Germany.
    • Alexander Harin, 2005. "A Rational Irrational Man," Public Economics 0511005, University Library of Munich, Germany.
    • Allon Cohen & Haim Levy, 2005. "The Log-Normal Asset Pricing Model (Lapm)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-34.
    • Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2005. "The "Firm-Specific Return Variation": A Measure Of Price Informativeness Or Information Asymmetry?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-20.
    • Allon Cohen & Haim Levy, 2005. "The Log-Normal Asset Pricing Model (Lapm)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-34.
    • Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2005. "The "Firm-Specific Return Variation": A Measure Of Price Informativeness Or Information Asymmetry?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-20.
    • Sanjiv Ranjan Das, 2005. "Working Papers: “Hedge” Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 1, pages 1-6, World Scientific Publishing Co. Pte. Ltd..
    • Mila Getmansky & Andrew W. Lo & Shauna X. Mei, 2005. "Sifting Through The Wreckage: Lessons From Recent Hedge-Fund Liquidations," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 2, pages 7-47, World Scientific Publishing Co. Pte. Ltd..
    • Harry M. Kat, 2005. "The Dangers Of Mechanical Investment Decision-Making: The Case Of Hedge Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 3, pages 49-62, World Scientific Publishing Co. Pte. Ltd..
    • Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005. "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 4, pages 63-108, World Scientific Publishing Co. Pte. Ltd..
      • Arik Ben Dor & Ravi Jagannathan, 2002. "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers 9111, National Bureau of Economic Research, Inc.
    • Bing Liang, 2005. "ALTERNATIVE INVESTMENTS: CTAs, HEDGE FUNDS, AND FUNDS-OF-FUNDS," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 5, pages 109-127, World Scientific Publishing Co. Pte. Ltd..
    • Harry M. Kat, 2005. "Managed Futures And Hedge Funds: A Match Made In Heaven," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 6, pages 129-139, World Scientific Publishing Co. Pte. Ltd..
    • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005. "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
      • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
      • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.
      • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc.
      • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
    • William Fung & David A. Hsieh, 2005. "Extracting Portable Alphas From Equity Long/Short Hedge Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 8, pages 161-180, World Scientific Publishing Co. Pte. Ltd..
    • Milind Sharma, 2005. "AIRAP—ALTERNATIVE RAPMs FOR ALTERNATIVE INVESTMENTS," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 9, pages 181-208, World Scientific Publishing Co. Pte. Ltd..
    • Sule Alan, 2006. "Entry Costs and Stock Market Participation over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 588-611, October.
      • Sule Alan, 2005. "Entry Costs and Stock Market Participation Over the Life Cycle," Social and Economic Dimensions of an Aging Population Research Papers 126, McMaster University.
      • Sule Alan, 2005. "Entry Costs and Stock Market Participation Over the Life Cycle," Working Papers 2005_1, York University, Department of Economics.
      • Sule Alan, 2005. "Entry costs and stock market participation over the life cycle," IFS Working Papers W05/01, Institute for Fiscal Studies.
    • Goetzmann, William & Massa, Massimo & Simonov, Andrei, 2004. "Portfolio Diversification, Proximity Investment and City Agglomeration," CEPR Discussion Papers 4786, C.E.P.R. Discussion Papers.
      • William N. Goetzmann & Massimo Massa & Andrei Simonov, 2005. "Portfolio Diversification, Proximity Investment and City Agglomeration," Yale School of Management Working Papers ysm452, Yale School of Management.
    • William N. Goetzmann & Alok Kumar, 2005. "Why Do Individual Investors Hold Under-Diversified Portfolios?," Yale School of Management Working Papers ysm454, Yale School of Management.
    • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
      • Gerlinde Fellner & Matthias Sutter, 2009. "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, vol. 119(537), pages 900-916, April.
      • Gerlinde Fellner & Matthias Sutter, "undated". "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers 2008-01, Faculty of Economics and Statistics, Universität Innsbruck.
      • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion: An experimental investigation," Bonn Econ Discussion Papers 16/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers 2008-004, Friedrich-Schiller-University Jena.
      • Gerlinde Fellner & Matthias Sutter, 2008. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Department of Economics Working Papers wuwp116, Vienna University of Economics and Business, Department of Economics.
      • Fellner, Gerlinde & Sutter, Matthias, 2008. "Causes, consequences, and cures of myopic loss aversion - an experimental investigation," Department of Economics Working Paper Series 116, WU Vienna University of Economics and Business.
      • Gerlinde Fellner & Matthias Sutter, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Papers on Strategic Interaction 2005-15, Max Planck Institute of Economics, Strategic Interaction Group.
      • Fellner, Gerlinde & Sutter, Matthias, 2005. "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 171, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Fang Cai & Francis E. Warnock, 2004. "International diversification at home and abroad," International Finance Discussion Papers 793, Board of Governors of the Federal Reserve System (U.S.).
      • Fang Cai & Francis E. Warnock, 2006. "International Diversification at Home and Abroad," NBER Working Papers 12220, National Bureau of Economic Research, Inc.
      • Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank.
      • Cai, Fang & Warnock, Francis E., 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy (IfW Kiel).
    • Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, vol. 10(1), pages 69-98.
      • Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
      • Brooks, Robin & Del Negro, Marco, 2005. "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies 2005,11, Deutsche Bundesbank.
      • Brooks, Robin & Del Negro, Marco, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy (IfW Kiel).
      • Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.
    • Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank.
    • Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel, 2005. "Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2005,03, Deutsche Bundesbank.
    • Kempf, Alexander & Memmel, Christoph, 2005. "On the estimation of the global minimum variance portfolio," CFR Working Papers 05-02, University of Cologne, Centre for Financial Research (CFR).
    • Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michael, 2005. "Equity culture and the distribution of wealth," CFS Working Paper Series 2005/20, Center for Financial Studies (CFS).
      • Michael Haliassos & Dimitris Georgarakos & Yiannis Bilias, 2006. "Equity Culture and the Distribution of Wealth," Computing in Economics and Finance 2006 27, Society for Computational Economics.
    • Michael Haliassos & Michael Reiter, 2005. "Credit card debt puzzles," Economics Working Papers 901, Department of Economics and Business, Universitat Pompeu Fabra.
      • Michael Haliassos & Michael Reiter, 2015. "Credit Card Debt Puzzles," Working Papers 233, Barcelona School of Economics.
      • Haliassos, Michael & Reiter, Michael, 2005. "Credit card debt puzzles," CFS Working Paper Series 2005/26, Center for Financial Studies (CFS).
    • Agarwal, Sumit & Chomsisengphet, Souphala & Liu, Chunlin & Souleles, Nicholas S., 2005. "Do consumers choose the right credit contracts?," CFS Working Paper Series 2005/32, Center for Financial Studies (CFS).
      • Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2006. "Do consumers choose the right credit contracts?," Working Paper Series WP-06-11, Federal Reserve Bank of Chicago.
    • Bertaut, Carol C. & Haliassos, Michael, 2005. "Credit cards: Facts and theories," CFS Working Paper Series 2006/19, Center for Financial Studies (CFS).
    • Kluß, Norbert & Bayer, Marcus & Cremers, Heinz, 2005. "Wertsicherungsstrategien für das Asset Management," Frankfurt School - Working Paper Series 62, Frankfurt School of Finance and Management.
    • Heidorn, Thomas & Hoppe, Christian & Kaiser, Dieter G., 2005. "Möglichkeiten der Strukturierung von Hedgefondsportfolios," Frankfurt School - Working Paper Series 68, Frankfurt School of Finance and Management.
    • Müller, Sebastian & Müller, Gerhard, 2005. "Sicherheits-orientiertes Portfoliomanagement," Wismar Discussion Papers 09/2005, Hochschule Wismar, Wismar Business School.
    • Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, vol. 10(1), pages 69-98.
      • Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
      • Brooks, Robin & Del Negro, Marco, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy (IfW Kiel).
      • Brooks, Robin & Del Negro, Marco, 2005. "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies 2005,11, Deutsche Bundesbank.
      • Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.
    • Fang Cai & Francis E. Warnock, 2004. "International diversification at home and abroad," International Finance Discussion Papers 793, Board of Governors of the Federal Reserve System (U.S.).
      • Fang Cai & Francis E. Warnock, 2006. "International Diversification at Home and Abroad," NBER Working Papers 12220, National Bureau of Economic Research, Inc.
      • Cai, Fang & Warnock, Francis E., 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy (IfW Kiel).
      • Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank.
    • Axel Dreher & Lars-H.R. Siemers, 2003. "The Intriguing Nexus Between Corruption and Capital Account Restrictions," Development and Comp Systems 0306004, University Library of Munich, Germany, revised 07 Jul 2005.
      • Dreher, Axel & Siemers, Lars-H. R., 2005. "The Intriguing Nexus between Corruption and Capital Account Restrictions," RWI Discussion Papers 35, RWI - Leibniz-Institut für Wirtschaftsforschung.
      • Axel Dreher & Lars Siemers, 2005. "The Intriguing Nexus Between Corruption and Capital Account Restrictions," KOF Working papers 05-113, KOF Swiss Economic Institute, ETH Zurich.
    • Weißbach, Rafael & von Lieres und Wilkau, Carsten, 2005. "On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach," Technical Reports 2005,06, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Lawrenz, Claudia & Tschiersch, Patrick & Weißbach, Rafael, 2005. "Testing Homogeneity of Time-Continuous Rating Transitions," Technical Reports 2005,34, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Breuer, Wolfgang & Gürtler, Marc, 2005. "Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation," Working Papers FW17V4, Technische Universität Braunschweig, Institute of Finance.
    • Sennewald, Ken & Wälde, Klaus, 2005. ""Itô's Lemma" and the Bellman equation: An applied view," Dresden Discussion Paper Series in Economics 04/05, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    • Ken Sennewald & Klaus Wälde, 2006. "“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View," Journal of Economics, Springer, vol. 89(1), pages 1-36, October.
      • Sennewald, Ken & Wälde, Klaus, 2005. ""Ito's Lemma" and the Bellman equation for Poisson processes: An applied view," W.E.P. - Würzburg Economic Papers 58, University of Würzburg, Department of Economics.
      • Ken Sennewald & Klaus Wälde, 2006. "“Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View," CESifo Working Paper Series 1684, CESifo.
    • Michael Schröder, 2007. "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 331-348, January.
      • Schröder, Michael, 2005. "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers 05-50, ZEW - Leibniz Centre for European Economic Research.

    2004

    • Peter G. Zhang, 2004. "Chinese Yuan Revaluation and Derivative Products," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 1, pages 3-11, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Open-Door Policy and a Quarter-Century Reform," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 2, pages 13-20, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "The Chinese Economy," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 3, pages 21-37, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Banking System in China," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 4, pages 39-56, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "The Chinese Capital Markets," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 5, pages 57-77, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Foreign Exchange Administration," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 6, pages 79-97, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Foreign Exchange Market," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 7, pages 101-106, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Foreign Exchange Forwards and Swaps," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 8, pages 107-116, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Non-Deliverable Forwards and Swaps," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 9, pages 117-136, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Foreign Exchange Futures," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 10, pages 137-144, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Foreign Exchange Options," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 11, pages 145-156, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "The Asian Financial Crisis," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 12, pages 159-173, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "FX Forwards and Futures during the Asian Crisis," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 13, pages 175-187, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "NDFs during the Asian Financial Crisis," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 14, pages 189-199, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Swaps," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 15, pages 201-209, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Options, Structured Notes, and Other Products," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 16, pages 211-220, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "CNY Forwards," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 17, pages 223-234, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "CNY NDFs," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 18, pages 235-265, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Uses of CNY NDFs," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 19, pages 267-281, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Chinese Yuan Swaps," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 20, pages 283-292, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "CNY Nondeliverable Options," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 21, pages 293-316, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Structured Deposits Related to CNY," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 22, pages 317-329, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "CNY Structured Notes," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 23, pages 331-339, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Onshore Products and Offshore Derivatives," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 24, pages 341-364, World Scientific Publishing Co. Pte. Ltd..
    • Peter G. Zhang, 2004. "Future Development of CNY Derivatives in China," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 25, pages 367-380, World Scientific Publishing Co. Pte. Ltd..
    • Klos Alexander & Weber Martin, 2006. "Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis," German Economic Review, De Gruyter, vol. 7(4), pages 427-448, December.
      • Alexander Klos & Martin Weber, 2006. "Portfolio Choice in the Presence of Non‐Tradable Income: An Experimental Analysis," German Economic Review, Verein für Socialpolitik, vol. 7(4), pages 427-448, November.
      • Klos, Alexander & Weber, Martin, 2004. "Portfolio choice in the presence of nontradeable income : an experimental analysis," Papers 04-01, Sonderforschungsbreich 504.
      • Klos, Alexander & Weber, Martin, 2004. "Portfolio Choice in the Presence of Nontradeable Income: An Experimental Analysis," Sonderforschungsbereich 504 Publications 04-01, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Ivo Welch & Amit Goyal, 2008. "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
      • Amit Goval & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers 10483, National Bureau of Economic Research, Inc.
      • Amit Goyal & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," Yale School of Management Working Papers amz2412, Yale School of Management, revised 01 Jan 2006.
      • Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series 21-85, Swiss Finance Institute.
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      • Amit Goval & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers 10483, National Bureau of Economic Research, Inc.
      • Amit Goyal & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," Yale School of Management Working Papers amz2412, Yale School of Management, revised 01 Jan 2006.
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    • Berneburg, Marian, 2004. "Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis," IWH Discussion Papers 193/2004, Halle Institute for Economic Research (IWH).
    • Breuer, Wolfgang & Gürtler, Marc, 2004. "Investors' direct stock holdings and performance evaluation for mutual funds," Working Papers FW06V4, Technische Universität Braunschweig, Institute of Finance.
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    • Westerheide, Peter, 2004. "Auswirkungen von Erbschaften und Schenkungen auf die Vermögensbildung privater Personen und Haushalte: Eine ökonometrische Analyse auf der Basis des Sozio-oekonomischen Panels," ZEW Discussion Papers 04-28, ZEW - Leibniz Centre for European Economic Research.
    • Müller, Elisabeth, 2004. "Underdiversification in Private Companies: Required Returns and Incentive Effects," ZEW Discussion Papers 04-29, ZEW - Leibniz Centre for European Economic Research.
    • Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2004. "The effects of systemic crises when investors can be crisis ignorant," ERIM Report Series Research in Management ERS-2004-027-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Post, G.T. & van Vliet, P., 2004. "Conditional Downside Risk and the CAPM," ERIM Report Series Research in Management ERS-2004-048-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Jacobsen, B. & Marquering, W.A., 2004. "Is it the weather?," ERIM Report Series Research in Management ERS-2004-100-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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    • Kristien Smedts, 2004. "International Dynamic Asset Allocation and the Effect of the Exchange Rate," Working Papers of Department of Economics, Leuven ces0404, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    • Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.
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    • Alexander Passow, 2004. "Omega Portfolio Construction with Johnson Distributions," FAME Research Paper Series rp120, International Center for Financial Asset Management and Engineering.
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    • Zdenìk Zmeškal, 2004. "Hedging Strategies and Financial Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(1-2), pages 50-63, January.
    • Tichý Tomáš, 2004. "Replication Methods in the Pricing and Hedging of Barrier Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(7-8), pages 305-324, July.
    • Igor Melicherèík & Cyril Ungvarský, 2004. "Pension Reform in Slovakia: Fiscal Debt and Pension Levels," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(9-10), pages 391-404, September.
    • Ottavio Ricchi & Adolfo Di Carluccio & Cecilia Frale, 2004. "Do Privatizations Boost Household Shareholding? Evidence from Italy," Working Papers 2004.3, Fondazione Eni Enrico Mattei.
    • Giannis Vardas & Anastasios Xepapadeas, 2015. "Uncertainty aversion, robust control and asset holdings," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 477-491, March.
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    • Winfried Hallerbach, Haikun Ning, Jaap Spronk, 2004. "The Effects of Decision Flexibility in the Hierarchical Investment Decision Process," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(1), pages 17-36, June.
      • Hallerbach, W.G.P.M. & Ning, H. & Spronk, J., 2003. "The effects of decision flexibility in the hierarchical investment decision process," ERIM Report Series Research in Management ERS-2003-047-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Stéphane MUssard, Virginie Terraza, 2004. "Parametric and Non-Parametric Measures of Volatility : Risk Estimation via the Gini Decompostion and Comparison with the Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(2), pages 141-156, December.
    • Roger B. Atindéhou, Jean-Pierre Gueyié, 2004. "Canadian Mutual Fund Flows and Capital Market Movements," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(2), pages 70-84, December.
    • Luis Ferruz, José L. Sarto, Maria Vargas, 2004. "Parametric and Non-Parametric Analysis of Performance Persistence in Spanish Investment Funds," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(2), pages 85-100, December.
    • Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2004. "The Geography of Stock Market Participation: The Influence of Communities and Local Firms," NBER Working Papers 10235, National Bureau of Economic Research, Inc.
      • Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner, 2004. "The geography of stock market participation: the influence of communities and local firms," Finance and Economics Discussion Series 2004-22, Board of Governors of the Federal Reserve System (U.S.).
    • Brown, Jeffrey R. & Liang, Nellie & Weisbenner, Scott, 2006. "401(k) matching contributions in company stock: Costs and benefits for firms and workers," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1315-1346, August.
      • Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2004. "401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers," NBER Working Papers 10419, National Bureau of Economic Research, Inc.
      • Jeffrey R. Brown & J. Nellie Liang & Scott Weisbenner, 2004. "401(k) matching contributions in company stock: costs and benefits for firms and workers," Finance and Economics Discussion Series 2004-23, Board of Governors of the Federal Reserve System (U.S.).
    • Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010. "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, vol. 13(1), pages 79-108, March.
      • Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-Border Diversification in Bank Asset Portfolios," Working Paper 2004/11, Norges Bank.
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      • Buch, Claudia M. & Driscoll, John C. & Ostergaard, Charlotte, 2005. "Cross-border diversification in bank asset portfolios," Working Paper Series 429, European Central Bank.
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      • Fang Cai & Francis E. Warnock, 2006. "International Diversification at Home and Abroad," NBER Working Papers 12220, National Bureau of Economic Research, Inc.
      • Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank.
      • Cai, Fang & Warnock, Francis E., 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy (IfW Kiel).
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    • León, Teresa & Liern, Vicente & Marco, Paulina & Vicente Segura, José & Vercher, Enriqueta, 2004. "A Downside Risk Approach For The Portfolio Selection Problem With Fuzzy Returns," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 61-77, May.
    • Michalopoulos, Michael & Thomaidis, Nikolaos S. & Dounias, George D. & Zopounidis, Constantin, 2004. "Using A Fuzzy Sets Approach To Select A Portfolio Of Greek Government Bonds," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 27-48, November.
    • Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004. "Equilibrium analysis in financial markets with countably many securities," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September.
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      • Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.
    • Frédéric Gonand, 2004. "Fonds de pension américains : une évaluation du risque macroéconomique," Revue d'Économie Financière, Programme National Persée, vol. 75(2), pages 291-311.
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    • Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004. "Equilibrium analysis in financial markets with countably many securities," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September.
      • Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.
      • Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Post-Print halshs-00086810, HAL.
    • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
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    • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
      • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Post-Print halshs-00586095, HAL.
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    • Engström, Stefan, 2004. "Does Active Portfolio Management Create Value? An Evaluation of Fund Managers' Decisions," SSE/EFI Working Paper Series in Economics and Finance 553, Stockholm School of Economics.
    • Engström, Stefan, 2004. "Investment Strategies, Fund Performance and Portfolio Characteristics," SSE/EFI Working Paper Series in Economics and Finance 554, Stockholm School of Economics.
    • Engström, Stefan & Westerberg, Anna, 2004. "Information Costs and Mutual Fund Flows," SSE/EFI Working Paper Series in Economics and Finance 555, Stockholm School of Economics.
    • Anderson, Anders E. S., 2004. "One for the Gain, Three for the Loss," SIFR Research Report Series 20, Institute for Financial Research.
    • Massimo Massa & Andrei Simonov, 2006. "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 633-685.
      • Massa, Massimo & Simonov, Andrei, 2004. "Hedging, Familiarity and Portfolio Choice," CEPR Discussion Papers 4789, C.E.P.R. Discussion Papers.
      • Massa, Massimo & Simonov, Andrei, 2004. "Hedging, Familiarity and Portfolio Choice," SIFR Research Report Series 21, Institute for Financial Research.
    • Anderson, Anders E.S., 2004. "All Guts, No Glory: Trading and Diversification among Online Investors," SIFR Research Report Series 25, Institute for Financial Research.
    • Ravi Bansal & Magnus Dahlquist & Campbell R. Harvey, 2004. "Dynamic Trading Strategies and Portfolio Choice," NBER Working Papers 10820, National Bureau of Economic Research, Inc.
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      • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.
      • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008. "Portfolio Selection with Monotone Mean-Variance Preferences," Temi di discussione (Economic working papers) 664, Bank of Italy, Economic Research and International Relations Area.
      • Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005. "Portfolio Selection with Monotone Mean-Variance Preferences," Finance 0502014, University Library of Munich, Germany.
      • Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," ICER Working Papers - Applied Mathematics Series 27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
    • Jeroen Rombouts & Marno Verbeek, 2009. "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 737-745.
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      • Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management ERS-2004-107-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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    • Donald Lien, 2004. "A Note on Dual Hedging," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(1), pages 29-34, April.
    • Randy I. Anderson & Christopher M. Brockman & Christos Giannikos & Robert W. McLeod, 2004. "A Non-Parametric Examination of Real Estate Mutual Fund Efficiency," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 225-238, December.
    • José Carlos Ramirez Sánchez, 2004. "Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 19(1), pages 51-76, June.
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    • Elvio Accinelli, 2004. "Inversión Bajo Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(1), pages 21-44, Marzo 200.
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      • Kugler, Peter & Weder di Mauro, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers 4467, C.E.P.R. Discussion Papers.
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      • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Discussion Paper 2003-54, Tilburg University, Center for Economic Research.
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    • Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
      • Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
      • Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
      • Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
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    • Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
      • Kugler, Peter & Weder, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers 2004/04, Faculty of Business and Economics - University of Basel.
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    • Inkmann, Joachim & Blake, David, 2004. "Liability valuation and optimal asset allocation," LSE Research Online Documents on Economics 24754, London School of Economics and Political Science, LSE Library.
    • Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, vol. 2(1), pages 1-21, January.
      • Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
      • Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A time series analysis of financial fragility in the UK banking system," LSE Research Online Documents on Economics 24778, London School of Economics and Political Science, LSE Library.
      • Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre.
    • Andrew J. Patton, 2009. "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2295-2330, July.
      • Patton, Andrew J., 2004. "Are "market neutral" hedge funds really market neutral?," LSE Research Online Documents on Economics 24819, London School of Economics and Political Science, LSE Library.
    • Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 843-877, May.
      • Cairns, Andrew J. G. & Blake, David & Dowd, Kevin, 2004. "Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans," LSE Research Online Documents on Economics 24831, London School of Economics and Political Science, LSE Library.
    • Julliard, Christian, 2004. "Human capital and international portfolio choice," LSE Research Online Documents on Economics 4813, London School of Economics and Political Science, LSE Library.
    • Beraza Garmendia, José María, 2004. "Herramientas de excel para el análisis y valoración de proyectos de inversión (y II)," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
    • Edwin D. Maberly & Raylene M. Pierce, 2004. "Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle," Econ Journal Watch, Econ Journal Watch, vol. 1(1), pages 29-46, April.
    • Díaz-Tinoco, Jaime & Venegas-Martínez, Francisco, 2004. "Márgenes con spread intraclase para el mercado mexicano de derivados," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(283), pages 681-715, julio-sep.
    • Scholes, Myron, 2004. "The future of hedge funds," Journal of Financial Transformation, Capco Institute, vol. 10, pages 8-11.
      • Scholes, Myron, 2004. "The future of hedge funds," Journal of Financial Transformation, Capco Institute, vol. 10, pages 8-11.
    • Mulvey, John, 2004. "The role of hedge funds for long-term investors," Journal of Financial Transformation, Capco Institute, vol. 10, pages 23-28.
    • Lhabitant, François-Serge & De Piante Vicin, Michelle Learned, 2004. "Finding the sweet spot of hedge fund diversification," Journal of Financial Transformation, Capco Institute, vol. 10, pages 31-39.
    • Kundro, Christopher & Feffer, Stuart, 2004. "Valuation issues and operational risk in hedge funds," Journal of Financial Transformation, Capco Institute, vol. 10, pages 41-47.
    • Kovas, Ashley, 2004. "Hedge funds and U.K. regulation," Journal of Financial Transformation, Capco Institute, vol. 10, pages 49-55.
    • Feiger, George & Botteron, Pascal, 2004. "Should you, would you, could you invest in hedge funds?," Journal of Financial Transformation, Capco Institute, vol. 10, pages 57-65.
    • Kaufman, Carol, 2004. "Shadow accounting: The evolving practice of exercising due diligence in fund reporting," Journal of Financial Transformation, Capco Institute, vol. 10, pages 67-71.
    • Purvis, John, 2004. "An E.U.-wide passport for hedge funds," Journal of Financial Transformation, Capco Institute, vol. 10, pages 74-78.
    • Mansfeld, Wolfgang, 2004. "A single market for hedge funds," Journal of Financial Transformation, Capco Institute, vol. 10, pages 80-81.
    • du Pasquier, Shelby, 2004. "Marketing of hedge funds in Switzerland," Journal of Financial Transformation, Capco Institute, vol. 10, pages 82-85.
    • Lamm, McFall, 2004. "The hedge fund revolution," Journal of Financial Transformation, Capco Institute, vol. 10, pages 87-95.
    • Douglas, Peter, 2004. "Hedge funds in Asia," Journal of Financial Transformation, Capco Institute, vol. 10, pages 97-105.
    • Amenc, Noel & Giraud, Jean-René, 2004. "Key findings of the Edhec ‘European alternative multi-management practices’ survey," Journal of Financial Transformation, Capco Institute, vol. 10, pages 107-113.
    • Sneyers, Tycho, 2004. "Private equity - An industry in transformation," Journal of Financial Transformation, Capco Institute, vol. 10, pages 116-118.
    • van Frederikslust, Ruud & van der Geest, Roy, 2004. "Initial returns and long-run performance of private equity-backed initial public offerings on the Amsterdam Stock Exchange," Journal of Financial Transformation, Capco Institute, vol. 10, pages 121-127.
    • Hamich, Lars, 2004. "What lies beneath," Journal of Financial Transformation, Capco Institute, vol. 11, pages 48-51.
    • Hedges, James, 2004. "Hedge fund indices," Journal of Financial Transformation, Capco Institute, vol. 11, pages 52-56.
    • Larry G. Epstein & Martin Schneider, 2008. "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 197-228, February.
      • Larry Epstein & Martin Schneider, 2004. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 507, University of Rochester - Center for Economic Research (RCER).
      • Larry Epstein & Martin Schneider, 2005. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 519, University of Rochester - Center for Economic Research (RCER).
    • Goldbaum, David & Mizrach, Bruce, 2008. "Estimating the intensity of choice in a dynamic mutual fund allocation decision," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3866-3876, December.
      • David Goldbaum & Bruce Mizrach, 2004. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Departmental Working Papers 200414, Rutgers University, Department of Economics.
      • David Goldbaum & Bruce Mizrach, 2005. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Computing in Economics and Finance 2005 295, Society for Computational Economics.
    • Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005. "A risk assessment model for banks," Annals of Finance, Springer, vol. 1(2), pages 197-224, September.
      • Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A risk assessment model for banks," LSE Research Online Documents on Economics 24750, London School of Economics and Political Science, LSE Library.
      • Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre.
    • Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, vol. 2(1), pages 1-21, January.
      • Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
      • Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre.
      • Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A time series analysis of financial fragility in the UK banking system," LSE Research Online Documents on Economics 24778, London School of Economics and Political Science, LSE Library.
    • Chia-Hsuan Yeh, 2004. "Statistical Evidences for the Influence of GP's Representation on Forecasting," Computing in Economics and Finance 2004 156, Society for Computational Economics.
    • D. Widijanto & S. Nagornii, 2004. "Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization," Computing in Economics and Finance 2004 160, Society for Computational Economics.
    • Bohm, Volker & Wenzelburger, Jan, 2005. "On the performance of efficient portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 721-740, April.
      • Jan Wenzelburger & Volker Boehm, 2004. "On the performance of efficient portfolios," Computing in Economics and Finance 2004 197, Society for Computational Economics.
    • Hendri Adriaens & Bas Donkers, 2004. "Extending the CAPM model," Computing in Economics and Finance 2004 204, Society for Computational Economics.
    • Thomas Weitzenblum & Philippe Bernard, 2004. "Portfolio choice, life-cycle and idiosyncratic income risk : the semi-external habit formation approach," Computing in Economics and Finance 2004 223, Society for Computational Economics.
    • Ya-Chi Huang & Shu-Heng Chen, 2004. "Discussing the Survivability Issue in Agent-Based Artificial Stock Market," Computing in Economics and Finance 2004 300, Society for Computational Economics.
    • Renato G. Flores Jr & Gustavo M. de Athayde, 2004. "A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection," Computing in Economics and Finance 2004 341, Society for Computational Economics.
    • Pierangelo Ciurlia & Ilir Roko, 2005. "Valuation of American Continuous-Installment Options," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 143-165, February.
      • Pierangelo Ciurlia & Ilir Roko, 2004. "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004 345, Society for Computational Economics.
    • Nalan Gulpinar & Berc Rustem, 2004. "Robust investment policies with bound forecasts," Computing in Economics and Finance 2004 68, Society for Computational Economics.
    • Carl Chiarella & Chih-ying Hsiao, 2004. "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004 73, Society for Computational Economics.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
      • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
      • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
      • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
    • Yannis Bilias & Michael Haliassos, 2004. "The Distribution of Gains from Access to Stocks," CSEF Working Papers 125, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    • Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
      • Kugler, Peter & Weder di Mauro, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers 4467, C.E.P.R. Discussion Papers.
      • Kugler, Peter & Weder, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers 2004/04, Faculty of Business and Economics - University of Basel.
    • Reynard, Samuel, 2004. "Financial market participation and the apparent instability of money demand," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1297-1317, September.
      • Samuel Reynard, 2004. "Financial Market Participation and the Apparent Instability of Money Demand," Working Papers 2004-01, Swiss National Bank.
    • Marie-Paule Laurent, 2004. "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB 04-017.RS, ULB -- Universite Libre de Bruxelles.
    • Farooq Malik & Syed Hassan, 2004. "Modeling volatility in sector index returns with GARCH models using an iterated algorithm," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(2), pages 211-225, June.
    • Nguyen-Thanh Long, 2004. "Investment optimization under constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 60(2), pages 175-201, October.
      • Long Nguyen-Thanh, 2003. "Investment Optimization under Constraints," Finance 0301005, University Library of Munich, Germany, revised 09 Mar 2003.
    • Torfinn Harding & Haakon O. Aa. Solheim & Andreas Benedictow, 2004. "House ownership and taxes," Discussion Papers 395, Statistics Norway, Research Department.
    • Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, June.
      • Laura Veldkamp & Stijn Van Nieuwerburgh, 2004. "Information Immobility and the Home Bias Puzzle," Working Papers 04-32, New York University, Leonard N. Stern School of Business, Department of Economics.
      • Stijn Van Nieuwerburgh & Laura Veldkamp, 2007. "Information Immobility and the Home Bias Puzzle," NBER Working Papers 13366, National Bureau of Economic Research, Inc.
      • Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers 78, Society for Economic Dynamics.
    • Kpate Adjaoute & Jean-Pierre Danthine, 2004. "Portfolio diversification: alive and well in Euro-land!," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1225-1231.
      • Adjaoute, K. & Danthine, J.P., 2001. "Portfolio Diversification: Alive and well In Euroland," Papers 32, Manitoba - Department of Economics.
      • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers 3086, C.E.P.R. Discussion Papers.
      • Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series rp32, International Center for Financial Asset Management and Engineering.
      • Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie 01.08, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Foort Hamelink & Martin Hoesli, 2004. "Maximum drawdown and the allocation to real estate," Journal of Property Research, Taylor & Francis Journals, vol. 21(1), pages 5-29, January.
      • Foort HAMELINK & Martin HOESLI, 2003. "Maximum Drawdown and the Allocation to Real Estate," FAME Research Paper Series rp87, International Center for Financial Asset Management and Engineering.
    • Andrew Ang & Geert Bekaert, 2004. "How Regimes Affect Asset Allocation," Financial Analysts Journal, Taylor & Francis Journals, vol. 60(2), pages 86-99, March.
      • Andrew Ang & Geert Bekaert, 2003. "How do Regimes Affect Asset Allocation?," NBER Working Papers 10080, National Bureau of Economic Research, Inc.
    • de Roon, F.A., 2004. "On the Estimation Error in Mean-Variance Efficient Portfolio Weights," Discussion Paper 2004-106, Tilburg University, Center for Economic Research.
    • Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
      • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
      • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
      • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
    • Patrick Coggi & Bogdan Manescu, 2004. "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004 2004-01, Department of Economics, University of St. Gallen.
    • Colwell, David & El-Hassan, Nadima & Kang Kwon, Oh, 2007. "Hedging diffusion processes by local risk minimization with applications to index tracking," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2135-2151, July.
      • David Colwell & Nadima El-Hassan & Oh-Kang Kwon, 2004. "Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking," Research Paper Series 119, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Alessio Sancetta, 2004. "Copula Based Monte Carlo Integration in Financial Problems," Working Papers wp04-02, Warwick Business School, Finance Group.
      • Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge.
    • Saltuk Ozerturk, 2004. "Direct sale of information when precision is unobservable," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 269-293, May.
    • Vladislav Kargin, 2003. "Optimal Convergence Trading," Papers math/0302104, arXiv.org, revised Aug 2003.
      • Vladislav KArgin, 2004. "Optimal Convergence Trading," Finance 0401003, University Library of Munich, Germany.
    • Daniel Capocci & Albert Corhay & Georges Hubner, 2005. "Hedge fund performance and persistence in bull and bear markets," The European Journal of Finance, Taylor & Francis Journals, vol. 11(5), pages 361-392.
      • Capocci Daniel & Corhay Albert & Hübner Georges, 2004. "Hedge Fund Performance and Persistence in Bull and Bear Markets," Finance 0402018, University Library of Munich, Germany.
    • Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics.
      • Don U.A. Galagedera & Roland Shami, 2004. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Finance 0406011, University Library of Munich, Germany.
    • Don U.A. Galagedera, 2004. "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance 0406013, University Library of Munich, Germany.
    • Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Economic Journal, Royal Economic Society, vol. 115(506), pages 1077-1102, October.
      • Timmermann, Allan & Kapur, Sandeep, 2003. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers 4038, C.E.P.R. Discussion Papers.
      • Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, Department of Economics, Mathematics & Statistics.
      • Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408001, University Library of Munich, Germany.
      • Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, University Library of Munich, Germany.
    • Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, University Library of Munich, Germany.
    • Los, Cornelis A., 1998. "Optimal multi-currency investment strategies with exact attribution in three Asian countries," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 169-198, September.
      • Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, University Library of Munich, Germany.
    • Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data," Monash Econometrics and Business Statistics Working Papers 16/04, Monash University, Department of Econometrics and Business Statistics.
      • Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance 0409056, University Library of Munich, Germany.
    • Fernando Rubio, 2004. "Data Mining Sobre El Beta En España," Finance 0410011, University Library of Munich, Germany.
    • Julius Moschitz, 2004. "Spillovers across High Yield Markets," Finance 0412024, University Library of Munich, Germany.
    • Valeri Zakamouline, 2004. "A Unified Approach to Portfolio Optimization with Linear Transaction Costs," GE, Growth, Math methods 0404003, University Library of Munich, Germany, revised 28 Apr 2004.
    • Sujit Chakravorti & Anna Ilyina & Subir Lall, 2003. "Managerial incentives and financial contagion," Working Paper Series WP-03-21, Federal Reserve Bank of Chicago.
      • Sujit Chakravorti & Subir Lall, 2004. "Managerial Incentives and Financial Contagion," International Finance 0408003, University Library of Munich, Germany.
    • Alexander Harin, 2004. "Arrangement infringement possibility approach: some economic features of large-scale events," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.
      • Alexander Harin, 2004. "Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events," Risk and Insurance 0409002, University Library of Munich, Germany.
    • Campa, Jose Manuel & Fernandes, Nuno, 2006. "Sources of gains from international portfolio diversification," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 417-443, October.
      • Campa, José Manuel & Fernandes, Nuno, 2004. "Sources of Gains from International Portfolio Diversification," CEPR Discussion Papers 4390, C.E.P.R. Discussion Papers.
      • Campa, Jose M. & Fernandes, Nuno, 2004. "Sources of gains from international portfolio diversification," IESE Research Papers D/559, IESE Business School.
    • Moerman, Gerard, 2004. "Diversification in euro area stock markets: country versus industry," Working Paper Series 327, European Central Bank.
    • Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.
    • Jonathan Dark, 2004. "Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index," Econometric Society 2004 Australasian Meetings 227, Econometric Society.
    • Kingston, Geoffrey & Thorp, Susan, 2005. "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(3), pages 225-248, November.
      • Geoffrey Kingston & Susan Thorp, 2004. "Annuitization and Asset Allocation with HARA Utlity," Econometric Society 2004 Australasian Meetings 248, Econometric Society.
    • Eduardo D. Roca & Abdulnasser Hatemi-J, 2004. "The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners," Econometric Society 2004 Australasian Meetings 99, Econometric Society.
    • Costas Meghir & Luigi Pistaferri, 2004. "Income Variance Dynamics and Heterogeneity," Econometrica, Econometric Society, vol. 72(1), pages 1-32, January.
      • Costas Meghir & Luigi Pistaferri, 2001. "Income variance dynamics and heterogenity," IFS Working Papers W01/07, Institute for Fiscal Studies.
      • Meghir, Costas & Pistaferri, Luigi, 2002. "Income Variance Dynamics and Heterogeneity," CEPR Discussion Papers 3632, C.E.P.R. Discussion Papers.
    • David Daewhan Cho, 2004. "Uncertainty in Second Moments: Implications for Portfolio Allocation," Econometric Society 2004 Far Eastern Meetings 431, Econometric Society.
    • David Daewhan Cho, 2004. "Uncertainty in Second Moments: Implications for Portfolio Allocation," Econometric Society 2004 Far Eastern Meetings 433, Econometric Society.
    • Timothy K. Chue, 2004. "The Spirit of Capitalism and International Risk Sharing," Econometric Society 2004 Far Eastern Meetings 589, Econometric Society.
    • Haim Kedar-Levy, 2004. "Learning the CAPM through Bubbles," Econometric Society 2004 Far Eastern Meetings 775, Econometric Society.
    • Aditya Goenka & Melisso Boschi, 2004. "International capital flows and transmission of financial crises," Econometric Society 2004 Far Eastern Meetings 785, Econometric Society.
      • Boschi, Melisso, 2006. "Habit formation and the transmission of financial crises," Economics Discussion Papers 8900, University of Essex, Department of Economics.
      • Melisso Boschi & Aditya Goenka, 2007. "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers 2007-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • J-H Steffi Yang, 2004. "The Markovian Dynamics of "Smart Money"," Econometric Society 2004 Far Eastern Meetings 797, Econometric Society.
    • Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society.
    • Eduardo Walker, 2004. "Portafolios ÓPtimos Para Los Nuevos Sistemas De Pensiones De Paã Ses Emergentes," Econometric Society 2004 Latin American Meetings 234, Econometric Society.
    • Monica Paiella & Andrea Tiseno, 2004. "Stock market optimism and participation cost: a mean-variance estimation," Econometric Society 2004 Latin American Meetings 239, Econometric Society.
      • Andrea Tiseno & Monica Paiella, 2006. "Stock market optimism and participation cost: a mean-variance estimation," 2006 Meeting Papers 714, Society for Economic Dynamics.
    • Alberto Naudon & Matías Tapia & Felipe Zurita, 2004. "Ignorance, Fixed Costs, and the Stock-Market Participation Puzzle," Documentos de Trabajo 262, Instituto de Economia. Pontificia Universidad Católica de Chile..
      • Alberto Naudon & Matías Tapia, 2004. "Ignorance, Fixed Costs, and the Stock Market Participation Puzzle," Econometric Society 2004 Latin American Meetings 252, Econometric Society.
    • Miguel Lebre de Freitas & Francisco José Veiga, 2006. "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics, Canadian Economics Association, vol. 39(3), pages 719-743, August.
      • Miguel Lebre De Freitas & Francisco José Veiga, 2006. "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 719-743, August.
      • Miguel Lebre de Freitas, 2004. "Currency Substitution, portfolio Diversification and Money Demand," NIPE Working Papers 9/2004, NIPE - Universidade do Minho.
      • Miguel Lebre de Freitas, 2004. "Currency Substitution, Portfolio Diversification and Money Demand," Econometric Society 2004 Latin American Meetings 263, Econometric Society.
      • Miguel LEBRE DE FREITAS, 2010. "Currency Substitution, Portfolio Diversification and Money Demand," EcoMod2004 330600090, EcoMod.
    • Carlos Viana de Carvalho & Kevin Amonlirdviman, 2004. "Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias," Econometric Society 2004 Latin American Meetings 61, Econometric Society.
    • Herve Roche, 2004. "Optimum Consumption and Portfolio Allocations under Incomplete Information," Econometric Society 2004 Latin American Meetings 79, Econometric Society.
    • Robin Brooks, 2004. "The Equity Premium and the Baby Boom," Econometric Society 2004 North American Winter Meetings 155, Econometric Society.
    • Joseph Nichols, 2004. "A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing," Econometric Society 2004 North American Winter Meetings 205, Econometric Society.
    • Paul Ehling, 2004. "Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership," Econometric Society 2004 North American Winter Meetings 311, Econometric Society.
    • Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2003. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Working papers 4303-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
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      • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
      • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
      • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
      • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
      • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
      • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
      • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
      • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
      • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
      • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
      • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
      • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
      • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
      • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
      • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
      • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
      • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
      • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
      • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
      • Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, 06.
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      • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
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      • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
      • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
      • Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
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      • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
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      • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
      • Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
      • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
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      • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
      • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
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      • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
      • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
      • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
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      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
      • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
      • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
      • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
      • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
      • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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      • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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      • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
      • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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      • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
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      • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
      • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
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      • Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
      • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
      • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
      • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
      • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
      • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
      • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
      • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
      • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
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      • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
      • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
      • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
      • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
      • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
      • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
      • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
      • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
      • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
      • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
      • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
      • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
      • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
      • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
      • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
      • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
      • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
      • Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
      • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
      • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
      • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
      • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends
      • Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, vol. 2(1), pages 1-21, January.
        • Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre.
        • Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
        • Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A time series analysis of financial fragility in the UK banking system," LSE Research Online Documents on Economics 24778, London School of Economics and Political Science, LSE Library.
      • Anjum Aqeel & Mohammed Nishat, 2004. "The Determinants of Foreign Direct Investment in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 651-664.
      • Shahbaz Nasir & Mahmood Khalid, 2004. "Saving-investment Behaviour in Pakistan: An Empirical Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 665-682.
      • Zeshan Atique & Mohsin Hasnain Ahmad & Usman Azhar, 2004. "The Impact of FDI on Economic Growth under Foreign Trade Regimes: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 707-718.
      • Carlos Alves & Victor Mendes, 2004. "Self-Interest on Mutual Fund Management: Evidence from the Portuguese Market," FEP Working Papers 162, Universidade do Porto, Faculdade de Economia do Porto.
      • Taboga, Marco, 2004. "A Simple Model of Robust Portfolio Selection," MPRA Paper 16472, University Library of Munich, Germany.
      • Gilroy, Bernard Michael & Lukas, Elmar, 2004. "Optionen der Internationalisierung: Motive ausländischer Direktinvestitionen in einem neuen Licht [Options of internationalisation: motives for foreign direct invetsment in a new light]," MPRA Paper 21539, University Library of Munich, Germany.
      • Ji, Tingting, 2004. "Essays on consumer portfolio choice and credit risk," MPRA Paper 3161, University Library of Munich, Germany.
      • Ji, Tingting, 2004. "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper 3187, University Library of Munich, Germany.
      • Lucena, Pierre & Fugueiredo, Antonio Carlos, 2004. "Pressupostos de Eficiência de Mercado: um estudo empírico na Bovespa [Assumptions of Market Efficiency: an empirical analysis at Bovespa/Brazil]," MPRA Paper 40884, University Library of Munich, Germany.
      • Jonathan A. Parker & Christian Julliard, 2005. "Consumption Risk and the Cross Section of Expected Returns," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 185-222, February.
        • Jonathan A. Parker & Christian Julliard, 2004. "Consumption Risk and the Cross-Section of Expected Returns," Working Papers 138, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
      • Olivier Davanne, 2004. "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 177-201.
      • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
        • Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Post-Print halshs-00586095, HAL.
      • Caroline Marie-Jeanne, 2004. "Finance et éthique, la réconciliation ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 319-332.
      • Frédéric Gonand, 2004. "Fonds de pension américains : une évaluation du risque macroéconomique," Revue d'Économie Financière, Programme National Persée, vol. 75(2), pages 291-311.
        • Frédéric Gonand, 2004. "Fonds de pension américains : une évaluation du risque macroéconomique," Post-Print hal-01294346, HAL.
      • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
      • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
        • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
      • Michael E. Drew & Mirela Mallin & Tony Naughton & Madhu Veeraraghavan, 2004. "Equity Premium: - Does it exist? Evidence from Germany and United Kingdom," School of Economics and Finance Discussion Papers and Working Papers Series 170, School of Economics and Finance, Queensland University of Technology.
      • Michael E. Drew & Tony Naughton & Madhu Veeraraghavan, 2004. "Pricing of Equities in China: Evidence from the Shanghai Stock Exchange," School of Economics and Finance Discussion Papers and Working Papers Series 174, School of Economics and Finance, Queensland University of Technology.
      • Ellis Connolly & Marion Kohler, 2004. "The Impact of Superannuation on Household Saving," RBA Research Discussion Papers rdp2004-01, Reserve Bank of Australia.
      • Richards, Anthony, 2005. "Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(1), pages 1-27, March.
        • Anthony Richards, 2004. "Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets," RBA Research Discussion Papers rdp2004-05, Reserve Bank of Australia.
      • Carol Alexander & Anca Dimitriu, 2004. "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance icma-dp2004-01, Henley Business School, University of Reading.
      • Carol Alexander & Anca Dimitriu, 2004. "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2004-03, Henley Business School, University of Reading.
      • Dirk Krueger & Karsten Jeske, 2004. "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2004 Meeting Papers 100, Society for Economic Dynamics.
        • Karsten Jeske & Dirk Krueger, 2005. "Housing and the macroeconomy: the role of implicit guarantees for government-sponsored enterprises," FRB Atlanta Working Paper 2005-15, Federal Reserve Bank of Atlanta.
        • Dirk Krueger & Karsten Jeske, 2005. "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2005 Meeting Papers 242, Society for Economic Dynamics.
      • Adam Szeidl & Raj Chetty, 2004. "Consumption Commitments and Asset Prices," 2004 Meeting Papers 354, Society for Economic Dynamics.
      • Claudio Campanale, 2004. "Learning and the Return to Private Equity," 2004 Meeting Papers 650, Society for Economic Dynamics.
      • Igor Livshits & Jim MacGee, 2004. "Accounting for the Rise in Consumer Bankruptcies in the U.S. and Canada," 2004 Meeting Papers 822, Society for Economic Dynamics.

      2003

      • David Fielding, 2003. "How Does Civil War Affect the Magnitude of Capital Flight? Evidence from Israel during the Intifada," Discussion Papers in Economics 03/10, Division of Economics, School of Business, University of Leicester.
      • Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006. "The Wealth And Asset Holdings Of U.S.‐Born And Foreign‐Born Households: Evidence From Sipp Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 52(1), pages 17-42, March.
        • Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2002. "The Wealth and Asset Holdings of U.S.- Born and Foreign-Born Households: Evidence from SIPP Data," IZA Discussion Papers 674, Institute of Labor Economics (IZA).
        • Deborah A. Cobb-Clark & Vincent Hildebrand, 2003. "The Wealth and Asset Holdings of U.S.-Born and Foreign-Born Households: Evidence from SIPP Data," Social and Economic Dimensions of an Aging Population Research Papers 89, McMaster University.
        • WILLIAMS Donald R. & COBB-CLARK Deborah A, 2003. "The wealth and asset holdings of U.S.-born and foreign-born households: Evidence from SIPP data," IRISS Working Paper Series 2003-07, IRISS at CEPS/INSTEAD.
      • Kam Fong Chan & Christopher Gan & Patricia A. McGraw, 2003. "A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk," Multinational Finance Journal, Multinational Finance Journal, vol. 7(1-2), pages 25-54, March-Jun.
      • Jean-Yves Datey & Genevieve Gauthier & Jean-Guy Simonato, 2003. "The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices," Multinational Finance Journal, Multinational Finance Journal, vol. 7(1-2), pages 55-82, March-Jun.
      • C. J. Adcock, 2003. "An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios," Multinational Finance Journal, Multinational Finance Journal, vol. 7(1-2), pages 85-106, March-Jun.
      • Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2003. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Working papers 4303-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
        • Alex Shapiro & Suleyman Basak & Anna Pavlova, 2004. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Econometric Society 2004 North American Winter Meetings 583, Econometric Society.
        • Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2005. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," CEPR Discussion Papers 5006, C.E.P.R. Discussion Papers.
      • Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006. "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, vol. 54(3), pages 405-418, June.
        • Martin B. Haugh & Leonid Kogan & Jiang Wang, 2003. "Evaluating Portfolio Policies: A Duality Approach," NBER Working Papers 9861, National Bureau of Economic Research, Inc.
        • Kogan, Leonid & Haugh, Martin & Wang, Jiang, 2003. "Evaluating Portfolio Policies: A Duality Approach," Working papers 4329-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
      • Gábor Vadas, 2004. "Modelling Households’ Savings and Dwellings Investment – A Portfolio Choice Approach," International Real Estate Review, Global Social Science Institute, vol. 7(1), pages 31-55.
        • Gábor Vadas, 2003. "Modelling Household's Savings and Dwellings Investment - a Portfolio Choice Approach," MNB Working Papers 2003/6, Magyar Nemzeti Bank (Central Bank of Hungary).
        • Gabor Vadas, 2005. "Modelling Households' Savings and Dwellings Investment - A Portfolio Choice Approach," Macroeconomics 0507013, University Library of Munich, Germany.
      • Jean-Pierre Galavielle, 2003. "Y a-t-il une théorie des marchés financiers ?," Cahiers de la Maison des Sciences Economiques r04029, Université Panthéon-Sorbonne (Paris 1).
      • Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman, 2003. "Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?," Monash Econometrics and Business Statistics Working Papers 18/03, Monash University, Department of Econometrics and Business Statistics.
      • Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics.
        • Don U.A. Galagedera & Roland Shami, 2004. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Finance 0406011, University Library of Munich, Germany.
      • Y.K. Tse & Xibin Zhang, 2003. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers 7/03, Monash University, Department of Econometrics and Business Statistics.
      • Olivier de La Grandville, 2003. "Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262541459, December.
      • Andrew Ang & Geert Bekaert, 2004. "How Regimes Affect Asset Allocation," Financial Analysts Journal, Taylor & Francis Journals, vol. 60(2), pages 86-99, March.
        • Andrew Ang & Geert Bekaert, 2003. "How do Regimes Affect Asset Allocation?," NBER Working Papers 10080, National Bureau of Economic Research, Inc.
      • Wayne E. Ferson, 2003. "Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance," NBER Working Papers 9441, National Bureau of Economic Research, Inc.
      • Rosen, H.S.Harvey S. & Wu, Stephen, 2004. "Portfolio choice and health status," Journal of Financial Economics, Elsevier, vol. 72(3), pages 457-484, June.
        • Harvey S. Rosen & Stephen Wu, 2003. "Portfolio Choice and Health Status," NBER Working Papers 9453, National Bureau of Economic Research, Inc.
      • Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
      • Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.
      • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," American Economic Review, American Economic Association, vol. 93(2), pages 376-382, May.
        • Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk And Expected Stock Returns," Working Papers 144, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
        • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," NBER Working Papers 9548, National Bureau of Economic Research, Inc.
      • Zoran Ivković & Scott Weisbenner, 2005. "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," Journal of Finance, American Finance Association, vol. 60(1), pages 267-306, February.
        • Scott Weisbenner & Zoran Ivkovich, 2003. "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," NBER Working Papers 9685, National Bureau of Economic Research, Inc.
      • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2003. "Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers," Harvard Institute of Economic Research Working Papers 2006, Harvard - Institute of Economic Research.
        • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2003. "The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers," NBER Working Papers 9711, National Bureau of Economic Research, Inc.
      • Louis Kaplow, 2005. "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," Journal of Risk and Uncertainty, Springer, vol. 31(1), pages 23-34, July.
        • Louis Kaplow, 2003. "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," NBER Working Papers 9852, National Bureau of Economic Research, Inc.
      • Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006. "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, vol. 54(3), pages 405-418, June.
        • Kogan, Leonid & Haugh, Martin & Wang, Jiang, 2003. "Evaluating Portfolio Policies: A Duality Approach," Working papers 4329-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
        • Martin B. Haugh & Leonid Kogan & Jiang Wang, 2003. "Evaluating Portfolio Policies: A Duality Approach," NBER Working Papers 9861, National Bureau of Economic Research, Inc.
      • P.-O. Beffy & B. Monfort, 2003. "Household wealth, portfolio selection and consumption behavior," Documents de Travail de l'Insee - INSEE Working Papers g2003-08, Institut National de la Statistique et des Etudes Economiques.
      • Ajay Tandon & Yong Wang, 2003. "Confidence in Domestic Money and Currency Substitution," Economic Inquiry, Western Economic Association International, vol. 41(3), pages 407-419, July.
      • John Y. Campbell & João F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(4), pages 1449-1494.
        • John Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Computing in Economics and Finance 2002 47, Society for Computational Economics.
        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 632, Econometric Society.
        • Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
        • John Y. Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Harvard Institute of Economic Research Working Papers 1946, Harvard - Institute of Economic Research.
        • John Y. Campbell & Joao F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers 9759, National Bureau of Economic Research, Inc.
        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society.
      • Robert Neumann & Torben Voetmann, 2003. "Demand Curves for European Stocks Slope Down Too," Review of Finance, Springer, vol. 7(3), pages 437-457.
        • Robert Neumann & Torben Voetmann, 2003. "Demand Curves for European Stocks Slope Down Too," Review of Finance, European Finance Association, vol. 7(3), pages 437-457.
      • Axel F.A. Adam-Müller & Kit Pong Wong, 2003. "The Impact of Delivery Risk on Optimal Production and Futures Hedging," Review of Finance, European Finance Association, vol. 7(3), pages 459-477.
      • Gene Amromin, 2003. "Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?," Review of Finance, Springer, vol. 7(3), pages 547-582.
        • Gene Amromin, 2003. "Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?," Review of Finance, European Finance Association, vol. 7(3), pages 547-582.
      • Eduardo Morón & Juan F. Castro, 2003. "De-dollarizing the Peruvian Economy: A Portfolio Approach," Working Papers 03-01, Centro de Investigación, Universidad del Pacífico.
      • Andrew E. Burke & Aoife Hanley, 2003. "How Do Banks Pick Safer Ventures? A Theory Relating the Importance of Risk Aversion and Collateral to Interest Margins and Credit Rationing," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 8(2), pages 13-24, Summer.
      • Carlo Alberto Magni, 2009. "Opportunity Cost, Excess Profit, and Counterfactual Conditionals," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(1), pages 118-154, April.
        • Magni, Carlo Alberto, 2003. "Opportunity cost, excess profit, and counterfactual conditionals," MPRA Paper 5695, University Library of Munich, Germany.
      • Gomes Santana Félix, Elisabete, 2003. "Opções reais: tipologias e sua avaliação [Real options: typologies and its evaluation]," MPRA Paper 6186, University Library of Munich, Germany.
      • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," American Economic Review, American Economic Association, vol. 93(2), pages 376-382, May.
        • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," NBER Working Papers 9548, National Bureau of Economic Research, Inc.
        • Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk And Expected Stock Returns," Working Papers 144, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
      • John Anderson & Robert W Faff, 2003. "Optimal f and Portfolio Return Optimisation in US Futures Markets," School of Economics and Finance Discussion Papers and Working Papers Series 133, School of Economics and Finance, Queensland University of Technology.
      • Andrew C. Worthington & Helen Higgs, 2003. "Risk, return and portfolio diversification in major painting markets: The application of conventional financial analysis to unconventional investments," School of Economics and Finance Discussion Papers and Working Papers Series 148, School of Economics and Finance, Queensland University of Technology.
      • Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, University of Reading.
      • Carol Alexander & Anca Dimitriu, 2003. "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance icma-dp2003-08, Henley Business School, University of Reading, revised Oct 2003.
      • Francisco Gomes & Alexander Michaelides, 2003. "Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October.
        • Michaelides, Alexander & Gomes, Francisco, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers.
        • Gomes, Francisco J. & Michaelides, Alexander, 2003. "Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk," LSE Research Online Documents on Economics 196, London School of Economics and Political Science, LSE Library.
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      • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," American Economic Review, American Economic Association, vol. 93(2), pages 376-382, May.
        • Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk And Expected Stock Returns," Working Papers 144, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
        • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," NBER Working Papers 9548, National Bureau of Economic Research, Inc.
      • Orley Ashenfelter & Kathryn Graddy, 2003. "Auctions and the Price of Art," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 763-787, September.
        • Kathryn Graddy & Orley Ashenfelter & Princeton University and NBER, 2002. "Auctions and the Price of Art," Economics Series Working Papers 131, University of Oxford, Department of Economics.
      • Escalante, Cesar L. & Barry, Peter J., 2003. "Determinants of the Strength of Strategic Adjustments in Farm Capital Structure," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 35(1), pages 67-78, April.
        • Escalante, Cesar L. & Barry, Peter J., 2003. "Determinants of the Strength of Strategic Adjustments in Farm Capital Structure," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(01), pages 1-12, April.
      • Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao, 2005. "Portfolios of Agricultural Market Advisory Services: How Much Diversification Is Enough?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 37(1), pages 101-114, April.
        • Cabrini, Silvina M. & Stark, Brian G. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao Gomes, 2005. "Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(01), pages 1-14, April.
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      • Rossen Nikolaev, 2003. "Conditions for existence of optimal biactive portfolio," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 79-100.
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      • Joseph Atta-Mensah, 2003. "Collateral and Credit Supply," Staff Working Papers 03-11, Bank of Canada.
      • Juan Ayuso & Fernando Restoy, 2003. "House prices and rents: an equilibrium asset pricing approach," Working Papers 0304, Banco de España.
      • José S. Penalva, 2003. "Implications of Dynamic Trading for Insurance Markets," Working Papers 83, Barcelona School of Economics.
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        • Olivier Ledoit & Michael Wolf, 2015. "Honey, I Shrunk the Sample Covariance Matrix," Working Papers 92, Barcelona School of Economics.
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      • Frank Packer & Chamaree Suthiphongchai, 2003. "Sovereign credit default swaps," BIS Quarterly Review, Bank for International Settlements, December.
      • David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
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      • Andreas Graflund & Birger Nilsson, 2003. "Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon," European Financial Management, European Financial Management Association, vol. 9(2), pages 179-200, June.
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      • Alain Venditti, 2003. "Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities," The Japanese Economic Review, Japanese Economic Association, vol. 54(2), pages 179-202, June.
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      • Jérôme B. Detemple & Ren Garcia & Marcel Rindisbacher, 2003. "A Monte Carlo Method for Optimal Portfolios," Journal of Finance, American Finance Association, vol. 58(1), pages 401-446, February.
        • Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2000. "A Monte-Carlo Method for Optimal Portfolios," CIRANO Working Papers 2000s-05, CIRANO.
      • Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1683, August.
        • Ravi Jagannathan & Tongshu Ma, 2002. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," NBER Working Papers 8922, National Bureau of Economic Research, Inc.
      • Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1684, August.
      • Raman Uppal & Tan Wang, 2003. "Model Misspecification and Underdiversification," Journal of Finance, American Finance Association, vol. 58(6), pages 2465-2486, December.
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      • Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003. "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers 08, Bank of Greece.
      • Marco Bonomo & Ivana Dall'Agnol, 2003. "Abnormal Returns and Contrarian Strategies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 165-215.
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      • David Demery & Nigel Duck, 2003. "Demographic Change and the UK Savings Rate," Bristol Economics Discussion Papers 03/550, School of Economics, University of Bristol, UK.
      • Sancetta, A. & Satchell, S.E., 2003. "Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses," Cambridge Working Papers in Economics 0319, Faculty of Economics, University of Cambridge.
      • Yang, J-H.S. & Satchell, S.E., 2003. "Endogenous Correlation," Cambridge Working Papers in Economics 0321, Faculty of Economics, University of Cambridge.
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      • Gary Charness & Uri Gneezy, 2010. "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 133-146, January.
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      • Rodolfo Apreda, 2003. "Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities," CEMA Working Papers: Serie Documentos de Trabajo. 233, Universidad del CEMA.
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      • Alexis Derviz, 2003. "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers 2003/04, Czech National Bank.
      • Luis Ángel Medina, 2003. "Aplicación de la teoría del portafolio en el mercado accionario colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
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        • Gomes, Francisco J. & Michaelides, Alexander, 2003. "Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk," LSE Research Online Documents on Economics 196, London School of Economics and Political Science, LSE Library.
        • Michaelides, Alexander & Gomes, Francisco, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers.
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        • Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, Department of Economics, Mathematics & Statistics.
        • Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, University Library of Munich, Germany.
      • P.-O. Beffy & B. Monfort, 2003. "Household wealth, portfolio selection and consumption behavior," Documents de Travail de la DESE - Working Papers of the DESE g2003-08, Institut National de la Statistique et des Etudes Economiques, DESE.
      • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, vol. 152(1), pages 141-165, July.
        • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases," FAME Research Paper Series rp66, International Center for Financial Asset Management and Engineering.
        • Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," LIDAM Discussion Papers IRES 2003004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
        • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," THEMA Working Papers 2003-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Francesco, MENONCIN, 2003. "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," LIDAM Discussion Papers IRES 2003015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Ning Sun & Zaifu Yang, 2003. "Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 51-71, May.
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      • Escalante, Cesar L. & Barry, Peter J., 2003. "Determinants of the Strength of Strategic Adjustments in Farm Capital Structure," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(01), pages 1-12, April.
        • Escalante, Cesar L. & Barry, Peter J., 2003. "Determinants of the Strength of Strategic Adjustments in Farm Capital Structure," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 35(1), pages 67-78, April.
      • Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2003. "Corporate Governance and the Home Bias," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(1), pages 87-110, March.
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        • A.H. Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," WO Research Memoranda (discontinued) 728, Netherlands Central Bank, Research Department.
        • Arjen Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," DNB Staff Reports (discontinued) 112, Netherlands Central Bank.
      • Siegmann, Arjen, 2007. "Optimal investment policies for defined benefit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(1), pages 1-20, March.
        • Arjen Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," DNB Staff Reports (discontinued) 112, Netherlands Central Bank.
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      • Reinker, Kenneth S. & Tower, Edward, 2003. "Index Fundamentalism Revisited," Working Papers 03-07, Duke University, Department of Economics.
        • Tower, Edward & Reinker, Kenneth S., 2004. "Index Fundamentalism Revisited," Working Papers 04-07, Duke University, Department of Economics.
      • Alok Kumar & William N. Goetzmann, 2003. "Diversification Decisions of Individual Investors and Asset Prices," Yale School of Management Working Papers ysm441, Yale School of Management.
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      • Haberer, Markus, 2003. "Portfolio Choice and Transactions Taxes," CoFE Discussion Papers 03/09, University of Konstanz, Center of Finance and Econometrics (CoFE).
      • Kluß, Norbert & König, Markus & Cremers, Heinz, 2003. "Incentive Fees: erfolgsabhängige Vergütungsmodelle deutscher Publikumsfonds," Frankfurt School - Working Paper Series 45, Frankfurt School of Finance and Management.
      • Weber, Stefan, 2003. "Distribution-Invariant Dynamic Risk Measures," SFB 373 Discussion Papers 2003,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Lutz, Stefan H., 2003. "Europäische Steuerkoordination und die Schweiz," ZEI Working Papers B 03-2003, University of Bonn, ZEI - Center for European Integration Studies.
      • Schröder, Michael, 2003. "Socially Responsible Investments in Germany, Switzerland and the United States: An Analysis of Investment Funds and Indices," ZEW Discussion Papers 03-10, ZEW - Leibniz Centre for European Economic Research.
      • Berkelaar, A.B. & Kouwenberg, R.R.P., 2003. "Investing in a real world with mean-reverting inflation," Econometric Institute Research Papers EI 9960/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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      • Ben Tims & Ronald Mahieu, 2011. "International Portfolio Choice," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, chapter 4, pages 51-73, Palgrave Macmillan.
        • Tims, B. & Mahieu, R.J., 2003. "International Portfolio Choice," ERIM Report Series Research in Management ERS-2003-011-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Winfried Hallerbach, Haikun Ning, Jaap Spronk, 2004. "The Effects of Decision Flexibility in the Hierarchical Investment Decision Process," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(1), pages 17-36, June.
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      • Francesco Menoncin & Olivier Scaillet, 2003. "Mortality Risk and Real Optimal Asset Allocation for Pension Funds," FAME Research Paper Series rp101, International Center for Financial Asset Management and Engineering.
      • Andriy DEMCHUK,, 2003. "Sovereign Debt Contract and Optimal Consumption-Investment Strategies," FAME Research Paper Series rp104, International Center for Financial Asset Management and Engineering.
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      • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, vol. 152(1), pages 141-165, July.
        • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," THEMA Working Papers 2003-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases," FAME Research Paper Series rp66, International Center for Financial Asset Management and Engineering.
        • Paolo, BATTOCCHIO & Francesco, MENONCIN & Olivier, SCAILLET, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," LIDAM Discussion Papers IRES 2003004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.
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        • Foort HAMELINK & Martin HOESLI, 2003. "Maximum Drawdown and the Allocation to Real Estate," FAME Research Paper Series rp87, International Center for Financial Asset Management and Engineering.
      • Kaifeng CHEN & Alexander PASSOW, 2003. "Quantitative Selection of Long-Short Hedge Funds," FAME Research Paper Series rp94, International Center for Financial Asset Management and Engineering.
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        • Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
        • Brooks, Robin & Del Negro, Marco, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy (IfW Kiel).
        • Brooks, Robin & Del Negro, Marco, 2005. "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies 2005,11, Deutsche Bundesbank.
        • Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.
      • Sujit Chakravorti & Anna Ilyina & Subir Lall, 2003. "Managerial incentives and financial contagion," Working Paper Series WP-03-21, Federal Reserve Bank of Chicago.
        • Sujit Chakravorti & Subir Lall, 2004. "Managerial Incentives and Financial Contagion," International Finance 0408003, University Library of Munich, Germany.
      • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2003. "The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers," NBER Working Papers 9711, National Bureau of Economic Research, Inc.
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      • José M. Marín & Jacques P. Olivier, 1995. "On the impact of leverage constraints on asset prices and trading volume," Economics Working Papers 146, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2002.
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      • Giannetti, Mariassunta & Koskinen, Yrjö, 2003. "Investor Protection and the Demand for Equity," SSE/EFI Working Paper Series in Economics and Finance 526, Stockholm School of Economics, revised 23 Feb 2004.
      • Engström, Stefan & Westerberg, Anna, 2003. "Which individuals make active investment decisions in the new Swedish pension system?," SSE/EFI Working Paper Series in Economics and Finance 527, Stockholm School of Economics, revised 12 Aug 2003.
      • Johan Parmler & Andres Gonzalez, 2007. "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, vol. 13(4), pages 301-318.
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      • Bengtsson, Christoffer, 2003. "The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion," Working Papers 2003:17, Lund University, Department of Economics, revised 29 Apr 2004.
      • Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March.
        • Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003. "East Asian Equity Markets, Financial Crises, and the Japanese Currency," Working Papers 032003, Hong Kong Institute for Monetary Research.
      • Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Journal of Financial Economics, Elsevier, vol. 68(2), pages 161-199, May.
        • Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc.
        • Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Scholarly Articles 30747193, Harvard University Department of Economics.
      • John Y. Campbell & João F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(4), pages 1449-1494.
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        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 632, Econometric Society.
        • Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
        • John Y. Campbell & Joao F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers 9759, National Bureau of Economic Research, Inc.
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      • Antoine Bommier & Jean-Charles Rochet, 2006. "Risk Aversion and Planning Horizons," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 708-734, June.
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      • Saïd Hanchane & David Touahri, 2003. "Diversité des sources d'incertitude et accumulation de capital humain sur le cycle de vie," IDEP Working Papers 0310, Institut d'economie publique (IDEP), Marseille, France.
      • Michael Haliassos & Alexander Michaelides, 2003. "Portfolio Choice and Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 143-177, February.
        • Michael Haliassos & Alexandros Michaelides, 1999. "Portfolio Choice and Liquidity Constraints," University of Cyprus Working Papers in Economics 9918, University of Cyprus Department of Economics.
        • Haliassos, Michael & Michaelides, Alexander, 2001. "Portfolio Choice and Liquidity Constraints," CEPR Discussion Papers 2822, C.E.P.R. Discussion Papers.
        • Michael Haliassos, Alexander Michaelides, 2000. "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000 297, Society for Computational Economics.
      • Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas, 2003. "Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 2(1), pages 49-55, April.
      • Viviana Fernandez, 2003. "Extreme Value Theory and Value at Risk," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 57-85, June.
        • Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile.
      • Luis Catão & Allan Timmermann, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 03/52, International Monetary Fund.
        • Catão, Luis A. V. & Timmermann, Allan G, 2004. "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers 4368, C.E.P.R. Discussion Papers.
      • Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, vol. 10(1), pages 69-98.
        • Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.
        • Brooks, Robin & Del Negro, Marco, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy (IfW).
        • Robin Brooks & Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 03/55, International Monetary Fund.
        • Brooks, Robin & Del Negro, Marco, 2005. "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies 2005,11, Deutsche Bundesbank.
      • Mr. Luis Catão & Mr. Allan Timmermann, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 2003/052, International Monetary Fund.
        • Timmermann, Allan & Catão, Luís, 2004. "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers 4368, C.E.P.R. Discussion Papers.
      • Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, vol. 10(1), pages 69-98.
        • Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.
        • Brooks, Robin & Del Negro, Marco, 2005. "Firm-Level Evidence on International Stock Market Comovement," Kiel Working Papers 1244, Kiel Institute for the World Economy (IfW Kiel).
        • Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
        • Brooks, Robin & Del Negro, Marco, 2005. "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies 2005,11, Deutsche Bundesbank.
      • Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006. "The Wealth And Asset Holdings Of U.S.‐Born And Foreign‐Born Households: Evidence From Sipp Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 52(1), pages 17-42, March.
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        • WILLIAMS Donald R. & COBB-CLARK Deborah A, 2003. "The wealth and asset holdings of U.S.-born and foreign-born households: Evidence from SIPP data," IRISS Working Paper Series 2003-07, IRISS at CEPS/INSTEAD.
        • Deborah A. Cobb-Clark & Vincent Hildebrand, 2003. "The Wealth and Asset Holdings of U.S.-Born and Foreign-Born Households: Evidence from SIPP Data," Social and Economic Dimensions of an Aging Population Research Papers 89, McMaster University.
      • David A. Hennessy & Harvey E. Lapan, 2003. "An algebraic theory of portfolio allocation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(1), pages 193-210, August.
        • Hennessy, David A. & Lapan, Harvey E., 2003. "Algebraic Theory of Portfolio Allocation, An," Staff General Research Papers Archive 10109, Iowa State University, Department of Economics.
      • Lilia Maliar & Serguei Maliar, 2004. "Quasi‐geometric discounting: A closed‐form solution under the exponential utility function," Bulletin of Economic Research, Wiley Blackwell, vol. 56(2), pages 201-206, April.
        • Lilia Maliar & Serguei Maliar, 2003. "Quasi-Geometric Discounting: A Closed-Form Solution Under The Exponential Utility Function," Working Papers. Serie AD 2003-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Maliar, Lilia & Maliar, Serguei, 2006. "The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 635-654, April.
        • Lilia Maliar & Serguei Maliar, 2003. "The Neoclassical Growth Model With Heterogenous Quasi-Geometric Consumers," Working Papers. Serie AD 2003-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Carlos Forner & Joaquín Marhuenda, 2003. "El Efecto Momentum En El Mercado Español De Acciones," Working Papers. Serie EC 2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Stefan Hochguertel, 2003. "Precautionary motives and portfolio decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 61-77.
      • Robert Neumann & Torben Voetmann, 2003. "Demand Curves for European Stocks Slope Down Too," Review of Finance, European Finance Association, vol. 7(3), pages 437-457.
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      • Gene Amromin, 2003. "Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?," Review of Finance, European Finance Association, vol. 7(3), pages 547-582.
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      • Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Evolutionary stability of portfolio rules in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 43-66, February.
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      • Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 449-468, January.
        • Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Evolutionary Stable Stock Markets," IEW - Working Papers 170, Institute for Empirical Research in Economics - University of Zurich.
        • Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics.
      • Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
      • Pierre-Guillaume Meon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," Applied Financial Economics, Taylor & Francis Journals, vol. 15(5), pages 315-326.
        • Pierre-Guillaume Méon & Laurent Weill, 2003. "Can Mergers in Europe Help Banks Hedge Against Macroeconomic Risk," Working Papers of LaRGE Research Center 2003-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
        • Pierre-Guillaume Méon & Laurent Weill, 2005. "Can mergers in Europe help banks hedge against macroeconomic risk?," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
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      • Fielding, David & Stracca, Livio, 2007. "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Journal of Economic Behavior & Organization, Elsevier, vol. 64(2), pages 250-268, October.
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      • Proto, Eugene, 2003. "International Risk Sharing and Bank Runs," Royal Economic Society Annual Conference 2003 170, Royal Economic Society.
      • Georgarakos, Dimitris, 2003. "Risky Asset Ownership Decisions by the Elderly in the UK: Evidence from the Retirement Survey," Royal Economic Society Annual Conference 2003 84, Royal Economic Society.
      • Guidolin, Massimo & Allan Timmermann, 2003. "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003 95, Royal Economic Society.
      • Viviana Fernandez, 2003. "Extreme Value Theory and Value at Risk," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 57-85, June.
        • Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile.
      • Berkelaar, Arjan & Kouwenberg, Roy, 2003. "Retirement saving with contribution payments and labor income as a benchmark for investments," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1069-1097, April.
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      • Lioui, Abraham & Poncet, Patrice, 2003. "Dynamic asset pricing with non-redundant forwards," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1163-1180, May.
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      • Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 555-594, December.
        • Michaelides, Alexander, 2001. "International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle," CEPR Discussion Papers 3066, C.E.P.R. Discussion Papers.
        • Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," LSE Research Online Documents on Economics 195, London School of Economics and Political Science, LSE Library.
      • Michael Stutzer, 2011. "Portfolio choice with endogenous utility: a large deviations approach," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 43, pages 619-640, World Scientific Publishing Co. Pte. Ltd..
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      • van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003. "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 105-132, February.
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      • Ledoit, Olivier & Wolf, Michael, 2003. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 603-621, December.
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        • Olivier Ledoit & Michael Wolf, 2001. "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra.
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        • Abraham Lioui & Patrice Poncet, 2001. "International Asset Allocation: A New Perspective," Working Papers 2001-04, Bar-Ilan University, Department of Economics.
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      • Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003. "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, vol. 67(3), pages 385-410, March.
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      • Ono, Yukako, 2003. "Outsourcing business services and the role of central administrative offices," Journal of Urban Economics, Elsevier, vol. 53(3), pages 377-395, May.
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      • Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 555-594, December.
        • Michaelides, Alexander, 2001. "International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle," CEPR Discussion Papers 3066, C.E.P.R. Discussion Papers.
        • Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," LSE Research Online Documents on Economics 195, London School of Economics and Political Science, LSE Library.
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        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Other publications TiSEM 3da5cec4-4ab5-495a-8786-3, Tilburg University, School of Economics and Management.
      • Darasteanu, Catalin Cristian, 2003. "Delineating Efficient Portfolios And Forecasting The Conditional Variance: The Case Of The Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 49-71, September.
      • Hyoung-Seok Lim & Masao Ogaki, 2013. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Review of Development Economics, Wiley Blackwell, vol. 17(1), pages 74-87, February.
        • Masao Ogaki, 1999. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Working Papers 99-19, Ohio State University, Department of Economics.
        • Hyoung-Seok Lim & Masao Ogaki, 2003. "A Theory of Exchange Rates and the Term Structure of Interest Rates," RCER Working Papers 504, University of Rochester - Center for Economic Research (RCER).
      • Alessandro Bucciol, 2003. "Household Portfolios Efficiency in the Presence of Restrictions on Investment Opportunities," Rivista di Politica Economica, SIPI Spa, vol. 93(6), pages 29-67, November-.
      • Markus Glaser & Martin Weber, 2003. "Momentum and Turnover: Evidence from the German Stock Market," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 55(2), pages 108-135, April.
        • Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," Sonderforschungsbereich 504 Publications 02-43, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
        • Weber, Martin & Glaser, Markus, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
      • Turalay Kenc & Sel Dibooglu, 2003. "How does the spirit of capitalism affect stock market prices in a small-open economy," Computing in Economics and Finance 2003 196, Society for Computational Economics.
      • Christopher Rude, 2003. "Security Prices as Probabilities," Computing in Economics and Finance 2003 198, Society for Computational Economics.
      • Bakhodir A Ergashev, 2003. "On a CAPM monitoring based on the EWMA process control," Computing in Economics and Finance 2003 283, Society for Computational Economics.
      • Ya-Chi Huang & Shu-Heng Chen, 2003. "Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market," Computing in Economics and Finance 2003 62, Society for Computational Economics.
      • Dimitris Balios & Manolis Xanthakis, 2003. "International interdependence and dynamic linkages between developed stock markets," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 1(1), pages 105-130.
      • Konstantina Pendaraki & Michael Doumpos & Constantin Zopounidis, 2003. "Assessing Equity Mutual Funds' Performance Using a Multicriteria Methodology: A Comparative Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 1(1), pages 85-104.
      • Marie-Paule Laurent, 2003. "Indices as diversification instruments in Europe," Working Papers CEB 03-004.RS, ULB -- Universite Libre de Bruxelles.
      • Marie-Paule Laurent, 2003. "The effect of earnings release for Belgian listed companies," Working Papers CEB 03-005.RS, ULB -- Universite Libre de Bruxelles.
      • Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003. "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," ULB Institutional Repository 2013/715, ULB -- Universite Libre de Bruxelles.
        • Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003. "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," Working Papers CEB 03-006.RS, ULB -- Universite Libre de Bruxelles.
      • Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit, 2003. "Asset return correlation: The case of automotive lease portfolios," Working Papers CEB 03-007.RS, ULB -- Universite Libre de Bruxelles.
      • F. Gerard Adams & Peter A. Prazmowski, 2003. "Why are saving rates in East Asia so high? Reviving the life cycle hypothesis," Empirical Economics, Springer, vol. 28(2), pages 275-289, April.
      • Andrew C. Worthington & Helen Higgs, 2003. "Art as an investment: Short and long-term comovements in major painting markets," Empirical Economics, Springer, vol. 28(4), pages 649-668, November.
      • Huyên Pham, 2003. "A large deviations approach to optimal long term investment," Finance and Stochastics, Springer, vol. 7(2), pages 169-195.
      • Jianming Xia, 2003. "Dividing gains between a client and her agent," Finance and Stochastics, Springer, vol. 7(2), pages 219-230.
      • Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé, 2003. "Exponential growth of fixed-mix strategies in stationary asset markets," Finance and Stochastics, Springer, vol. 7(2), pages 263-276.
      • David A. Hennessy & Harvey E. Lapan, 2003. "An algebraic theory of portfolio allocation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(1), pages 193-210, August.
        • Hennessy, David A. & Lapan, Harvey E., 2003. "Algebraic Theory of Portfolio Allocation, An," Staff General Research Papers Archive 10109, Iowa State University, Department of Economics.
      • Andreas Wagener, 2003. "Pensions as a portfolio problem: fixed contribution rates vs. fixed replacement rates reconsidered," Journal of Population Economics, Springer;European Society for Population Economics, vol. 16(1), pages 111-134, February.
      • Holger Kraft, 2003. "Elasticity approach to portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 58(1), pages 159-182, September.
      • Helmut Gründl & Richard Stehle & Thorsten Waldow, 2003. "Zur Vorteilhaftigkeit von Kapitallebensversicherungen gegenüber alternativen Anlageformen — Eine Analyse aus Anlegersicht," Schmalenbach Journal of Business Research, Springer, vol. 55(6), pages 549-577, September.
      • Palomino, Frederic & Sadrieh, Abdolkarim, 2011. "Overconfidence and delegated portfolio management," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 159-177, April.
        • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Other publications TiSEM 2b77ad1e-8a6d-420a-b6b3-9, Tilburg University, School of Economics and Management.
        • Palomino, Frédéric & Sadrieh, Abdolkarim, 2004. "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers 4231, C.E.P.R. Discussion Papers.
        • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Discussion Paper 2003-54, Tilburg University, Center for Economic Research.
      • Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003. "Market timing: A decomposition of mutual fund returns," ERIM Report Series Research in Management ERS-2003-074-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003. "Market Timing : A Decomposition of Mutual Fund Returns," Discussion Paper 2003-95, Tilburg University, Center for Economic Research.
        • Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003. "Market Timing : A Decomposition of Mutual Fund Returns," Other publications TiSEM 5b546da3-eaab-4bcf-be9c-5, Tilburg University, School of Economics and Management.
      • Nijman, T.E. & Swinkels, L.A.P., 2003. "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes," Other publications TiSEM a09c2c88-4f10-4624-b3e0-d, Tilburg University, School of Economics and Management.
        • Nijman, T.E. & Swinkels, L.A.P., 2003. "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes," Discussion Paper 2003-20, Tilburg University, Center for Economic Research.
      • van den Goorbergh, R.W.J. & de Roon, F.A. & Werker, B.J.M., 2003. "Economic Hedging Portfolios," Discussion Paper 2003-102, Tilburg University, Center for Economic Research.
      • Palomino, Frederic & Sadrieh, Abdolkarim, 2011. "Overconfidence and delegated portfolio management," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 159-177, April.
        • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Discussion Paper 2003-54, Tilburg University, Center for Economic Research.
        • Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Other publications TiSEM 2b77ad1e-8a6d-420a-b6b3-9, Tilburg University, School of Economics and Management.
        • Palomino, Frédéric & Sadrieh, Abdolkarim, 2004. "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers 4231, C.E.P.R. Discussion Papers.
      • Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003. "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 735-747, August.
        • Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999. "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management qt93s6p8gb, Anderson Graduate School of Management, UCLA.
        • Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001. "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers 578, Department of Economics and Business, Universitat Pompeu Fabra.
      • Frank Barry & Colm Kearney, 2003. "A Portfolio Analysis of Industrial Structure," Working Papers 200309, School of Economics, University College Dublin.
      • Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003. "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," Working Papers CEB 03-006.RS, ULB -- Universite Libre de Bruxelles.
        • Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003. "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," ULB Institutional Repository 2013/715, ULB -- Universite Libre de Bruxelles.
      • P. Herings & Felix Kubler, 2007. "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 13-31, February.
        • Herings, P.J.J. & Kubler, F., 2003. "Approximate CAPM when preferences are CRRA," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • P. Herings & Felix Kubler, 2007. "Approximate CAPM When Preferences are CRRA," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 13-31, February.
        • Herings P. Jean-Jacques & Kubler Felix, 2003. "Approximate CAPM When Preferences Are CRRA," Research Memorandum 064, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Herings, P.J.J. & Kubler, F., 2016. "Approximate CAPM when preferences are CRRA," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • Olivier Ledoit & Michael Wolf, 2003. "Honey, I shrunk the sample covariance matrix," Economics Working Papers 691, Department of Economics and Business, Universitat Pompeu Fabra.
        • Olivier Ledoit & Michael Wolf, 2015. "Honey, I Shrunk the Sample Covariance Matrix," Working Papers 92, Barcelona School of Economics.
      • Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003. "Keeping up with the Joneses: An international asset pricing model," Economics Working Papers 694, Department of Economics and Business, Universitat Pompeu Fabra.
      • José Penalva, 2003. "Implications of dynamic trading for insurance markets," Economics Working Papers 720, Department of Economics and Business, Universitat Pompeu Fabra.
      • Alos-Ferrer, Carlos & Ania, Ana B., 2005. "The asset market game," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
        • Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers 0320, University of Vienna, Department of Economics.
      • Alos-Ferrer, Carlos & Ania, Ana B., 2005. "The asset market game," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
        • Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers vie0320, University of Vienna, Department of Economics.
      • Posthuma, Nolke & Sluis, Pieter Jelle van der, 2003. "A Reality Check on Hedge Funds Returns," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Gabriele Galati & Kostas Tsatsaronis, 2003. "The impact of the euro on Europe's financial markets," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 12(3), pages 165-222, August.
        • Gabriele Galati & Kostas Tsatsaronis, 2001. "The impact of the euro on Europe's financial markets," BIS Working Papers 100, Bank for International Settlements.
      • Flavin, T. J. & Wickens, M. R., 2003. "Macroeconomic influences on optimal asset allocation," Review of Financial Economics, Elsevier, vol. 12(2), pages 207-231.
        • T.J. Flavin & M.R. Wickens, 2003. "Macroeconomic influences on optimal asset allocation," Review of Financial Economics, John Wiley & Sons, vol. 12(2), pages 207-231.
        • Wickens, Michael R. & Flavin, Thomas, 2002. "Macroeconomic Influences on Optimal Asset Allocation," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.
      • Axel Dreher & Lars-H.R. Siemers, 2003. "The Intriguing Nexus Between Corruption and Capital Account Restrictions," Development and Comp Systems 0306004, University Library of Munich, Germany, revised 07 Jul 2005.
        • Axel Dreher & Lars Siemers, 2005. "The Intriguing Nexus Between Corruption and Capital Account Restrictions," KOF Working papers 05-113, KOF Swiss Economic Institute, ETH Zurich.
        • Dreher, Axel & Siemers, Lars-H. R., 2005. "The Intriguing Nexus between Corruption and Capital Account Restrictions," RWI Discussion Papers 35, RWI - Leibniz-Institut für Wirtschaftsforschung.
      • Long Nguyen-Thanh, 2003. "Utility Maximization in Imperfected Markets," Finance 0301007, University Library of Munich, Germany, revised 23 Mar 2003.
      • Robert A. Korajczyk & Ronnie Sadka, 2003. "Are Momentum Profits Robust to Trading Costs?," Finance 0308004, University Library of Munich, Germany.
      • Vladislav Kargin, 2003. "Portfolio Management for a Random Field of Bond Returns," Finance 0310007, University Library of Munich, Germany.
      • Valeri Zakamouline, 2003. "European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs," Finance 0311009, University Library of Munich, Germany.
      • Valeri Zakamouline, 2003. "American Option Pricing with Transaction Costs," Finance 0311012, University Library of Munich, Germany.
      • Julliard, Christian, 2002. "The international diversification puzzle is not worse than you think," LSE Research Online Documents on Economics 4814, London School of Economics and Political Science, LSE Library.
        • Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, University Library of Munich, Germany.
      • Ralf Korn & Holger Kraft, 2003. "Optimal Portfolios With Defaultable Securities A Firm Value Approach," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(08), pages 793-819.

