Research classified by Journal of Economic Literature (JEL) codes

2004

• Röstberg, Anna & Andersson, Björn & Lindh, Thomas, 2004, "Simulating the Future Pension Wealth and Retirement Saving in Sweden," Arbetsrapport, Institute for Futures Studies, number 2005:6, Sep.
• Cummins, J. David & Miltersen, Kristian R. & Persson, Svein-Arne, 2004, "International Comparison of Interest Rate Guarantees in Life Insurance," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2004/18, Dec.
• Matits, Agnes, 2004, "Supplementary Pension Funds in Hungary," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 208, Mar.
• Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004, "Brokerage Commissions and Institutional Trading Patterns," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp356, Apr.
• Tanaka, Hiroatsu & Baba, Naohiko, 2004, "Optimal Timing in Trading Japanese Equity Mutual Funds: Theory and Evidence," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 1, pages 91-121, March.
• Góra, Marek & Palmer, Edward, 2004, "Shifting Perspectives in Pensions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1369, Oct.
• Móricz, Dániel, 2004, "Vállalati szolgáltatási nyugdíjprogramok optimális befektetési politikája és fedezettségi szintje az Egyesült Államokban
  [Optimal investment and funding policy of US defined-benefit pension plans]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1113-1131.
• Olivia S. Mitchell & John Piggott, 2004, "Unlocking Housing Equity in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 10340, Mar.
• Li Jin & Robert Merton & Zvi Bobie, 2004, "Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10650, Jul.
• Darren Massey, 2004, "Is the Risk Profile of Australian Superannuation Funds Changing?," Taxation, ATAX, University of New South Wales, number 101, Nov.
• Kwang-Yeol Yoo & Alain de Serres, 2004, "Tax Treatment of Private Pension Savings in OECD Countries and the Net Tax Cost Per Unit of Contribution to Tax-Favoured Schemes," OECD Economics Department Working Papers, OECD Publishing, number 406, Oct, DOI: 10.1787/387535760801.
• Oliver, Azuara, 2004, "The Mexican Defined Contribution Pension System: Perspective for Low Income Workers," MPRA Paper, University Library of Munich, Germany, number 17571, May.
• Tausch, Arno, 2004, "Soziale und regionale Ungleichgewichte, politische Instabilitaet und die Notwendigkeit von Pensionsreformen im neuen Europa," MPRA Paper, University Library of Munich, Germany, number 475, revised 2004.
• Burton G. Malkiel & Atanu Saha, 2004, "Hedge Funds: Risk and Return," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 98, Oct.
• Éric Jondeau, 2004, "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 157-175, DOI: 10.3406/ecofi.2004.5037.
• Caroline Marie-Jeanne, 2004, "Finance et éthique, la réconciliation ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 319-332, DOI: 10.3406/ecofi.2004.5047.
• Frédéric Gonand, 2004, "Fonds de pension américains : une évaluation du risque macroéconomique," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 291-311, DOI: 10.3406/ecofi.2004.4907.
• Francesco Marchionne, 2004, "Una proposta di riforma per il sistema pensionistico italiano," Moneta e Credito, Economia civile, volume 57, issue 226, pages 161-196.
• Carol Alexander & Anca Dimitriu, 2004, "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-03, Mar.
• Frank Skinner & Michalis Ioannides, 2004, "FRS17 and the Sterling Doubles A Corporate Yield Curve," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-08, Jun.
• Akiko Terada-Hagiwara & Gloria Pasadilla, 2004, "Experience of Asian Asset Management Companies: Do They Increase Moral Hazard? Evidence from Thailand," ADB Economics Working Paper Series, Asian Development Bank, number 55, Sep.
• David Blake, 2004, "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 8, pages 555-576, DOI: 10.1080/0960310042000233863.
• Frank, Mary Margaret & Poterba, James M & Shackelford, Douglas A & Shoven, John B, 2004, "Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry," Journal of Law and Economics, University of Chicago Press, volume 47, issue 2, pages 515-541, October, DOI: 10.1086/422982.
• David Burgess & Joel Fried, 2004, "The Foreign Property Rule: A Cost-Benefit Analysis," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20049.
• Bikker, Jacob A. & Spierdijk, Laura & Sluis, Pieter Jelle van der, 2004, "The Implementation Shortfall of Institutional Equity Trades," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0009.
• Fernando Rubio, 2004, "LA ESTRATEGIA DE CITICORP EN CHILE. Capitulo 3. EL MERCADO FINANCIERO CHILENO," Finance, University Library of Munich, Germany, number 0402005, Feb.
• Fernando Rubio, 2004, "LA ESTRATEGIA DE CITICORP EN CHILE. Capítulos 4 a 7," Finance, University Library of Munich, Germany, number 0402006, Feb.
• Stefan Ruenzi, 2004, "Mutual Fund Growth in Standard and Specialist Market Segments," Finance, University Library of Munich, Germany, number 0406005, Jun, revised 27 Jun 2004.
• Sandeep Kapur & Allan Timmermann, 2004, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance, University Library of Munich, Germany, number 0408001, Aug.
• Monzur Hossain & Md. Shahiduzzaman, 2004, "Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh," Finance, University Library of Munich, Germany, number 0409006, Sep.
• Cornelis A. Los, 2004, "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance, University Library of Munich, Germany, number 0409036, Sep.
• Cornelis A. Los, 2004, "Galton's Error and the Under-Representation of Systematic Risk," Finance, University Library of Munich, Germany, number 0409041, Sep.
• Carlos Vidal-Melia & Ana Lejárraga-García, 2004, "The Bequest Motive And Single People’S Demand For Life Annuities," Public Economics, University Library of Munich, Germany, number 0405005, May.
• Carlos Vidal-Melia & Ana Lejárraga-García, 2004, "Demand For Life Annuities From Married Couples With A Bequest Motive," Public Economics, University Library of Munich, Germany, number 0409009, Sep.
• Luis Ferruz Agudo & Mar�a S. Vargas Magall�n, 2004, "Persistencia en la performance de los fondos de inversi�n espa�oles de renta variable nacional (1994-2002)," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2004-01, Jan.
• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2004, "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 04-03.
• Kempf, Alexander & Kreuzberg, Klaus, 2004, "Portfolio disclosure, portfolio selection and mutual fund performance evaluation," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 04-09.
• Dus, Ivica & Maurer, Raimond H. & Mitchell, Olivia S., 2004, "Betting on death and capital markets in retirement: A shortfall risk analysis of life annuities versus phased withdrawal plans," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/01.
• Ivan Popchev & Irina Radeva, 2004, "Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 28-43.
• Eric Jondeau & Michael Rockinger, 2004, "The Bank Bias: Segmentation of French Fund Families," Working papers, Banque de France, number 107.
• Rogér Otten & Dennis Bams, 2004, "How to measure mutual fund performance: economic versus statistical relevance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 44, issue 2, pages 203-222, July, DOI: 10.1111/j.1467-629X.2004.00105.x.
• John Roberts & Paul Sanderson & John Hendry & Richard Barker, 2004, "In the mirror of the market: the disciplinary effects of company/fund manager meetings," Working Papers, Centre for Business Research, University of Cambridge, number wp290, Jun.
• Eytan Sheshinski, 2003, "Optimum and Risk-Class Pricing of Annuities," CESifo Working Paper Series, CESifo, number 873.
• Juan A. Rojas & Carlos Urrutia, 2004, "Social Security Reform with Uninsurable Income Risk and Endogenous Borrowing Constraints," Working Papers, Centro de Investigacion Economica, ITAM, number 0409, Oct.
• Narcisa Kadlcakova & Joerg Keplinger, 2004, "Credit Risk and Bank Lending in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/06, Jun.
• Anif & Fedesarrollo, 2004, "Los servicios financieros y el TLC con Estados Unidos," Cuadernos de Fedesarrollo, Fedesarrollo, number 12715, Dec.
• de Vries, Casper & Teulings, Coen, 2004, "Generational Accounting, Solidarity and Pension Losses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4209, Jan.
• Brunnermeier, Markus & Pedersen, Lasse Heje, 2004, "Predatory Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4639, Sep.
• Gehrig, Thomas & Menkhoff, Lukas, 2004, "The Rise of Fund Managers in Foreign Exchange," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4752, Oct.
• Massa, Massimo & Gaspar, José-Miguel, 2004, "Local Ownership as Private Information: Evidence on the Monitoring-Liquidity Trade-Off," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4785, Dec.
• Susan Thorp, 2004, "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings, Econometric Society, number 148, Aug.
• Ryuichi Nakagawa & Hirofumi Uchida, 2004, "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 161, Aug.
• Ryuichi Nakagawa & Hirofumi Uchida, 2004, "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 737, Aug.
• J-H Steffi Yang, 2004, "The Markovian Dynamics of "Smart Money"," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 797, Aug.
• José L. Negrin, 2004, "The Importance of Borrowers’ History on Credit Behavior: The Mexican Experience," Econometric Society 2004 Latin American Meetings, Econometric Society, number 226, Aug.
• Eduardo Walker, 2004, "Portafolios ÓPtimos Para Los Nuevos Sistemas De Pensiones De Paã Ses Emergentes," Econometric Society 2004 Latin American Meetings, Econometric Society, number 234, Aug.
• Pegaret Pichler, 2004, "Optimal Contracts for Teams of Money Managers," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 495, Aug.
• Korczak, Piotr & Tavakkol, Amir, 2004, "Institutional investors and the information content of earnings announcements: the case of Poland," Economic Systems, Elsevier, volume 28, issue 2, pages 193-208, June.
• ter Horst, Jenke R. & Nijman, Theo E. & de Roon, Frans A., 2004, "Evaluating style analysis," Journal of Empirical Finance, Elsevier, volume 11, issue 1, pages 29-53, January.

2003

• Fernando Carnero Lorenzo, 2003, "Instituciones de inversión colectiva en españa desde una perspectiva histórica," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 0301, Jun.
• Heinz Lampert, 2003, "Kann der Sozialstaat gerettet werden?," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 247, Jul.
• Sílvia Bou Ysàs, 2003, "Evaluación de fondos de inversión garantizados por medio de portfolio insurance," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 0308, Sep, revised Sep 2003.
• Silvia Bou, 2003, "Evaluación de fondos de inversión garantizados por medio de portfolio insurance," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 200308, Sep.
• Ringa Raudla & Karsten Staehr, 2003, "Pension Reforms and Taxation in Estonia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 4, issue 1, pages 64-92, December.
• Farah, N. & Satchell, S.E., 2003, "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0333, Jul.
• Robert Fenge & Andrea Gebauer & Christian Holzner & Volker Meier & Martin Werding, 2003, "International comparison of old-age provision: revenues, benefits, taxation," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 10.
• Volker Meier, 2003, "Solving the Premium Risk Problem, Insurer Switches, and Transfers of Aging Provisions," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 1, issue 03, pages 20-23, October.
• Rüdiger Parsche & Chang Woon Nam & Ingo Wagner & Frank Zander, 2002, "The Municipal Fiscal Equalisation System in Saxony," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 10.
• Solange M. Berstein & Rómulo A. Chumacero, 2003, "Quantifying the Costs of Investment Limits for Chilean Pension Funds," Working Papers Central Bank of Chile, Central Bank of Chile, number 248, Dec.
• Aurelie Boubel & Fabrice Pansard, 2003, "Les investisseurs institutionnels et l'epargne retraite," Economie Internationale, CEPII research center, issue 96, pages 43-62.
• Mauricio Perfetti del Corral & Juan Carlos Parra O. & Luc�a Llanes V: & Bernardo Taborda F., 2003, "Impacto de la reforma pensional y escenarios alternativos," Coyuntura Económica, Fedesarrollo, volume 33, issue 1, pages 31-50.
• Besley, Tim & Prat, Andrea, 2003, "Pension Fund Governance and the Choice Between Defined Benefit and Defined Contribution Plans," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3955, Jun.
• Thesmar, David, 2003, "The Macroeconomics of Shareholder Pressure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3956, May.
• Timmermann, Allan & Kapur, Sandeep, 2003, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4038, Sep.
• 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, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003004, Feb.
• Fabrice Hervé, 2003, "La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires," Revue Finance Contrôle Stratégie, revues.org, volume 6, issue 3, pages 41-77, September.
• Zitzewitz, Eric, 2003, "How Widespread Is Late Trading in Mutual Funds?," Research Papers, Stanford University, Graduate School of Business, number 1817, Sep.
• 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, volume 27, issue 6, pages 1069-1097, April.
• Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003, "Pensionmetrics 2: stochastic pension plan design during the distribution phase," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 1, pages 29-47, August.
• Jacobson, Tor & Roszbach, Kasper, 2003, "Bank lending policy, credit scoring and value-at-risk," Journal of Banking & Finance, Elsevier, volume 27, issue 4, pages 615-633, April.
• Gromb, Denis & Vayanos, Dimitri, 2003, "Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361]," Journal of Financial Economics, Elsevier, volume 67, issue 3, pages 531-531, March.
• Engstrom, Stefan, 2003, "Costly information, diversification and international mutual fund performance," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 4, pages 463-482, September.
• Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003, "Pensionmetrics 2: stochastic pension plan design during the distribution phase," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24830, Mar.
• Blake, David, 2003, "UK pension fund management after Myners: the hunt for correlation begins," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24833, Mar.
• Blake, David, 2003, "Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24834, Apr.
• Blake, David, 2003, "The United Kingdom pension system: key issues," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24851, Jun.
• Besley, Timothy & Prat, Andrea, 2003, "Pension fund governance and the choice between defined benefit and defined contribution plans," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24853, Jun.
• Blake, David, 2003, "What is a promise from the government worth?:: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24856, Jul.
• Blake, David, 2003, "Financial system requirements for successful pension reform," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24862, Aug.
• Maryse Farhi & Marcos Antonio Macedo Cintra, 2003, "The 2002 crash: from “irrational exuberance” to “infectious greed”," Brazilian Journal of Political Economy, Center of Political Economy, volume 23, issue 1, pages 39-62.
• 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, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-28.
• Berkelaar, A.B. & Kouwenberg, R.R.P., 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9946/A, Jul.
• 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, 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, number ERS-2003-074-F&A, Oct.
• Dr John N. Sorros, 2003, "Risk Measurement Of The Bond Mutual Funds Operating In Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 27-38, July - De.
• Francesco Menoncin & Olivier Scaillet, 2003, "Mortality Risk and Real Optimal Asset Allocation for Pension Funds," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp101, Sep.
• 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, International Center for Financial Asset Management and Engineering, number rp66, Jan.
• Markus K Brunnermeier & Lasse Heje Pederson, 2003, "Predatory Trading," FMG Discussion Papers, Financial Markets Group, number dp441, Mar.
• Jacques Olivier & José M. Marin, 2003, "On the impact of leverage constraints on asset prices and trading volume," Post-Print, HAL, number hal-00460077, Jun, DOI: 10.1007/s101080300063.
• Fabrice Hervé, 2003, "La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires," Post-Print, HAL, number hal-00488374.
• Lütje, Torben & Menkhoff, Lukas, 2003, "Risk Management, Rational Herding and Institutional Investors: A Macro View," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-285, Oct.
• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003, "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-290, Dec.
• 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, Stockholm School of Economics, number 527, May, revised 12 Aug 2003.
• Seitenova, Ai-Gul S. & Becker, Charles M., 2003, "Kazakhstan's Pension System: Pressures for Change and Dramatic Reforms," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 142, Mar.
• Tim Besley & Andrea Prat, 2003, "Pension fund governance and the choice between defined benefit and defined contribution plans," IFS Working Papers, Institute for Fiscal Studies, number W03/09, Jun.
• Inmaculada Domínguez & Manuela Bosch & Pierre Devolder, 2003, "Medidas De Riesgo En La Gestión De Carteras De Vida Del Mercado Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-24, Dec.
• Teulings, Coen & de Vries, Casper G., 2003, "Generational Accounting, Solidarity and Pension Losses," IZA Discussion Papers, Institute of Labor Economics (IZA), number 961, Dec.
• Monika BÜTLER, 2003, "Mandated Annuities in Switzerland," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 03.08, Mar.
• Jianping Qi, 2003, "Liquidity Provision, Interest-Rate Risk, and the Choice between Banks and Mutual Funds," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 3, pages 491-510, September.
• Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2003, "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp063, Nov.
• Monika Queisser & Edward Whitehouse, 2003, "Individual Choice in Social Protection: The Case of Swiss Pensions," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 11, Aug, DOI: 10.1787/717846424625.
• David Blake, 2003, "UK pension fund management after Myners: The hunt for correlation begins," Journal of Asset Management, Palgrave Macmillan, volume 4, issue 1, pages 32-72, June, DOI: 10.1057/palgrave.jam.2240094.
• Sapovadia, Vrajlal, 2003, "Trust – An Essential Element & Pillar of Micro Finance," MPRA Paper, University Library of Munich, Germany, number 55604, Jun, revised 29 Apr 2014.
• Azzopardi, Paul & Silvio John, Camilleri, 2003, "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper, University Library of Munich, Germany, number 84566, Jan.
• Steffen Matthias, 2003, "L’impact de l’élargissement vers l’Europe centrale sur l’industrie des fonds," Revue d'Économie Financière, Programme National Persée, volume 72, issue 3, pages 165-172, DOI: 10.3406/ecofi.2003.4877.
• Carlos Pardo, 2003, "Quels outils pour une régulation efficace des risques opérationnels de la gestion pour compte de tiers ?," Revue d'Économie Financière, Programme National Persée, volume 73, issue 4, pages 175-187, DOI: 10.3406/ecofi.2003.5012.
• 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, Henley Business School, University of Reading, number icma-dp2003-02, Oct.
• Carol Alexander & Anca Dimitriu, 2003, "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-08, May, revised Oct 2003.
• Shahin Shojai & George Feiger & Pedro Matthynssens, 2003, "Pension Time Bomb: Boon or Bane for Asset Managers?," Journal of Financial Transformation, Capco Institute, volume 7, pages 40-42.
• Elaine Hutson, 2003, "The early managed fund industry : investment trusts in 19th century Britain," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1143, Sep.
• A. Colin Cameron & Anthony D. Hall, 2003, "A Survival Analysis of Australian Equity Mutual Funds," Australian Journal of Management, Australian School of Business, volume 28, issue 2, pages 209-226, September, DOI: 10.1177/031289620302800201.
• T.G. Arun & J.D. Turner, 2003, "Financial Sector Reforms and Corporate Governance of Banks in Developing Economies: The Indian Experience," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 4, issue 2, pages 187-204, September, DOI: 10.1177/139156140300400202.
• Ricardo Ratner Rochman, 2003, "Asset and liability management for a defined benefit pension fund using heuristic optimization," Computing in Economics and Finance 2003, Society for Computational Economics, number 152, Aug.
• 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, volume 1, issue 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, volume 1, issue 1, pages 85-104.
• Coen N. Teulings & Casper G. de Vries, 2003, "Generational Accounting, Solidarity and Pension Losses," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-094/3, Nov.
• 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, Tilburg University, Center for Economic Research, number 2003-95.
• Nijman, T.E. & Swinkels, L.A.P., 2003, "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-20.
• 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, Tilburg University, School of Economics and Management, number 5b546da3-eaab-4bcf-be9c-5.
• A. Colin Cameron & Anthony D. Hall, 2003, "A Survival Analysis of Australian Equity Mutual Funds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 94, Jun.
• Posthuma, Nolke & Sluis, Pieter Jelle van der, 2003, "A Reality Check on Hedge Funds Returns," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0017.
• Dariusz Stanko, 2003, "Performance Evaluation of Public Pension Funds: The Reformed Pension System in Poland," Finance, University Library of Munich, Germany, number 0306002, Jun.
• Andrea de Panizza, 2003, "Sviluppo e riforme in Cile: apertura commerciale, fondi pensione e privatizzazione dei servizi/REFORMS AND DEVELOPMENT IN CHILE: Macro considerations on Int'l Trade, Pension Funds and Privat. of Utili," Macroeconomics, University Library of Munich, Germany, number 0310005, Oct.
• Dariusz Stanko, 2003, "Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssues," Public Economics, University Library of Munich, Germany, number 0302001, Feb.
• Maurer, Raimond H., 2003, "Institutional investors in Germany: Insurance companies and investment funds," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/14.
• Hackethal, Andreas, 2003, "German banks – a declining industry?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/27.
• Schröder, Michael, 2003, "Socially Responsible Investments in Germany, Switzerland and the United States: An Analysis of Investment Funds and Indices," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-10.

2002

• Olivera, Javier, 2002, "La tasa de reemplazo en el Sistema Privado de Pensiones
  [The replacement rate in the Peruvian private pension system]," MPRA Paper, University Library of Munich, Germany, number 66517, Jun.
• Olivera, Javier, 2002, "Determinantes del nivel de pensiones en el Sistema Privado de Pensiones
  [Determinants of the pensions in the Peruvian Private Pension System]," MPRA Paper, University Library of Munich, Germany, number 66683, May.
• Michel Delapierre & Bernadette Madeuf & Charles-Albert Michalet & Christian Milelli, 2002, "La présence des investisseurs institutionnels étrangers dans les grandes entreprises françaises : logique financière ou logique industrielle ?," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 277-282, DOI: 10.3406/ecofi.2002.3590.
• Carol Alexandra & Anca Dimitriu, 2002, "The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-08, Apr.
• Laurent Favre & José-Antonio Galeano, 2002, "Portfolio allocation with hedge funds: Case study of a Swiss institutional investor," Journal of Financial Transformation, Capco Institute, volume 4, pages 57-63.
• Ana Marr, 2002, "Studying Group Dynamics : An Alternative Analytical Framework for the Study of Microfinance Impacts on Poverty Reduction," Working Papers, Department of Economics, SOAS University of London, UK, number 121, Feb.
• Ana Marr, 2002, "Microfinance and Poverty Reduction: The problematic experience of Communal Banking in Peru," Working Papers, Department of Economics, SOAS University of London, UK, number 122, Feb.
• Anna Frolova & Serguei Pergamenshchikov & Yuri Kabanov, 2002, "In the insurance business risky investments are dangerous," Finance and Stochastics, Springer, volume 6, issue 2, pages 227-235.
• Avner Friedman & Weixi Shen, 2002, "A variational inequality approach to financial valuation of retirement benefits based on salary," Finance and Stochastics, Springer, volume 6, issue 3, pages 273-302.
• Arjen Siegmann & André Lucas, 2002, "Explaining Hedge Fund Investment Styles by Loss Aversion," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-046/2, May.
• Arnoud W.A. Boot & Todd T. Milbourn, 2002, "Credit Ratings as Coordination Mechanisms," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-058/2, Jun.
• 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, Tilburg University, Center for Economic Research, number 2002-111.
• Arnoud W. A. Boot & Todd T. Milbourn, 2002, "Credit Ratings as Coordination Mechanisms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 457, Mar.
• Ralph de Haas, 2002, "Het integraal kwantificeren van valutarisico’s," Finance, University Library of Munich, Germany, number 0209004, Sep.
• Ralph de Haas, 2002, "Hedgefondsen: back to basics," International Finance, University Library of Munich, Germany, number 0209006, Sep.
• Maurer, Raimond H. & Schlag, Christian, 2002, "Money-back guarantees in individual pension accounts: Evidence from the German pension reform," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/03.
• Eliasson, Ann-Charlotte, 2002, "Sovereign credit ratings," Research Notes, Deutsche Bank Research, number 02-1.
• Palomino, Frederic & Uhlig, Harald, 2002, "Should smart investors buy funds with high returns in the past?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,28.
• Walther, Ursula, 2002, "Strategische Asset-Allokation aus Sicht des privaten Kapitalanlegers," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2002/12.
• Heinemann, Friedrich, 2002, "The Benefits of Creating an Integrated EU Market for Investment Funds," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-27.
• James M. Poterba & John B. