Research classified by Journal of Economic Literature (JEL) codes

2010

• Helen Higgs & Andrew C. Worthington, 2010, "Economies of Scale and Scope in Australian Superannuation Funds," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201015.
• David Thesmar, 2010, "Stock Price Fragility," Post-Print, HAL, number hal-00554105, Apr.
• Helmuth Cremer & Jean-Marie Lozachmeur & Pierre Pestieau, 2010, "Collective Annuities and Redistribution," Post-Print, HAL, number halshs-00754472, Feb, DOI: 10.1111/j.1467-9779.2009.01445.x.
• Helmuth Cremer & Jean-Marie Lozachmeur & Pierre Pestieau, 2010, "Collective Annuities and Redistribution," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754472, Feb, DOI: 10.1111/j.1467-9779.2009.01445.x.
• Vincent Touzé, 2010, "Le système de retraite américain : impact de la crise et tendances de long terme," Sciences Po Economics Publications (main), HAL, number hal-01069448, Oct.
• Marcel Boyer & Donatella Porrini, 2010, "Optimal liability sharing and court errors: an exploratory analysis," Working Papers, HAL, number hal-00463913, Mar.
• Vincent Touzé, 2010, "Le système de retraite américain : impact de la crise et tendances de long terme," Working Papers, HAL, number hal-01069448, Oct.
• Menkhoff, Lukas, 2010, "The Use of Technical Analysis by Fund Managers: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-446, Apr.
• Menkhoff, Lukas, 2010, "Are Momentum Traders Different? Implications for the Momentum Puzzle," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-448, May.
• Fricke, Christoph & Menkhoff, Lukas, 2010, "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-449, May.
• Chung, Ji-Woong & Sensoy, Berk A. & Stern, Lea H. & Weisbach, Michael S., 2010, "Pay for Performance from Future Fund Flows: The Case of Private Equity," SIFR Research Report Series, Institute for Financial Research, number 77, Sep.
• Cambpbell, John Y. & Jackson, Howell Edmunds & Madrian, Brigitte & Tufano, Peter, 2010, "The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies," Scholarly Articles, Harvard Kennedy School of Government, number 4450128.
• Yan Alice Xie & Howard Qi, 2010, "Job Security And Personal Investment Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 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, volume 4, issue 4, pages 23-34.
• 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, volume 4, issue 2, pages 117-136.
• 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, volume 6, issue 2, pages 53-79, June.
• Benjamin Golez & José M. Marín, 2010, "Price support in the stock market," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-16, Aug.
• Thomas J. Brennan & Andrew W. Lo, 2010, "Impossible Frontiers," Management Science, INFORMS, volume 56, issue 6, pages 905-923, June, DOI: 10.1287/mnsc.1100.1157.
• Javier Olivera, 2010, "Welfare, inequality and financial consequences of a multi-pillar pension system. A reform in Peru," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 152.
• Hübler, Olaf & Menkhoff, Lukas, 2010, "Do Women Manage Smaller Funds?," IZA Discussion Papers, IZA Network @ LISER, number 4771, Feb.
• Javier Gil-Bazo & Pablo Ruiz-Verdú & André Santos, 2010, "The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies," Journal of Business Ethics, Springer, volume 94, issue 2, pages 243-263, June, DOI: 10.1007/s10551-009-0260-4.
• Sofia Johan & Dorra Najar, 2010, "The Role of Corruption, Culture, and Law in Investment Fund Manager Fees," Journal of Business Ethics, Springer, volume 95, issue 2, pages 147-172, September, DOI: 10.1007/s10551-011-0852-7.
• Isabel Abinzano & Luis Muga & Rafael Santamaria, 2010, "Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 38, issue 1, pages 41-67, August, DOI: 10.1007/s10693-009-0080-9.
• Shaun Bond & Paul Mitchell, 2010, "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 1, pages 53-79, July, DOI: 10.1007/s11146-009-9230-y.
• Walter Dolde & John Knopf, 2010, "Insider Ownership, Risk, and Leverage in REITs," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 4, pages 412-432, November, DOI: 10.1007/s11146-009-9170-6.
• Marshall Blume, 2010, "Endowment spending in volatile markets: what should fiduciaries do?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 163-178, August, DOI: 10.1007/s11156-009-0156-5.
• Mosolygó, Zsuzsa, 2010, "A tőkefedezeti rendszer alapkérdéseinek új megközelítése
  [A new approach to the basic issues raised by the PAYE system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 612-633.
• Yeva Nersisyan & L. Randall Wray, 2010, "The Global Financial Crisis and the Shift to Shadow Banking," Economics Working Paper Archive, Levy Economics Institute, number wp_587, Feb.
• 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, volume 15, issue 1, pages 127-151, Jan-Jun.
• Stolper, Anno, 2010, "The Appeal of Risky Assets," Discussion Papers in Economics, University of Munich, Department of Economics, number 11878, Oct.
• Robert L. Brown, 2010, "Retirement 20/20: Innovation in Pension Design," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 267, May.
• Justine Hastings & Olivia S. Mitchell, 2010, "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp233, Oct.
• Henning Bohn, 2010, "Should Public Retirement Plans be Fully Funded?," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• George Pennacchi & Mahdi Rastad, 2010, "Portfolio Allocation for Public Pension Funds," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2010, "Behavioral Economics Perspectives on Public Sector Pension Plans," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010, "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• James M. Poterba & Steven F. Venti & David A. Wise, 2010, "The Rise of 401(k) Plans, Lifetime Earnings, and Wealth at Retirement," NBER Chapters, National Bureau of Economic Research, Inc, "Research Findings in the Economics of Aging".
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2010, "The Impact of Employer Matching on Savings Plan Participation under Automatic Enrollment," NBER Chapters, National Bureau of Economic Research, Inc, "Research Findings in the Economics of Aging".
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2010, "The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 15682, Jan.
• Andrew Ang & Nicolas P.B. Bollen, 2010, "Locked Up by a Lockup: Valuing Liquidity as a Real Option," NBER Working Papers, National Bureau of Economic Research, Inc, number 15937, Apr.
• Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010, "The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008," NBER Working Papers, National Bureau of Economic Research, Inc, number 16191, Jul.
• Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010, "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16312, Aug.
• Jonathan Reuter & Eric Zitzewitz, 2010, "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16329, Sep.
• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2010, "The Effects of Stock Lending on Security Prices: An Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 16335, Sep.
• Henning Bohn, 2010, "Should Public Retirement Plans be Fully Funded?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16409, Sep.
• Jere R. Behrman & Olivia S. Mitchell & Cindy Soo & David Bravo, 2010, "Financial Literacy, Schooling, and Wealth Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16452, Oct.
• Joshua Rauh & Robert Novy-Marx, 2010, "Policy Options for State Pension Systems and Their Impact on Plan Liabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 16453, Oct.
• George Pennacchi & Mahdi Rastad, 2010, "Portfolio Allocation for Public Pension Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 16456, Oct.
• Randall Morck, 2010, "Shareholder Democracy in Canada," NBER Working Papers, National Bureau of Economic Research, Inc, number 16558, Nov.
• Wade D. Pfau, 2010, "The Portfolio Size Effect and Lifecycle Asset Allocation Funds: A Different Perspective," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-11, Sep.
• Ajantha Sisira Kumara & Wade D. Pfau, 2010, "Reforming Pension Funds in Sri Lanka: International Diversification and the Employees’ Provident Fund," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-13, Sep.
• Channarith Meng & Wade Donald Pfau, 2010, "The Role of Pension Funds in Capital Market Development," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-17, Oct.
• Dorothee Franzen, 2010, "Managing Investment Risk in Defined Benefit Pension Funds," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 38, Mar, DOI: 10.1787/5kmjnr3sr2f3-en.
• Fiona Stewart, 2010, "Pension Funds' Risk-Management Framework: Regulation and Supervisory Oversight," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 40, Feb, DOI: 10.1787/5kmlcz7qq3zx-en.
• Juan Yermo & Clara Severinson, 2010, "The Impact of the Financial Crisis on Defined Benefit Plans and the Need for Counter-Cyclical Funding Regulations," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 3, Jul, DOI: 10.1787/5km91p3jszxw-en.
• Clara Severinson, 2010, "The New IAS 19 Exposure Draft," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 5, Sep, DOI: 10.1787/5km7rq4hlw5g-en.
• Fiona Stewart & Juan Yermo, 2010, "Options to Improve the Governance and Investment of Japan's Government Pension Investment Fund," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 6, Dec, DOI: 10.1787/5kgkmb9v0vhk-en.
• Petric Ioana Ancuta, 2010, "Romanian Demographic Factors And The Investments On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 749-754, July.
• Michaela Bär & Alexander Kempf & Stefan Ruenzi, 2010, "Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers," Review of Finance, European Finance Association, volume 15, issue 2, pages 359-396.
• Alejandro Reveiz & Carlos León, 2010, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm, "Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds", DOI: 10.1057/9780230251298_7.
• Marinel Nedeluţ & Grigorie Lăcriţa & Dragoş Mihai Ungureanu, 2010, "Compulsory Social Contributions In Different Countries Not Members Of The European Union," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 233-242.
• Ul Haque, Muhammad Ebbad, 2010, "Analysis of Banker's Perception on Islamic Banking In Pakistan," MPRA Paper, University Library of Munich, Germany, number 116326, Apr.
• Jha, Rupak Kumar & Bhattacharyya, Surajit, 2010, "Social Security System in India: An International Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 20142, Jan.
• Varga, Gyorgy & Wengert, Maxim, 2010, "The growth and size of the Brazilian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 21581, Mar.
• Manjrekar, Rajesh & Sinha, Pankaj, 2010, "Myopic investment view of the Indian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 22458, May.
• Larch, Martin, 2010, "Fiscal performance and income inequality: Are unequal societies more deficit-prone? Some cross-country evidence," MPRA Paper, University Library of Munich, Germany, number 23496, May.
• Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010, "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper, University Library of Munich, Germany, number 23556, Apr.
• Ciuiu, Daniel, 2010, "Modeling the fraud-like investment founds by Petri nets," MPRA Paper, University Library of Munich, Germany, number 23589, Mar, revised May 2010.
• Rehman, Fahd, 2010, "Asset Allocation for Government Pension Funds in Pakistan:A Case for International Diversification," MPRA Paper, University Library of Munich, Germany, number 25060, Jul.
• Corsini, Lorenzo & Pacini, Pier Mario & Spataro, Luca, 2010, "An Assessment of the Italian 2007 Second Pillar Reform: a simulation approach," MPRA Paper, University Library of Munich, Germany, number 25922.
• Ramosaj, Berim, 2010, "Global financial crisis and its impact on the financial system of Kosovo," MPRA Paper, University Library of Munich, Germany, number 26708, Aug.
• Ramosaj, Berim, 2010, "Challenges to Solvency II Reform in Insurance Industry," MPRA Paper, University Library of Munich, Germany, number 26739, Nov.
• Chatti, Mohamed Ali & Yousfi, Ouidad, 2010, "Islamic Private Equity," MPRA Paper, University Library of Munich, Germany, number 28705, Mar, revised 2011.
• Mohamed, Issam A.W., 2010, "Economics and Hegemony; Globalization and International Trade Agreements," MPRA Paper, University Library of Munich, Germany, number 31813.
• Blake, David & Boardman, Tom & Cairns, Andrew, 2010, "Sharing longevity risk: Why governments should issue longevity bonds," MPRA Paper, University Library of Munich, Germany, number 34184, Mar.
• Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010, "Decentralized investment management: evidence from the pension fund industry," MPRA Paper, University Library of Munich, Germany, number 35767, Feb.
• Milonas, Nikolaos /T & Papachristou, George & Roupas, Theodor /A, 2010, "Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System," MPRA Paper, University Library of Munich, Germany, number 36702.
• Andriansyah, Yuli, 2010, "Book Review Isu Terkini Industri Perbankan dan Keuangan Islam Asia Tenggara
  [Book Review Current Issues in Islamic Banking and Finance in South East Asia]," MPRA Paper, University Library of Munich, Germany, number 58600, Nov.
• Hamdi, Helmi, 2010, "Can e-payment systems revolutionize finance of the less developed countries? The case of mobile payment technology," MPRA Paper, University Library of Munich, Germany, number 64597, revised 2011.
• Abozaid, Abdulazeem, 2010, "Contempoary Islamic modes of finance betweem the technicalities of contracts and Shariah objectives," MPRA Paper, University Library of Munich, Germany, number 93408.
• Gisèle Chanel-Reynaud, 2010, "La longue marche vers la mise en place de chambres de compensation sur les marchés de dérivés de crédit," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 35-63, DOI: 10.3406/ecofi.2010.5391.
• Michel Castel, 2010, "La compensation des produits financiers dérivés est-elle la panacée ?," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 65-70, DOI: 10.3406/ecofi.2010.5392.
• Joël Mérère, 2010, "Avenir et enjeux pour les dépositaires centraux de titres européens," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 87-100, DOI: 10.3406/ecofi.2010.5394.
• 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, volume 97, issue 2, pages 275-293, DOI: 10.3406/ecofi.2010.5405.
• Olivier Pastré, 2010, "Les investisseurs à long terme : vieille histoire, nouveaux paradigmes," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 263-275, DOI: 10.3406/ecofi.2010.5796.
• Françoise Le Quéré, 2010, "Gestion déléguée des encours par les investisseurs institutionnels : description et évolution des pratiques," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 277-295, DOI: 10.3406/ecofi.2010.5797.
• Adrian SIMON, 2010, "Economic Aspects Of Financial Leasing In Business Investments," Scientific Bulletin - Economic Sciences, University of Pitesti, issue 9, pages 65-70.
• Arvind Krishnamurhty & Zhiguo He, 2010, "Intermediary Asset Pricing," 2010 Meeting Papers, Society for Economic Dynamics, number 1327.
• Giamporcaro, Stephanie & Pretorius, Lise & Visser, Martine, 2010, "Responsible Investment: A Vehicle for Environmentally Sustainable Economic Growth in South Africa," RFF Working Paper Series, Resources for the Future, number dp-10-17-efd, Jun.
• Georg Inderst, 2010, "Infrastructure as an asset class," EIB Papers, European Investment Bank, Economics Department, number 3/2010, Dec.
• Florian Bitsch & Axel Buchner & Christoph Kaserer, 2010, "Risk, return and cash flow characteristics of infrastructure fund investments," EIB Papers, European Investment Bank, Economics Department, number 4/2010, Dec.
• Shahin Shojai & George Feiger & Rajesh Kumar, 2010, "Economists’ hubris — the case of equity asset management," Journal of Financial Transformation, Capco Institute, volume 29, pages 9-16.
• Oliver Dietiker, 2010, "Investor Irrationality and Closed-end Hedge Funds," Journal of Financial Transformation, Capco Institute, volume 30, pages 57-65.
• Arwinder Singh & H.S. Sandhu, 2010, "Investors’ Adoption of Internet Stock Trading: A Study," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 15, issue 1, pages 01-21.
• Michał Kempa, 2010, "Wpływ OFE na saldo Funduszu Emerytalnego," MF Working Papers, Ministry of Finance in Poland, number 8, Nov.
• Conall O'Sullivan & Michael Moloney, 2010, "The Variance Gamma Self-Decomposable Process in Actuarial Modelling," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2565, Jun.
• Geoffrey J. Warren, 2010, "Equity home bias in Australian superannuation funds," Australian Journal of Management, Australian School of Business, volume 35, issue 1, pages 69-93, April, DOI: 10.1177/0312896209354220.
• Claudio Raddatz & Sergio Schmukler, 2010, "Pension Funds And Capital Market Development: How Much Bang For The Buck?," Working Papers, Superintendencia de Pensiones, number 38, Feb, revised Feb 2010.
• Eli Amir & Yanling Guan & Dennis Oswald, 2010, "The effect of pension accounting on corporate pension asset allocation," Review of Accounting Studies, Springer, volume 15, issue 2, pages 345-366, June, DOI: 10.1007/s11142-009-9102-y.
• Francesco Lisi & Edoardo Otranto, 2010, "Clustering mutual funds by return and risk levels," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-88-470-1481-7_19.
• Maurizio Polato & Josanco Floreani, 2010, "Distribution of Illiquid Financial Products: The Case of Italy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 4, pages 848-859, February, DOI: 10.1007/s11300-009-0114-x.
• Salvador Valdes & Nicolás Castro & Arístides Torche, 2010, "Un nuevo índice de precios para rentas vitalicias," Serie de Documentos de Trabajo, Superintendencia de Valores y Seguros, number 11, Apr.
• Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010, "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," Discussion Papers, School of Economics, The University of New South Wales, number 2010-12, Jun.
• Estian Calitz & Stan du Plessis & Krige Siebrits, 2010, "An alternative perspective on South Africa’s public debt, 1962-1994," Working Papers, Stellenbosch University, Department of Economics, number 19/2010, revised 2010.
• Alain Chaney & Martin Hoesli, 2010, "The interest rate sensitivity of real estate," Journal of Property Research, Taylor & Francis Journals, volume 27, issue 1, pages 61-85, May, DOI: 10.1080/09599916.2010.500815.
• Riccardo Ferretti & Antonio Meles, 2010, "Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs," Venture Capital, Taylor & Francis Journals, volume 13, issue 1, pages 23-47, September, DOI: 10.1080/13691066.2010.543321.
• 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, Tilburg University, Center for Economic Research, number 2010-18.
• Conall O'Sullivan & Michael Moloney, 2010, "The Variance Gamma Scaled Self-Decomposable Process in Actuarial Modelling," Working Papers, Geary Institute, University College Dublin, number 201030, Jun.
• Monika Bütler & Stefan Staubli, 2010, "Payouts in Switzerland: Explaining Developments in Annuitization," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-06, Feb.
• 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, Department of Economics, University of St. Gallen, number 2010-20, Jun.
• J. Aase Nielsen & Klaus Sandmann & Erik Schlogl, 2010, "Equity-Linked Pension Schemes with Guarantees," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 270, Jan.
• Antonella Basso & Stefania Funari, 2010, "Relative performance of SRI equity funds: An analysis of European funds using Data Envelopment Analysis," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 201, Sep.
• Stoyan Kirov, 2010, "Anti-Deficit Management Of Private Defined Benefit Schemes," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 82, issue 1, pages 208-237, January.
• Jank, Stephan & Wedow, Michael, 2010, "Purchase and redemption decisions of mutual fund investors and the role of fund families," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,03.
• Jank, Stephan, 2010, "Are there disadvantaged clienteles in mutual funds?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,11.
• Drachter, Kerstin & Kempf, Alexander, 2010, "Höhe, Struktur und Determinanten der Managervergütung: Eine Analyse der Fondsbranche in Deutschland," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-05.
• Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
• Jank, Stephan & Wedow, Michael, 2010, "Purchase and redemption decisions of mutual fund investors and the role of fund families," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-13.
• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2010, "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-19.
• Bohl, Martin T. & Lischewski, Judith & Voronkova, Svitlana, 2010, "Pension funds' performance in strongly regulated industries in Central Europe: Evidence from Poland and Hungary," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-076.
• Giuseppe Moscarini & Fabien Postel-Vinay, 2010, "Unemployment and Small Cap Returns: The Nexus," American Economic Review, American Economic Association, volume 100, issue 2, pages 333-337, May, DOI: 10.1257/aer.100.2.333.
• Marcin Kacperczyk & Philipp Schnabl, 2010, "When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007-2009," Journal of Economic Perspectives, American Economic Association, volume 24, issue 1, pages 29-50, Winter.
• Ioan Dumitrean, 2010, "Software Model For Real Estate Leasing Consulting," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 57, pages 173-186, november.
• Dorina Kripa & Edlira Luci, 2010, "Does The Albanian Pension System Work?," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 57, pages 193-206, november.
• Ioan Alin NISTOR & Viorela Ligia VAIDEAN, 2010, "The private health insurance market in Romania – past, present and future," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 184-188, December.
• Bianca MIHART, 2010, "Co-payment mechanisms within various social health insurance systems," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 200-206, December.
• Lect. Ph.D Mangra Madalina Giorgiana & Assoc. Prof. Ph.D Stanciu Marieta & Lect. Ph.D Sperdea Natalita Maria, 2010, "The Orientation Towards The Private Pension System – A Consequence Of The Public Pension System’S Unsustanability," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 61-68, April.
• Luca RICCETTI, 2010, "Minimum Tracking Error Volatility," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 340, Apr.
• David Yermack, 2010, "Shareholder Voting and Corporate Governance," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 103-125, December.
• Chester S. Spatt, 2010, "An Informal Perspective on the Economics and Regulation of Securities Markets," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 127-143, December.
• Wayne E. Ferson, 2010, "Investment Performance Evaluation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 207-234, December.
• Doron Avramov & Guofu Zhou, 2010, "Bayesian Portfolio Analysis," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 25-47, 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, volume 3, issue 3, pages 259-277, June.
• Bär, Michaela & Ciccotello, Conrad S. & Ruenzi, Stefan, 2010, "Risk management and team-managed mutual funds," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 1, pages 57-73, December.
• Anca-Stefania Sava, 2010, "Challenges for the Romanian Public Pensions System in the Current Economic and Financial Crisis," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Anca-Stefania Sava & Bogdan-Gabriel Zugravu, 2010, "Analysis of the Correlations Between Public Capital Investments and Economic Development in Romania," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Massimo Biasin & Anna Grazia Quaranta & Emanuela Giacomini, 2010, "Italian real estate funds and regulatory structure: effects on Nav discount," BANCARIA, Bancaria Editrice, volume 1, pages 31-45, January.
• Massimo Paolo Gentili & Marina Mastrangelo & Sante Jannoni, 2010, "Specialized investment funds, alternative investments," BANCARIA, Bancaria Editrice, volume 2, pages 76-79, February.
• Silvia Asdrubali, 2010, "Management fee and italian retail Reits," BANCARIA, Bancaria Editrice, volume 2, pages 86-93, February.
• Alberto Burchi, 2010, "Hedge funds regulation towards new challenges," BANCARIA, Bancaria Editrice, volume 11, pages 65-75, November.
• Sílvia Bou & Magda Cayón, 2010, "Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1101, Dec, revised Dec 2010.
• Cristina Giorgiantonio & Francesco Bripi, 2010, "Governance of Italian pension funds: problems and solutions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 65, Apr.
• Giuseppe Grande & Ignazio Visco, 2010, "A public guarantee of a minimum return to defined contribution pension scheme members," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 762, Jun.
• Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2010, "The effect of age on portfolio choices: evidence form an Italian pension fund," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 768, Jul.
• Durant, D. & Frey, L., 2010, "Une premi re comparaison des droits de pension des m nages fran ais et am ricains," Working papers, Banque de France, number 280.
• Nicholas Vause, 2010, "Counterparty risk and contract volumes in the credit default swap market," BIS Quarterly Review, Bank for International Settlements, December.
• Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean‐Guy Simonato, 2010, "Default Risk in Corporate Yield Spreads," Financial Management, Financial Management Association International, volume 39, issue 2, pages 707-731, June, DOI: 10.1111/j.1755-053X.2010.01089.x.
• Andrew Ang & Nicolas P.B. Bollen, 2010, "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, volume 39, issue 3, pages 1069-1096, September, DOI: 10.1111/j.1755-053X.2010.01104.x.
• Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.
• Mathias Kifmann, 2010, "The Design of Pension Pay Out Options When the Health Status during Retirement Is Uncertain," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 1, pages 127-149, February, DOI: 10.1111/j.1467-9779.2009.01450.x.
• Helmuth Cremer & Jean‐Marie Lozachmeur & Pierre Pestieau, 2010, "Collective Annuities and Redistribution," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 1, pages 23-41, February, DOI: 10.1111/j.1467-9779.2009.01445.x.
• Sangbae Kim & Taehun Jung, 2010, "On Return and Volatility Timing Abilities in Korean Equity Funds (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 2, pages 87-116, June.
• Serkan Yilmaz Kandir, 2010, "Investigating Investment Preferences of Institutional Investors toward ISE Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 44, pages 29-58.
• Fábio Augusto Reis Gomes & Vicente Cresto, 2010, "Long-Short Fund Performance Evaluation in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 505-529.
• Elena Vigna, 2010, "On efficiency of mean-variance based portfolio selection in DC pension schemes," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 154, 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, Collegio Carlo Alberto, number 155.
• Marina Di Giacinto & Elena Vigna, 2010, "On the sub-optimality cost of immediate annuitization in DC pension funds," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 188.
• Massimo Guidolin & Giovanna Nicodano, 2010, "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 191.
• William B.P. Robson, 2010, "Cutting Through Pension Complexity: Easy Steps Forward for the 2010 Federal Budget," C.D. Howe Institute Backgrounder, C.D. Howe Institute, issue 126, February.
• Bob Baldwin & Brian FitzGerald, 2010, "Seeking Certainty in Uncertain Times: A Review of Recent Government-Sponsored Studies on the Regulation of Canadian Pension Plans," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 310, September.
• Kevin D. Moore & William Robson & Alexandre Laurin, 2010, "Canada’s Looming Retirement Challenge: Will Future Retirees Be Able to Maintain Their Living Standards upon Retirement?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 317, December.
• Alexandre Laurin & Finn Poschmann, 2010, "Saver's Choice: Comparing the Marginal Effective Tax Burdens on RRSPs and TFSAs," e-briefs, C.D. Howe Institute, number 91, Jan.
• Håkan Selin, 2010, "Marginal Tax Rates and Tax-Favoured Pension Savings of the Self-Employed - Evidence from Sweden," CESifo Working Paper Series, CESifo, number 3059.
• Marcel Boyer & Donatella Porrini, 2010, "Optimal Liability Sharing and Court Errors: An Exploratory Analysis," CESifo Working Paper Series, CESifo, number 3073.
• Sandra Rigot & Yamina Tadjeddine, 2010, "Emergence of a New Regulation: Informational Disclosure Modalities in the Hedge Fund Opacity World," International Economics, CEPII research center, issue 123, pages 161-195.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010, "On the Size of the Active Management Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7637, Jan.
• Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010, "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7679, Feb.
• Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo, 2010, "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7687, Feb.
• Patton, Andrew, 2010, "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7780, Apr.
• Marina Di Giacinto & Bjarne Højgaard & Elena Vigna, 2010, "Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme," Working Papers, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza, number 2010-08, Dec.
• Nataliya Barasinska & Dorothea Schäfer, 2010, "Determinanten des Ein- und Ausstiegs von Private-Equity-Häusern in Europa," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 39-58, DOI: 10.3790/vjh.79.4.39.
• Ouidad Yousfi, 2010, "Exit routes in LBO projects," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-6.
• Lemeunier, Sébastien M., 2010, "On the origins of a Conflict of Interest in the Mutual Fund Industry," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1102, Aug.
• Lieser, Karsten & Groh, Alexander P., 2010, "The attractiveness of 66 countries for institutional real estate investments: A composite index approach," IESE Research Papers, IESE Business School, number D/868, Jul.
• Campbell, John Y. & Jackson, Howell E. & Madrian, Brigitte C. & Tufano, Peter, 2010, "The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp10-040, Sep.
• 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, volume 201, issue 1, pages 211-221, February.
• Menkhoff, Lukas, 2010, "The use of technical analysis by fund managers: International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 11, pages 2573-2586, November.
• 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, volume 34, issue 6, pages 1201-1214, June.

2009

• Anna Obizhaeva, 2009, "Portfolio Transitions and Stock Price Dynamics," Working Papers, New Economic School (NES), number w0224, Mar.
• Katharine G. Abraham & James R. Spletzer, 2009, "New Evidence on the Returns to Job Skills," American Economic Review, American Economic Association, volume 99, issue 2, pages 52-57, May.
• Deborah J. Lucas & Stephen P. Zeldes, 2009, "How Should Public Pension Plans Invest?," American Economic Review, American Economic Association, volume 99, issue 2, pages 527-532, May.
• Jeffrey R. Brown & David W. Wilcox, 2009, "Discounting State and Local Pension Liabilities," American Economic Review, American Economic Association, volume 99, issue 2, pages 538-542, May.
• Hyun Song Shin, 2009, "Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis," Journal of Economic Perspectives, American Economic Association, volume 23, issue 1, pages 101-119, Winter, DOI: 10.1257/jep.23.1.101.