      2002

      • Shojai, Shahin & Feiger, George, 2002. "Les Banquiers Suisses: Can They Remain Leaders in Private Banking?," Journal of Financial Transformation, Capco Institute, vol. 4, pages 65-72.
      • Favre, Laurent & Galeano, José-Antonio, 2002. "Portfolio allocation with hedge funds: Case study of a Swiss institutional investor," Journal of Financial Transformation, Capco Institute, vol. 4, pages 57-63.
      • Stone, Merlin, 2002. "Managing wealth: A new approach in the U.K," Journal of Financial Transformation, Capco Institute, vol. 4, pages 77-94.
      • Koren Miklós & Szeidl Ádám, 2002. "Portfolio Choice with Illiquid Assets," Rajk László Szakkollégium Working Papers 6, Rajk László College.
        • Koren, Miklós & Szeidl, Adam, 2003. "Portfolio Choice with Illiquid Assets," CEPR Discussion Papers 3795, C.E.P.R. Discussion Papers.
      • Larry G. Epstein & Martin Schneider, 2007. "Learning Under Ambiguity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1275-1303.
        • Larry Epstein & Martin Schneider, 2002. "Learning Under Ambiguity," RCER Working Papers 497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
        • Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER).
      • J. Annaert & J.K. De Ceuster & W. Van Hyfte, 2002. "The Value of Asset Allocation Advice - Evidence of The Economist’s Quarterly Portfolio Poll," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/160, Ghent University, Faculty of Economics and Business Administration.
      • Christopher Rude, 2002. "Information, Trading, and the Pricing of Risky Financial Securities:," Computing in Economics and Finance 2002 119, Society for Computational Economics.
      • Michael Haliassos & Michael Reiter, 2002. "Co-existence of Credit Card Debt with Liquid and Retirement Assets: Two Puzzles or None?," Computing in Economics and Finance 2002 179, Society for Computational Economics.
      • John Y. Campbell & João F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(4), pages 1449-1494.
        • John Y. Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Harvard Institute of Economic Research Working Papers 1946, Harvard - Institute of Economic Research.
        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 632, Econometric Society.
        • John Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Computing in Economics and Finance 2002 47, Society for Computational Economics.
        • Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
        • John Y. Campbell & Joao F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers 9759, National Bureau of Economic Research, Inc.
        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society.
      • Sebastien Page & Anne-Sophie Vanroyen, 2002. "The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?," Computing in Economics and Finance 2002 65, Society for Computational Economics.
      • Frank Schlottmann & Detlef Seese, 2002. "Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios," Computing in Economics and Finance 2002 78, Society for Computational Economics.
      • Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder, 2002. "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(IV), pages 465-487, December.
        • Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, "undated". "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
      • (**), Christophe Stricker & (*), Miklós Rásonyi & Yuri Kabanov, 2002. "No-arbitrage criteria for financial markets with efficient friction," Finance and Stochastics, Springer, vol. 6(3), pages 371-382.
      • Hans Föllmer & Alexander Schied, 2002. "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, vol. 6(4), pages 429-447.
      • Bruno Bouchard, 2002. "Utility maximization on the real line under proportional transaction costs," Finance and Stochastics, Springer, vol. 6(4), pages 495-516.
      • Denis Talay & Ziyu Zheng, 2002. "Worst case model risk management," Finance and Stochastics, Springer, vol. 6(4), pages 517-537.
      • Karyl Leggio & Donald Lien, 2002. "Hedging gas bills with weather derivatives," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 26(1), pages 88-100, March.
      • Arjen Siegmann & André Lucas, 2002. "Explaining Hedge Fund Investment Styles by Loss Aversion," Tinbergen Institute Discussion Papers 02-046/2, Tinbergen Institute.
      • Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005. "Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(3), pages 493-517, September.
        • Baquero, G. & ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," ERIM Report Series Research in Management ERS-2002-104-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Baquero, G. & Ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Discussion Paper 2002-111, Tilburg University, Center for Economic Research.
      • Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
      • Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Other publications TiSEM a3f30143-faf0-45a8-86ac-9, Tilburg University, School of Economics and Management.
        • Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper 2002-2, Tilburg University, Center for Economic Research.
      • Lutgens, F. & Sturm, J.F., 2002. "Robust One Period Option Modelling," Discussion Paper 2002-114, Tilburg University, Center for Economic Research.
      • Arie Kapteyn & Federica Teppa, 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Working Papers DRU-2802, RAND Corporation.
        • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Discussion Paper 2002-11, Tilburg University, Center for Economic Research.
        • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Other publications TiSEM c2d00e7e-f351-41d1-be09-4, Tilburg University, School of Economics and Management.
      • Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
      • Arie Kapteyn & Federica Teppa, 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Working Papers DRU-2802, RAND Corporation.
        • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Other publications TiSEM c2d00e7e-f351-41d1-be09-4, Tilburg University, School of Economics and Management.
        • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Discussion Paper 2002-11, Tilburg University, Center for Economic Research.
      • Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften dp0212, Universitaet Bern, Departement Volkswirtschaft.
      • Lafuente, Juan A. & Novales, Alfonso, 2003. "Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1053-1078, June.
        • Lafuente Luengo, Juan Ángel, 2000. "Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market," DEE - Working Papers. Business Economics. WB 9853, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
        • Alfonso Novales & J.A. Lafuente, 2002. "Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market," Documentos de Trabajo del ICAE 0223, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
      • WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics.
      • Pablo Marshall & Eduardo Walker, 2002. "Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno," Estudios de Economia, University of Chile, Department of Economics, vol. 29(2 Year 20), pages 247-268, December.
      • Graciela Sanromán, 2002. "A Discrete Choice Analysis of the Household Shares of Risky Assets," Documentos de Trabajo (working papers) 0702, Department of Economics - dECON.
      • P. Jean-Jacques Herings & Felix Kubler, 2002. "Computing Equilibria in Finance Economies," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.
        • Herings P. Jean-Jacques & Kubler Felix, 2000. "Computing Equilibria in Finance Economies," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Herings P. Jean-Jacques & Kubler Felix, 2002. "Computing Equilibria in Finance Economies," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, University Library of Munich, Germany.
      • Michel Normandin & Pascal St–Amour, 2002. "Canadian consumption and portfolio shares," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 35(4), pages 737-756, November.
      • Alexei Gretchikha, 2002. "Optimization of Risk Exposure," Finance 0207006, University Library of Munich, Germany.
      • Ralph de Haas, 2002. "Het integraal kwantificeren van valutarisico’s," Finance 0209004, University Library of Munich, Germany.
      • V.-P. Heikkinen & & Timo Kuosmanen, 2002. "Stochastic Dominance Portfolio Analysis of Forestry Assets," Finance 0210002, University Library of Munich, Germany.
      • Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, University Library of Munich, Germany.
      • Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002. "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance 0211003, University Library of Munich, Germany, revised 28 Nov 2002.
      • Kari Heimonen, 2002. "Substituting a Substitute Currency – The Case of Estonia," International Finance 0209003, University Library of Munich, Germany.
      • Enrico De Giorgi, 2002. "An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios," Risk and Insurance 0209001, University Library of Munich, Germany, revised 09 Sep 2002.
      • Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2002. "From Rags To Riches: On Constant Proportions Investment Strategies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(06), pages 563-573.
        • Igor V. Evstigneev & Klaus Rainer Schenk-Hopp�, "undated". "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers 089, Institute for Empirical Research in Economics - University of Zurich.
      • Markus Glaser & Martin Weber, 2003. "Momentum and Turnover: Evidence from the German Stock Market," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 55(2), pages 108-135, April.
        • Weber, Martin & Glaser, Markus, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
        • Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," Sonderforschungsbereich 504 Publications 02-43, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
      • Vicente Pascual Pons-Sanz & Alok Kumar, 2002. "Behavior and Performance of Investment Newsletters Analysts," Yale School of Management Working Papers ysm275, Yale School of Management.
      • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005. "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 7, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
        • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
        • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc.
        • Stephen Brown & William Goetzmann & Bing Liang, 2002. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm309, Yale School of Management, revised 01 Sep 2009.
        • Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.
      • Thierbach, Frank, 2002. "Mean-Variance Hedging under Additional Market Information," Bonn Econ Discussion Papers 11/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Maurer, Raimond H. & Schlag, Christian, 2002. "Money-back guarantees in individual pension accounts: Evidence from the German pension reform," CFS Working Paper Series 2002/03, Center for Financial Studies (CFS).
      • Adam-Müller, Axel F. A. & Wong, Kit Pong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Papers 02/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
      • Schindler, Dirk & Hilgers, Bodo, 2002. "Shall We Tax the Risk Premium?," CoFE Discussion Papers 02/17, University of Konstanz, Center of Finance and Econometrics (CoFE).
      • Lahusen, Reinhard, 2002. "Asset allocation for pension provision," Research Notes 1, Deutsche Bank Research.
      • Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis," CEP Discussion Papers dp0537, Centre for Economic Performance, LSE.
        • Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: A more detailed analysis," Research Notes 6, Deutsche Bank Research.
        • Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transaction Costs, and Prospects for the Euro: A More Detailed Analysis," Working Paper Series WP02-3, Peterson Institute for International Economics.
        • Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: a more detailed analysis," LSE Research Online Documents on Economics 20076, London School of Economics and Political Science, LSE Library.
      • Antzoulatos, Angelos A., 2002. "Benchmark yield undershooting in the E.M.U," HWWA Discussion Papers 191, Hamburg Institute of International Economics (HWWA).
      • Palomino, F.A. & Uhlig, H.F.H.V.S., 1999. "Should smart investors buy funds with high returns in the past," Discussion Paper 1999-69, Tilburg University, Center for Economic Research.
        • Palomino, Frederic & Uhlig, Harald, 2002. "Should smart investors buy funds with high returns in the past?," SFB 373 Discussion Papers 2002,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
        • Uhlig, Harald & Palomino, Frédéric, 2002. "Should Smart Investors Buy Funds with High Returns in the Past?," CEPR Discussion Papers 3282, C.E.P.R. Discussion Papers.
      • Breuer, Wolfgang & Gürtler, Marc, 2002. "Performance evaluation, portfolio selection, and HARA utility," Working Papers FW01V4, Technische Universität Braunschweig, Institute of Finance.
      • Walther, Ursula, 2002. "Strategische Asset-Allokation aus Sicht des privaten Kapitalanlegers," Freiberg Working Papers 2002/12, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
      • David Hojman & Robert F. K. Wynn, 2002. "Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis," Working Papers 2002_03, University of Liverpool, Department of Economics.
      • Ferruz Agudo, L. & Sarto Marzal, J.L., 2002. "Performance en la gestión de carteras en contexto de la Teoría de la Utilidad en presencia de riesgo," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 20, pages 81-110, Abril.
      • Carmichael, Benoît & Coën, Alain, 2002. "International Portfolio Choice in an Overlapping Generations Model with Transactions Costs," Cahiers de recherche 0207, Université Laval - Département d'économique.
      • Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 105-122, February.
        • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection and Survival of Investment Strategies," IEW - Working Papers 091, Institute for Empirical Research in Economics - University of Zurich.
        • AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003. "Market selection and survival of investment strategies," LIDAM Discussion Papers CORE 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
        • R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Economics Discussion Paper Series 0215, Economics, The University of Manchester.
        • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Discussion Papers 02-16, University of Copenhagen. Department of Economics.
      • George Athanassakos, 2002. "The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada," Multinational Finance Journal, Multinational Finance Journal, vol. 6(1), pages 1-27, March.
      • Bilgehan Yazici & Gulnur Muradoglu, 2002. "Dissemination of Stock Recommendations and Small Investors: Who Benefits?," Multinational Finance Journal, Multinational Finance Journal, vol. 6(1), pages 29-42, March.
      • Larry R. Gorman & Bjorn N. Jorgensen, 2002. "Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias," Multinational Finance Journal, Multinational Finance Journal, vol. 6(3-4), pages 131-166, September.
      • Stéphanie Gautrieaud, 2002. "Le risque pays : approche conceptuelle et approche pratique," Documents de travail 72, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
      • Tobias J. Moskowitz & Annette Vissing-Jørgensen, 2002. "The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?," American Economic Review, American Economic Association, vol. 92(4), pages 745-778, September.
        • Tobias J. Moskowitz & Annette Vissing-Jorgensen, 2002. "The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?," NBER Working Papers 8876, National Bureau of Economic Research, Inc.
      • Annette Vissing-Jorgensen, 2000. "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," Econometric Society World Congress 2000 Contributed Papers 1102, Econometric Society.
        • Annette Vissing-Jorgensen, 2002. "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," NBER Working Papers 8884, National Bureau of Economic Research, Inc.
      • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
        • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," Harvard Institute of Economic Research Working Papers 1953, Harvard - Institute of Economic Research.
        • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc.
        • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Scholarly Articles 27867240, Harvard University Department of Economics.
      • Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1683, August.
        • Ravi Jagannathan & Tongshu Ma, 2002. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," NBER Working Papers 8922, National Bureau of Economic Research, Inc.
      • Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003. "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, vol. 67(3), pages 385-410, March.
        • Kahl, Matthias & Liu, Jun & Longstaff, Francis A, 2001. "Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?," University of California at Los Angeles, Anderson Graduate School of Management qt8b3853z9, Anderson Graduate School of Management, UCLA.
        • Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002. "Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?," NBER Working Papers 8969, National Bureau of Economic Research, Inc.
      • Karolyi, G. Andrew & Stulz, Rene M., 2003. "Are financial assets priced locally or globally?," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 16, pages 975-1020, Elsevier.
        • G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc.
      • John M. Griffin & Federico Nardari & Rene M. Stulz, 2002. "Daily Cross-Border Equity Flows: Pushed or Pulled?," NBER Working Papers 9000, National Bureau of Economic Research, Inc.
      • Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9101, National Bureau of Economic Research, Inc.
        • Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9080, National Bureau of Economic Research, Inc.
      • Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9080, National Bureau of Economic Research, Inc.
        • Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9101, National Bureau of Economic Research, Inc.
      • J. Nellie Liang & Scott Weisbenner, 2002. "Investor behavior and the purchase of company stock in 401(k) plans - the importance of plan design," Finance and Economics Discussion Series 2002-36, Board of Governors of the Federal Reserve System (U.S.).
        • Nellie Liang & Scott Weisbenner, 2002. "Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design," NBER Working Papers 9131, National Bureau of Economic Research, Inc.
      • Barberis, Nicholas & Thaler, Richard, 2003. "A survey of behavioral finance," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128, Elsevier.
        • Nicholas Barberis & Richard Thaler, 2002. "A Survey of Behavioral Finance," NBER Working Papers 9222, National Bureau of Economic Research, Inc.
      • Paul Asquith & Michael B. Mikhail & Andrea S. Au, 2002. "Information Content of Equity Analyst Reports," NBER Working Papers 9246, National Bureau of Economic Research, Inc.
      • Steven J. Davis & Felix Kubler & Paul Willen, 2006. "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, vol. 88(2), pages 348-362, May.
        • Steven J. Davis & Felix Kubler & Paul Willen, 2002. "Borrowing Costs and the Demand for Equity Over the Life Cycle," NBER Working Papers 9331, National Bureau of Economic Research, Inc.
        • Steven J. Davis & Felix Kubler & Paul S. Willen, 2005. "Borrowing costs and the demand for equity over the life cycle," Working Papers 05-7, Federal Reserve Bank of Boston.
      • Jones, Christopher S. & Shanken, Jay, 2005. "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, vol. 78(3), pages 507-552, December.
        • Christopher S. Jones & Jay Shanken, 2002. "Mutual Fund Performance with Learning Across Funds," NBER Working Papers 9392, National Bureau of Economic Research, Inc.
      • Orley Ashenfelter & Kathryn Graddy, 2003. "Auctions and the Price of Art," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 763-787, September.
        • Kathryn Graddy & Orley Ashenfelter & Princeton University and NBER, 2002. "Auctions and the Price of Art," Economics Series Working Papers 131, University of Oxford, Department of Economics.
      • Haefliger, Thomas & Waelchli, Urs & Wydler, Daniel, 2002. "Hedging currency risk: Does it have to be so complicated?," MPRA Paper 26451, University Library of Munich, Germany.
      • Alexis Derviz, 2002. "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, vol. 2002(1), pages 17-37.
      • Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
        • Brunnermeier, Markus K. & Parker, Jonathan A., 2002. "Optimal expectations," LSE Research Online Documents on Economics 24954, London School of Economics and Political Science, LSE Library.
        • Markus K. Brunnermeier & Jonathan A. Parker, 2004. "Optimal Expectations," NBER Working Papers 10707, National Bureau of Economic Research, Inc.
        • Markus K. Brunnermeier & Jonathan A. Parker, 2002. "Optimal Expectations," Working Papers 146, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
        • Jonathan A. Parker & Markus K. Brunnermeier, 2004. "Optimal Expectations," Econometric Society 2004 North American Winter Meetings 426, Econometric Society.
        • Jonathan Parker & Markus K Brunnermeier, 2002. "Optimal Expectations," FMG Discussion Papers dp434, Financial Markets Group.
        • Brunnermeier, Markus & Parker, Jonathan A, 2004. "Optimal Expectation," CEPR Discussion Papers 4656, C.E.P.R. Discussion Papers.
      • Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002. "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, vol. 55(217), pages 55-75.
      • Michael Drew & Madhu Veeraraghavan, 2002. "Idiosyncratic Volatility: Evidence from Asia," School of Economics and Finance Discussion Papers and Working Papers Series 107, School of Economics and Finance, Queensland University of Technology.
      • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Discussion Paper 2002-11, Tilburg University, Center for Economic Research.
        • Arie Kapteyn & Federica Teppa, 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Working Papers 02-03, RAND Corporation.
      • Arie Kapteyn & Federica Teppa, 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Working Papers 2802, RAND Corporation.
      • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Discussion Paper 2002-11, Tilburg University, Center for Economic Research.
        • Arie Kapteyn & Federica Teppa, 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Working Papers DRU-2802, RAND Corporation.
        • Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Other publications TiSEM c2d00e7e-f351-41d1-be09-4, Tilburg University, School of Economics and Management.
      • Carol Alexandra & Anca Dimitriu, 2002. "The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies," ICMA Centre Discussion Papers in Finance icma-dp2002-08, Henley Business School, University of Reading.
      • Tobias J. Moskowitz & Annette Vissing-Jørgensen, 2002. "The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?," American Economic Review, American Economic Association, vol. 92(4), pages 745-778, September.
        • Tobias J. Moskowitz & Annette Vissing-Jorgensen, 2002. "The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?," NBER Working Papers 8876, National Bureau of Economic Research, Inc.
      • Foort Hamelink & Martin Hoesli, 2004. "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 437-462, September.
        • Hamelink, Foort & Hoesli, Martin, 2002. "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series 7, Institute for Financial Research.
        • Foort HAMELINK & Martin HOESLI, 2003. "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series rp50, International Center for Financial Asset Management and Engineering.
        • Foort Hamelink & Martin Hoesli, 2002. "What Factors Determine International Real Estate Security Returns?," ERES eres2002_196, European Real Estate Society (ERES).
      • Eduardo Siandra & Carlos Testuri, 2002. "Foreign equity investment in Uruguayan pension funds," Documentos de Investigación 12, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales.
      • Rossen Nikolaev, 2002. "Risk Evaluation in Multiactive Portfolio of Shares," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 135-146.
      • Michael Rockinger & Eric Jondeau, 2002. "Asset Allocation in Transition Economies," Working Papers hal-00597773, HAL.
        • Jondeau, E. & Rockinger, M., 2002. "Asset Allocation in Transition Economies," Working papers 90, Banque de France.
      • Pag s, H. & Santos, J., 2002. "Optimal Supervisory Policies and Depositor-Preferences Laws," Working papers 91, Banque de France.
        • Henri Pagès & João A. C. Santos, 2003. "Optimal supervisory policies and depositor-preference laws," BIS Working Papers 131, Bank for International Settlements.
      • Barbara G. Katz & Joel Owen, 2002. "Voucher Privatization: A detour on the road to transition?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 10(3), pages 553-583, November.
        • Barbara Katz & Joel Owen, 2001. "Voucher Privatization : A Detour on the Road to Transition?," Working Papers 01-09, New York University, Leonard N. Stern School of Business, Department of Economics.
      • Miquel Faig & Pauline Shum, 2002. "Portfolio Choice in the Presence of Personal Illiquid Projects," Journal of Finance, American Finance Association, vol. 57(1), pages 303-328, February.
        • Miquel Faig & Pauline Shum, 2000. "Portfolio Choice in the Presence of Personal Illiquid Projects," Working Papers faig-00-03, University of Toronto, Department of Economics.
      • Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk‐Hoppé, 2002. "Market Selection Of Financial Trading Strategies: Global Stability," Mathematical Finance, Wiley Blackwell, vol. 12(4), pages 329-339, October.
        • Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.
      • Frank Thierbach, 2002. "Mean-Variance Hedging under Additional Market Information," Bonn Econ Discussion Papers bgse11_2002, University of Bonn, Germany.
      • Laurent Le Maux, 2002. "Adam Smith et la banque libre," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 45(1), pages 3-36.
      • Alexis Direr, 2002. "Crédit interentreprises et risque de système," Recherches économiques de Louvain, De Boeck Université, vol. 68(3), pages 371-384.
        • Alexis DIRER, 2002. "Crédit interentreprises et risque de système," Discussion Papers (REL - Recherches Economiques de Louvain) 2002035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • A. Sancetta & Satchell, S.E., 2002. "New Test Statistics for Market Timing with Application to Emerging markets," Cambridge Working Papers in Economics 0222, Faculty of Economics, University of Cambridge.
      • Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: A more detailed analysis," Research Notes 6, Deutsche Bank Research.
        • Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis," CEP Discussion Papers dp0537, Centre for Economic Performance, LSE.
        • Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transaction Costs, and Prospects for the Euro: A More Detailed Analysis," Working Paper Series WP02-3, Peterson Institute for International Economics.
        • Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: a more detailed analysis," LSE Research Online Documents on Economics 20076, London School of Economics and Political Science, LSE Library.
      • Christian A.Johnson, 2001. "Value at risk: teoría y aplicaciones," Estudios de Economia, University of Chile, Department of Economics, vol. 28(2 Year 20), pages 217-247, December.
        • Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile.
      • Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
      • Kassar, Ilhem & Lasserre, Pierre, 2004. "Species preservation and biodiversity value: a real options approach," Journal of Environmental Economics and Management, Elsevier, vol. 48(2), pages 857-879, September.
        • Ilhem Kassar & Pierre Lasserre, 2002. "Species Preservation and Biodiversity Value: A Real Options Approach," Cahiers de recherche du Département des sciences économiques, UQAM 20-18, Université du Québec à Montréal, Département des sciences économiques.
        • Ilhem Kassar & Pierre Lasserre, 2002. "Species Preservation and Biodiversity Value: A Real Options Approach," CIRANO Working Papers 2002s-82, CIRANO.
      • Michel Normandin & Pascal St-Amour, 2002. "Canadian consumption and portfolio shares," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 737-756, November.
        • Michel Normandin & Pascal St-Amour, 2001. "Canadian Consumption and Portfolio Shares," Cahiers de recherche CREFE / CREFE Working Papers 134, CREFE, Université du Québec à Montréal.
      • Rick Harbaugh, 2002. "Skill Signaling, Prospect Theory, and Regret Theory," Claremont Colleges Working Papers 2002-03, Claremont Colleges.
      • T.J. Flavin & M.R. Wickens, 2003. "Macroeconomic influences on optimal asset allocation," Review of Financial Economics, John Wiley & Sons, vol. 12(2), pages 207-231.
        • Flavin, T. J. & Wickens, M. R., 2003. "Macroeconomic influences on optimal asset allocation," Review of Financial Economics, Elsevier, vol. 12(2), pages 207-231.
        • Wickens, Michael R. & Flavin, Thomas, 2002. "Macroeconomic Influences on Optimal Asset Allocation," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.
      • Kofman, Paul & Koedijk, Kees & Campbell, Rachel, 2002. "Increased Correlation in Bear markets: A Downside Risk Perspective," CEPR Discussion Papers 3172, C.E.P.R. Discussion Papers.
      • ter Horst, Jenke R. & Nijman, Theo E. & de Roon, Frans A., 2004. "Evaluating style analysis," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 29-53, January.
        • de Roon, F.A. & Nijman, T.E. & Ter Horst, J.R., 2000. "Evaluating Style Analysis," Discussion Paper 2000-64, Tilburg University, Center for Economic Research.
        • Nijman, Theo E & ter Horst, Jenke & de Roon, Frans, 2002. "Evaluating Style Analysis," CEPR Discussion Papers 3181, C.E.P.R. Discussion Papers.
      • Palomino, F.A. & Uhlig, H.F.H.V.S., 1999. "Should smart investors buy funds with high returns in the past," Discussion Paper 1999-69, Tilburg University, Center for Economic Research.
        • Uhlig, Harald & Palomino, Frédéric, 2002. "Should Smart Investors Buy Funds with High Returns in the Past?," CEPR Discussion Papers 3282, C.E.P.R. Discussion Papers.
        • Palomino, Frederic & Uhlig, Harald, 2002. "Should smart investors buy funds with high returns in the past?," SFB 373 Discussion Papers 2002,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Raman Uppal & Tan Wang, 2003. "Model Misspecification and Underdiversification," Journal of Finance, American Finance Association, vol. 58(6), pages 2465-2486, December.
        • Uppal, Raman & Wang, Tan, 2002. "Model Misspecification and Under-Diversification," CEPR Discussion Papers 3304, C.E.P.R. Discussion Papers.
      • Uppal, Raman & Das, Sanjiv Ranjan, 2002. "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers 3305, C.E.P.R. Discussion Papers.
      • Leonid Kogan & Raman Uppal, "undated". "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers 13-00, Wharton School Rodney L. White Center for Financial Research.
        • Uppal, Raman & Kogan, Leonid, 2002. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers 3306, C.E.P.R. Discussion Papers.
        • Leonid Kogan & Raman Uppal, 2001. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," NBER Working Papers 8609, National Bureau of Economic Research, Inc.
      • Markus Glaser & Martin Weber, 2003. "Momentum and Turnover: Evidence from the German Stock Market," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 55(2), pages 108-135, April.
        • Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," Sonderforschungsbereich 504 Publications 02-43, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
        • Weber, Martin & Glaser, Markus, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
      • Orley Ashenfelter & Kathryn Graddy, 2002. "Art Auctions: A Survey of Empirical Studies," Working Papers 121, Princeton University, Department of Economics, Center for Economic Policy Studies..
        • Ashenfelter, Orley C & Graddy, Kathryn, 2002. "Art Auctions: A Survey of Empirical Studies," CEPR Discussion Papers 3387, C.E.P.R. Discussion Papers.
        • Orley Ashenfelter & Kathryn Graddy, 2002. "Art Auctions: A Survey of Empirical Studies," NBER Working Papers 8997, National Bureau of Economic Research, Inc.
      • Suleyman Basak & Alexander Shapiro, 2005. "A Model of Credit Risk, Optimal Policies, and Asset Prices," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1215-1266, July.
        • Basak, Suleyman & Shapiro, Alex, 2002. "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers 3413, C.E.P.R. Discussion Papers.
      • Eichholtz, Piet & Koedijk, Kees & de Roon, Frans, 2002. "The Portfolio Implications of Home Ownership," CEPR Discussion Papers 3501, C.E.P.R. Discussion Papers.
      • Loranth Gyongyi & Sciubba Emanuela, 2006. "Relative Performance, Risk and Entry in the Mutual Fund Industry," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 6(1), pages 1-28, September.
        • Lóránth, Gyöngyi & Sciubba, Emanuela, 2002. "Relative Performance, Risk and Entry in the Mutual Fund Industry," CEPR Discussion Papers 3504, C.E.P.R. Discussion Papers.
        • Gyöngyi Lóránth & Emanuela Sciubba, 2006. "Relative Performance, Risk and Entry in the Mutual Fund Industry," Birkbeck Working Papers in Economics and Finance 0612, Birkbeck, Department of Economics, Mathematics & Statistics.
      • Paolo Battocchio & Francesco Menoncin, 2002. "Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan," CeRP Working Papers 19, Center for Research on Pensions and Welfare Policies, Turin (Italy).
      • Massimo Guidolin & Giovanna Nicodano, 2009. "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, vol. 5(1), pages 15-48, January.
        • Massimo Guidolin & Giovanna Nicodano, 2005. "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers 41, Center for Research on Pensions and Welfare Policies, Turin (Italy).
        • Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis.
      • Paolo BATTOCCHIO, 2002. "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," LIDAM Discussion Papers IRES 2002005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," LIDAM Discussion Papers IRES 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Francesco, MENONCIN, 2002. "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," LIDAM Discussion Papers IRES 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Francesco, MENONCIN, 2002. "Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution," LIDAM Discussion Papers IRES 2002034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Alexis Direr, 2002. "Crédit interentreprises et risque de système," Recherches économiques de Louvain, De Boeck Université, vol. 68(3), pages 371-384.
        • Alexis DIRER, 2002. "Crédit interentreprises et risque de système," Discussion Papers (REL - Recherches Economiques de Louvain) 2002035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • W.A. van den End & J.I. Kakes & M.C.J. van Rooij & A.C.J. Stokman, 2002. "Portfolio management by Dutch households: an analysis on the basis of a survey," MEB Series (discontinued) 2002-8, Netherlands Central Bank, Monetary and Economic Policy Department.
      • W.A. van den End & J.I. Kakes & M.C.J. van Rooij & A.C.J. Stokman, 2002. "Portfolio Management by Dutch Households: an Analysis on the Basis of Basis of Survey," WO Research Memoranda (discontinued) 687, Netherlands Central Bank, Research Department.
      • Reinker, Kenneth S. & Tower, Edward, 2002. "Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula," Working Papers 02-22, Duke University, Department of Economics.
      • Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til, 2002. "Ratings migration and the business cycle, with application to credit portfolio stress testing," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 445-474, March.
        • Anil Bangia & Francis X. Diebold & Til Schuermann, 2000. "Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing," Center for Financial Institutions Working Papers 00-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
      • Bergstresser, Daniel & Poterba, James, 2002. "Do after-tax returns affect mutual fund inflows?," Journal of Financial Economics, Elsevier, vol. 63(3), pages 381-414, March.
        • Daniel Bergstresser & James Poterba, 2000. "Do After-Tax Returns Affect Mutual Fund Inflows?," NBER Working Papers 7595, National Bureau of Economic Research, Inc.
      • Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: A more detailed analysis," Research Notes 6, Deutsche Bank Research.
        • Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: a more detailed analysis," LSE Research Online Documents on Economics 20076, London School of Economics and Political Science, LSE Library.
        • Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transaction Costs, and Prospects for the Euro: A More Detailed Analysis," Working Paper Series WP02-3, Peterson Institute for International Economics.
        • Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis," CEP Discussion Papers dp0537, Centre for Economic Performance, LSE.
      • Zigrand, Jean-Pierre, 2002. "Rational asset pricing implications from realistic trading frictions," LSE Research Online Documents on Economics 24933, London School of Economics and Political Science, LSE Library.
      • Iacoviello, Matteo & Ortalo-Magne, Francois, 2003. "Hedging Housing Risk in London," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 191-209, September.
        • François Ortalo-Magné & Matteo Iacoviello, "undated". "Hedging Housing Risk in London," Wisconsin-Madison CULER working papers 02-03, University of Wisconsin Center for Urban Land Economic Research.
        • Iacoviello, Matteo & Ortalo-Magné, François, 2002. "Hedging housing risk in London," LSE Research Online Documents on Economics 24934, London School of Economics and Political Science, LSE Library.
        • Matteo Iacoviello, 2002. "Hedging Housing Risk in London," FMG Discussion Papers dp415, Financial Markets Group.
        • Matteo Iacoviello & Francois Ortalo-Magne, 2002. "Hedging Housing Risk in London," Boston College Working Papers in Economics 539, Boston College Department of Economics.
      • Andrew J. Patton, 2004. "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 130-168.
        • Patton, Andrew J., 2002. "On the out-of-sample importance of skewness and asymetric dependence for asset allocation," LSE Research Online Documents on Economics 24951, London School of Economics and Political Science, LSE Library.
      • Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
        • Markus K. Brunnermeier & Jonathan A. Parker, 2002. "Optimal Expectations," Working Papers 146, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
        • Markus K. Brunnermeier & Jonathan A. Parker, 2004. "Optimal Expectations," NBER Working Papers 10707, National Bureau of Economic Research, Inc.
        • Brunnermeier, Markus K. & Parker, Jonathan A., 2002. "Optimal expectations," LSE Research Online Documents on Economics 24954, London School of Economics and Political Science, LSE Library.
        • Jonathan A. Parker & Markus K. Brunnermeier, 2004. "Optimal Expectations," Econometric Society 2004 North American Winter Meetings 426, Econometric Society.
        • Jonathan Parker & Markus K Brunnermeier, 2002. "Optimal Expectations," FMG Discussion Papers dp434, Financial Markets Group.
        • Brunnermeier, Markus & Parker, Jonathan A, 2004. "Optimal Expectation," CEPR Discussion Papers 4656, C.E.P.R. Discussion Papers.
      • Julliard, Christian, 2002. "The international diversification puzzle is not worse than you think," LSE Research Online Documents on Economics 4814, London School of Economics and Political Science, LSE Library.
        • Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, University Library of Munich, Germany.
      • Mendizabal Zubeldia, Alaitz & Miera Zabalza, Luis M. & Zubia Zubiaurre, Marian, 2002. "El modelo de Markowitz en la gestión de carteras," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
      • Mendizabal Zubeldia, Alaitz & Zabalza Miera, Koldo Mirena & Zubia Zubiaurre, Marian, 2002. "Ibex-35 eta IGBM-ren eraginkortasunaren analisia," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
      • Venegas-Martinez, Francisco & Bernardo González-Aréchiga, 2002. "Cobertura de tasas de interés con futuros del mercado mexicano de derivados. Modelo estocástico de duración y convexidad," El Trimestre Económico, Fondo de Cultura Económica, vol. 69(274), pages 227-250, abril-jun.
      • de Goeij, P. & Marquering, W.A., 2002. "Modeling the Conditional Covariance between Stock and Bond Returns," ERIM Report Series Research in Management ERS-2002-11-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," ERIM Report Series Research in Management ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM 8cea7ebd-d3f6-493c-bf65-3, Tilburg University, School of Economics and Management.
        • Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Other publications TiSEM 73c21ccd-7c67-4e11-8eac-5, Tilburg University, School of Economics and Management.
      • Andriy Demchuk, 2002. "Portfolio Optimization with Concave Transaction Costs," FAME Research Paper Series rp103, International Center for Financial Asset Management and Engineering.
      • Yuanfeng Hou & Xiangrong Jin, 2002. "Optimal Investment With Default Risk," FAME Research Paper Series rp46b, International Center for Financial Asset Management and Engineering.
      • Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004. "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
        • Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002. "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series rp48, International Center for Financial Asset Management and Engineering.
      • Roger Walder, 2002. "Dynamic Allocation of Treasury and Corporate Bond Portfolios," FAME Research Paper Series rp64, International Center for Financial Asset Management and Engineering.
      • Eric Jondeau & Michael Rockinger, 2002. "Conditional Dependency of Financial Series: The Copula-GARCH Model," FAME Research Paper Series rp69, International Center for Financial Asset Management and Engineering.
      • Nellie Liang & Scott Weisbenner, 2002. "Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan Design," NBER Working Papers 9131, National Bureau of Economic Research, Inc.
        • J. Nellie Liang & Scott Weisbenner, 2002. "Investor behavior and the purchase of company stock in 401(k) plans - the importance of plan design," Finance and Economics Discussion Series 2002-36, Board of Governors of the Federal Reserve System (U.S.).
      • Ono, Yukako, 2003. "Outsourcing business services and the role of central administrative offices," Journal of Urban Economics, Elsevier, vol. 53(3), pages 377-395, May.
        • Yukako Ono, 2002. "Outsourcing business services and the role of central administrative offices," Working Paper Series WP-02-01, Federal Reserve Bank of Chicago.
      • Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September.
        • Brunnermeier, Markus K. & Parker, Jonathan A., 2002. "Optimal expectations," LSE Research Online Documents on Economics 24954, London School of Economics and Political Science, LSE Library.
        • Markus K. Brunnermeier & Jonathan A. Parker, 2004. "Optimal Expectations," NBER Working Papers 10707, National Bureau of Economic Research, Inc.
        • Jonathan A. Parker & Markus K. Brunnermeier, 2004. "Optimal Expectations," Econometric Society 2004 North American Winter Meetings 426, Econometric Society.
        • Jonathan Parker & Markus K Brunnermeier, 2002. "Optimal Expectations," FMG Discussion Papers dp434, Financial Markets Group.
        • Markus K. Brunnermeier & Jonathan A. Parker, 2002. "Optimal Expectations," Working Papers 146, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
        • Brunnermeier, Markus & Parker, Jonathan A, 2004. "Optimal Expectation," CEPR Discussion Papers 4656, C.E.P.R. Discussion Papers.
      • Raimond Mauer & Steffen P. Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 47-78.
        • Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation risk analysis of European real estate securities," Papers 00-07, Sonderforschungsbreich 504.
        • Raimond Maurer & Steffen Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Working Paper Series: Finance and Accounting 51, Department of Finance, Goethe University Frankfurt am Main.
        • Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications 00-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
        • Raimond Maurer & Steffen Sebastian, 2000. "Inflation Risk Analysis of European Real Estate Securities," ERES eres2000_079, European Real Estate Society (ERES).
      • John Y. Campbell & João F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(4), pages 1449-1494.
        • John Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Computing in Economics and Finance 2002 47, Society for Computational Economics.
        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 632, Econometric Society.
        • Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
        • John Y. Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Harvard Institute of Economic Research Working Papers 1946, Harvard - Institute of Economic Research.
        • John Y. Campbell & Joao F. Cocco, 2003. "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers 9759, National Bureau of Economic Research, Inc.
        • Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society.
      • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
        • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc.
        • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Scholarly Articles 27867240, Harvard University Department of Economics.
        • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," Harvard Institute of Economic Research Working Papers 1953, Harvard - Institute of Economic Research.
      • J. Ortí, Francesc & Sáez, José & Terceño, Antonio, 2002. "On The Treatment Of Uncertainty In Portfolio Selection," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 59-80, November.
      • Plantinga, Auke & Scholtens, Bert & Brunia, Nanne, 2002. "Exposure to socially responsible investing of mutual funds in the Euronext stock markets," Research Report 02E22, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
      • Jondeau, E. & Rockinger, M., 2002. "Asset Allocation in Transition Economies," Working papers 90, Banque de France.
        • Michael Rockinger & Eric Jondeau, 2002. "Asset Allocation in Transition Economies," Working Papers hal-00597773, HAL.
      • Bechmann, Ken L., 2002. "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index," Working Papers 2002-2, Copenhagen Business School, Department of Finance.
      • Andreas Graflund & Birger Nilsson, 2003. "Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon," European Financial Management, European Financial Management Association, vol. 9(2), pages 179-200, June.
        • Graflund, Andreas & Nilsson, Birger, 2002. "Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon," Working Papers 2002:8, Lund University, Department of Economics.
      • Foort Hamelink & Martin Hoesli, 2004. "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 437-462, September.
        • Foort Hamelink & Martin Hoesli, 2002. "What Factors Determine International Real Estate Security Returns?," ERES eres2002_196, European Real Estate Society (ERES).
        • Hamelink, Foort & Hoesli, Martin, 2002. "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series 7, Institute for Financial Research.
        • Foort HAMELINK & Martin HOESLI, 2003. "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series rp50, International Center for Financial Asset Management and Engineering.
      • Giannetti, Mariassunta & Simonov, Andrei, 2002. "Which Investors Fear Expropriation?," SIFR Research Report Series 10, Institute for Financial Research.
      • Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2003. "Corporate Governance and the Home Bias," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(1), pages 87-110, March.
        • Lee Pinkowitz & Rene M. Stulz & Rohan Williamson, 2001. "Corporate Governance and the Home Bias," NBER Working Papers 8680, National Bureau of Economic Research, Inc.
        • Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2002. "Corporate Governance and the Home Bias," SIFR Research Report Series 11, Institute for Financial Research.
      • Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002. "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," Umeå Economic Studies 597, Umeå University, Department of Economics.
      • Hintermaier, Thomas & Steinberger, Thomas, 2005. "Occupational choice and the private equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 29(10), pages 1765-1783, October.
        • Hintermaier, Thomas & Steinberger, Thomas, 2002. "Occupational Choice and the Private Equity Premium Puzzle," Economics Series 122, Institute for Advanced Studies.
      • Yamai, Yasuhiro & Yoshiba, Toshinao, 2002. "On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(1), pages 57-85, January.
      • Yamai, Yasuhiro & Yoshiba, Toshinao, 2002. "Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(1), pages 87-121, January.
      • Yamai, Yasuhiro & Yoshiba, Toshinao, 2002. "Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(3), pages 181-237, October.
      • P. Jean-Jacques Herings & Felix Kubler, 2002. "Computing Equilibria in Finance Economies," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.
        • Herings, P.J.J. & Kubler, F., 2000. "Computing equilibria in finance economies," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, University Library of Munich, Germany.
      • Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa, 2002. "La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera," Working Papers. Serie EC 2002-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Gloria M. Soto Pacheco, 2002. "Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión?," Working Papers. Serie EC 2002-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Deborah A. Cobb‐Clark & Vincent A. Hildebrand, 2006. "The Wealth And Asset Holdings Of U.S.‐Born And Foreign‐Born Households: Evidence From Sipp Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 52(1), pages 17-42, March.
        • Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2002. "The Wealth and Asset Holdings of U.S.- Born and Foreign-Born Households: Evidence from SIPP Data," IZA Discussion Papers 674, Institute of Labor Economics (IZA).
        • Deborah A. Cobb-Clark & Vincent Hildebrand, 2003. "The Wealth and Asset Holdings of U.S.-Born and Foreign-Born Households: Evidence from SIPP Data," Social and Economic Dimensions of an Aging Population Research Papers 89, McMaster University.
        • WILLIAMS Donald R. & COBB-CLARK Deborah A, 2003. "The wealth and asset holdings of U.S.-born and foreign-born households: Evidence from SIPP data," IRISS Working Paper Series 2003-07, IRISS at CEPS/INSTEAD.
      • Gollier, Christian & Zeckhauser, Richard J, 2002. "Horizon Length and Portfolio Risk," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 195-212, May.
        • Christian Gollier & Richard J. Zeckhauser, 1997. "Horizon Length and Portfolio Risk," NBER Technical Working Papers 0216, National Bureau of Economic Research, Inc.
      • Axel F. A. Adam-Müller & Kit Pong Wong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Paper 02-08, Center of Finance and Econometrics, University of Konstanz.
      • Dirk Schindler & Bodo Hilgers, 2002. "Shall We Tax the Risk Premium?," CoFE Discussion Paper 02-17, Center of Finance and Econometrics, University of Konstanz.
      • Janecskó, Balázs, 2002. "Portfóliószemléletű hitelkockázat szimulációs meghatározása [Simulated determination of credit risk in portfolio terms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 664-676.
      • Radnai, Márton, 2002. "Árazási hiba a határidős indexpiacokon [Mispricing on index futures markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 905-927.
      • Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 105-122, February.
        • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection and Survival of Investment Strategies," IEW - Working Papers 091, Institute for Empirical Research in Economics - University of Zurich.
        • AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003. "Market selection and survival of investment strategies," LIDAM Discussion Papers CORE 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
        • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Discussion Papers 02-16, University of Copenhagen. Department of Economics.
        • R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Economics Discussion Paper Series 0215, Economics, The University of Manchester.
      • Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006. "Markets do not select for a liquidity preference as behavior towards risk," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 279-292, February.
        • Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," IEW - Working Papers 139, Institute for Empirical Research in Economics - University of Zurich.
        • Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," Discussion Papers 02-18, University of Copenhagen. Department of Economics.
      • HENROTTE, Philippe, 2002. "Pricing kernels and dynamic portfolios," HEC Research Papers Series 768, HEC Paris.
      • Zengjing Chen & Larry Epstein, 2002. "Ambiguity, Risk, and Asset Returns in Continuous Time," Econometrica, Econometric Society, vol. 70(4), pages 1403-1443, July.
        • Zengjing Chen & Larry G. Epstein, 2000. "Ambiguity, risk and asset returns in continuous time," RCER Working Papers 474, University of Rochester - Center for Economic Research (RCER).
      • Jermann, Urban J., 2002. "International portfolio diversification and endogenous labor supply choice," European Economic Review, Elsevier, vol. 46(3), pages 507-522, March.
        • Jermann, U.J., 1998. "International Portfolio Diversification and Endogenous Labour Supply Choice," Weiss Center Working Papers 98-06, Wharton School - Weiss Center for International Financial Research.
      • Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
        • Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
        • Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
        • Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.

      2001

      • Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001. "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers 2762, C.E.P.R. Discussion Papers.
        • POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001. "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series 719, HEC Paris.
        • Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001. "New Extreme-Value Dependance Measures and Finance Applications," Working Papers hal-00597018, HAL.
      • Rockinger, M. & Jondeau, E., 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working papers 82, Banque de France.
        • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Conditional dependency of financial series : an application of copulas," HEC Research Papers Series 723, HEC Paris.
        • Michael Rockinger & Eric Jondeau, 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working Papers hal-00601478, HAL.
      • HENROTTE, Philippe, 2001. "Dynamic mean-variance analysis," HEC Research Papers Series 729, HEC Paris.
      • Michael Rockinger & Eric Jondeau, 2001. "Portfolio allocation in transition economies," Working Papers hal-00601482, HAL.
        • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," HEC Research Papers Series 740, HEC Paris.
      • Haliassos, Michael & Hassapis, Christis, 2001. "Non-expected Utility, Saving and Portfolios," Economic Journal, Royal Economic Society, vol. 111(468), pages 69-102, January.
        • Michael Haliassos & Christis Hassapis, 1997. "Non-expected Utility, Saving, and Portfolios," Macroeconomics 9709003, University Library of Munich, Germany, revised 09 Jun 1999.
      • Lei, Vivian & Noussair, Charles N & Plott, Charles R, 2001. "Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality," Econometrica, Econometric Society, vol. 69(4), pages 831-859, July.
        • Lei, V. & Noussair, C. & Plott, C.R., 1998. "Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality," Purdue University Economics Working Papers 1120, Purdue University, Department of Economics.
      • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Economics Letters, Elsevier, vol. 71(3), pages 347-354, June.
        • K. Dachraoui & G. Dionne, 2001. "Stochastic Dominance and Optimal Portfolio," THEMA Working Papers 2001-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dachraoui, K. & Dionne, G., 2001. "Stochastic Dominance and Optimal Portfolio," Ecole des Hautes Etudes Commerciales de Montreal- 01-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Working Papers 01-1, HEC Montreal, Canada Research Chair in Risk Management.
      • Hirshleifer, David & Luo, Guo Ying, 2001. "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, vol. 4(1), pages 73-84, January.
        • Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany.
      • Kevin Amess & Panicos Demetriades, 2001. "Financial Liberalisation and the South Korean Financial Crisis: Some Qualitative Evidence," Discussion Papers in Economics 01/3, Division of Economics, School of Business, University of Leicester.
      • AFONSO RODRÍGUEZ, Julio Angel & BRUNO PÉREZ, Néstor Amadeo, 2001. "Influencia de la estructura heterocedástica en la diversificación de carteras de acciones," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 17, pages 53-68, Abril.
      • Thomas J. Flavin & Michael R. Wickens, 1998. ": A Risk Management Approach to Optimal Asset Allocation," Economics Department Working Paper Series n851298, Department of Economics, National University of Ireland - Maynooth.
        • Thomas J. Flavin & Michael R. Wickens, 2001. "A Risk Management Approach to Optimal Asset Allocation," Economics Department Working Paper Series n1080301, Department of Economics, National University of Ireland - Maynooth.
      • James M. Poterba & Andrew Samwick, 2001. "Household Portfolio Allocation over the Life Cycle," NBER Chapters, in: Aging Issues in the United States and Japan, pages 65-104, National Bureau of Economic Research, Inc.
        • James M. Poterba & Andrew A. Samwick, 1997. "Household Portfolio Allocation Over the Life Cycle," NBER Working Papers 6185, National Bureau of Economic Research, Inc.
      • Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001. "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?," NBER Working Papers 8073, National Bureau of Economic Research, Inc.
      • Auerbach, Alan J. & Bradford, David F., 2004. "Generalized cash-flow taxation," Journal of Public Economics, Elsevier, vol. 88(5), pages 957-980, April.
        • Alan Auerbach & David Bradford, 2001. "Generalized Cash Flow Taxation," CESifo Working Paper Series 425, CESifo.
        • Alan A. Auerbach & David F. Bradford, 2001. "Generalized Cash Flow Taxation," NBER Working Papers 8122, National Bureau of Economic Research, Inc.
        • Alan J. Auerbach & David F. Bradford, 2001. "Generalized Cash Flow Taxation," Working Papers 131, Princeton University, Department of Economics, Center for Economic Policy Studies..
      • Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.
        • Yacine AÏT-SAHALIA, & Michael W. BRANDT, 2001. "Variable Selection for Portfolio Choice," FAME Research Paper Series rp34, International Center for Financial Asset Management and Engineering.
        • Yacine Ait-Sahalia & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," NBER Working Papers 8127, National Bureau of Economic Research, Inc.
        • Ait-Sahalia, Y. & Brandt, M.W., 2001. "Variable Selection for Portfolio Choice," Papers 34, Manitoba - Department of Economics.
      • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Fall), pages 3-19.
        • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001. "The Declining U.S. Equity Premium," NBER Working Papers 8172, National Bureau of Economic Research, Inc.
      • James M. Poterba, 2001. "Taxation and Portfolio Structure: Issues and Implications," NBER Working Papers 8223, National Bureau of Economic Research, Inc.
      • Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2001. "Social Interaction and Stock-Market Participation," NBER Working Papers 8358, National Bureau of Economic Research, Inc.
      • Andrew W. Lo & Jiang Wang, 2006. "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 61(6), pages 2805-2840, December.
        • Andrew W. Lo & Jiang Wang, 2001. "Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model," NBER Working Papers 8565, National Bureau of Economic Research, Inc.
      • Leonid Kogan & Raman Uppal, "undated". "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers 13-00, Wharton School Rodney L. White Center for Financial Research.
        • Leonid Kogan & Raman Uppal, 2001. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," NBER Working Papers 8609, National Bureau of Economic Research, Inc.
        • Uppal, Raman & Kogan, Leonid, 2002. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers 3306, C.E.P.R. Discussion Papers.
      • Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc.
      • Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2003. "Corporate Governance and the Home Bias," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(1), pages 87-110, March.
        • Lee Pinkowitz & Rene M. Stulz & Rohan Williamson, 2001. "Corporate Governance and the Home Bias," NBER Working Papers 8680, National Bureau of Economic Research, Inc.
        • Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2002. "Corporate Governance and the Home Bias," SIFR Research Report Series 11, Institute for Financial Research.
      • Egil Matsen, 2001. "On Asymmetric Information across Countries and the Home-Bias Puzzel," Working Paper Series 0202, Department of Economics, Norwegian University of Science and Technology.
      • Helmut Elsinger & Martin Summer, 2001. "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers 49, Oesterreichische Nationalbank (Austrian Central Bank).
      • Mlambo, Chipo & Biekpe, Nicholas, 2001. "Investment Basics XLIV: Review of African stock markets," MPRA Paper 24973, University Library of Munich, Germany, revised Dec 2001.
      • David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
        • Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
      • David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
        • Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
      • Cakir, Murat, 2001. "Credit Derivatives in Managing Off Balance Sheet Risks by Banks," MPRA Paper 55976, University Library of Munich, Germany.
      • Magni, Carlo Alberto, 2001. "Valore Aggiunto Sistemico: un'alternativa all'EVA quale indice di sovraprofitto periodale," MPRA Paper 7525, University Library of Munich, Germany.
      • Auerbach, Alan J. & Bradford, David F., 2004. "Generalized cash-flow taxation," Journal of Public Economics, Elsevier, vol. 88(5), pages 957-980, April.
        • Alan Auerbach & David Bradford, 2001. "Generalized Cash Flow Taxation," CESifo Working Paper Series 425, CESifo.
        • Alan J. Auerbach & David F. Bradford, 2001. "Generalized Cash Flow Taxation," Working Papers 131, Princeton University, Department of Economics, Center for Economic Policy Studies..
        • Alan A. Auerbach & David F. Bradford, 2001. "Generalized Cash Flow Taxation," NBER Working Papers 8122, National Bureau of Economic Research, Inc.
      • Harvey S. Rosen & Stephen Wu, 2001. "Health Status and Portfolio Choice," Working Papers 127, Princeton University, Department of Economics, Center for Economic Policy Studies..
      • Harvey S. Rosen & Stephen Wu, 2001. "Health Status and Portfolio Choice," Working Papers 127, Princeton University, Department of Economics, Center for Economic Policy Studies..
      • Valérie Oheix & Bruno Séjourné, 2001. "Les portefeuilles des ménages européens : des choix initiaux à l'affectation finale," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 93-106.
      • Werner De Bondt & Patrick Zurstrassen & Arianna Arzeni, 2001. "Portrait psychologique de l'investisseur individuel en Europe," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 131-143.
      • Aurélie Boubel & Bruno Séjourné, 2001. "Les marchés européens de l'assurance-vie," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 145-161.
      • Jérôme Cornu, 2001. "Quelles perspectives pour l'assurance-vie en Europe ?," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 163-168.
      • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2001. "Le profil des détenteurs d'actions en Europe," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 169-178.
      • Alain Leclair & Carlos Pardo, 2001. "Fonds d'investissement : un rôle croissant dans le financement des économies européennes," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 179-200.
      • Didier Davydoff, 2001. "Les fonds d'investissement spécialisés en Europe," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 201-210.
      • Valérie Oheix & Bruno Séjourné, 2001. "European households’ portfolios : from initial choice to final destination," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 91-103.
      • Werner De Bondt & Patrick Zurstrassen & Arianna Arzeni, 2001. "A psychological portrait of the individual investor in Europe," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 129-140.
      • Aurélie Boubel & Bruno Séjourné, 2001. "European life insurance markets," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 141-156.
      • Jérôme Cornu, 2001. "What does the future hold for life insurance in Europe?," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 157-162.
      • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2001. "The profile of European stockholders," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 163-171.
      • Alain Leclair & Carlos Pardo, 2001. "Investment funds : a growing role in financing European economies," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 173-193.
      • Didier Davydoff, 2001. "Specialized investment funds in Europe," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 195-204.
      • Bernardino Adão & Maria de Fátima Silva, 2001. "A New Representation for the Foreign Currency Risk Premium," Working Papers w200103, Banco de Portugal, Economics and Research Department.
      • Carol Alexander & Ian Giblin & Wayne Weddington III, 2001. "Cointegration and Asset Allocation: A New Fund Strategy," ICMA Centre Discussion Papers in Finance icma-dp2001-03, Henley Business School, University of Reading.
      • Geoffrey H. Kingston, 2000. "Efficient Timing of Retirement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 831-840, October.
      • Jose S. Penalva Zuasti, 2001. "Insurance with Frequency Trading: A Dynamic Analysis of Efficient Insurance Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 790-822, October.
        • José Penalva, 2000. "Full insurance, asymmetric information and genetic testing," Economics Working Papers 461, Department of Economics and Business, Universitat Pompeu Fabra.
      • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Economics Letters, Elsevier, vol. 71(3), pages 347-354, June.
        • K. Dachraoui & G. Dionne, 2001. "Stochastic Dominance and Optimal Portfolio," THEMA Working Papers 2001-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Working Papers 01-1, HEC Montreal, Canada Research Chair in Risk Management.
        • Dachraoui, K. & Dionne, G., 2001. "Stochastic Dominance and Optimal Portfolio," Ecole des Hautes Etudes Commerciales de Montreal- 01-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
      • Shojai, Shahin, 2001. "The London Asset Management Market," Journal of Financial Transformation, Capco Institute, vol. 2, pages 93-105.
      • Shojai, Shahin, 2001. "The Future of the U.S. Asset Management Industry," Journal of Financial Transformation, Capco Institute, vol. 1, pages 72-79.
      • Brittain, W. H. Bruce, 2001. "Institutional Investing in Hedge Funds," Journal of Financial Transformation, Capco Institute, vol. 1, pages 60-70.
      • Esipov, Sergei & Vaysburd, Igor, 2001. "Dynamic investment strategies and their risk-return measures," Journal of Financial Transformation, Capco Institute, vol. 2, pages 87-92.
      • Amenc, Noël & Martellini, Lionel, 2001. "It’s time for asset allocation," Journal of Financial Transformation, Capco Institute, vol. 3, pages 77-88.
      • Epstein, Larry G. & Miao, Jianjun, 2003. "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1253-1288, May.
        • Larry G. Epstein & JianJun Miao, 2001. "A Two-Person Dynamic Equilibrium under Ambiguity," RCER Working Papers 478, University of Rochester - Center for Economic Research (RCER).
      • Asmara Jamaleh, 2001. "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, vol. 91(2), pages 79-132, February.
      • Stefania Ciraolo, 2001. "Stima della probabilità di insolvenza nei mercati emergenti," Rivista di Politica Economica, SIPI Spa, vol. 91(9), pages 121-144, November-.
      • A. Abdelkhalek, A. Bilas and A. Michaelides, 2001. "Parallelization and Performance of Portfolio Choice Models," Computing in Economics and Finance 2001 114, Society for Computational Economics.
      • Michaelides, Alexander, 2001. "Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion," CEPR Discussion Papers 2823, C.E.P.R. Discussion Papers.
        • Alexander Michaelides, 2001. "Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion," Computing in Economics and Finance 2001 115, Society for Computational Economics.
      • Alexander Michaelides, 2001. "International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle?," Computing in Economics and Finance 2001 116, Society for Computational Economics.
      • Soren S. Nielsen, Rolf Poulsen, 2001. "Financial Risk Management in the Danish Mortgage Market," Computing in Economics and Finance 2001 122, Society for Computational Economics.
      • Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 529-552.
        • Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper 2001-96, Tilburg University, Center for Economic Research.
        • Laurens Swinkels, Pieter Jelle VanDerSluis, 2001. "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001 125, Society for Computational Economics.
        • Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM f2c16530-4d18-4f43-bb6d-f, Tilburg University, School of Economics and Management.
      • Christian Keber, Dietmar G. Maringer, 2001. "On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms," Computing in Economics and Finance 2001 152, Society for Computational Economics.
      • Carol C. Bertaut and Michael Haliassos, 2001. "Revolvers for Self-Control," Computing in Economics and Finance 2001 193, Society for Computational Economics.
      • Michael Haliassos and Alexander Michaelides, 2001. "Calibration and Computation of Household Portfolio Models," Computing in Economics and Finance 2001 194, Society for Computational Economics.
      • Vassil A. Konstantinov, 2001. "Intergenerational Risk Sharing and Asset Returns," Computing in Economics and Finance 2001 228, Society for Computational Economics.
      • Gustavo Athayde and Renato Flores, 2001. "Finding a maximum skewness portfolio," Computing in Economics and Finance 2001 273, Society for Computational Economics.
      • Carl Chiarella and Xue-Zhong He, 2001. "A Non-Stationary Asset Pricing Model under Heterogeneous Expectations," Computing in Economics and Finance 2001 39, Society for Computational Economics.
      • Skouras, S., 1998. "Risk Neutral Forecasting," Economics Working Papers eco98/40, European University Institute.
        • Spyros Skouras, 2001. "Risk Neutral Forecasting," Computing in Economics and Finance 2001 50, Society for Computational Economics.
        • Spyros Skouras, 2000. "Risk Neutral Forecasting," Computing in Economics and Finance 2000 117, Society for Computational Economics.
      • Manfred Gilli and Evis Kellezi, 2001. "Threshold Accepting for Index Tracking," Computing in Economics and Finance 2001 72, Society for Computational Economics.
      • B. Bouchard & Yu. M. Kabanov & N. Touzi, 2001. "Option pricing by large risk aversion utility¶under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(2), pages 127-136, November.
      • Len Umantsev & Victor Chernozhukov, 2001. "Conditional value-at-risk: Aspects of modeling and estimation," Empirical Economics, Springer, vol. 26(1), pages 271-292.
      • Dilip B. Madan & Xing Jin & Peter Carr, 2001. "Optimal investment in derivative securities," Finance and Stochastics, Springer, vol. 5(1), pages 33-59.
      • L.C.G. Rogers, 2001. "The relaxed investor and parameter uncertainty," Finance and Stochastics, Springer, vol. 5(2), pages 131-154.
      • (**), Hui Wang & Jaksa Cvitanic & (*), Walter Schachermayer, 2001. "Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, vol. 5(2), pages 259-272.
      • Kristin Reikvam & Fred Espen Benth & Kenneth Hvistendahl Karlsen, 2001. "Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach," Finance and Stochastics, Springer, vol. 5(3), pages 275-303.
      • Emmanuel Temam & Emmanuel Gobet, 2001. "Discrete time hedging errors for options with irregular payoffs," Finance and Stochastics, Springer, vol. 5(3), pages 357-367.
      • Reha H. Tütüncü, 2001. "A note on calculating the optimal risky portfolio," Finance and Stochastics, Springer, vol. 5(3), pages 413-417.
      • Kristin Reikvam & Fred Espen Benth & Kenneth Hvistendahl Karlsen, 2001. "Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution," Finance and Stochastics, Springer, vol. 5(4), pages 447-467.
      • Robert Fernholz, 2001. "Equity portfolios generated by functions of ranked market weights," Finance and Stochastics, Springer, vol. 5(4), pages 469-486.
      • Thomas Goll & Ludger Rüschendorf, 2001. "Minimax and minimal distance martingale measures and their relationship to portfolio optimization," Finance and Stochastics, Springer, vol. 5(4), pages 557-581.
      • Karl Schmedders, 2001. "Monopolistic security design in finance economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 37-72.
        • Karl Schmedders, 2000. "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000 129, Society for Computational Economics.
        • Karl Schmedders, 2000. "Monopolistic Security Design in Finance Economies," Discussion Papers 1288, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
      • Felix Kubler, 2001. "Computable general equilibrium with financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 73-96.
      • Barbara G. Katz & Joel Owen, 2002. "Voucher Privatization: A detour on the road to transition?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 10(3), pages 553-583, November.
        • Barbara Katz & Joel Owen, 2001. "Voucher Privatization : A Detour on the Road to Transition?," Working Papers 01-09, New York University, Leonard N. Stern School of Business, Department of Economics.
      • van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003. "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 105-132, February.
        • Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001. "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers 01-009/4, Tinbergen Institute.
      • Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001. "Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation," Tinbergen Institute Discussion Papers 01-069/2, Tinbergen Institute.
      • Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001. "On the Empirical Evidence of Mutual Fund Strategic Risk Taking," Other publications TiSEM 2ee60de2-d2c5-49a1-aa78-7, Tilburg University, School of Economics and Management.
        • Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001. "On the Empirical Evidence of Mutual Fund Strategic Risk Taking," Discussion Paper 2001-9, Tilburg University, Center for Economic Research.
      • Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 529-552.
        • Laurens Swinkels, Pieter Jelle VanDerSluis, 2001. "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001 125, Society for Computational Economics.
        • Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper 2001-96, Tilburg University, Center for Economic Research.
        • Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM f2c16530-4d18-4f43-bb6d-f, Tilburg University, School of Economics and Management.
      • Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 529-552.
        • Laurens Swinkels, Pieter Jelle VanDerSluis, 2001. "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001 125, Society for Computational Economics.
        • Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM f2c16530-4d18-4f43-bb6d-f, Tilburg University, School of Economics and Management.
        • Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper 2001-96, Tilburg University, Center for Economic Research.
      • Jorge M.Streb, 2001. "Political uncertainty and economic underdevelopment," Estudios de Economia, University of Chile, Department of Economics, vol. 28(1 Year 20), pages 89-114, June.
      • Christian A.Johnson, 2001. "Value at risk: teoría y aplicaciones," Estudios de Economia, University of Chile, Department of Economics, vol. 28(2 Year 20), pages 217-247, December.
        • Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile.
      • Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003. "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 735-747, August.
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      • Ledoit, Olivier & Wolf, Michael, 2003. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 603-621, December.
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      • Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001. "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers 599, Department of Economics and Business, Universitat Pompeu Fabra.
      • Heng, Michael S.H., 2001. "Rethinking the strategy of Amazon.com," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Söhnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 10(3), pages 85-155, August.
        • Sohnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance 0107001, University Library of Munich, Germany.
      • Norbert Jobst & Stavros A. Zenios, 2001. "Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities," Center for Financial Institutions Working Papers 01-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
      • George Vachadze, 2001. "A Short-Horizon Model of Asset Pricing: Equilibrium Analysis," Finance 0012008, University Library of Munich, Germany.
      • George Vachadze, 2001. "A Temporary Equilibrium Model of Asset Pricing," Finance 0012009, University Library of Munich, Germany.
      • Timo Kuosmanen, 2001. "Stochastic Dominance Efficiency Tests under Diversification," Finance 0105001, University Library of Munich, Germany.
      • Söhnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 10(3), pages 85-155, August.
        • Sohnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance 0107001, University Library of Munich, Germany.
      • Herings, P.J.J. & Kubler, F., 2000. "Computing equilibria in finance economies," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, University Library of Munich, Germany.
      • Richard Portes & =20 H=E9l=E8ne Rey, 2001. "The Determinants of Cross-Border Equity Flows: The Geography of=20 Information," International Finance 0012002, University Library of Munich, Germany.
      • Alok Kumar & Ravi Dhar, 2001. "A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors," Yale School of Management Working Papers ysm208, Yale School of Management.
      • Roger G. Ibbotson & Paul D. Kaplan, 2001. "Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance?," Yale School of Management Working Papers ysm215, Yale School of Management.
      • Jack Clark Francis & Roger G. Ibbotson, 2001. "Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999," Yale School of Management Working Papers ysm235, Yale School of Management.
      • William N. Goetzmann & Alok Kumar, 2008. "Equity Portfolio Diversification," Review of Finance, European Finance Association, vol. 12(3), pages 433-463.
        • William N. Goetzmann & Alok Kumar, 2001. "Equity Portfolio Diversification," NBER Working Papers 8686, National Bureau of Economic Research, Inc.
        • William N. Goetzmann & Alok Kumar, 2004. "Equity Portfolio Diversification," Yale School of Management Working Papers ysm17, Yale School of Management.
        • Alok Kumar & William N. Goetzmann, 2001. "Equity Portfolio Diversification," Yale School of Management Working Papers ysm236, Yale School of Management.
      • Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank.
      • Adam-Müller, Axel F. A., 2001. "What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management," CoFE Discussion Papers 01/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
      • Franke, Günter & Weber, Martin, 2001. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CoFE Discussion Papers 01/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
        • Franke, Günter & Weber, Martin, 2003. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CEPR Discussion Papers 3832, C.E.P.R. Discussion Papers.
      • Erlenmaier, Ulrich & Gersbach, Hans, 2001. "Default probabilities and default correlations," Research Notes 01-5, Deutsche Bank Research.
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        • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
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        • Gerlinde Fellner & Werner Güth & Boris Maciejovsky, 2001. "Illusion of Expertise in Portfolio Decisions - An Experimental Approach," CESifo Working Paper Series 621, CESifo.
        • Gerlinde Fellner & Werner Güth & Boris Maciejovsky, 2001. "Illusion of Expertise in Portfolio Decisions - An Experimental Approach -," Papers on Strategic Interaction 2001-02, Max Planck Institute of Economics, Strategic Interaction Group.
      • Kpate Adjaoute & Jean-Pierre Danthine, 2004. "Portfolio diversification: alive and well in Euro-land!," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1225-1231.
        • Adjaoute, K. & Danthine, J.P., 2001. "Portfolio Diversification: Alive and well In Euroland," Papers 32, Manitoba - Department of Economics.
        • Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series rp32, International Center for Financial Asset Management and Engineering.
        • Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie 01.08, Université de Lausanne, Faculté des HEC, Département d’économie.
        • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers 3086, C.E.P.R. Discussion Papers.
      • Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.
        • Ait-Sahalia, Y. & Brandt, M.W., 2001. "Variable Selection for Portfolio Choice," Papers 34, Manitoba - Department of Economics.
        • Yacine AÏT-SAHALIA, & Michael W. BRANDT, 2001. "Variable Selection for Portfolio Choice," FAME Research Paper Series rp34, International Center for Financial Asset Management and Engineering.
        • Yacine Ait-Sahalia & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," NBER Working Papers 8127, National Bureau of Economic Research, Inc.
      • Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 37, Manitoba - Department of Economics.
        • Laurent BARRAS, & Dušan ISAKOV, 2001. "How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods," FAME Research Paper Series rp37, International Center for Financial Asset Management and Engineering.
        • Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 2001.07, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Domenico Cuoco & Hua He & Sergei Issaenko, 2001. "Optimal Dynamic rading Strategies with Risk Limits," FAME Research Paper Series rp60, International Center for Financial Asset Management and Engineering.
      • William L. Griever & Gary A. Lee & Francis E. Warnock, 2001. "The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 87(Oct), pages 634-650, October.
      • Lettau, Martin, 1998. "Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?," CEPR Discussion Papers 1795, C.E.P.R. Discussion Papers.
        • Martin Lettau, 2001. "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports 130, Federal Reserve Bank of New York.
      • Enrique Sentana, 2001. "Mean-Variance Portfolio Allocation with a Value at Risk Constraint," Working Papers wp2001_0105, CEMFI.
        • Enrique Sentana & Enrique Sentana, 2001. "Mean-Variance Portfolio allocation with a Value at Risk Constraint," FMG Discussion Papers dp380, Financial Markets Group.
        • Sentana, Enrique, 2001. "Mean-variance portfolio allocation with a value at risk constraint," LSE Research Online Documents on Economics 25058, London School of Economics and Political Science, LSE Library.
        • Sentana, Enrique, 2001. "Mean Variance Portfolio Allocation with a Value at Risk Constraint," CEPR Discussion Papers 2997, C.E.P.R. Discussion Papers.
        • Sentana, E., 2001. "Mean-Variance Portfolio Allocation with a Value at Risk Constraint," Papers 0105, Centro de Estudios Monetarios Y Financieros-.
      • Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 37, Manitoba - Department of Economics.
        • Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 2001.07, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
        • Laurent BARRAS, & Dušan ISAKOV, 2001. "How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods," FAME Research Paper Series rp37, International Center for Financial Asset Management and Engineering.
      • Bender, A. & Hoesli, M., 2001. "Le Benchmarking Immobilier un outil de gestion de performant," Papers 2001.11, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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        • K. Dachraoui & G. Dionne, 2001. "Stochastic Dominance and Optimal Portfolio," THEMA Working Papers 2001-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dachraoui, K. & Dionne, G., 2001. "Stochastic Dominance and Optimal Portfolio," Ecole des Hautes Etudes Commerciales de Montreal- 01-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Working Papers 01-1, HEC Montreal, Canada Research Chair in Risk Management.
      • Kpate Adjaoute & Jean-Pierre Danthine, 2004. "Portfolio diversification: alive and well in Euro-land!," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1225-1231.
        • Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie 01.08, Université de Lausanne, Faculté des HEC, Département d’économie.
        • Adjaoute, K. & Danthine, J.P., 2001. "Portfolio Diversification: Alive and well In Euroland," Papers 32, Manitoba - Department of Economics.
        • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers 3086, C.E.P.R. Discussion Papers.
        • Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series rp32, International Center for Financial Asset Management and Engineering.
      • Laurent BARRAS, & Dušan ISAKOV, 2001. "How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods," FAME Research Paper Series rp37, International Center for Financial Asset Management and Engineering.
        • Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 37, Manitoba - Department of Economics.
        • Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 2001.07, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Matsen, Egil & Thogersen, Oystein, 2004. "Designing social security - a portfolio choice approach," European Economic Review, Elsevier, vol. 48(4), pages 883-904, August.
        • Egil Matsen & Øystein Thøgersen, 2000. "Designing Social Security – A Portfolio Choice Approach," Working Paper Series 1102, Department of Economics, Norwegian University of Science and Technology.
        • Matsen, E. & Thogersen, O., 2001. "Designing Social Security - A Portfolio Choice Approach," Papers 21/2001, Norwegian School of Economics and Business Administration-.
      • Zheng, H. & Thomas, L.C. & Allen, D.E., 2001. "The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management," Papers 01-176, University of Southampton - Department of Accounting and Management Science.
      • Andersson, B., 2001. "Portfolio Allocation Over the Life Cycle: Evidence from Swedish Household Data," Papers 2001:04, Uppsala - Working Paper Series.
      • Flores, Juan & González, Federico & Flores, Beatriz, 2001. "Qualitative/Quantitative Financial Analysis," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 75-86, November.
      • Giovanni Radicella, 2001. "Does Active Management Pay in Italy? A Study of Mutual Fund Performance in the Period 1989-1999," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 60(1), pages 75-96, June.
      • Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April.
        • Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-.
        • Clotilde Napp & Elyès Jouini & Hedi Kallal, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00151438, HAL.
        • Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157, HAL.
      • Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April.
        • Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-.
        • Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157, HAL.
      • Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001. "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers 2762, C.E.P.R. Discussion Papers.
        • Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001. "New Extreme-Value Dependance Measures and Finance Applications," Working Papers hal-00597018, HAL.
        • POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001. "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series 719, HEC Paris.
      • Rockinger, M. & Jondeau, E., 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working papers 82, Banque de France.
        • Michael Rockinger & Eric Jondeau, 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working Papers hal-00601478, HAL.
        • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Conditional dependency of financial series : an application of copulas," HEC Research Papers Series 723, HEC Paris.
      • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," HEC Research Papers Series 740, HEC Paris.
        • Michael Rockinger & Eric Jondeau, 2001. "Portfolio allocation in transition economies," Working Papers hal-00601482, HAL.
      • Jensen, Bjarne Astrup, 2001. "Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg," Working Papers 2001-2, Copenhagen Business School, Department of Finance.
      • Amilon, Henrik, 2001. "Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection," Working Papers 2001:4, Lund University, Department of Economics.
      • Graflund, Andreas, 2001. "Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios," Working Papers 2001:16, Lund University, Department of Economics, revised 29 Jan 2002.
      • Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research.
      • Andersson, Björn, 2001. "Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data," Working Paper Series 2001:4, Uppsala University, Department of Economics.
      • LuisM. Viceira & John Y. Campbell, 2001. "Who Should Buy Long-Term Bonds?," American Economic Review, American Economic Association, vol. 91(1), pages 99-127, March.
        • John Y. Campbell & Luis M. Viceira, 1998. "Who Should Buy Long-Term Bonds?," NBER Working Papers 6801, National Bureau of Economic Research, Inc.
        • Viceira, Luis & Campbell, John, 2001. "Who Should Buy Long-Term Bonds?," Scholarly Articles 3128709, Harvard University Department of Economics.
        • John Y. Campbell & Luis M. Viceira, 2000. "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers 1895, Harvard - Institute of Economic Research.
        • John Y. CAMPBELL & Luis VICEIRA, 1998. "Who Should Buy Long-Term Bonds?," FAME Research Paper Series rp5, International Center for Financial Asset Management and Engineering.
      • Monica Paiella, 2001. "Limited Financial Market Participation: A Transaction Cost-Based Explanation," Temi di discussione (Economic working papers) 415, Bank of Italy, Economic Research and International Relations Area.
        • Monica Paiella, 2001. "Limited financial market participation: a transaction cost-based explanation," IFS Working Papers W01/06, Institute for Fiscal Studies.
      • Costas Meghir & Luigi Pistaferri, 2004. "Income Variance Dynamics and Heterogeneity," Econometrica, Econometric Society, vol. 72(1), pages 1-32, January.
        • Costas Meghir & Luigi Pistaferri, 2001. "Income variance dynamics and heterogenity," IFS Working Papers W01/07, Institute for Fiscal Studies.
        • Meghir, Costas & Pistaferri, Luigi, 2002. "Income Variance Dynamics and Heterogeneity," CEPR Discussion Papers 3632, C.E.P.R. Discussion Papers.
      • Hlouskova, Jaroslava & Lee, Gabriel S., 2001. "Legal Restrictions on Portfolio Holdings: Some Empirical Results," Economics Series 93, Institute for Advanced Studies.
      • Axel F. A. Adam-Müller, 2001. "What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management," CoFE Discussion Paper 01-06, Center of Finance and Econometrics, University of Konstanz.
      • Günter Franke & Martin Weber, 2001. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CoFE Discussion Paper 01-08, Center of Finance and Econometrics, University of Konstanz.
        • Franke, Günter & Weber, Martin, 2003. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CEPR Discussion Papers 3832, C.E.P.R. Discussion Papers.
      • Horváth, Edit, 2001. "A hitelkockázat és a feltételes követelés modellje [The model of credit risk and conditional claims]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 430-441.
      • Peghe Braila & Claude Wampach, 2001. "Undiversifiable Returns in a CAPM Economy," Discussion Papers 01-08, University of Copenhagen. Department of Economics.
      • Kpate Adjaoute & Jean-Pierre Danthine, 2004. "Portfolio diversification: alive and well in Euro-land!," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1225-1231.
        • Adjaoute, K. & Danthine, J.P., 2001. "Portfolio Diversification: Alive and well In Euroland," Papers 32, Manitoba - Department of Economics.
        • Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie 01.08, Université de Lausanne, Faculté des HEC, Département d’économie.
        • Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series rp32, International Center for Financial Asset Management and Engineering.
        • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers 3086, C.E.P.R. Discussion Papers.
      • Richard H. Thaler & Shlomo Benartzi, 2001. "Naive Diversification Strategies in Defined Contribution Saving Plans," American Economic Review, American Economic Association, vol. 91(1), pages 79-98, March.
      • LuisM. Viceira & John Y. Campbell, 2001. "Who Should Buy Long-Term Bonds?," American Economic Review, American Economic Association, vol. 91(1), pages 99-127, March.
        • John Y. Campbell & Luis M. Viceira, 1998. "Who Should Buy Long-Term Bonds?," NBER Working Papers 6801, National Bureau of Economic Research, Inc.
        • John Y. Campbell & Luis M. Viceira, 2000. "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers 1895, Harvard - Institute of Economic Research.
        • Viceira, Luis & Campbell, John, 2001. "Who Should Buy Long-Term Bonds?," Scholarly Articles 3128709, Harvard University Department of Economics.
        • John Y. CAMPBELL & Luis VICEIRA, 1998. "Who Should Buy Long-Term Bonds?," FAME Research Paper Series rp5, International Center for Financial Asset Management and Engineering.
      • Gary Chamberlain, 2001. "Minimax Estimation and Forecasting in a Stationary Autoregression Model," American Economic Review, American Economic Association, vol. 91(2), pages 55-59, May.
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      • Brad M. Barber & Terrance Odean, 2001. "The Internet and the Investor," Journal of Economic Perspectives, American Economic Association, vol. 15(1), pages 41-54, Winter.
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        • Paulo Coutinho & Benjamin Miranda Tabak, 2001. "Decentralized Portfolio Management," Working Papers Series 22, Central Bank of Brazil, Research Department.
      • Monica Paiella, 2001. "Limited financial market participation: a transaction cost-based explanation," IFS Working Papers W01/06, Institute for Fiscal Studies.
        • Monica Paiella, 2001. "Limited Financial Market Participation: A Transaction Cost-Based Explanation," Temi di discussione (Economic working papers) 415, Bank of Italy, Economic Research and International Relations Area.
      • Michael Rockinger & Eric Jondeau, 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working Papers hal-00601478, HAL.
        • Rockinger, M. & Jondeau, E., 2001. "Conditional Dependency of Financial Series: An Application of Copulas," Working papers 82, Banque de France.
        • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Conditional dependency of financial series : an application of copulas," HEC Research Papers Series 723, HEC Paris.
      • Gabriele Galati & Kostas Tsatsaronis, 2003. "The impact of the euro on Europe's financial markets," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 12(3), pages 165-222, August.
        • Gabriele Galati & Kostas Tsatsaronis, 2001. "The impact of the euro on Europe's financial markets," BIS Working Papers 100, Bank for International Settlements.
      • Lioui, Abraham & Poncet, Patrice, 2003. "International asset allocation: A new perspective," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2203-2230, November.
        • Abraham Lioui & Patrice Poncet, 2001. "International Asset Allocation: A New Perspective," Working Papers 2001-04, Bar-Ilan University, Department of Economics.
      • Lioui, Abraham & Poncet, Patrice, 2003. "Dynamic asset pricing with non-redundant forwards," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1163-1180, May.
        • Abraham Lioui & Patrice Poncet, 2001. "Dynamic Asset Pricing With Non-Redundant Forwards," Working Papers 2001-10, Bar-Ilan University, Department of Economics.
      • Abraham Lioui & Patrice Poncet, 2001. "General Equilibrium Pricing of Trading Strategy Risk," Working Papers 2001-13, Bar-Ilan University, Department of Economics.
      • Dušan Isakov & Bernard Morard, 2001. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," European Financial Management, European Financial Management Association, vol. 7(1), pages 73-91, March.
        • Isakov, D. & Morard, B., 1997. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers 97.21, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Luis M. Viceira, 2001. "Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income," Journal of Finance, American Finance Association, vol. 56(2), pages 433-470, April.
        • Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc.
      • Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
        • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
        • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
      • Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.
        • Yacine Ait-Sahalia & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," NBER Working Papers 8127, National Bureau of Economic Research, Inc.
        • Ait-Sahalia, Y. & Brandt, M.W., 2001. "Variable Selection for Portfolio Choice," Papers 34, Manitoba - Department of Economics.
        • Yacine AÏT-SAHALIA, & Michael W. BRANDT, 2001. "Variable Selection for Portfolio Choice," FAME Research Paper Series rp34, International Center for Financial Asset Management and Engineering.
      • David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
        • Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
      • A. Sancetta & Satchell, S.E., 2001. "Bernstein Approximations to the Copula Function and Portfolio Optimization," Cambridge Working Papers in Economics 0105, Faculty of Economics, University of Cambridge.
      • Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003. "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, vol. 67(3), pages 385-410, March.
        • Kahl, Matthias & Liu, Jun & Longstaff, Francis A, 2001. "Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?," University of California at Los Angeles, Anderson Graduate School of Management qt8b3853z9, Anderson Graduate School of Management, UCLA.
        • Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002. "Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?," NBER Working Papers 8969, National Bureau of Economic Research, Inc.
      • Jorge M.Streb & Pablo F.Druck, 2007. "Economic development as a matter of political geography," Estudios de Economia, University of Chile, Department of Economics, vol. 34(1 Year 20), pages 5-20, June.
        • Pablo Druck & Jorge M. Streb, 2001. "Economic Development as a Matter of Political Geography," CEMA Working Papers: Serie Documentos de Trabajo. 182, Universidad del CEMA.
      • Ricardo Schefer, 2001. "FJP: Entre los aportantes y la inversión real," CEMA Working Papers: Serie Documentos de Trabajo. 199, Universidad del CEMA.
      • Rodolfo Apreda, 2001. "Arbitraging mispriced assets with separation portfolios to lessen total risk," CEMA Working Papers: Serie Documentos de Trabajo. 203, Universidad del CEMA.
      • Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
        • Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
        • Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
        • Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.
      • Charles Cao & Eric Ghysels & Frank Hatheway, 2001. "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers 2001s-62, CIRANO.
      • Ignacio Velez-Pareja, 2001. "Seleccion del Portafolio Optimo: Una Nota," Proyecciones Financieras y Valoración 3490, Master Consultores.
      • Ignacio Vélez Pareja, 2001. "Calculating Betas (Cálculo De Betas. In Spanish)," Proyecciones Financieras y Valoración 8084, Master Consultores.
      • Ignacio Vélez Pareja, 2001. "Calculating Betas," Proyecciones Financieras y Valoración 8085, Master Consultores.
      • POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001. "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series 719, HEC Paris.
        • Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001. "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers 2762, C.E.P.R. Discussion Papers.
        • Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001. "New Extreme-Value Dependance Measures and Finance Applications," Working Papers hal-00597018, HAL.
      • Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Discussion Paper 2000-94, Tilburg University, Center for Economic Research.
        • Palomino, Frédéric & Prat, Andrea & Goriaev, Alexei P., 2001. "Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives," CEPR Discussion Papers 2794, C.E.P.R. Discussion Papers.
        • Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Other publications TiSEM 41aeada1-3d53-4828-bfae-2, Tilburg University, School of Economics and Management.
      • Michael Haliassos & Alexander Michaelides, 2003. "Portfolio Choice and Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 143-177, February.
        • Michael Haliassos & Alexandros Michaelides, 1999. "Portfolio Choice and Liquidity Constraints," University of Cyprus Working Papers in Economics 9918, University of Cyprus Department of Economics.
        • Haliassos, Michael & Michaelides, Alexander, 2001. "Portfolio Choice and Liquidity Constraints," CEPR Discussion Papers 2822, C.E.P.R. Discussion Papers.
        • Michael Haliassos, Alexander Michaelides, 2000. "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000 297, Society for Computational Economics.
      • Alexander Michaelides, 2001. "Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion," Computing in Economics and Finance 2001 115, Society for Computational Economics.
        • Michaelides, Alexander, 2001. "Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion," CEPR Discussion Papers 2823, C.E.P.R. Discussion Papers.
      • Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE, 2000. "EMU and Portfolio Diversification Opportunities," FAME Research Paper Series rp31, International Center for Financial Asset Management and Engineering.
        • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "EMU and Portfolio Diversification Opportunities," CEPR Discussion Papers 2962, C.E.P.R. Discussion Papers.
      • Enrique Sentana, 2001. "Mean-Variance Portfolio Allocation with a Value at Risk Constraint," Working Papers wp2001_0105, CEMFI.
        • Sentana, Enrique, 2001. "Mean Variance Portfolio Allocation with a Value at Risk Constraint," CEPR Discussion Papers 2997, C.E.P.R. Discussion Papers.
        • Sentana, Enrique, 2001. "Mean-variance portfolio allocation with a value at risk constraint," LSE Research Online Documents on Economics 25058, London School of Economics and Political Science, LSE Library.
        • Enrique Sentana & Enrique Sentana, 2001. "Mean-Variance Portfolio allocation with a Value at Risk Constraint," FMG Discussion Papers dp380, Financial Markets Group.
        • Sentana, E., 2001. "Mean-Variance Portfolio Allocation with a Value at Risk Constraint," Papers 0105, Centro de Estudios Monetarios Y Financieros-.
      • Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers 3033, C.E.P.R. Discussion Papers.
      • Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 555-594, December.
        • Michaelides, Alexander, 2001. "International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle," CEPR Discussion Papers 3066, C.E.P.R. Discussion Papers.
        • Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," LSE Research Online Documents on Economics 195, London School of Economics and Political Science, LSE Library.
      • Kpate Adjaoute & Jean-Pierre Danthine, 2004. "Portfolio diversification: alive and well in Euro-land!," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1225-1231.
        • Adjaoute, K. & Danthine, J.P., 2001. "Portfolio Diversification: Alive and well In Euroland," Papers 32, Manitoba - Department of Economics.
        • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers 3086, C.E.P.R. Discussion Papers.
        • Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series rp32, International Center for Financial Asset Management and Engineering.
        • Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du Département d'économie 01.08, Université de Lausanne, Faculté des HEC, Département d’économie.
      • Michel Normandin & Pascal St-Amour, 2002. "Canadian consumption and portfolio shares," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 737-756, November.
        • Michel Normandin & Pascal St-Amour, 2001. "Canadian Consumption and Portfolio Shares," Cahiers de recherche CREFE / CREFE Working Papers 134, CREFE, Université du Québec à Montréal.
      • MENONCIN, Francesco, 2001. "Optimal Portfolio Rules for an Integrated Stock Bond Portfolio," LIDAM Discussion Papers IRES 2001014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Francesco MENONCIN, 2001. "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," LIDAM Discussion Papers IRES 2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Johanna ETNER & Pierre-André JOUVET, 2001. "Comportement des groupes d’investissement face à une incertitude sur l’environnement," Discussion Papers (REL - Recherches Economiques de Louvain) 2001013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Ping Li & Jianming Xia & Jia-an Yan, 2001. "Martingale Measure Method for Expected Utility Maximization in Discrete-Time Incomplete Markets," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 445-465, November.
      • Raymond Kan & Guofu Zhou, 2012. "Tests of Mean-Variance Spanning," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 139-187, May.
        • Raymond Kan & Guofu Zhou, 2001. "Tests of Mean-Variance Spanning," CEMA Working Papers 539, China Economics and Management Academy, Central University of Finance and Economics.
      • Alexis Derviz, 2001. "Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 8(13).
      • Campbell, Rachel & Huisman, Ronald & Koedijk, Kees, 2001. "Optimal portfolio selection in a Value-at-Risk framework," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1789-1804, September.
      • Lagunoff, Roger & Schreft, Stacey L., 2001. "A Model of Financial Fragility," Journal of Economic Theory, Elsevier, vol. 99(1-2), pages 220-264, July.
        • Roger Lagunoff & Stacey L. Schreft, 1998. "A model of financial fragility," Research Working Paper 98-01, Federal Reserve Bank of Kansas City.
        • Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information 9803001, University Library of Munich, Germany, revised 30 Apr 1998.
      • Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
        • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
        • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
        • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
      • Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April.
        • Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-.
        • Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157, HAL.
      • Letendre, Marc-Andre & Smith, Gregor W., 2001. "Precautionary saving and portfolio allocation: DP by GMM," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 197-215, August.
        • Marc-Andre Letendre & Gregor W. Smith, 2000. "Precautionary Saving And Portfolio Allocation: Dp By Gmm," Working Paper 1247, Economics Department, Queen's University.
      • Enrique Sentana, 2001. "Mean-Variance Portfolio Allocation with a Value at Risk Constraint," Working Papers wp2001_0105, CEMFI.
        • Sentana, Enrique, 2001. "Mean-variance portfolio allocation with a value at risk constraint," LSE Research Online Documents on Economics 25058, London School of Economics and Political Science, LSE Library.
        • Enrique Sentana & Enrique Sentana, 2001. "Mean-Variance Portfolio allocation with a Value at Risk Constraint," FMG Discussion Papers dp380, Financial Markets Group.
        • Sentana, Enrique, 2001. "Mean Variance Portfolio Allocation with a Value at Risk Constraint," CEPR Discussion Papers 2997, C.E.P.R. Discussion Papers.
        • Sentana, E., 2001. "Mean-Variance Portfolio Allocation with a Value at Risk Constraint," Papers 0105, Centro de Estudios Monetarios Y Financieros-.
      • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Economics Letters, Elsevier, vol. 71(3), pages 347-354, June.
        • Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Working Papers 01-1, HEC Montreal, Canada Research Chair in Risk Management.
        • K. Dachraoui & G. Dionne, 2001. "Stochastic Dominance and Optimal Portfolio," THEMA Working Papers 2001-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dachraoui, K. & Dionne, G., 2001. "Stochastic Dominance and Optimal Portfolio," Ecole des Hautes Etudes Commerciales de Montreal- 01-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..

      2000

      • Pastor, Lubos & Stambaugh, Robert F., 2000. "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
        • Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
        • Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
      • Aaronson, Daniel, 2000. "A Note on the Benefits of Homeownership," Journal of Urban Economics, Elsevier, vol. 47(3), pages 356-369, May.
        • Daniel Aaronson, 1999. "A note on the benefits of homeownership," Working Paper Series WP-99-23, Federal Reserve Bank of Chicago.
      • Flam, Sjur Didrik, 2000. "Looking for arbitrage," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 1-9, February.
        • Flam, S.D., 1998. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 0598, Department of Economics, University of Bergen.
        • Flam, S.D., 2000. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 207, Department of Economics, University of Bergen.
      • Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
        • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999. "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES 2000002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jan 2000.
        • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000. "Sensitivity analysis of values at risk," THEMA Working Papers 2000-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
      • Dionne, Georges, 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Working Papers 00-4, HEC Montreal, Canada Research Chair in Risk Management.
        • G. Dionne, 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," THEMA Working Papers 2000-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, G., 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Ecole des Hautes Etudes Commerciales de Montreal- 00-04, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
      • Dachraoui, K. & Dionne, G., 2000. "Optimal Financial Portfolio and Dependence of Risky Assets," Ecole des Hautes Etudes Commerciales de Montreal- 00-12, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • K. Dachraoui & G. Dionne, 2000. "Optimal Financial Portfolio and Dependence of Risky Assets," THEMA Working Papers 2000-57, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dachraoui, Kais & Dionne, Georges, 2000. "Optimal financial portfolio and dependence of risky assets," Working Papers 00-12, HEC Montreal, Canada Research Chair in Risk Management.
      • Zengjing Chen & Larry Epstein, 2002. "Ambiguity, Risk, and Asset Returns in Continuous Time," Econometrica, Econometric Society, vol. 70(4), pages 1403-1443, July.
        • Zengjing Chen & Larry G. Epstein, 2000. "Ambiguity, risk and asset returns in continuous time," RCER Working Papers 474, University of Rochester - Center for Economic Research (RCER).
      • Skouras, S., 1998. "Risk Neutral Forecasting," Economics Working Papers eco98/40, European University Institute.
        • Spyros Skouras, 2000. "Risk Neutral Forecasting," Computing in Economics and Finance 2000 117, Society for Computational Economics.
        • Spyros Skouras, 2001. "Risk Neutral Forecasting," Computing in Economics and Finance 2001 50, Society for Computational Economics.
      • Karl Schmedders, 2001. "Monopolistic security design in finance economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 37-72.
        • Karl Schmedders, 2000. "Monopolistic Security Design in Finance Economies," Discussion Papers 1288, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
        • Karl Schmedders, 2000. "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000 129, Society for Computational Economics.
      • Michael Haliassos & Alexander Michaelides, 2003. "Portfolio Choice and Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 143-177, February.
        • Michael Haliassos & Alexandros Michaelides, 1999. "Portfolio Choice and Liquidity Constraints," University of Cyprus Working Papers in Economics 9918, University of Cyprus Department of Economics.
        • Haliassos, Michael & Michaelides, Alexander, 2001. "Portfolio Choice and Liquidity Constraints," CEPR Discussion Papers 2822, C.E.P.R. Discussion Papers.
        • Michael Haliassos, Alexander Michaelides, 2000. "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000 297, Society for Computational Economics.
      • Stanley R. Pliska & Tomasz R. Bielecki, 2000. "Risk sensitive asset management with transaction costs," Finance and Stochastics, Springer, vol. 4(1), pages 1-33.
      • A. Lazrak & J.P. DÊcamps, 2000. "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
        • Ali Lazrak & J. P. Décamps, 2000. "A martingale characterization of equilibrium asset price processes," Post-Print hal-00485724, HAL.
      • Sandra GØth & Sven Ludwig, 2000. "How helpful is a long memory on financial markets?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(1), pages 107-134.
      • Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2015. "The Home Bias in Equities and Distribution Costs," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 983-1018, July.
        • Harms, Philipp & Hoffmann, Mathias & Ortseifer, Christina, 2010. "The home bias in equities and distribution costs," Discussion Paper Series 1: Economic Studies 2010,24, Deutsche Bundesbank.
        • Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2010. "The Home Bias in Equities and Distribution Costs," Working Papers 10.03, Swiss National Bank, Study Center Gerzensee.
      • Arjen H. Siegmann & André Lucas, 2000. "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers 00-041/2, Tinbergen Institute.
      • Kin Lam & Liang Zou, 2000. "Adding Risks: Some General Results about Time Diversification," Tinbergen Institute Discussion Papers 00-063/2, Tinbergen Institute.
      • Liang Zou, 2000. "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers 00-108/2, Tinbergen Institute.
      • Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Other publications TiSEM 41aeada1-3d53-4828-bfae-2, Tilburg University, School of Economics and Management.
        • Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Discussion Paper 2000-94, Tilburg University, Center for Economic Research.
        • Palomino, Frédéric & Prat, Andrea & Goriaev, Alexei P., 2001. "Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives," CEPR Discussion Papers 2794, C.E.P.R. Discussion Papers.
      • ter Horst, Jenke R. & Nijman, Theo E. & de Roon, Frans A., 2004. "Evaluating style analysis," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 29-53, January.
        • de Roon, F.A. & Nijman, T.E. & Ter Horst, J.R., 2000. "Evaluating Style Analysis," Discussion Paper 2000-64, Tilburg University, Center for Economic Research.
        • Nijman, Theo E & ter Horst, Jenke & de Roon, Frans, 2002. "Evaluating Style Analysis," CEPR Discussion Papers 3181, C.E.P.R. Discussion Papers.
      • Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Discussion Paper 2000-92, Tilburg University, Center for Economic Research.
      • Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
        • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
        • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
        • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
      • Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Discussion Paper 2000-94, Tilburg University, Center for Economic Research.
        • Palomino, Frédéric & Prat, Andrea & Goriaev, Alexei P., 2001. "Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives," CEPR Discussion Papers 2794, C.E.P.R. Discussion Papers.
        • Goriaev, A.P. & Palomino, F.A. & Prat, A., 2000. "Mutual Fund Tournament : Risk Taking Incentives Induced by Ranking Objectives," Other publications TiSEM 41aeada1-3d53-4828-bfae-2, Tilburg University, School of Economics and Management.
      • Miquel Faig & Pauline Shum, 2002. "Portfolio Choice in the Presence of Personal Illiquid Projects," Journal of Finance, American Finance Association, vol. 57(1), pages 303-328, February.
        • Miquel Faig & Pauline Shum, 2000. "Portfolio Choice in the Presence of Personal Illiquid Projects," Working Papers faig-00-03, University of Toronto, Department of Economics.
      • Jenke Ter Horst & Marno Verbeek, 2000. "Estimating Short-Run Persistence In Mutual Fund Performance," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 646-655, November.
        • Ter Horst, J.R. & Verbeek, M.J.C.M., 1997. "Estimating short-run persistence in mutual fund performance," Discussion Paper 97.21, Tilburg University, Center for Economic Research.
      • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
        • Herings, P.J.J. & Kubler, F., 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
        • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM 06a4e5b2-f380-4d5b-a96f-8, Tilburg University, School of Economics and Management.
      • P. Jean-Jacques Herings & Felix Kubler, 2002. "Computing Equilibria in Finance Economies," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.
        • Herings P. Jean-Jacques & Kubler Felix, 2000. "Computing Equilibria in Finance Economies," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, University Library of Munich, Germany.
        • Herings P. Jean-Jacques & Kubler Felix, 2002. "Computing Equilibria in Finance Economies," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • Herings, P.J.J. & Kubler, F., 2000. "Computing equilibria in finance economies," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, University Library of Munich, Germany.
      • de Ruyter, J.C. & Wetzels, M.G.M., 2000. "The role of corporate image and extension similarity in service brand extensions," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
      • José Penalva, 2000. "Insurance with frequent trading: A dynamic analysis of efficient insurance markets," Economics Working Papers 460, Department of Economics and Business, Universitat Pompeu Fabra.
      • Jose S. Penalva Zuasti, 2001. "Insurance with Frequency Trading: A Dynamic Analysis of Efficient Insurance Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 790-822, October.
        • José Penalva, 2000. "Full insurance, asymmetric information and genetic testing," Economics Working Papers 461, Department of Economics and Business, Universitat Pompeu Fabra.
      • Jon Bakija, 2000. "The Effect of Taxes on Portfolio Choice: Evidence from Panel Data Spanning the Tax Reform Act of 1986," Department of Economics Working Papers 2000-05, Department of Economics, Williams College.
      • Jon Bakija, 2000. "Distinguishing Transitory and Permanent Price Elasticities of Charitable Giving with Pre-Announced Changes in Tax Law," Department of Economics Working Papers 2000-06, Department of Economics, Williams College.
      • Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
        • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
        • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
        • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
      • Steven J. Davis & Paul Willen, 2013. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-53.
        • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," NBER Working Papers 7905, National Bureau of Economic Research, Inc.
        • Steven J. Davis & Paul S. Willen, 2013. "Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice," Working Papers 13-9, Federal Reserve Bank of Boston.
        • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers 523, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
      • Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til, 2002. "Ratings migration and the business cycle, with application to credit portfolio stress testing," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 445-474, March.
        • Anil Bangia & Francis X. Diebold & Til Schuermann, 2000. "Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing," Center for Financial Institutions Working Papers 00-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
      • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," International Finance, Wiley Blackwell, vol. 3(1), pages 53-94, April.
        • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," EUI-RSCAS Working Papers 27, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," Working Paper Series 19, European Central Bank.
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," CFS Working Paper Series 2000/09, Center for Financial Studies (CFS).
        • Hartmann, Philipp & Detken, Carsten, 2000. "The Euro and International Capital Markets," CEPR Discussion Papers 2461, C.E.P.R. Discussion Papers.
      • Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
        • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999. "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES 2000002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jan 2000.
        • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
        • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000. "Sensitivity analysis of values at risk," THEMA Working Papers 2000-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
      • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
        • P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
        • Herings, P.J.J. & Kubler, F., 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM 06a4e5b2-f380-4d5b-a96f-8, Tilburg University, School of Economics and Management.
      • Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
        • Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
        • Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.
        • Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
      • Annette Vissing-Jorgensen, 2000. "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," Econometric Society World Congress 2000 Contributed Papers 1102, Econometric Society.
        • Annette Vissing-Jorgensen, 2002. "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," NBER Working Papers 8884, National Bureau of Economic Research, Inc.
      • Aliprantis, C. D. & Brown, D. J. & Werner, J., 2000. "Minimum-cost portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1703-1719, October.
      • Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
        • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999. "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES 2000002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jan 2000.
        • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
        • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000. "Sensitivity analysis of values at risk," THEMA Working Papers 2000-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
      • Thomas J. Flavin & Michael R. Wickens, 2000. "Global Asset Allocation with Time-varying Risk," Economics Department Working Paper Series n1020800, Department of Economics, National University of Ireland - Maynooth.
      • Raimond Mauer & Steffen P. Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 47-78.
        • Raimond Maurer & Steffen Sebastian, 2000. "Inflation Risk Analysis of European Real Estate Securities," ERES eres2000_079, European Real Estate Society (ERES).
        • Raimond Maurer & Steffen Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Working Paper Series: Finance and Accounting 51, Department of Finance, Goethe University Frankfurt am Main.
        • Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation risk analysis of European real estate securities," Papers 00-07, Sonderforschungsbreich 504.
        • Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications 00-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
      • H. Nejat Seyhun, 2000. "Investment Intelligence from Insider Trading," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262692341, December.
      • Jonathan M. Siegel & Alan J. Auerbach, 2000. "Capital-Gains Realizations of the Rich and Sophisticated," American Economic Review, American Economic Association, vol. 90(2), pages 276-282, May.
        • Alan J. Auerbach & Jonathan M. Siegel, 2000. "Capital Gains Realizations of the Rich and Sophisticated," NBER Working Papers 7532, National Bureau of Economic Research, Inc.
      • William N. Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," NBER Working Papers 5901, National Bureau of Economic Research, Inc.
        • Philippe Jorion & William N. Goetzmann, 2000. "A Century of Global Stock Markets," NBER Working Papers 7565, National Bureau of Economic Research, Inc.
        • William Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm53, Yale School of Management, revised 01 Aug 2000.
        • William Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm53, Yale School of Management, revised 01 Aug 2000.
        • William N. Goetzmann & Philippe Jorion, 2004. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm16, Yale School of Management.
      • Bergstresser, Daniel & Poterba, James, 2002. "Do after-tax returns affect mutual fund inflows?," Journal of Financial Economics, Elsevier, vol. 63(3), pages 381-414, March.
        • Daniel Bergstresser & James Poterba, 2000. "Do After-Tax Returns Affect Mutual Fund Inflows?," NBER Working Papers 7595, National Bureau of Economic Research, Inc.
      • Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
        • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
        • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
        • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
      • Lubos Pastor & Robert F. Stambaugh, "undated". "Evaluating and Investing in Equity Mutual Funds," CRSP working papers 516, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Lubos Pastor & Robert F. Stambaugh, 2000. "Evaluating and Investing in Equity Mutual Funds," NBER Working Papers 7779, National Bureau of Economic Research, Inc.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers 10-00, Wharton School Rodney L. White Center for Financial Research.
      • Steven J. Davis & Paul Willen, 2013. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-53.
        • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers 523, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," NBER Working Papers 7905, National Bureau of Economic Research, Inc.
        • Steven J. Davis & Paul S. Willen, 2013. "Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice," Working Papers 13-9, Federal Reserve Bank of Boston.
      • James M. Poterba & John B. Shoven & Clemens Sialm, 2000. "Asset Location for Retirement Savers," NBER Working Papers 7991, National Bureau of Economic Research, Inc.
      • Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Journal of Financial Economics, Elsevier, vol. 68(2), pages 161-199, May.
        • Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc.
        • Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Scholarly Articles 30747193, Harvard University Department of Economics.
      • Matsen, Egil & Thogersen, Oystein, 2004. "Designing social security - a portfolio choice approach," European Economic Review, Elsevier, vol. 48(4), pages 883-904, August.
        • Egil Matsen & Øystein Thøgersen, 2000. "Designing Social Security – A Portfolio Choice Approach," Working Paper Series 1102, Department of Economics, Norwegian University of Science and Technology.
        • Matsen, E. & Thogersen, O., 2001. "Designing Social Security - A Portfolio Choice Approach," Papers 21/2001, Norwegian School of Economics and Business Administration-.
      • Karl Schmedders, 2001. "Monopolistic security design in finance economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 37-72.
        • Karl Schmedders, 2000. "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000 129, Society for Computational Economics.
        • Karl Schmedders, 2000. "Monopolistic Security Design in Finance Economies," Discussion Papers 1288, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
      • Alexandre Ziegler, 2000. "Optimal Portfolio Choice under Heterogeneous Beliefs," Review of Finance, European Finance Association, vol. 4(1), pages 1-19.
      • Lucie Teplå, 2000. "Optimal Hedging and Valuation of Nontraded Assets," Review of Finance, European Finance Association, vol. 4(3), pages 231-251.
      • Garry J. Schinasi & R. Todd Smith, 2000. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 1-1.
        • T. Todd Smith & Mr. Garry J. Schinasi, 1999. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Working Papers 1999/136, International Monetary Fund.
      • Hirshleifer, David & Luo, Guo Ying, 2001. "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, vol. 4(1), pages 73-84, January.
        • Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany.
      • Gaivoronski, A & Stella, F, 2000. "Nonstationary Optimization Approach for Finding Universal Portfolios," MPRA Paper 21913, University Library of Munich, Germany.
      • Magni, Carlo Alberto, 2000. "Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream," MPRA Paper 5900, University Library of Munich, Germany.
      • Magni, Carlo Alberto, 2000. "Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value," MPRA Paper 7308, University Library of Munich, Germany.
      • Magni, Carlo Alberto, 2000. "Irr, Roe and Npv: Formal and Conceptual Convergences in a Systemic Approach," MPRA Paper 7600, University Library of Munich, Germany.
      • Magni, Carlo Alberto, 2000. "Scomposizione di sovraprofitti: Economic Value Added e Valore Aggiunto Sistemico [Excess-profit decomposition: Economic Value Added and Systemic Value Added]," MPRA Paper 8935, University Library of Munich, Germany.
      • Jean Berthon, 2000. "Indices et performances boursières dans l’investissement éthique," Revue d'Économie Financière, Programme National Persée, vol. 56(1), pages 137-143.
      • Dilip K. Das, 2000. "Gli investimenti di portafoglio nelle economie di mercato emergenti: tendenze, dimensioni e problemi," Moneta e Credito, Economia civile, vol. 53(211), pages 301-341.
      • Letendre, Marc-Andre & Smith, Gregor W., 2001. "Precautionary saving and portfolio allocation: DP by GMM," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 197-215, August.
        • Marc-Andre Letendre & Gregor W. Smith, 2000. "Precautionary Saving And Portfolio Allocation: Dp By Gmm," Working Paper 1247, Economics Department, Queen's University.
      • Geoffrey H. Kingston, 2000. "Efficient Timing of Retirement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 831-840, October.
      • Dionne, G., 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Ecole des Hautes Etudes Commerciales de Montreal- 00-04, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • Dionne, Georges, 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Working Papers 00-4, HEC Montreal, Canada Research Chair in Risk Management.
        • G. Dionne, 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," THEMA Working Papers 2000-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Dachraoui, K. & Dionne, G., 2000. "Optimal Financial Portfolio and Dependence of Risky Assets," Ecole des Hautes Etudes Commerciales de Montreal- 00-12, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • Dachraoui, Kais & Dionne, Georges, 2000. "Optimal financial portfolio and dependence of risky assets," Working Papers 00-12, HEC Montreal, Canada Research Chair in Risk Management.
        • K. Dachraoui & G. Dionne, 2000. "Optimal Financial Portfolio and Dependence of Risky Assets," THEMA Working Papers 2000-57, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Al-Yousif , Yousif Khalifa, 2000. "Financial Markets: An Islamic Perspective," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(3), pages 277-298.
      • Pedro J. F. de Lima & Michelle L. Barnes, 2000. "Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities," School of Economics and Public Policy Working Papers 2000-05, University of Adelaide, School of Economics and Public Policy.
      • Petrick, Martin & Ditges, C. Markus, 2000. "Risk in agriculture as impediment to rural lending: the case of North-Western Kazakhstan," IAMO Discussion Papers 24, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
        • Petrick, Martin & Ditges, C. Markus, 2000. "Risk In Agriculture As Impediment To Rural Lending - The Case Of North-Western Kazakhstan," IAMO Discussion Papers 14939, Institute of Agricultural Development in Transition Economies (IAMO).
      • Letendre, Marc-Andre & Smith, Gregor W., 2001. "Precautionary saving and portfolio allocation: DP by GMM," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 197-215, August.
        • Marc-Andre Letendre & Gregor Smith, 2000. "Precautionary saving and portfolio allocation: DP by GMM," Working Papers 1247, Queen's University, Department of Economics.
        • Letendre, Marc-Andre & Smith, Gregor, 2000. "Precautionary saving and portfolio allocation: DP by GMM," Queen's Economics Department Working Papers 273746, Queen's University - Department of Economics.
      • Lucas, Andre, 2000. "A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 31-39, January.
        • Lucas, André, 1997. "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," International Finance, Wiley Blackwell, vol. 3(1), pages 53-94, April.
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," Working Paper Series 19, European Central Bank.
        • Hartmann, Philipp & Detken, Carsten, 2000. "The Euro and International Capital Markets," CEPR Discussion Papers 2461, C.E.P.R. Discussion Papers.
        • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," EUI-RSCAS Working Papers 27, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," CFS Working Paper Series 2000/09, Center for Financial Studies (CFS).
      • Piotroski, JD, 2000. "Value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, Wiley Blackwell, vol. 38, pages 1-41.
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      • Jérôme B. Detemple & Ren Garcia & Marcel Rindisbacher, 2003. "A Monte Carlo Method for Optimal Portfolios," Journal of Finance, American Finance Association, vol. 58(1), pages 401-446, February.
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      • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," International Finance, Wiley Blackwell, vol. 3(1), pages 53-94, April.
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," Working Paper Series 19, European Central Bank.
        • Hartmann, Philipp & Detken, Carsten, 2000. "The Euro and International Capital Markets," CEPR Discussion Papers 2461, C.E.P.R. Discussion Papers.
        • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," EUI-RSCAS Working Papers 27, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," CFS Working Paper Series 2000/09, Center for Financial Studies (CFS).
      • Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
        • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999. "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES 2000002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jan 2000.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
        • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
        • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000. "Sensitivity analysis of values at risk," THEMA Working Papers 2000-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
      • Lafuente, Juan A. & Novales, Alfonso, 2003. "Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1053-1078, June.
        • Lafuente Luengo, Juan Ángel, 2000. "Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market," DEE - Working Papers. Business Economics. WB 9853, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
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      • Ledoit, Olivier & Wolf, Michael, 2003. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 603-621, December.
        • Ledoit, Olivier & Wolf, Michael, 2000. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS 10089, Universidad Carlos III de Madrid. Departamento de Estadística.
        • Olivier Ledoit & Michael Wolf, 2001. "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra.
      • Jia-an Yan & Qiang Zhang & Shuguang Zhang, 2000. "Growth Optimal Portfolio in a Market Driven by a Jump-Diffusion-Like Process or a Levy Process," Annals of Economics and Finance, Society for AEF, vol. 1(1), pages 101-116, May.
      • Yunhong Yang, 2000. "Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income," Annals of Economics and Finance, Society for AEF, vol. 1(1), pages 117-146, May.
      • Ping Li & Jianming Xia & Jia-an Yan, 2000. "Martingale Measure Method for Expected Utility Maximization in Discrete-Time Incomplete Markets," CEMA Working Papers 69, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2001.
      • Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000. "Performance and Characteristics of Swedish Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 409-423, September.
        • Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds," SSE/EFI Working Paper Series in Economics and Finance 312, Stockholm School of Economics, revised 10 May 2000.
      • Peter Diamond & John Geanakoplos, 2000. "Social Security Investment in Equities in an Economy with Short-Term Production and Land," Cowles Foundation Discussion Papers 1259, Cowles Foundation for Research in Economics, Yale University.
      • Ranjanendra Narayan Nag, 2000. "Stabilization Dynamics and Non Bank Financial Intermediaries," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 35(2), pages 193-209, July.
      • Enrique G. Mendoza, 2000. "On the Instability of Variance Decompositions of the Real Exchange Rate across Exchange-Rate-Regimes: Evidence from Mexico and the United States," NBER Working Papers 7768, National Bureau of Economic Research, Inc.
        • Mendoza, Enrique G., 2000. "On the Instability of Variance Decompositions of the Real Exchange Rate Across Exchange- Rate-Regimes: Evidence from Mexico and the United States," Working Papers 00-05, Duke University, Department of Economics.
      • Raimond Mauer & Steffen P. Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 47-78.
        • Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation risk analysis of European real estate securities," Papers 00-07, Sonderforschungsbreich 504.
        • Raimond Maurer & Steffen Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Working Paper Series: Finance and Accounting 51, Department of Finance, Goethe University Frankfurt am Main.
        • Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications 00-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
        • Raimond Maurer & Steffen Sebastian, 2000. "Inflation Risk Analysis of European Real Estate Securities," ERES eres2000_079, European Real Estate Society (ERES).
      • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," International Finance, Wiley Blackwell, vol. 3(1), pages 53-94, April.
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," Working Paper Series 19, European Central Bank.
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," CFS Working Paper Series 2000/09, Center for Financial Studies (CFS).
        • Hartmann, Philipp & Detken, Carsten, 2000. "The Euro and International Capital Markets," CEPR Discussion Papers 2461, C.E.P.R. Discussion Papers.
        • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," EUI-RSCAS Working Papers 27, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
      • Petrick, Martin & Ditges, C. Markus, 2000. "Risk In Agriculture As Impediment To Rural Lending - The Case Of North-Western Kazakhstan," IAMO Discussion Papers 14939, Institute of Agricultural Development in Transition Economies (IAMO).
        • Petrick, Martin & Ditges, C. Markus, 2000. "Risk in agriculture as impediment to rural lending: the case of North-Western Kazakhstan," IAMO Discussion Papers 24, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
      • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," International Finance, Wiley Blackwell, vol. 3(1), pages 53-94, April.
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," Working Paper Series 19, European Central Bank.
        • Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," EUI-RSCAS Working Papers 27, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
        • Detken, Carsten & Hartmann, Philipp, 2000. "The euro and international capital markets," CFS Working Paper Series 2000/09, Center for Financial Studies (CFS).
        • Hartmann, Philipp & Detken, Carsten, 2000. "The Euro and International Capital Markets," CEPR Discussion Papers 2461, C.E.P.R. Discussion Papers.
      • Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
        • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
        • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
        • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
      • Marquering, Wessel & Verbeek, Marno, 2004. "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 407-429, June.
        • Marquering, W. & Verbeek, M.J.C.M., 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper 2000-78, Tilburg University, Center for Economic Research.
        • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven ces0020, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
        • Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," ERIM Report Series Research in Management ERS-2001-75-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
        • Wessel Marquering & Marno Verbeek, 2000. "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven 501075, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
      • Manfred Gilli & Evis Këllezi, 2000. "A Heuristic Approach to Portfolio Optimization," FAME Research Paper Series rp20, International Center for Financial Asset Management and Engineering.
      • Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE, 2000. "EMU and Portfolio Diversification Opportunities," FAME Research Paper Series rp31, International Center for Financial Asset Management and Engineering.
        • Danthine, Jean-Pierre & Adjaoute, Kpate, 2001. "EMU and Portfolio Diversification Opportunities," CEPR Discussion Papers 2962, C.E.P.R. Discussion Papers.
      • Aaronson, Daniel & Bostic, Raphael W. & Huck, Paul & Townsend, Robert, 2004. "Supplier relationships and small business use of trade credit," Journal of Urban Economics, Elsevier, vol. 55(1), pages 46-67, January.
        • Daniel Aaronson & Raphael W. Bostic & Paul Huck & Robert M. Townsend, 2000. "Supplier relationships and small business use of trade credit," Working Paper Series WP-00-28, Federal Reserve Bank of Chicago.
      • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 24(Fall), pages 3-19.
        • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001. "The Declining U.S. Equity Premium," NBER Working Papers 8172, National Bureau of Economic Research, Inc.
      • Bertrand, P. & lesne, J.-P. & Prigent, J.-L., 2000. "Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives," G.R.E.Q.A.M. 00a03, Universite Aix-Marseille III.
      • Flam, S.D., 2000. "Reaching Equilibrium in the Capital Asset Pricing Model," Norway; Department of Economics, University of Bergen 0700, Department of Economics, University of Bergen.
      • Flam, Sjur Didrik, 2000. "Looking for arbitrage," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 1-9, February.
        • Flam, S.D., 1998. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 0598, Department of Economics, University of Bergen.
        • Flam, S.D., 2000. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 207, Department of Economics, University of Bergen.
      • Artus, P., 2000. "Les consequences destabilisatrices de la gestion indicielle," Papers 2000-17/fi, Caisse des Depots et Consignations - Cahiers de recherche.
      • Sentana, Enrique, 2004. "Factor representing portfolios in large asset markets," Journal of Econometrics, Elsevier, vol. 119(2), pages 257-289, April.
        • Sentana, E., 2000. "Factor Representing Portfolios in Large Asset Markets," Papers 0001, Centro de Estudios Monetarios Y Financieros-.
      • Trevor S. Harris & R. Glenn Hubbard & Deen Kemsley, 1999. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," NBER Working Papers 7445, National Bureau of Economic Research, Inc.
        • Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," Papers 00-02, Columbia - Graduate School of Business.
      • MARTINOT, N. & Lesourd, J.-B. & Morard, B., 2000. "On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures," Papers 2000.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Victoria-Feser, M.-P., 2000. "Robust Portfolio Selection," Papers 2000.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Dionne, Georges, 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Working Papers 00-4, HEC Montreal, Canada Research Chair in Risk Management.
        • Dionne, G., 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Ecole des Hautes Etudes Commerciales de Montreal- 00-04, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • G. Dionne, 2000. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," THEMA Working Papers 2000-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Dachraoui, Kais & Dionne, Georges, 2000. "Optimal financial portfolio and dependence of risky assets," Working Papers 00-12, HEC Montreal, Canada Research Chair in Risk Management.
        • Dachraoui, K. & Dionne, G., 2000. "Optimal Financial Portfolio and Dependence of Risky Assets," Ecole des Hautes Etudes Commerciales de Montreal- 00-12, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
        • K. Dachraoui & G. Dionne, 2000. "Optimal Financial Portfolio and Dependence of Risky Assets," THEMA Working Papers 2000-57, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • LuisM. Viceira & John Y. Campbell, 2001. "Who Should Buy Long-Term Bonds?," American Economic Review, American Economic Association, vol. 91(1), pages 99-127, March.
        • John Y. Campbell & Luis M. Viceira, 1998. "Who Should Buy Long-Term Bonds?," NBER Working Papers 6801, National Bureau of Economic Research, Inc.
        • John Y. Campbell & Luis M. Viceira, 2000. "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers 1895, Harvard - Institute of Economic Research.
        • John Y. CAMPBELL & Luis VICEIRA, 1998. "Who Should Buy Long-Term Bonds?," FAME Research Paper Series rp5, International Center for Financial Asset Management and Engineering.
        • Viceira, Luis & Campbell, John, 2001. "Who Should Buy Long-Term Bonds?," Scholarly Articles 3128709, Harvard University Department of Economics.
      • John Y. Campbell & João F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 2001. "Investing Retirement Wealth: A Life-Cycle Model," NBER Chapters, in: Risk Aspects of Investment-Based Social Security Reform, pages 439-482, National Bureau of Economic Research, Inc.
        • John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 1999. "Investing Retirement Wealth: A Life-Cycle Model," NBER Working Papers 7029, National Bureau of Economic Research, Inc.
        • John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout, 2000. "Investing Retirement Wealth? A Life-Cycle Model," Harvard Institute of Economic Research Working Papers 1896, Harvard - Institute of Economic Research.
      • Lennart Berg, 2003. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Finnish Economic Papers, Finnish Economic Association, vol. 16(2), pages 61-71, Autumn.
        • Berg, Lennart, 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Working Paper Series 2000:9, Uppsala University, Department of Economics.
        • Berg, L., 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden," Papers 2000:9, Uppsala - Working Paper Series.
      • A. Lazrak & J.P. DÊcamps, 2000. "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
        • Ali Lazrak & J. P. Décamps, 2000. "A martingale characterization of equilibrium asset price processes," Post-Print hal-00485724, HAL.
      • Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
        • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999. "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES 2000002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jan 2000.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
        • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
        • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000. "Sensitivity analysis of values at risk," THEMA Working Papers 2000-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Jensen, Bjarne Astrup & Sørensen, Carsten, 2000. "Paying for minimum interest rate guarantees: Who should compensate who?," Working Papers 2000-1, Copenhagen Business School, Department of Finance.
      • Olesen, Jan Overgaard, 2000. "Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark," Working Papers 06-2000, Copenhagen Business School, Department of Economics.
      • Olesen, Jan Overgaard & Risager, Ole, 2000. "On The Predictability Of The Danish Equity Premium," Working Papers 05-2001, Copenhagen Business School, Department of Economics.
      • Engstrom, Stefan, 2003. "Costly information, diversification and international mutual fund performance," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 463-482, September.
        • Engström, Stefan, 2000. "Costly Information, Diversification, and International Mutual Fund Performance," SSE/EFI Working Paper Series in Economics and Finance 385, Stockholm School of Economics, revised 30 Jan 2003.
      • Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
        • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
        • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
        • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
        • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
      • Ieda, Akira & Marumo, Kohei & Yoshiba, Toshinao, 2000. "A Simplified Method for Calculating the Credit Risk of Lending Portfolios," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 18(2), pages 49-82, December.
      • Schmid Friedrich & Trede Mark, 2000. "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(3), pages 315-326, June.
      • Nádasdy, Bence, 2000. "Portfólióalapú hitelkockázat-kezelés [Portfolio-based management of credit risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 373-384.

      1999

      • Berkelaar, A.B. & Dert, C.L. & Oldenkamp, K.P.B. & Zhang, S., 1999. "A primal-dual decomposition based interior point approach to two-stage stochastic linear programming," Econometric Institute Research Papers EI 9918-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
        • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
        • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
        • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
      • Dominique Dupont & Brian P. Sack, 1999. "The Treasury Securities Market: Overview and Recent Developments," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 85(12), pages .785-806, December.
      • Aaronson, Daniel, 2000. "A Note on the Benefits of Homeownership," Journal of Urban Economics, Elsevier, vol. 47(3), pages 356-369, May.
        • Daniel Aaronson, 1999. "A note on the benefits of homeownership," Working Paper Series WP-99-23, Federal Reserve Bank of Chicago.
      • Kai Li & Asani Sarkar & Zhenyu Wang, 1999. "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports 89, Federal Reserve Bank of New York.
      • Enrique Sentana, 2005. "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 56-78.
        • Sentana, E., 1997. "Least Squares Predictions and Mean-Variance Analysis," Papers 9711, Centro de Estudios Monetarios Y Financieros-.
        • Enrique Sentana & Enrique Sentana, 1999. "Least Squares Predictions and Mean-Variance Analysis," FMG Discussion Papers dp312, Financial Markets Group.
        • Sentana, Enrique, 1999. "Least Squares Predictions and Mean-Variance Analysis," CEPR Discussion Papers 2088, C.E.P.R. Discussion Papers.
      • Chauveau, T. & Nalpas, N., 1999. "L'alteration prudente des probabilites comme solution a l'enigme de la prime de risque," Papers 1999-04/fi, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1999. "Pourquoi le rendement moyen des actifs risques est-il trop faible? Le role de la concurrence entre les fonds d'investissement," Papers 1999-05/fi, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1999. "Peut-on expliquer les rachats d'actions finances par emission de dette?," Papers 1999-14/fi, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1999. "Quels effets sur l'Europe d'une deformation des portefeuilles des investisseurs asiatiques en faveur de l'Euro et au detriment du Dollar? le role de la reaction de la Banque centrale europeenne," Papers 1999-31/ei, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1999. "Equilibre financier entre les Etats-Unis et le Japon: la theorie est-elle confirmee par les faits?," Papers 1999-33/ei, Caisse des Depots et Consignations - Cahiers de recherche.
      • Liew, J. & Vassalou, M., 1999. "Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?," Papers 99-11, Columbia - Graduate School of Business.
      • Crama, Y. & Schyns, M., 1999. "Simulated Annealing for Complex Portfolio Selection Problems," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9911, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
      • Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," NBER Working Papers 6913, National Bureau of Economic Research, Inc.
        • Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers 1858, Harvard - Institute of Economic Research.
      • Kevin Huang, "undated". "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers 2000-09, Utah State University, Department of Economics.
        • Huang, K.X., 1999. "Valuation and Asset Pricing in Infinite Horizon Sequential Markets with Portfolio Constraints," Papers 302, Minnesota - Center for Economic Research.
      • Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April.
        • Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-.
        • Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157, HAL.
      • Touzi, N., 1999. "Direct Characterization of the Value of Super-Replication under Stochastic Volatility and Portfolio Constraints," Papiers d'Economie Mathématique et Applications 1999.111, Université Panthéon-Sorbonne (Paris 1).
      • Florenzano, M., 1999. "General Equilibrium of FDinancial Markets: An Introduction," Papiers d'Economie Mathématique et Applications 1999.76, Université Panthéon-Sorbonne (Paris 1).
      • MacKinlay, A Craig & Pastor, Lubos, 2000. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, vol. 13(4), pages 883-916.
        • A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 510, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • A. Craig MacKinlay & Lubos Pastor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 13-99, Wharton School Rodney L. White Center for Financial Research.
        • A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 362, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • A. Craig MacKinlay & Lubos Pástor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 19-98, Wharton School Rodney L. White Center for Financial Research.
        • A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc.
      • S. Bhattacharya, 1999. "Delegated portfolio management, no churning, and relative performance-based incentive/sorting schemes," THEMA Working Papers 99-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Bhattacharya, S., 1999. "Delegated Portfolio Management, No Churning, and Relative Performance-Based Incentive/Sorting Schemes," Papers 99-22, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
      • Hubner, G., 1999. "Horizon Risk and Asset Pricing," Papers 99-57, Southern California - School of Business Administration.
      • Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
        • Gaëlle Le Fol & Christian Gourieroux, 1999. "Intra-day market activity," Post-Print halshs-00536268, HAL.
      • Flink, Helena & Gunnarsson, Jonas & Wahlund, Richard, 1999. "Svenska hushållens sparande och skuldsättning - ett konsumentbeteendeperspektiv," SSE/EFI Working Paper Series in Business Administration 1999:3, Stockholm School of Economics, revised 08 Sep 1999.
      • Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000. "Performance and Characteristics of Swedish Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(3), pages 409-423, September.
        • Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds," SSE/EFI Working Paper Series in Economics and Finance 312, Stockholm School of Economics, revised 10 May 2000.
      • Forsfält, Tomas, 1999. "The Effects of Risk Aversion and Age on Investments in New Firms," Research Papers in Economics 1999:18, Stockholm University, Department of Economics.
      • Ieda, Akira & Ohba, Toshikazu, 1999. "Risk Management for Equity Portfolios of Japanese Banks," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(2), pages 91-117, August.
      • Garry J. Schinasi & R. Todd Smith, 2000. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 1-1.
        • T. Todd Smith & Mr. Garry J. Schinasi, 1999. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Working Papers 1999/136, International Monetary Fund.
      • Garry J. Schinasi & R. Todd Smith, 2000. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 1-1.
        • T. Todd Smith & Garry J. Schinasi, 1999. "Portfolio Diversification, Leverage, and Financial Contagion," IMF Working Papers 99/136, International Monetary Fund.
      • Axel F. A. Adam-Müller, 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Paper 99-12, Center of Finance and Econometrics, University of Konstanz.
      • Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
        • Gaëlle Le Fol & Christian Gourieroux, 1999. "Intra-day market activity," Post-Print halshs-00536268, HAL.
      • Choe, Hyuk & Kho, Bong-Chan & Stulz, Rene M., 1999. "Do foreign investors destabilize stock markets? The Korean experience in 1997," Journal of Financial Economics, Elsevier, vol. 54(2), pages 227-264, October.
        • Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc.
      • Dimitri Vayanos, 1999. "Strategic Trading and Welfare in a Dynamic Market," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(2), pages 219-254.
        • Vayanos, Dimitri, 1999. "Strategic trading and welfare in a dynamic market," LSE Research Online Documents on Economics 449, London School of Economics and Political Science, LSE Library.
      • Bhattacharya, S., 1999. "Delegated Portfolio Management, No Churning, and Relative Performance-Based Incentive/Sorting Schemes," Papers 99-22, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • S. Bhattacharya, 1999. "Delegated portfolio management, no churning, and relative performance-based incentive/sorting schemes," THEMA Working Papers 99-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Michael Haliassos & Christis Hassapis, 1998. "Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications," CSEF Working Papers 11, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
        • Michael Haliassos & Christis Hassapis, 1999. "Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications," Computing in Economics and Finance 1999 1341, Society for Computational Economics.
      • Jones, R.A., 1999. "Estimating Correlated Diffusions," Discussion Papers dp99-12, Department of Economics, Simon Fraser University.
      • HuyËn Pham & Nizar Touzi & Jaksa Cvitanic, 1999. "A closed-form solution to the problem of super-replication under transaction costs," Finance and Stochastics, Springer, vol. 3(1), pages 35-54.
      • HuyËn Pham & Jean Paul Laurent, 1999. "Dynamic programming and mean-variance hedging," Finance and Stochastics, Springer, vol. 3(1), pages 83-110.
      • Sid Browne, 1999. "Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark," Finance and Stochastics, Springer, vol. 3(3), pages 275-294.
      • Ioannis Karatzas & Jaksa Cvitanic, 1999. "On dynamic measures of risk," Finance and Stochastics, Springer, vol. 3(4), pages 451-482.
      • Elisa Luciano, 1999. "A Note on Loadings and Deductibles: Can a Vicious Circle Arise?," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 1999(2), pages 157-169.
        • Luciano, elisa, 1999. "A note on loadings and deductibles: can a vicious circle arise?," MPRA Paper 59636, University Library of Munich, Germany.
      • Winfried G. Hallerbach, . "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
        • Winfried G. Hallerbach, 1999. "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers 99-034/2, Tinbergen Institute.
      • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM 06a4e5b2-f380-4d5b-a96f-8, Tilburg University, School of Economics and Management.
        • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
        • Herings, P.J.J. & Kubler, F., 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
      • Palomino, F.A. & Uhlig, H.F.H.V.S., 1999. "Should smart investors buy funds with high returns in the past," Discussion Paper 1999-69, Tilburg University, Center for Economic Research.
        • Palomino, Frederic & Uhlig, Harald, 2002. "Should smart investors buy funds with high returns in the past?," SFB 373 Discussion Papers 2002,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
        • Uhlig, Harald & Palomino, Frédéric, 2002. "Should Smart Investors Buy Funds with High Returns in the Past?," CEPR Discussion Papers 3282, C.E.P.R. Discussion Papers.
      • Roorda, B. & Engwerda, J.C. & Schumacher, J.M., 1999. "Performance of Delta-hedging strategies in interval models - A robustness study," Other publications TiSEM c7e49e9c-5532-4028-ac01-4, Tilburg University, School of Economics and Management.
        • Roorda, B. & Engwerda, J.C. & Schumacher, J.M., 1999. "Performance of Delta-hedging strategies in interval models - A robustness study," Discussion Paper 1999-05, Tilburg University, Center for Economic Research.
      • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
        • Herings, P.J.J. & Kubler, F., 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM 06a4e5b2-f380-4d5b-a96f-8, Tilburg University, School of Economics and Management.
        • P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
      • Dahlquist, Magnus & Soderlind, Paul, 1999. "Evaluating Portfolio Performance with Stochastic Discount Factors," The Journal of Business, University of Chicago Press, vol. 72(3), pages 347-383, July.
        • Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," CEPR Discussion Papers 1663, C.E.P.R. Discussion Papers.
        • Dahlquist, Magnus & Söderlind, Paul, 1997. "Evaluating Portfolio Performance with Stochastic Discount Factors," SSE/EFI Working Paper Series in Economics and Finance 175, Stockholm School of Economics, revised 01 Sep 1998.
      • Michael Haliassos & Alexander Michaelides, 2003. "Portfolio Choice and Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 143-177, February.
        • Michael Haliassos & Alexandros Michaelides, 1999. "Portfolio Choice and Liquidity Constraints," University of Cyprus Working Papers in Economics 9918, University of Cyprus Department of Economics.
        • Michael Haliassos, Alexander Michaelides, 2000. "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000 297, Society for Computational Economics.
        • Haliassos, Michael & Michaelides, Alexander, 2001. "Portfolio Choice and Liquidity Constraints," CEPR Discussion Papers 2822, C.E.P.R. Discussion Papers.
      • Elvio Accinelli, 2004. "Inversión Bajo Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(1), pages 21-44, Marzo 200.
        • Elvio Accinelli & Daniel Vaz, 1999. "Inversión bajo incertidumbre," Documentos de Trabajo (working papers) 1299, Department of Economics - dECON.
      • Ravikumar, B. & Ray, Surajit & Savin, N.E., 1999. "CAPM Reconsidered: A Robust Finite Sample Evaluation," Working Papers 99-04, University of Iowa, Department of Economics.
      • Miller, Edward M., 1999. "Equilibrium with divergence of opinion," Working Papers 1999-17, University of New Orleans, Department of Economics and Finance.
      • Berkelaar, Arjan & Dert, Cees & Oldenkamp, Bart, 1999. "A primal-dual decompsition-based interior point approach to two-stage stochastic linear programming," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Lucas, André & Straetmans, Stefan & Klaassen, Pieter, 1999. "Tail behavior of credit loss distributions," Serie Research Memoranda 0060, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Pastor, Lubos & Stambaugh, Robert F., 2000. "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
        • Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
      • Andrew Winton, 1999. "Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending," Center for Financial Institutions Working Papers 00-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
      • Erik Taflin, 1999. "Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model," GE, Growth, Math methods 9906002, University Library of Munich, Germany, revised 23 Jul 1999.
      • Alok Kumar, 1999. "Behavior Of Momentum Following And Contrarian Market Timers," Yale School of Management Working Papers ysm113, Yale School of Management.
      • Adam-Müller, Axel F. A., 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Papers 99/12, University of Konstanz, Center of Finance and Econometrics (CoFE).
      • Reiss, Ariane, 1999. "Discrete and continuous time dynamic mean-variance analysis," Tübinger Diskussionsbeiträge 168, University of Tübingen, School of Business and Economics.
      • Dornau, Robert & Szczesny, Andrea, 1999. "250 Analysten, 1 Portfolio? Eine ökonometrische Analyse von Empfehlungen zur Gestaltung eines Vermögensportfolios zur Altersvorsorge," ZEW Discussion Papers 99-17, ZEW - Leibniz Centre for European Economic Research.
      • Köke, Jens, 1999. "Institutional investment in Central and Eastern Europe: investment criteria of Western portfolio managers," ZEW Discussion Papers 99-37, ZEW - Leibniz Centre for European Economic Research.
      • John B. Shoven, 1999. "The Location and Allocation of Assets in Pension and Conventional Savings Accounts," NBER Working Papers 7007, National Bureau of Economic Research, Inc.
      • Thomas E. MaCurdy & John B. Shoven, 1999. "Asset Allocation and Risk Allocation: Can Social Security Improve Its Future Solvency Problem by Investing in Private Securities?," NBER Working Papers 7015, National Bureau of Economic Research, Inc.
      • Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 1999. "On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model," NBER Working Papers 7039, National Bureau of Economic Research, Inc.
      • Klaas Baks & Andrew Metrick & Jessica Wachter, 1999. "Bayesian Performance Evaluation," NBER Working Papers 7069, National Bureau of Economic Research, Inc.
      • Shoven, John B. & Sialm, Clemens, 2004. "Asset location in tax-deferred and conventional savings accounts," Journal of Public Economics, Elsevier, vol. 88(1-2), pages 23-38, January.
        • John B. Shoven & Clemens Sialm, 1999. "Asset Location in Tax-Deferred and Conventional Savings Accounts," NBER Working Papers 7192, National Bureau of Economic Research, Inc.
      • Louis K.C. Chan & Hsiu-Lang Chen & Josef Lakonishok, 1999. "On Mutual Fund Investment Styles," NBER Working Papers 7215, National Bureau of Economic Research, Inc.
      • Pastor, Lubos & Stambaugh, Robert F., 2000. "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
        • Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
        • Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
      • Poterba, James M. & Samwick, Andrew A., 2003. "Taxation and household portfolio composition: US evidence from the 1980s and 1990s," Journal of Public Economics, Elsevier, vol. 87(1), pages 5-38, January.
        • James M. Poterba & Andrew Samwick, 1999. "Taxation and Household Portfolio Composition: U.S. Evidence from the 1980s and 1990s," NBER Working Papers 7392, National Bureau of Economic Research, Inc.
      • Luis M. Viceira, 2001. "Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income," Journal of Finance, American Finance Association, vol. 56(2), pages 433-470, April.
        • Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc.
      • Hyoung-Seok Lim & Masao Ogaki, 2013. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Review of Development Economics, Wiley Blackwell, vol. 17(1), pages 74-87, February.
        • Masao Ogaki, 1999. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Working Papers 99-19, Ohio State University, Department of Economics.
        • Hyoung-Seok Lim & Masao Ogaki, 2003. "A Theory of Exchange Rates and the Term Structure of Interest Rates," RCER Working Papers 504, University of Rochester - Center for Economic Research (RCER).
      • Dimitri Vayanos, 1999. "Strategic Trading and Welfare in a Dynamic Market," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(2), pages 219-254.
        • Vayanos, Dimitri, 1999. "Strategic trading and welfare in a dynamic market," LSE Research Online Documents on Economics 449, London School of Economics and Political Science, LSE Library.
      • Bryan Mase, 1999. "The Predictability of Short-Horizon Stock Returns," Review of Finance, European Finance Association, vol. 3(2), pages 161-173.
      • Paul Söderlind, 1999. "An Interpretation of SDF Based Performance Measures," Review of Finance, European Finance Association, vol. 3(2), pages 233-237.
      • Claus Munk, 1999. "The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices," Review of Finance, European Finance Association, vol. 3(3), pages 347-388.
      • Babbs, Simon H & Johnson, Andrew E, 1999. "Severe Loss Probabilities in Portfolio Credit Risk Models," MPRA Paper 22929, University Library of Munich, Germany, revised 14 Jan 2004.
      • Elisa Luciano, 1999. "A Note on Loadings and Deductibles: Can a Vicious Circle Arise?," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 1999(2), pages 157-169.
        • Luciano, elisa, 1999. "A note on loadings and deductibles: can a vicious circle arise?," MPRA Paper 59636, University Library of Munich, Germany.
      • Weinrich, Gerd, 1999. "Nondegenerate Intervals of No-Trade Prices for Risk-averse Traders," MPRA Paper 6298, University Library of Munich, Germany.
      • Bernardino Adão, 1999. "Iberian Financial Integration," Working Papers w199905, Banco de Portugal, Economics and Research Department.
      • Gokkent , Giyas, 1999. "Simultaneous Home Bias and Cross-Holding of Assets Under Information Asimmetry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 52(1), pages 15-44.
      • Frank P. Stafford & Ngina S. Chiteji, 1999. "Portfolio Choices of Parents and Their Children as Young Adults: Asset Accumulation by African-American Families," American Economic Review, American Economic Association, vol. 89(2), pages 377-380, May.
      • Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December.
      • Jonathan B. Berk, 1999. "A Simple Approach for Deciding When to Invest," American Economic Review, American Economic Association, vol. 89(5), pages 1319-1326, December.
      • Karen K. Lewis, 1999. "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 571-608, June.
      • Franklin R. Edward, 1999. "Hedge Funds and the Collapse of Long-Term Capital Management," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 189-210, Spring.
      • Panetta, F. & Violi, R., 1999. "Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data Over the Last Century," Papers 353, Banca Italia - Servizio di Studi.
        • Fabio Panetta & Roberto Violi, 1999. "Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data over the Last Century," Temi di discussione (Economic working papers) 353, Bank of Italy, Economic Research and International Relations Area.
      • Kagigi, K.A. & Ford, J.L. & Cadle, P.J. & Makiyan, S.N., 1999. "Portfolio Behaviour of Islamic Banks: A Case Study for Iran, 1984-1994," Discussion Papers 99-01, Department of Economics, University of Birmingham.
      • Willenborg, M, 1999. "Empirical analysis of the economic demand for auditing in the initial public offerings market," Journal of Accounting Research, Wiley Blackwell, vol. 37(1), pages 225-238.
      • Atreya Chakraborty & Mark Kazarosian, 1999. "Portfolio Allocation of Precautionary Assets: Panel Evidence for the United States," Boston College Working Papers in Economics 432, Boston College Department of Economics.
      • Aliprantis, C. D. & Brown, D. J. & Werner, J., 2000. "Minimum-cost portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1703-1719, October.
        • C. D. Aliprantis & D. Brown & J. Werner, 1999. "Minimum-Cost Portfolio Insurance," Discussion Paper Serie A 599, University of Bonn, Germany.
      • Emanuela Sciubba, 2006. "The evolution of portfolio rules and the capital asset pricing model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(1), pages 123-150, September.
        • Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge.
      • David Chaundy, 1999. "Can Domestic Liabilities Explain the Home Bias in UK Investment Portfolios?," Working Papers wp116, Centre for Business Research, University of Cambridge.
      • Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003. "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 735-747, August.
        • Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999. "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management qt93s6p8gb, Anderson Graduate School of Management, UCLA.
        • Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001. "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers 578, Department of Economics and Business, Universitat Pompeu Fabra.
      • Vachadze, G., 1999. "A Time Homogeneous Stationary Equilbrium Model of Asset Pricing with Heterogeneous Agents," CERGE-EI Working Papers wp148, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 0503, CIRPEE.
        • Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," CIRANO Working Papers 2005s-07, CIRANO.
        • Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de Recherches Economiques du Département d'économie 05.03, Université de Lausanne, Faculté des HEC, Département d’économie.
        • Michel Normandin & Pascal Saint-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de recherche 05-02, HEC Montréal, Institut d'économie appliquée.
      • Alexis Derviz, 1999. "Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy," Archive of Monetary Policy Division Working Papers 1999/12, Czech National Bank.
      • Kaminsky Graciela, 1999. "Notas sobre crisis financieras," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, September.
      • Ignacio Vélez Pareja, 1999. "The Colombian Stock Market: 1930-1998," Proyecciones Financieras y Valoración 3576, Master Consultores.
      • Palomino, Frederic & Prat, Andrea, 2003. "Risk Taking and Optimal Contracts for Money Managers," RAND Journal of Economics, The RAND Corporation, vol. 34(1), pages 113-137, Spring.
        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Discussion Paper 1998-108, Tilburg University, Center for Economic Research.
        • Palomino, Frédéric & Prat, Andrea, 1999. "Risk Taking and Optimal Contracts for Money Managers," CEPR Discussion Papers 2066, C.E.P.R. Discussion Papers.
        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Other publications TiSEM 3da5cec4-4ab5-495a-8786-3, Tilburg University, School of Economics and Management.
      • Enrique Sentana, 2005. "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 56-78.
        • Sentana, E., 1997. "Least Squares Predictions and Mean-Variance Analysis," Papers 9711, Centro de Estudios Monetarios Y Financieros-.
        • Sentana, Enrique, 1999. "Least Squares Predictions and Mean-Variance Analysis," CEPR Discussion Papers 2088, C.E.P.R. Discussion Papers.
        • Enrique Sentana & Enrique Sentana, 1999. "Least Squares Predictions and Mean-Variance Analysis," FMG Discussion Papers dp312, Financial Markets Group.
      • Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds 1993-97," CEPR Discussion Papers 2166, C.E.P.R. Discussion Papers.
      • Liew, Jimmy & Vassalou, Maria, 1999. "Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth," CEPR Discussion Papers 2180, C.E.P.R. Discussion Papers.
      • Michel Normandin & Pascal St-Amour, 1999. "Total Wealth, Consumption and Portfolio Shares: Evidence and Theory," Cahiers de recherche CREFE / CREFE Working Papers 96, CREFE, Université du Québec à Montréal.
      • John Muellbauer & Janine Aron, 1999. "Estimates of personal sector wealth for South Africa," CSAE Working Paper Series 1999-17, Centre for the Study of African Economies, University of Oxford.
        • Muellbauer, John & Aron, Janine, 2004. "Estimates of Personal Sector Wealth for South Africa," CEPR Discussion Papers 4646, C.E.P.R. Discussion Papers.
      • Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000. "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 225-245, November.
        • Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999. "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES 2000002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jan 2000.
        • Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers 0162, Econometric Society.
        • C. Gourieroux & J.P. Laurent & O. Scaillet, 2000. "Sensitivity analysis of values at risk," THEMA Working Papers 2000-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity analysis of Values at Risk," Post-Print hal-03676327, HAL.
        • Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
      • Jia-an Yan & Qiang Zhang & Shuguang Zhang, 1999. "Growth Optimal Portfolio in a Market Driven by a Jump-Diffusion-Like Process or a Levy Process," CEMA Working Papers 6, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
      • Yunhong Yang, 1999. "Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income," CEMA Working Papers 7, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
      • Goetzmann, William N. & Jorion, Philippe, 1999. "Re-Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(1), pages 1-32, March.
        • William N. Goetzmann & Philippe Jorion, 1997. "Re-emerging Markets," NBER Working Papers 5906, National Bureau of Economic Research, Inc.
        • William Goetzmann & Philippe Jorion, 1998. "Re-emerging Markets," Yale School of Management Working Papers ysm50, Yale School of Management, revised 01 Aug 2000.
        • Philippe Jorion & William N. Goetzmann, 1998. "Re-Emerging Markets," Yale School of Management Working Papers ysm111, Yale School of Management.
        • William Goetzmann & Philippe Jorion, 1998. "Re-emerging Markets," Yale School of Management Working Papers ysm50, Yale School of Management, revised 01 Aug 2000.
      • Marcet, Albert & Singleton, Kenneth J., 1999. "Equilibrium Asset Prices And Savings Of Heterogeneous Agents In The Presence Of Incomplete Markets And Portfolio Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 3(2), pages 243-277, June.
        • Albert Marcet & Kenneth J. Singleton, 1990. "Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints," Economics Working Papers 319, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.

      1998

      • Kanodia, C & Lee, DH, 1998. "Investment and disclosure: The disciplinary role of periodic performance reports," Journal of Accounting Research, Wiley Blackwell, vol. 36(1), pages 33-55.
      • Pedersen, Christian C & Satchell, Stephen E, 1998. "Utility Functions with Parameters Depending on Initial Wealth," Cambridge Working Papers in Economics 9819, Faculty of Economics, University of Cambridge.
      • Bond, Shaun A & Satchell, Stephen E, 1998. "Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data," Cambridge Working Papers in Economics 9821, Faculty of Economics, University of Cambridge.
      • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
      • Carolyn Pitchik, 1998. "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Canadian Journal of Economics, Canadian Economics Association, vol. 31(1), pages 77-91, February.
        • Carolyn Pitchik, 1996. "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Working Papers pitchik-96-01, University of Toronto, Department of Economics.
      • Lettau, Martin, 1998. "Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?," CEPR Discussion Papers 1795, C.E.P.R. Discussion Papers.
        • Martin Lettau, 2001. "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports 130, Federal Reserve Bank of New York.
      • Nielsen, Lars Tyge & Vassalou, Maria, 1998. "Performance Measures for Dynamic Portfolio Management," CEPR Discussion Papers 1885, C.E.P.R. Discussion Papers.
      • Liutang Gong & Heng-fu Zou, 1998. "Fiscal Policies in a Stochastic Model with Hyperbolic Discounting," CEMA Working Papers 103, China Economics and Management Academy, Central University of Finance and Economics.
      • Rajanendra Narayan Nag & Mallinath Mukhopadhyay, 1998. "Macro-Economic Effects of Stabilisation under Financial Repression," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 33(1), pages 1-17, January.
      • Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998. "Portfolio dominance and optimality in infinite security markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 347-366, October.
      • Los, Cornelis A., 1998. "Optimal multi-currency investment strategies with exact attribution in three Asian countries," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 169-198, September.
        • Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, University Library of Munich, Germany.
      • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
        • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics 119142, London School of Economics and Political Science, LSE Library.
        • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group.
      • Dionne, G. & Gourieroux, C. & Vanasse, C., 1998. "The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection," Papers 9806, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • G. Dionne & D. Gouriéroux & C. Vanasse, 1998. "The informational content of household decisions with applications to insurance under adverse selection," THEMA Working Papers 98-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Ter Horst, J.R. & Nijman, T.E. & Verbeek, M.J.C.M., 1998. "Eliminating biases in evaluating mutual fund performance from a survivorship free sample," Discussion Paper 98.55, Tilburg University, Center for Economic Research.
        • Jenke R. ter Horst & Theo E. Nijman & Marno Verbeek, 1998. "Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample," Working Papers of Department of Economics, Leuven ces9820, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
      • Lagunoff, Roger & Schreft, Stacey L., 2001. "A Model of Financial Fragility," Journal of Economic Theory, Elsevier, vol. 99(1-2), pages 220-264, July.
        • Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information 9803001, University Library of Munich, Germany, revised 30 Apr 1998.
        • Roger Lagunoff & Stacey L. Schreft, 1998. "A model of financial fragility," Research Working Paper 98-01, Federal Reserve Bank of Kansas City.
      • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics 119142, London School of Economics and Political Science, LSE Library.
        • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group.
        • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
      • Riccardo Cesari & Fabio Panetta, 1998. "Style, Fees and Performance of Italian Equity Funds," Temi di discussione (Economic working papers) 325, Bank of Italy, Economic Research and International Relations Area.
        • Cesari, R. & Panetta, F., 1998. "Style, Fees and Performance of Italian Equity Funds," Papers 325, Banca Italia - Servizio di Studi.
      • Flam, Sjur Didrik, 2000. "Looking for arbitrage," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 1-9, February.
        • Flam, S.D., 1998. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 0598, Department of Economics, University of Bergen.
        • Flam, S.D., 2000. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 207, Department of Economics, University of Bergen.
      • Njoya, I., 1998. "Les choix patrimoniaux des menages francais: analyse et evaluation retrospective des demandes d'actifs financiers en valeur mobiliere 1978-1994," Papers 1998-02/fi, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1998. "Comprendre les effets de la crise asiatique sur les marches financiers avec un modele de choix de portefeuille international," Papers 1998-23/ei, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1998. "Reaction tardive et non precoce des investisseurs: le role des couts d'ajustement des porte-feuilles et de l'effet des choix des investisseurs sur l'equilibre," Papers 1998-29/ei, Caisse des Depots et Consignations - Cahiers de recherche.
      • Paul A. Gompers & Andrew Metrick, 1998. "How Are Large Institutions Different from Other Investors? Why Do These Differences Matter?," Harvard Institute of Economic Research Working Papers 1830, Harvard - Institute of Economic Research.
      • Trzpiot, G., 1998. "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers 98-004, Laval - Faculte des sciences de administration.
      • Keim, Donald B., 1999. "An analysis of mutual fund design: the case of investing in small-cap stocks," Journal of Financial Economics, Elsevier, vol. 51(2), pages 173-194, February.
        • Donald B. Keim, "undated". "An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks," Rodney L. White Center for Financial Research Working Papers 5-98, Wharton School Rodney L. White Center for Financial Research.
        • Donald B. Keim, "undated". "An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks," Rodney L. White Center for Financial Research Working Papers 05-98, Wharton School Rodney L. White Center for Financial Research.
      • Bruce D. Grundy & J. Spencer Martin, "undated". "Understanding the Nature of the Risks and the Source of Rewards to Momentum Investing," Rodney L. White Center for Financial Research Working Papers 13-98, Wharton School Rodney L. White Center for Financial Research.
      • MacKinlay, A Craig & Pastor, Lubos, 2000. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, vol. 13(4), pages 883-916.
        • A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 510, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • A. Craig MacKinlay & Lubos Pástor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 19-98, Wharton School Rodney L. White Center for Financial Research.
        • A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers 362, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • A. Craig MacKinlay & Lubos Pastor, "undated". "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers 13-99, Wharton School Rodney L. White Center for Financial Research.
        • A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc.
      • Cuoco, Domenico & Liu, Hong, 2000. "Optimal consumption of a divisible durable good," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 561-613, April.
        • Domenico Cuoco & Hong Liu, "undated". "Optimal Consumption of a Divisible Durable Good," Rodney L. White Center for Financial Research Working Papers 20-98, Wharton School Rodney L. White Center for Financial Research.
      • Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
        • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
        • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
        • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
      • Lewis, K.K., 1998. "Explaining Home Bias in Equities and Consumption," Weiss Center Working Papers 98-05, Wharton School - Weiss Center for International Financial Research.
      • Jermann, Urban J., 2002. "International portfolio diversification and endogenous labor supply choice," European Economic Review, Elsevier, vol. 46(3), pages 507-522, March.
        • Jermann, U.J., 1998. "International Portfolio Diversification and Endogenous Labour Supply Choice," Weiss Center Working Papers 98-06, Wharton School - Weiss Center for International Financial Research.
      • G. Dionne & D. Gouriéroux & C. Vanasse, 1998. "The informational content of household decisions with applications to insurance under adverse selection," THEMA Working Papers 98-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, G. & Gourieroux, C. & Vanasse, C., 1998. "The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection," Papers 9806, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
      • Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Discussion Paper 1996-82, Tilburg University, Center for Economic Research.
        • Hochguertel, Stefan & van Soest, Arthur, 1998. "The Relation between Financial and Housing Wealth of Dutch Households," Working Paper Series 1998:19, Uppsala University, Department of Economics.
        • Hochguertel, S. & van Soest, A., 1998. "The Relation Between Financial and Housing Wealth of Dutch Households," Papers 1998:19, Uppsala - Working Paper Series.
        • Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Other publications TiSEM db5f1307-aa5a-4a4b-bec2-f, Tilburg University, School of Economics and Management.
      • Patricio Arrau & Rómulo Chumacero, 1998. "Tamaño de los Fondos de Pensiones en Chile y su Desempeño Financiero," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 205-236.
      • Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
        • Bhar, Ramaprasad & Malliaris, A G, 1998. "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, vol. 10(3), pages 285-302, May.
      • Willem H. Buiter & Ricardo Lago & Hélène Rey, 1998. "Financing transition: investing in enterprises during macroeconomic transition," Working Papers 35, European Bank for Reconstruction and Development, Office of the Chief Economist.
      • Urban J. Jermann, 1997. "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics 119, Federal Reserve Bank of Minneapolis.
        • Urban J. Jermann, 1998. "International Portfolio Diversification and Labor/Leisure Choice," NBER Working Papers 6382, National Bureau of Economic Research, Inc.
      • Choe, Hyuk & Kho, Bong-Chan & Stulz, Rene M., 1999. "Do foreign investors destabilize stock markets? The Korean experience in 1997," Journal of Financial Economics, Elsevier, vol. 54(2), pages 227-264, October.
        • Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc.
      • Patrick F. Rowland & Linda L. Tesar, 2004. "Multinationals and the Gains from International Diversification," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 789-826, October.
        • Rowland, P.F. & Tesar, L.L., 1998. "Multinationals and the Gains from International Diversification," Working Papers 425, Research Seminar in International Economics, University of Michigan.
        • Patrick F. Rowland & Linda L. Tesar, 1998. "Multinationals and the Gains from International Diversification," NBER Working Papers 6733, National Bureau of Economic Research, Inc.
      • Noussair, C. & Robin, S. & Ruffieux, B., 1998. "Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values," Purdue University Economics Working Papers 1119, Purdue University, Department of Economics.
      • Lei, Vivian & Noussair, Charles N & Plott, Charles R, 2001. "Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality," Econometrica, Econometric Society, vol. 69(4), pages 831-859, July.
        • Lei, V. & Noussair, C. & Plott, C.R., 1998. "Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality," Purdue University Economics Working Papers 1120, Purdue University, Department of Economics.
      • Geoffrey Shuetrim, 1998. "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers rdp9802, Reserve Bank of Australia.
      • G. Dionne & F. Gagnon & K. Dachraoui, 1997. "Increases in risk and optimal portfolio," THEMA Working Papers 97-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, Georges & Gagnon, François & Dachraoui, Kaïs, 1998. "Increases in risk and optimal portfolio," Working Papers 97-11, HEC Montreal, Canada Research Chair in Risk Management.
        • Dionne, G. & Gagnon, F. & Dachraoui, K., 1997. "Increases in Risk and Optimal Portfolio," Papers 9729, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
      • Dionne, Georges & Gouriéroux, Christian & Vanasse, Charles, 1998. "The informational content of household decisions with applications to insurance under asymmetric information," Working Papers 00-0, HEC Montreal, Canada Research Chair in Risk Management.
      • Jyoung , Taik-Hwan, 1998. "Korean Investments in Latin America: Current Status and Prospects," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 2(2), pages 257-294, June.
      • Michael Haliassos & Christis Hassapis, 1998. "Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications," CSEF Working Papers 11, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
        • Michael Haliassos & Christis Hassapis, 1999. "Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications," Computing in Economics and Finance 1999 1341, Society for Computational Economics.
      • JÊrÆme B. Detemple & Piero Gottardi, 1998. "Aggregation, efficiency and mutual fund separation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 443-455.
        • Jérôme Detemple & Piero Gottardi, 1997. "Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets," CIRANO Working Papers 97s-11, CIRANO.
      • Palomino, F.A. & Prat, A., 1998. "Dynamic incentives in the money management tournament," Discussion Paper 1998-107, Tilburg University, Center for Economic Research.
      • Palomino, Frederic & Prat, Andrea, 2003. "Risk Taking and Optimal Contracts for Money Managers," RAND Journal of Economics, The RAND Corporation, vol. 34(1), pages 113-137, Spring.
        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Other publications TiSEM 3da5cec4-4ab5-495a-8786-3, Tilburg University, School of Economics and Management.
        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Discussion Paper 1998-108, Tilburg University, Center for Economic Research.
        • Palomino, Frédéric & Prat, Andrea, 1999. "Risk Taking and Optimal Contracts for Money Managers," CEPR Discussion Papers 2066, C.E.P.R. Discussion Papers.
      • Ter Horst, J.R. & Nijman, T.E. & de Roon, F.A., 1998. "Style Analysis and Performance Evaluation of Dutch Mutual Funds," Discussion Paper 1998-50, Tilburg University, Center for Economic Research.
      • Ter Horst, J.R. & Nijman, T.E. & de Roon, F.A., 1998. "Performance analysis of international mutual funds incorporating market frictions," Discussion Paper 1998-51, Tilburg University, Center for Economic Research.
      • Jenke R. ter Horst & Theo E. Nijman & Marno Verbeek, 1998. "Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample," Working Papers of Department of Economics, Leuven ces9820, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
        • Ter Horst, J.R. & Nijman, T.E. & Verbeek, M.J.C.M., 1998. "Eliminating biases in evaluating mutual fund performance from a survivorship free sample," Discussion Paper 98.55, Tilburg University, Center for Economic Research.
      • Palomino, Frederic & Prat, Andrea, 2003. "Risk Taking and Optimal Contracts for Money Managers," RAND Journal of Economics, The RAND Corporation, vol. 34(1), pages 113-137, Spring.
        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Discussion Paper 1998-108, Tilburg University, Center for Economic Research.
        • Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Other publications TiSEM 3da5cec4-4ab5-495a-8786-3, Tilburg University, School of Economics and Management.
        • Palomino, Frédéric & Prat, Andrea, 1999. "Risk Taking and Optimal Contracts for Money Managers," CEPR Discussion Papers 2066, C.E.P.R. Discussion Papers.
      • James S. Costain, 1998. "A simple model of multiple equilibria based on risk," Economics Working Papers 407, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
      • Lucas, André & Dert, Cees L., 1998. "On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
        • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
        • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
        • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
        • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
      • Claus Munk, 1998. "The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Finance 9802002, University Library of Munich, Germany.
      • Lagunoff, Roger & Schreft, Stacey L., 2001. "A Model of Financial Fragility," Journal of Economic Theory, Elsevier, vol. 99(1-2), pages 220-264, July.
        • Roger Lagunoff & Stacey L. Schreft, 1998. "A model of financial fragility," Research Working Paper 98-01, Federal Reserve Bank of Kansas City.
        • Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information 9803001, University Library of Munich, Germany, revised 30 Apr 1998.
      • Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
        • Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
        • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
        • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
        • Frankel, Jeffrey A. & Schmukler, Sergio L., 1998. "Country funds and asymmetric information," Policy Research Working Paper Series 1886, The World Bank.
      • Michael Haliassos & Christis Hassapis, 1998. "Borrowing Constraints, Portfolio Choice, and Precautionary," Macroeconomics 9809008, University Library of Munich, Germany.
      • Chen, Zhiwu & Knez, Peter J, 1996. "Portfolio Performance Measurement: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 511-555.
        • Peter J. Knez & Zhiwu Chen, 1998. "Portfolio Performance Measurement: Theory and Applications," Yale School of Management Working Papers ysm48, Yale School of Management.
      • Goetzmann, William N. & Jorion, Philippe, 1999. "Re-Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(1), pages 1-32, March.
        • William N. Goetzmann & Philippe Jorion, 1997. "Re-emerging Markets," NBER Working Papers 5906, National Bureau of Economic Research, Inc.
        • William Goetzmann & Philippe Jorion, 1998. "Re-emerging Markets," Yale School of Management Working Papers ysm50, Yale School of Management, revised 01 Aug 2000.
        • Philippe Jorion & William N. Goetzmann, 1998. "Re-Emerging Markets," Yale School of Management Working Papers ysm111, Yale School of Management.
        • William Goetzmann & Philippe Jorion, 1998. "Re-emerging Markets," Yale School of Management Working Papers ysm50, Yale School of Management, revised 01 Aug 2000.
      • William N. Goetzmann & Susan M. Wachter, 1995. "Clustering Methods for Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 23(3), pages 271-310, September.
        • William N. Goetzmann & Susan M. Wachter, 1998. "Clustering Methods for Real Estate Portfolios," Yale School of Management Working Papers ysm59, Yale School of Management.
      • Henke, Sabine & Burghof, Hans-Peter & Rudolph, Bernd, 1998. "Credit securitization and credit derivatives: Financial instruments and the credit risk management of middle market commercial loan portfolios," CFS Working Paper Series 1998/07, Center for Financial Studies (CFS).

      1997

      • Matthew I. Spiegel, 1997. "Stock Price Volatility in a Multiple Security Overlapping," Yale School of Management Working Papers ysm32, Yale School of Management.
      • William N. Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," NBER Working Papers 5901, National Bureau of Economic Research, Inc.
        • Philippe Jorion & William N. Goetzmann, 2000. "A Century of Global Stock Markets," NBER Working Papers 7565, National Bureau of Economic Research, Inc.
        • William Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm53, Yale School of Management, revised 01 Aug 2000.
        • William Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm53, Yale School of Management, revised 01 Aug 2000.
        • William N. Goetzmann & Philippe Jorion, 2004. "A Century of Global Stock Markets," Yale School of Management Working Papers ysm16, Yale School of Management.
      • Boleslav Gulko, 1997. "PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios," Yale School of Management Working Papers ysm56, Yale School of Management.
      • Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 1997. "Performance and market share: Evidence from the German mutual fund industry," CFS Working Paper Series 1997/01, Center for Financial Studies (CFS).
      • Battermann, Harald L. & Broll, Udo & Wahl, Jack E., 1997. "Constant relative risk aversion and form equivalence classes," Discussion Papers, Series II 345, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
      • Urban J. Jermann, 1997. "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics 119, Federal Reserve Bank of Minneapolis.
        • Urban J. Jermann, 1998. "International Portfolio Diversification and Labor/Leisure Choice," NBER Working Papers 6382, National Bureau of Economic Research, Inc.
      • Calvo, Guillermo A. & Mendoza, Enrique, 1997. "Rational Herd Behavior and the Globalization of Securities Markets," Working Papers 97-26, Duke University, Department of Economics.
        • Guillermo A. Calvo & Enrique G. Mendoza, 1997. "Rational herd behavior and the globalization of securities markets," Discussion Paper / Institute for Empirical Macroeconomics 120, Federal Reserve Bank of Minneapolis.
      • Drudi, F. & Generale, A. & Majnoni, G., 1997. "Sensitivity of VAR Measures to Different Risk Models," Papers 317, Banca Italia - Servizio di Studi.
      • Ohlson, J.A., 1997. "Revisiting the Basics of Return and Risk in Equilibrium," Papers 97-23, Columbia - Graduate School of Business.
      • Bancel, F. & Richard, A., 1997. "The COncept of Financial Flexibility: A Note," Papers 97/133, Ecole Superieure de Commerce de Paris. Groupe ESCP-.
      • Dušan Isakov & Bernard Morard, 2001. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," European Financial Management, European Financial Management Association, vol. 7(1), pages 73-91, March.
        • Isakov, D. & Morard, B., 1997. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers 97.21, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Stout, L.A., 1997. "Technology, Transactions Costs, and Investor Welfare: Is a Motley Fool Born Every Minute?," Papers 97-5, Georgetown University Law Center.
      • Eeckhoudt,L. & Gollier, C., 1997. "Changing in Risk and Risk Taking: A Survey," Papers 97.472, Toulouse - GREMAQ.
      • Etner, J. & Jouvet, P.-A., 1995. "Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution," G.R.E.Q.A.M. 97a29, Universite Aix-Marseille III.
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        • Dionne, Georges & Gagnon, François & Dachraoui, Kaïs, 1998. "Increases in risk and optimal portfolio," Working Papers 97-11, HEC Montreal, Canada Research Chair in Risk Management.
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        • Wang, Cheng, 1997. "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive 5170, Iowa State University, Department of Economics.
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        • Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997. "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers 1548, C.E.P.R. Discussion Papers.
        • W.H. Buiter & R Lagos & H Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics," CEP Discussion Papers dp0320, Centre for Economic Performance, LSE.
        • Willem H. Buiter & Ricardo Lago & Helene Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers 5882, National Bureau of Economic Research, Inc.
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      • Willem H. Buiter & Ricardo Lago & Hélène Rey, 1997. "A portfolio approach to a cross‐sectoral and cross‐national investment strategy in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 5(1), pages 63-96, May.
        • Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997. "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers 1548, C.E.P.R. Discussion Papers.
        • W.H. Buiter & R Lagos & H Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics," CEP Discussion Papers dp0320, Centre for Economic Performance, LSE.
        • Willem H. Buiter & Ricardo Lago & Helene Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers 5882, National Bureau of Economic Research, Inc.
      • Buiter, Willem H. & Lago, R. & Rey, H., 1997. "Enterprises in transition: macroeconomic influences on enterprise decision-making and performance," LSE Research Online Documents on Economics 20348, London School of Economics and Political Science, LSE Library.
        • W.H. Buiter & R Lagos & H Rey, 1997. "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-Making and Performance," CEP Discussion Papers dp0340, Centre for Economic Performance, LSE.
        • Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997. "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-making and Performance," CEPR Discussion Papers 1601, C.E.P.R. Discussion Papers.
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        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
        • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
        • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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        • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
      • HARA, Chiaki, 1997. "Robustness of the coordinating role of a redundant security," LIDAM Discussion Papers CORE 1997057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Willem H. Buiter & Ricardo Lago & Hélène Rey, 1997. "A portfolio approach to a cross‐sectoral and cross‐national investment strategy in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 5(1), pages 63-96, May.
        • Willem H. Buiter & Ricardo Lago & Helene Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers 5882, National Bureau of Economic Research, Inc.
        • Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997. "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers 1548, C.E.P.R. Discussion Papers.
        • W.H. Buiter & R Lagos & H Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics," CEP Discussion Papers dp0320, Centre for Economic Performance, LSE.
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        • Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997. "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-making and Performance," CEPR Discussion Papers 1601, C.E.P.R. Discussion Papers.
        • W.H. Buiter & R Lagos & H Rey, 1997. "Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-Making and Performance," CEP Discussion Papers dp0340, Centre for Economic Performance, LSE.
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      • Zhang, Harold H., 1997. "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 228-254, January.
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      • Guillermo A. Calvo & Enrique G. Mendoza, 1997. "Rational herd behavior and the globalization of securities markets," Discussion Paper / Institute for Empirical Macroeconomics 120, Federal Reserve Bank of Minneapolis.
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      • Wang, Cheng, 1997. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, vol. 76(1), pages 72-105, September.
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        • Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 5-96, Wharton School Rodney L. White Center for Financial Research.
        • Robert F. Stambaugh, 1997. "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers 5918, National Bureau of Economic Research, Inc.
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        • Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance 9805003, University Library of Munich, Germany.
        • Jeffrey A. Frankel and Sergio L. Schmukler., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers C97-087, University of California at Berkeley.
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      • Claus Munk, 1997. "Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints," Finance 9712003, University Library of Munich, Germany.
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      • Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
        • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
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        • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
        • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
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        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
        • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
        • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
        • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
        • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
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        • Buiter, Willem H. & Lago, Ricardo & Rey, Hélène, 1997. "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers 1548, C.E.P.R. Discussion Papers.
        • Willem H. Buiter & Ricardo Lago & Helene Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers 5882, National Bureau of Economic Research, Inc.
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        • Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 05-96, Wharton School Rodney L. White Center for Financial Research.
        • Robert F. Stambaugh, 1997. "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers 5918, National Bureau of Economic Research, Inc.
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        • Dan Kovenock & Gordon M Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," Working Papers 95-4, Center for Economic Studies, U.S. Census Bureau.
        • Dan Kovenock & Gordon M. Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," CESifo Working Paper Series 89, CESifo.
        • Kovenock, D. & Phillips, G.M., 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," UFAE and IAE Working Papers 313.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
      • Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
        • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
        • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
        • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
        • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.

      1996

      • James M. Poterba & Andrew A. Samwick, 1995. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 295-372.
        • Poterba, J.M. & Samwick, A.A., 1996. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers 96-2, Massachusetts Institute of Technology (MIT), Department of Economics.
      • Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
        • Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
        • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
      • Smith, L., 1996. "On the Irrelevance of Trade Timing," Working papers 96-6, Massachusetts Institute of Technology (MIT), Department of Economics.
      • Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
        • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
        • Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996. "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers 96s-20, CIRANO.
        • Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
      • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Universite de Montreal, Departement de sciences economiques.
        • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs Financiers et Theorie de la Consommation," Papers 96.426, Toulouse - GREMAQ.
      • Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
        • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
        • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
        • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
        • Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996. "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers 96s-20, CIRANO.
      • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs Financiers et Theorie de la Consommation," Papers 96.426, Toulouse - GREMAQ.
        • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Universite de Montreal, Departement de sciences economiques.
      • Dale W. Jorgenson, 1996. "Investment - Vol. 1: Capital Theory and Investment Behavior," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100568, December.
      • Daniel, Kent & Titman, Sheridan, 1997. "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," Journal of Finance, American Finance Association, vol. 52(1), pages 1-33, March.
        • Kent Daniel & Sheridan Titman, 1996. "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," NBER Working Papers 5604, National Bureau of Economic Research, Inc.
      • Chen, Zhiwu & Knez, Peter J, 1996. "Portfolio Performance Measurement: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 511-555.
        • Peter J. Knez & Zhiwu Chen, 1998. "Portfolio Performance Measurement: Theory and Applications," Yale School of Management Working Papers ysm48, Yale School of Management.
      • Benoit F. Leleux & Veronique M. Matthys & Julian E. Lange, 1996. "Pricing High Growth Firms: Arbitrage Opportunities in the Inc. 100," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 5(1), pages 43-60, Spring.
      • Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1996. "Income Risk, Borrowing Constraints, and Portfolio Choice," American Economic Review, American Economic Association, vol. 86(1), pages 158-172, March.
        • Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1994. "Income Risk, Borrowing Constraints and Portfolio Choice," CEPR Discussion Papers 888, C.E.P.R. Discussion Papers.
      • Kandel, Shmuel & Stambaugh, Robert F, 1996. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, vol. 51(2), pages 385-424, June.
        • Shmuel Kandel & Robert F. Stambaugh, 1995. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," NBER Working Papers 4997, National Bureau of Economic Research, Inc.
      • Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998. "Portfolio dominance and optimality in infinite security markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 347-366, October.
        • Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner, 1996. "Portfolio Dominance and Optimality in Infinite Security Markets," Discussion Paper Serie B 383, University of Bonn, Germany.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
        • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
        • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers EI 2009-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
        • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
      • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000. "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.
        • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-158, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
        • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
        • Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers 767, Kyoto University, Institute of Economic Research.
        • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 2009-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
      • McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers EI 2008-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
        • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
        • Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE 2009-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
        • Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
      • da Veiga, B. & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers EI 2009-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
        • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
        • Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
      • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
        • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
        • Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996. "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers 96s-20, CIRANO.
      • Bertaut, Carol C. & Haliassos, Michael, 1997. "Precautionary portfolio behavior from a life-cycle perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1511-1542, June.
        • Carol C. Bertaut & Michael Haliassos, 1996. "Precautionary Portfolio Behavior from a Life-Cycle Perspective," Finance 9604001, University Library of Munich, Germany.
        • Carol C. Bertaut & Michael Haliassos, 1996. "Precautionary portfolio behavior from a life-cycle perspective," International Finance Discussion Papers 542, Board of Governors of the Federal Reserve System (U.S.).
      • Hurson, C. & Zopounidis, C., 1996. "Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions," G.R.E.Q.A.M. 96b02, Universite Aix-Marseille III.
      • Hurson, C. & Zopounidis, C., 1996. "Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection," G.R.E.Q.A.M. 96b03, Universite Aix-Marseille III.
      • Hooper, V. & Pointon, J., 1996. "Call Features and Term to Maturity of Callable Foreign Bonds," Papers 306, Australian National University - Department of Economics.
      • Garvey, G.T. & Grant, S. & King, S.P., 1996. "A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs," Papers 307, Australian National University - Department of Economics.
      • Connort, X. & Astus, P. & Sassenou, N., 1996. "Gestion quantitative active : introduction de contraintes probabilistes," Papers 1996-05/f, Caisse des Depots et Consignations - Cahiers de recherche.
      • Artus, P., 1996. "Crise financiere, strategie d'investissement dans les pays a risque, comportement des investisseurs," Papers 96-01/ei, Caisse des Depots et Consignations - Cahiers de recherche.
      • Rubio, E.M., 1996. "Testing the CCAPM on Spanish Data: A New Approach," Papers 9603, Centro de Estudios Monetarios Y Financieros-.
      • Browne, S., 1996. "Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management," Papers 96-16, Columbia - Graduate School of Business.
      • Nielsen, L-T & Vassalou, M, 1996. "Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments," Papers 96-23, Columbia - Graduate School of Business.
        • Nielsen, Lars Tyge & Vassalou, Maria, 1997. "Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments," CEPR Discussion Papers 1652, C.E.P.R. Discussion Papers.
      • Moussu, C. & Thibierge, C., 1996. "Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique," Papers 96/129, Ecole Superieure de Commerce de Paris. Groupe ESCP-.
      • Cornu, P. & Pintado, X., 1996. "Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities," Papers 96.11, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996. "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers 96.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997. "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, vol. 34(9), pages 1475-1494, August.
        • Hoesli, M. & Lizieri, C. & Macgregor, B., 1996. "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers 96.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997. "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
        • Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996. "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers 96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
      • Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
        • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
        • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
        • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Gollier, Christian & Lindsey, John & Zeckhauser, Richard J., 1997. "Investment Flexibility and the Acceptance of Risk," Journal of Economic Theory, Elsevier, vol. 76(2), pages 219-241, October.
        • Gollier, C. & Lindsey, J. & Zeckhauser, R., 1996. "Investment Flexibility and the Acceptance of Risk," Papers 96.421, Toulouse - GREMAQ.
      • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs Financiers et Theorie de la Consommation," Papers 96.426, Toulouse - GREMAQ.
        • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Universite de Montreal, Departement de sciences economiques.
      • Chollet, P. & Ginglinger, E., 1996. "La sous-evaluation des actions a bons de souscription d'actions a l'emission en France," Papers 96-10, Institut de Recherche en Gestion. Universite de Paris XII-.
      • Purcal, S.T., 1996. "Optimal Portfolio Selection and Financial Planning," Papers 96/23, New South Wales - School of Economics.
      • Bruce D. Grundy & Zvi Wiener, "undated". "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers 11-96, Wharton School Rodney L. White Center for Financial Research.
      • Cuoco, Domenico & Cvitanic, Jaksa, 1998. "Optimal consumption choices for a 'large' investor," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 401-436, March.
        • Domenico Cuoco & Jaksa Cvitanic, "undated". "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers 04-96, Wharton School Rodney L. White Center for Financial Research.
        • Domenico Cuoco & Jaksa Cvitanic, "undated". "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers 4-96, Wharton School Rodney L. White Center for Financial Research.
      • Stambaugh, Robert F., 1997. "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, vol. 45(3), pages 285-331, September.
        • Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 05-96, Wharton School Rodney L. White Center for Financial Research.
        • Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 5-96, Wharton School Rodney L. White Center for Financial Research.
        • Robert F. Stambaugh, 1997. "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers 5918, National Bureau of Economic Research, Inc.
      • Anup Agrawal & Charles R. Knoeber, "undated". "Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)," Rodney L. White Center for Financial Research Working Papers 8-96, Wharton School Rodney L. White Center for Financial Research.
      • Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
        • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
        • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
      • Irvine, P.J.A., 1996. "Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange," Papers 77, Rochester, Business - Ph.D.,.
      • Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
        • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
        • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
      • Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
        • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
        • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
      • Katz, B.G. & Owen, J., 1996. "The Investment Choices of Voucher Holders and Their Impact on Privarizad Firm Performance," Working Papers 96-08, New York University, Leonard N. Stern School of Business, Department of Economics.
      • Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Other publications TiSEM db5f1307-aa5a-4a4b-bec2-f, Tilburg University, School of Economics and Management.
        • Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Discussion Paper 1996-82, Tilburg University, Center for Economic Research.
        • Hochguertel, S. & van Soest, A., 1998. "The Relation Between Financial and Housing Wealth of Dutch Households," Papers 1998:19, Uppsala - Working Paper Series.
        • Hochguertel, Stefan & van Soest, Arthur, 1998. "The Relation between Financial and Housing Wealth of Dutch Households," Working Paper Series 1998:19, Uppsala University, Department of Economics.
      • Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Discussion Paper 1996-82, Tilburg University, Center for Economic Research.
        • Hochguertel, S. & van Soest, A., 1998. "The Relation Between Financial and Housing Wealth of Dutch Households," Papers 1998:19, Uppsala - Working Paper Series.
        • Hochguertel, Stefan & van Soest, Arthur, 1998. "The Relation between Financial and Housing Wealth of Dutch Households," Working Paper Series 1998:19, Uppsala University, Department of Economics.
        • Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Other publications TiSEM db5f1307-aa5a-4a4b-bec2-f, Tilburg University, School of Economics and Management.
      • Carolyn Pitchik, 1998. "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Canadian Journal of Economics, Canadian Economics Association, vol. 31(1), pages 77-91, February.
        • Carolyn Pitchik, 1996. "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Working Papers pitchik-96-01, University of Toronto, Department of Economics.
      • Brouwer, F. & Ruiter, A.J.C. de, 1996. "Mean-downside risk versus mean-variance efficient asset class allocations in relation to the investment horizon," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • Bertaut, Carol C. & Haliassos, Michael, 1997. "Precautionary portfolio behavior from a life-cycle perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1511-1542, June.
        • Carol C. Bertaut & Michael Haliassos, 1996. "Precautionary portfolio behavior from a life-cycle perspective," International Finance Discussion Papers 542, Board of Governors of the Federal Reserve System (U.S.).
        • Carol C. Bertaut & Michael Haliassos, 1996. "Precautionary Portfolio Behavior from a Life-Cycle Perspective," Finance 9604001, University Library of Munich, Germany.
      • J. S. Butler & Barry Schachter, 1996. "Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation," Finance 9605001, University Library of Munich, Germany.
      • Matthew Spiegel, 1996. "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance 9608002, University Library of Munich, Germany.

      1995

      • Hochgürtel, S. & Alessie, R.J.M. & van Soest, A.H.O., 1995. "Household portfolio allocation in the Netherlands : Saving accounts versus stocks and bonds," Other publications TiSEM 83603afa-eb12-429b-94aa-7, Tilburg University, School of Economics and Management.
        • Hochgürtel, S. & Alessie, R.J.M. & van Soest, A.H.O., 1995. "Household portfolio allocation in the Netherlands : Saving accounts versus stocks and bonds," Discussion Paper 1995-24, Tilburg University, Center for Economic Research.
      • Werner, Jan, 1997. "Arbitrage, Bubbles, and Valuation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(2), pages 453-464, May.
        • Jan Werner, 1995. "Arbitrage, bubbles and valuation," Economics Working Papers 121, Department of Economics and Business, Universitat Pompeu Fabra.
      • José M. Marín & Jacques P. Olivier, 1995. "On the impact of leverage constraints on asset prices and trading volume," Economics Working Papers 146, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2002.
        • Jacques Olivier & José M. Marin, 2003. "On the impact of leverage constraints on asset prices and trading volume," Post-Print hal-00460077, HAL.
      • Kovenock, Dan & Phillips, Gordon M, 1997. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 767-803.
        • Dan Kovenock & Gordon M Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," Working Papers 95-4, Center for Economic Studies, U.S. Census Bureau.
        • Kovenock, D. & Phillips, G.M., 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," UFAE and IAE Working Papers 313.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
        • Dan Kovenock & Gordon M. Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," CESifo Working Paper Series 89, CESifo.
      • James M. Poterba & Andrew A. Samwick, 1995. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 295-372.
        • Poterba, J.M. & Samwick, A.A., 1996. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers 96-2, Massachusetts Institute of Technology (MIT), Department of Economics.
      • Dumas, Bernard & Solnik, Bruno, 1995. "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
        • Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
        • Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
        • Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
        • Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
      • William N. Goetzmann & Susan M. Wachter, 1995. "Clustering Methods for Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 23(3), pages 271-310, September.
        • William N. Goetzmann & Susan M. Wachter, 1998. "Clustering Methods for Real Estate Portfolios," Yale School of Management Working Papers ysm59, Yale School of Management.
      • Kovenock, Dan & Phillips, Gordon M, 1997. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 767-803.
        • Kovenock, D. & Phillips, G.M., 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," UFAE and IAE Working Papers 313.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
        • Dan Kovenock & Gordon M Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," Working Papers 95-4, Center for Economic Studies, U.S. Census Bureau.
        • Dan Kovenock & Gordon M. Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," CESifo Working Paper Series 89, CESifo.
      • Kovenock, Dan & Phillips, Gordon M, 1997. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 767-803.
        • Dan Kovenock & Gordon M Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," Working Papers 95-4, Center for Economic Studies, U.S. Census Bureau.
        • Dan Kovenock & Gordon M. Phillips, 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," CESifo Working Paper Series 89, CESifo.
        • Kovenock, D. & Phillips, G.M., 1995. "Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions," UFAE and IAE Working Papers 313.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
      • Richard Guay & Jean-François L'Her & Jean-Marc Suret, 1995. "Anomalies de marché et sélection des titres au Canada," CIRANO Papers 95c-02, CIRANO.
      • Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
        • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
        • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Wang, Cheng, 1997. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, vol. 76(1), pages 72-105, September.
        • Wang, C., 1995. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers 1995-08, Carnegie Mellon University, Tepper School of Business.
        • Wang, Cheng, 1997. "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive 5170, Iowa State University, Department of Economics.
      • Harold Zhang, "undated". "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 31, Carnegie Mellon University, Tepper School of Business.
        • Zhang, H.H., 1995. "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 1995-24, Carnegie Mellon University, Tepper School of Business.
      • Zhang, Harold H., 1997. "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 228-254, January.
        • Zhang, H.H., 1995. "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers 1995-26, Carnegie Mellon University, Tepper School of Business.
      • Mauricio Cárdenas, 1995. "La inversión en Colombia 1950 - 1994," Coyuntura Económica, Fedesarrollo, December.
      • Leonardo Villar, 1995. "Evolución de las importaciones: ciclos de apertura y restricción," Coyuntura Económica, Fedesarrollo, December.
      • Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
        • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
        • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
      • Frydman, R. & Pistor, K. & Rapaczynski, A., 1995. "Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds," Working Papers 95-31, C.V. Starr Center for Applied Economics, New York University.
      • Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
        • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
        • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
        • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
      • Louis Kaplow, 1991. "Taxation and Risk Taking: A General Equilibrium Perspective," NBER Working Papers 3709, National Bureau of Economic Research, Inc.
      • Kandel, Shmuel & Stambaugh, Robert F, 1996. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, vol. 51(2), pages 385-424, June.
        • Shmuel Kandel & Robert F. Stambaugh, 1995. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," NBER Working Papers 4997, National Bureau of Economic Research, Inc.
      • Baxter, Marianne & Jermann, Urban J, 1997. "The International Diversification Puzzle Is Worse Than You Think," American Economic Review, American Economic Association, vol. 87(1), pages 170-180, March.
        • Baxter, M. & Jermann, U.J., 1993. "The International Diversification Puzzle is Worse than you Think," RCER Working Papers 350, University of Rochester - Center for Economic Research (RCER).
        • Marianne Baxter & Urban J. Jermann, 1995. "The International Diversification Puzzle is Worse Than You Think," NBER Working Papers 5019, National Bureau of Economic Research, Inc.
      • Patric H. Hendershott & William C. LaFayette, 1995. "Debt Usage and Mortgage Choice: Sensitivity to Default Insurance Costs," NBER Working Papers 5069, National Bureau of Economic Research, Inc.
      • William C. LaFayette & Donald R. Haurin & Patric H. Hendershott, 1995. "Endogenous Mortgage Choice, Borrowing Constraints and the Tenure Decision," NBER Working Papers 5074, National Bureau of Economic Research, Inc.
      • Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
        • Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
        • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
      • Kevin Grundy & Burton G. Malkiel, 1995. "Reports of Beta's Death Have Been Greatly Exaggerated," Working Papers 133, Princeton University, Department of Economics, Center for Economic Policy Studies..
      • Kevin Grundy & Burton G. Malkiel, 1995. "Reports of Beta's Death Have Been Greatly Exaggerated," Working Papers 133, Princeton University, Department of Economics, Center for Economic Policy Studies..
      • Arthur J. Raymond, 1995. "Short-Term Foreign Assets and Portfolio Risk," Eastern Economic Journal, Eastern Economic Association, vol. 21(3), pages 327-337, Summer.
      • Sven Rady, 1995. "Option Pricing With a Quadratic Diffusion Term," FMG Discussion Papers dp226, Financial Markets Group.
        • Rady, Sven, 1995. "Option pricing with a quadratic diffusion term," LSE Research Online Documents on Economics 119174, London School of Economics and Political Science, LSE Library.
      • Rady, Sven, 1995. "Option pricing with a quadratic diffusion term," LSE Research Online Documents on Economics 119174, London School of Economics and Political Science, LSE Library.
        • Sven Rady, 1995. "Option Pricing With a Quadratic Diffusion Term," FMG Discussion Papers dp226, Financial Markets Group.
      • Kast, R. & Lapied, A., 1995. "Discrete Time Option Pricing with Bid-Ask Spreads," G.R.E.Q.A.M. 97a26, Universite Aix-Marseille III.
      • Alain Venditti, 2003. "Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities," The Japanese Economic Review, Japanese Economic Association, vol. 54(2), pages 179-202, June.
        • Venditti, A., 1995. "Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities," G.R.E.Q.A.M. 97a27, Universite Aix-Marseille III.
      • Etner, J. & Jouvet, P.-A., 1995. "Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution," G.R.E.Q.A.M. 97a29, Universite Aix-Marseille III.
        • Etner, J. & Jouvet, P.-A,, 1997. "Choix d'investissement dans un modele a generations imbriquees avec incertitude et pollution," Papiers d'Economie Mathématique et Applications 97.51, Université Panthéon-Sorbonne (Paris 1).
      • Avouyi-Dovi, S. & Caulet, R., 1995. "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie," Papers 1995-18/t, Caisse des Depots et Consignations - Cahiers de recherche.
      • Avouyi-Dovi, S. & Caulet, R., 1995. "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques," Papers 1995-19/t, Caisse des Depots et Consignations - Cahiers de recherche.
      • Browne, S., 1995. "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers 95-08, Columbia - Graduate School of Business.
      • Browne, S., 1995. "The Return on Investment from Proportional Portfolio Strategies," Papers 95-09, Columbia - Graduate School of Business.
      • Vassalou, M., 1995. "Tests of Alternative International Asset Pricing Models," Papers 95-27, Columbia - Graduate School of Business.
      • Heal, G., 1995. "Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World," Papers 95-30, Columbia - Graduate School of Business.
      • Edwards, F.R., 1995. "Mutual Funds and Financial Stability," Papers 95-31, Columbia - Graduate School of Business.
      • Edwards, F.R. & Park, J.M., 1995. "Do Managed Futures Make Good Investments?," Papers 95-32, Columbia - Graduate School of Business.
      • Arrondel, L., 1995. "Patrimoine et actifs financiers en 1992," Papers 29, Laval - Laboratoire Econometrie.
      • Agell, J. & Berg, L. & Edin, P.A., 1995. "Tax Reform, Consumption and Asset Structure," Papers 1995-17, Uppsala - Working Paper Series.
        • Agell, J. & Berg, L. & Edin, P.A., 1995. "Tax Reform, Consumption and Asset Structure," Papers 16, Uppsala - Working Paper Series.
      • Agell, J. & Berg, L. & Edin, P.A., 1995. "Tax Reform, Consumption and Asset Structure," Papers 16, Uppsala - Working Paper Series.
        • Agell, J. & Berg, L. & Edin, P.A., 1995. "Tax Reform, Consumption and Asset Structure," Papers 1995-17, Uppsala - Working Paper Series.
      • Renström, Thomas I. & Roszbach, Kasper, 1995. "Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy," SSE/EFI Working Paper Series in Economics and Finance 65, Stockholm School of Economics.
      • Caballe, Jordi & Pomansky, Alexey, 1996. "Mixed Risk Aversion," Journal of Economic Theory, Elsevier, vol. 71(2), pages 485-513, November.
        • Caballé, Jordi & Pomansky, Alexey, 1995. "Mixed Risk Aversion," Working Paper Series 444, Research Institute of Industrial Economics.

      1994

      • Dumas, Bernard & Solnik, Bruno, 1995. "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
        • Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
        • Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
        • Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
        • Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
      • Christopeit, Norbert, 1994. "On the Approximation of Random Variables by Stochastic Integrals with Respect to Semimartingales," Discussion Paper Serie B 277, University of Bonn, Germany.
      • Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1996. "Income Risk, Borrowing Constraints, and Portfolio Choice," American Economic Review, American Economic Association, vol. 86(1), pages 158-172, March.
        • Guiso, Luigi & Jappelli, Tullio & Terlizzese, Daniele, 1994. "Income Risk, Borrowing Constraints and Portfolio Choice," CEPR Discussion Papers 888, C.E.P.R. Discussion Papers.
      • Jean-Michel COURTAULT, 1994. "Économétrie du portefeuille : l’approche de l’information," Discussion Papers (REL - Recherches Economiques de Louvain) 1994024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • Dumas, Bernard & Solnik, Bruno, 1995. "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
        • Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
        • Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
        • Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
        • Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
      • Bernard Dumas, 1994. "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Chapters, in: The Internationalization of Equity Markets, pages 23-58, National Bureau of Economic Research, Inc.
        • Bernard Dumas, 1994. "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Working Papers 4657, National Bureau of Economic Research, Inc.
        • Dumas, B., 1994. "A Test of the International Capm using Business Cycles Indicators as Instrumental Variables," DELTA Working Papers 94-07, DELTA (Ecole normale supérieure).
      • Bernard Dumas, 1994. "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Chapters, in: The Internationalization of Equity Markets, pages 23-58, National Bureau of Economic Research, Inc.
        • Dumas, B., 1994. "A Test of the International Capm using Business Cycles Indicators as Instrumental Variables," DELTA Working Papers 94-07, DELTA (Ecole normale supérieure).
        • Bernard Dumas, 1994. "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Working Papers 4657, National Bureau of Economic Research, Inc.
      • Bernard Dumas, 1994. "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Chapters, in: The Internationalization of Equity Markets, pages 23-58, National Bureau of Economic Research, Inc.
        • Dumas, B., 1994. "A Test of the International Capm using Business Cycles Indicators as Instrumental Variables," DELTA Working Papers 94-07, DELTA (Ecole normale supérieure).
        • Bernard Dumas, 1994. "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Working Papers 4657, National Bureau of Economic Research, Inc.
      • Canner, Niko & Mankiw, N Gregory & Weil, David N, 1997. "An Asset Allocation Puzzle," American Economic Review, American Economic Association, vol. 87(1), pages 181-191, March.
        • Niko Canner & N. Gregory Mankiw & David N. Weil, 1994. "An Asset Allocation Puzzle," NBER Working Papers 4857, National Bureau of Economic Research, Inc.
      • Terry Dorsey, 1994. "Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 3(2), pages 171-176, Spring.
      • Cebula, Richard & Barth, James & Belton, Willie, 1994. "A Tobit Analysis of Determinants of Geographic Differentials in the Commercial Bank Closing Rate in the United States," MPRA Paper 51513, University Library of Munich, Germany.
      • Armstrong, J. Scott & Brodie, Roderick J., 1994. "Effects of portfolio planning methods on decision making: experimental results," MPRA Paper 81684, University Library of Munich, Germany.
        • JS Armstrong & Roderick J. Brodie, 2004. "Effects of Portfolio Planning Methods on Decision Making: Experimental Results," General Economics and Teaching 0412016, University Library of Munich, Germany.

      1993

      • Michael Haliassos & Andrew B. Lyon, 1993. "Progressivity of Capital Gains Taxation with Optimal Portfolio Selection," NBER Working Papers 4253, National Bureau of Economic Research, Inc.
      • Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers 90-134, University of California at Berkeley.
        • Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 4294, National Bureau of Economic Research, Inc.
        • Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony, 1990. "The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Department of Economics, Working Paper Series qt3xh3d7xn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
      • Dumas, Bernard & Solnik, Bruno, 1995. "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
        • Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
        • Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
        • Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
        • Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
      • Zuliu Hu, 1993. "Risk Taking and Optimal Taxation in the Presence of Nontradable Human Capital," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 622-637, September.
      • Michael G. Papaioannou & Tugrul Temel, 1993. "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 663-679, September.
        • Tugrul Temel & Mr. Michael G. Papaioannou, 1993. "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology," IMF Working Papers 1993/010, International Monetary Fund.
      • Dumas, Bernard & Solnik, Bruno, 1995. "The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
        • Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
        • Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
        • Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
        • Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
      • Michael G. Papaioannou & Tugrul Temel, 1993. "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 663-679, September.
        • Tugrul Temel & Mr. Michael G. Papaioannou, 1993. "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology," IMF Working Papers 1993/010, International Monetary Fund.
      • Michael G. Papaioannou & Tugrul Temel, 1993. "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 663-679, September.
        • Tugrul Temel & Michael G. Papaioannou, 1993. "Portfolio Performance of the SDR and Reserve Currencies; Tests Using the ArCH Methodology," IMF Working Papers 93/10, International Monetary Fund.
      • Baxter, Marianne & Jermann, Urban J, 1997. "The International Diversification Puzzle Is Worse Than You Think," American Economic Review, American Economic Association, vol. 87(1), pages 170-180, March.
        • Baxter, M. & Jermann, U.J., 1993. "The International Diversification Puzzle is Worse than you Think," RCER Working Papers 350, University of Rochester - Center for Economic Research (RCER).
        • Marianne Baxter & Urban J. Jermann, 1995. "The International Diversification Puzzle is Worse Than You Think," NBER Working Papers 5019, National Bureau of Economic Research, Inc.
      • Günther Lang, 1993. "Asset Bubbles, Pay-As-You-Go Systems and Dynamic Efficiency," Discussion Paper Serie A 425, University of Bonn, Germany.
      • M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020. "A comparison of some aspects of the U.S. and Japanese equity markets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 3, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
        • Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993. "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, vol. 5(1), pages 3-26, May.

      1992

      • Brainard, William C & Tobin, James, 1992. "On the Internationalization of Portfolios," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 533-565, October.
        • William C. Brainard & James Tobin, 1991. "On the Internationalization of Portfolios," Cowles Foundation Discussion Papers 991, Cowles Foundation for Research in Economics, Yale University.
        • Brainard, William & Tobin, James, 1991. "On the Internationalization of Portfolios," Discussion Papers 389, The Research Institute of the Finnish Economy.
      • Albuquerque, Rui & Miao, Jianjun, 2014. "Advance information and asset prices," Journal of Economic Theory, Elsevier, vol. 149(C), pages 236-275.
        • Rui Albuquerque & Jianjun Miao, "undated". "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series wp2009-017, Boston University - Department of Economics.
        • Jianjun Miao & Rui Albuquerque, 2008. "Advance Information and Asset Prices," 2008 Meeting Papers 44, Society for Economic Dynamics.
        • Albuquerque, Rui & Miao, Jianjun, 2007. "Advance Information and Asset Prices," CEPR Discussion Papers 6588, C.E.P.R. Discussion Papers.
      • Tillmann,Georg, 1992. "Interest income evasion in a two-country model," Discussion Paper Serie A 378, University of Bonn, Germany.

      1991

      • Markowitz, Harry M, 1991. "Foundations of Portfolio Theory," Journal of Finance, American Finance Association, vol. 46(2), pages 469-477, June.
        • Markowitz, Harry M., 1990. "Foundations of Portfolio Theory," Nobel Prize in Economics documents 1990-1, Nobel Prize Committee.
      • Lambert, Ra & Larcker, Df & Verrecchia, Re, 1991. "Portfolio Considerations In Valuing Executive-Compensation," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 129-149.
      • Karl E. Case & Robert J. Shiller & Allan N. Weiss, 1991. "Index-Based Futures and Options Markets in Real Estate," Cowles Foundation Discussion Papers 1006, Cowles Foundation for Research in Economics, Yale University.
      • Brainard, William C & Tobin, James, 1992. "On the Internationalization of Portfolios," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 533-565, October.
        • Brainard, William & Tobin, James, 1991. "On the Internationalization of Portfolios," Discussion Papers 389, The Research Institute of the Finnish Economy.
        • William C. Brainard & James Tobin, 1991. "On the Internationalization of Portfolios," Cowles Foundation Discussion Papers 991, Cowles Foundation for Research in Economics, Yale University.
      • O'Donnell, Owen & Propper, Carol, 1991. "Equity and the distribution of U.K. National Health Service resources," Journal of Health Economics, Elsevier, vol. 10(2), pages 247-249, July.
        • O'Donnell, Owen & Propper, Carol, 1991. "Equity and the distribution of UK National Health Service resources," Journal of Health Economics, Elsevier, vol. 10(1), pages 1-19, May.
      • Jones, Andrew M., 1991. "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, vol. 10(3), pages 381-381, October.
        • Jones, Andrew M., 1991. "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, vol. 10(1), pages 81-99, May.
      • O'Donnell, Owen & Propper, Carol, 1991. "Equity and the distribution of UK National Health Service resources," Journal of Health Economics, Elsevier, vol. 10(1), pages 1-19, May.
        • O'Donnell, Owen & Propper, Carol, 1991. "Equity and the distribution of U.K. National Health Service resources," Journal of Health Economics, Elsevier, vol. 10(2), pages 247-249, July.
      • Jones, Andrew M., 1991. "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, vol. 10(1), pages 81-99, May.
        • Jones, Andrew M., 1991. "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, vol. 10(3), pages 381-381, October.
      • Foldes, Lucien, 1991. "Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments," LSE Research Online Documents on Economics 5138, London School of Economics and Political Science, LSE Library.
      • Stark, Oded, 1991. "Migration in LDCs: Risk, Remittances, and the Family," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(4), pages 39-41.
      • Brainard, William C & Tobin, James, 1992. "On the Internationalization of Portfolios," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 533-565, October.
        • William C. Brainard & James Tobin, 1991. "On the Internationalization of Portfolios," Cowles Foundation Discussion Papers 991, Cowles Foundation for Research in Economics, Yale University.
        • Brainard, William & Tobin, James, 1991. "On the Internationalization of Portfolios," Discussion Papers 389, The Research Institute of the Finnish Economy.

      1990

      • Foldes, Lucien, 1990. "Optimal sure portfolio plans," LSE Research Online Documents on Economics 5137, London School of Economics and Political Science, LSE Library.
      • Foldes, Lucien, 1990. "Certainty equivalence in the continuous-time portfolio-cum-saving model," LSE Research Online Documents on Economics 5144, London School of Economics and Political Science, LSE Library.
      • Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers 90-134, University of California at Berkeley.
        • Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony, 1990. "The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Department of Economics, Working Paper Series qt3xh3d7xn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
        • Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 4294, National Bureau of Economic Research, Inc.
      • Kuchiki, Akifumi, 1990. "The Pricing Mechanism of Primary Commodities since the 1970s," The Developing Economies, Institute of Developing Economies, Japan External Trade Organization(JETRO), vol. 28(1), pages 95-110, March.
      • Markowitz, Harry M, 1991. "Foundations of Portfolio Theory," Journal of Finance, American Finance Association, vol. 46(2), pages 469-477, June.
        • Markowitz, Harry M., 1990. "Foundations of Portfolio Theory," Nobel Prize in Economics documents 1990-1, Nobel Prize Committee.
      • Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony, 1990. "The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Department of Economics, Working Paper Series qt3xh3d7xn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
        • Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 4294, National Bureau of Economic Research, Inc.
        • Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers 90-134, University of California at Berkeley.
      • Marcet, Albert & Singleton, Kenneth J., 1999. "Equilibrium Asset Prices And Savings Of Heterogeneous Agents In The Presence Of Incomplete Markets And Portfolio Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 3(2), pages 243-277, June.
        • Albert Marcet & Kenneth J. Singleton, 1990. "Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints," Economics Working Papers 319, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.

      1989

      • Sodersten, Jan, 1989. "The Investment Funds System Reconsidered," Scandinavian Journal of Economics, Wiley Blackwell, vol. 91(4), pages 671-687.
      • Foldes, Lucien, 1989. "Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments," LSE Research Online Documents on Economics 5142, London School of Economics and Political Science, LSE Library.

      1988

      • Rafael Cosgaya & Ildefonso Grande, 1988. "La bolsa de Bilbao: evolución y perspectivas de futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 13(04), pages 286-301.
      • Dwayne Benjamin, 1988. "Household Composition and Labor Demand: A Test of Rural Labor Market Efficiency," Working Papers 624, Princeton University, Department of Economics, Industrial Relations Section..
      • Dwayne Benjamin, 1988. "Household Composition and Labor Demand: A Test of Rural Labor," Working Papers 624, Princeton University, Department of Economics, Industrial Relations Section..
      • Dwayne Benjamin, 1988. "Household Composition and Labor Demand: A Test of Rural Labor Market Efficiency," Working Papers 624, Princeton University, Department of Economics, Industrial Relations Section..
        • Benjamin, D., 1988. "Household Conposition And Labor Demand: A Test Of Rural Labor Market Efficiency," Papers 140, Princeton, Woodrow Wilson School - Public and International Affairs.

      1987

      • Carlsson, Bo, 1987. "Productivity Analysis: A Micro-to-Macro Perspective," Working Paper Series 181, Research Institute of Industrial Economics, revised Mar 1990.
      • Earl, Peter, 1987. "Handbook of behavioral economics. vol. B 1986: Behavioral macroeconomics. : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, vol. 8(3), pages 385-388, September.
        • Earl, Peter, 1987. "Handbook of behavioral economics. vol. A 1986: behavioral microeconomics : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, vol. 8(3), pages 385-385, September.
      • Earl, Peter, 1987. "Handbook of behavioral economics. vol. A 1986: behavioral microeconomics : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, vol. 8(3), pages 385-385, September.
        • Earl, Peter, 1987. "Handbook of behavioral economics. vol. B 1986: Behavioral macroeconomics. : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, vol. 8(3), pages 385-388, September.

      1986

      • Södersten, Jan, 1986. "The Investment Funds System Reconsidered," Working Paper Series 174, Research Institute of Industrial Economics, revised Jan 1988.
      • Richard A. Brealey, 1986. "An Introduction to Risk and Return from Common Stocks, 2nd Edition," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262521164, December.

      1985

      • Albu, Lucian-Liviu & Camasoiu, Ion & Georgescu, George, 1985. "A quantifying method of microinvestment optimum," MPRA Paper 14928, University Library of Munich, Germany.
      • Schachter, B, 1985. "Open Interest And Consensus Among Investors," Journal of Accounting Research, Wiley Blackwell, vol. 23(2), pages 907-910.
      • Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006. "The Wealth of Mexican Americans," Journal of Human Resources, University of Wisconsin Press, vol. 41(4).
        • Deborah A. Cobb-Clark & Vincent Hildebrand, 2004. "The Wealth of Mexican Americans," Social and Economic Dimensions of an Aging Population Research Papers 116, McMaster University.
        • Deborah Cobb-Clark & Vincent A. Hildebrand, 2006. "The Wealth of Mexican Americans," CEPR Discussion Papers 519, Centre for Economic Policy Research, Research School of Economics, Australian National University.
        • Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2004. "The Wealth of Mexican Americans," IZA Discussion Papers 1150, Institute of Labor Economics (IZA).

      1983

      • Casey, Cj, 1983. "Prior Probability Disclosure And Loan Officers Judgments - Some Evidence Of The Impact," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 300-307.
      • Hoskin, Re, 1983. "Opportunity Cost And Behavior," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 78-95.
      • Hawawini, Gabriel, 1983. "Why beta shifts as the return interval changes," MPRA Paper 44893, University Library of Munich, Germany.

      1981

      • Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
        • Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.
      • Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
      • Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
        • Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.

      1980

      • Dale, Charles & Workman, Rosemarie, 1980. "The arc sine law and the treasury bill futures market," MPRA Paper 46101, University Library of Munich, Germany.
      • Vignola, Anthony & Dale, Charles, 1980. "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper 48812, University Library of Munich, Germany.
      • Friedman, La & Neumann, Br, 1980. "The Effects Of Opportunity Costs On Project Investment Decisions - A Replication And Extension," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 407-419.
      • Stark, Oded, 1980. "On the Role of Urban-to-Rural Remittances in Rural Development," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 16(3), pages 369-374.

      1979

      • Hawawini, Gabriel, 1979. "An assessment of risk in thinner markets: the Belgian case," MPRA Paper 33971, University Library of Munich, Germany.
      • Vignola, Anthony & Dale, Charles, 1979. "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper 48762, University Library of Munich, Germany.
      • Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations," MPRA Paper 58273, University Library of Munich, Germany.
      • Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
      • Paul A. Samuelson, 2011. "Why We Should Not Make Mean Log of Wealth Big Though Years to Act Are Long," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 34, pages 491-493, World Scientific Publishing Co. Pte. Ltd..
        • Samuelson, Paul A., 1979. "Why we should not make mean log of wealth big though years to act are long," Journal of Banking & Finance, Elsevier, vol. 3(4), pages 305-307, December.
      • Nair, Rd, 1979. "Economic-Analyses And Accounting Techniques - Empirical-Study," Journal of Accounting Research, Wiley Blackwell, vol. 17(1), pages 225-242.

      1978

      • Neumann, Br & Friedman, La, 1978. "Opportunity Costs - Further Evidence Through An Experimental Replication," Journal of Accounting Research, Wiley Blackwell, vol. 16(2), pages 400-410.

      1976

      • Harry M. Markowitz, 2011. "Investment for the Long Run: New Evidence for an Old Rule," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 35, pages 495-508, World Scientific Publishing Co. Pte. Ltd..
        • Markowitz, Harry M, 1976. "Investment for the Long Run: New Evidence for an Old Rule," Journal of Finance, American Finance Association, vol. 31(5), pages 1273-1286, December.
      • Mchugh, Aj, 1976. "Relationship Between Accounting And Internal Rate Of Return Measures," Journal of Accounting Research, Wiley Blackwell, vol. 14(1), pages 181-186.
      • Livingstone, Jl & Vanbreda, Mf, 1976. "Relationship Between Accounting And Internal Rate Of Return Measures - Reply," Journal of Accounting Research, Wiley Blackwell, vol. 14(1), pages 187-188.

      1975

      • Ohlson, Ja, 1975. "Complete Ordering Of Information Alternatives For A Class Of Portfolio-Selection Models," Journal of Accounting Research, Wiley Blackwell, vol. 13(2), pages 267-282.

      1974

      • Becker, Sw & Ronen, J & Sorter, Gh, 1974. "Opportunity Costs - Experimental Approach," Journal of Accounting Research, Wiley Blackwell, vol. 12(2), pages 317-329.

      1973

      • Feige, E L, et al, 1973. "The Roles of Money in an Economy and the Optimum Quantity of Money," Economica, London School of Economics and Political Science, vol. 40(160), pages 416-431, November.
      • Abdelkhalik, Ar, 1973. "Effect Of Aggregating Accounting Reports On Quality Of Lending Decision - Empirical-Investigation," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 104-138.
      • Edmister, Ro & Oliver, Bl, 1973. "Discussion Of Effect Of Aggregating Accounting Reports On Quality Of Lending Decision - Empirical-Investigation," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 139-150.
      • Abdelkhalik, Ar, 1973. "Effect Of Aggregating Accounting Reports On Quality Of Lending Decision - Empirical-Investigation - Comment," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 151-162.

      1972

      • Ophir, T, 1972. "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, Wiley Blackwell, vol. 10, pages 102-104.
      • Ohlson, J, 1972. "Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, Wiley Blackwell, vol. 10, pages 45-84.
      • Gonedes, Nj, 1972. "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, Wiley Blackwell, vol. 10, pages 85-101.

      1969

      • Ball, R & Brown, P, 1969. "Portfolio Theory And Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 7(2), pages 300-323.
      • Paul A. Samuelson, 2011. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 31, pages 465-472, World Scientific Publishing Co. Pte. Ltd..
        • Samuelson, Paul A, 1969. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 239-246, August.

      1967

      • Dyckman, Tr, 1967. "Observations On Jensens Experimental Design For Study Of Effects Of Accounting Variations In Decision Making," Journal of Accounting Research, Wiley Blackwell, vol. 5(2), pages 221-229.
      • Jensen, Re, 1967. "Observations On Jensens Experimental Design For Study Of Effects Of Accounting Variations In Decision Making - Rejoinder," Journal of Accounting Research, Wiley Blackwell, vol. 5(2), pages 230-251.

      1966

      • Jensen, Re, 1966. "Experimental Design For Study Of Effects Of Accounting Variations In Decision Making," Journal of Accounting Research, Wiley Blackwell, vol. 4(2), pages 224-238.
      • Horrigan, Jo, 1966. "Determination Of Long-Term Credit Standing With Financial Ratios," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 44-62.
      • Peck, Lg, 1966. "Determination Of Long-Term Credit Standing With Financial Ratios - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 63-66.
      • West, Rr, 1966. "Determination Of Long-Term Credit Standing With Financial Ratios - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 67-70.

      1963

      • Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
        • Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394-394.

      17

      • Bonizzi, Bruno, 0017. "Institutional investors and emerging markets with intermediate exchange rate regimes: A stock-flow consistent model," MPRA Paper 67933, University Library of Munich, Germany.

      0

      • Weidong Lin & Abderrahim Taamouti, 2023. "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers 202311, University of Liverpool, Department of Economics.
      • Liu, Xuan & Yang, Fang & Cai, Zongwu, 2016. "Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 229-248.
        • Fang Yang & Xuan Liu & Zongwu Cai, 2013. "Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data," Departmental Working Papers 2013-09, Department of Economics, Louisiana State University.
      • Parthajit Kayal & Janani Sri SG, 2020. "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers 2020-203, Madras School of Economics,Chennai,India.
      • Ishani Chaudhuri & Parthajit Kayal, 2022. "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers 2022-214, Madras School of Economics,Chennai,India.
      • Malvika Saraf & Parthajit Kayal, 2022. "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers 2022-215, Madras School of Economics,Chennai,India.
      • Thillaikkoothan Palanichamy & Parthajit Kayal, 2022. "Multiple Dimensions of Cyclicality in Investing," Working Papers 2022-216, Madras School of Economics,Chennai,India.
      • Abhishek Subramanian & Parthajit Kayal, 2023. "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers 2023-242, Madras School of Economics,Chennai,India.
      • Flavin, Thomas J. & Lagoa-Varela, Dolores, 2021. "On the stability of stock-bond comovements across market conditions in the Eurozone periphery," Global Finance Journal, Elsevier, vol. 49(C).
        • Thomas J.Flavin & Dolores Lagoa-Varela, 2019. "On the stability of Stock-bond comovements across market conditions in the Eurozone periphery," Economics Department Working Paper Series n295-19.pdf, Department of Economics, National University of Ireland - Maynooth.
      • Glenn Abela & William Gatt, "undated". "Who are the (dis)savers? A look at household saving patters and wealth composition in Malta," CBM Policy Papers PP/01/2022, Central Bank of Malta.
      • Kazufumi Yamana, 2016. "Structural Household Finance," Discussion papers ron279, Policy Research Institute, Ministry of Finance Japan.
      • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
        • Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010. "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers 10/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
        • Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011. "Saving rates and portfolio choice with subsistence consumption," CFS Working Paper Series 2011/06, Center for Financial Studies (CFS).
      • Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, "undated". "Capital preservation and current spending with Sovereign Wealth Funds and Endowment Funds: A simulation study," Working Paper Series 19222, Department of Economics, Norwegian University of Science and Technology.
      • David Chambers & Elroy Dimson & Christophe Spaenjers, 0. "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(3), pages 490-520.
        • Chambers, David & , & Spaenjers, Christophe, 2020. "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers 14357, C.E.P.R. Discussion Papers.
      • Ronald Doeswijk & Trevin Lam & Laurens Swinkels, 0. "Historical Returns of the Market Portfolio," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(3), pages 521-567.
      • Ing-Haw Cheng & Jeffrey Pontiff, 0. "Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 635-668.
      • David C Ling & Chongyu Wang & Tingyu Zhou & Jeffrey Pontiff, 0. "A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 669-704.
      • Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
        • Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers 2020-96, Becker Friedman Institute for Research In Economics.
        • Pástor, LuboÅ¡ & Vorsatz, Blair, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers 15033, C.E.P.R. Discussion Papers.
        • Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers 27551, National Bureau of Economic Research, Inc.
      • Narasimhan Jegadeesh & Chandra Sekhar Mangipudi & Stijn Van Nieuwerburgh, 0. "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 108-148.
      • Christopher S Jones & Haitao Mo & Lauren Cohen, 0. "Out-of-Sample Performance of Mutual Fund Predictors," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 149-193.
      • Andres Donangelo & Stijn Van Nieuwerburgh, 0. "Untangling the Value Premium with Labor Shares," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 451-508.
      • Richard B Evans & Yang Sun & Lauren Cohen, 0. "Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 67-107.
      • Ruben Cox & Peter de Goeij, 0. "Regulatory Certification, Risk Factor Disclosure, and Investor Behavior," Review of Finance, European Finance Association, vol. 24(5), pages 1079-1106.
      • Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang, 0. "What Do Short Sellers Know?," Review of Finance, European Finance Association, vol. 24(6), pages 1203-1235.
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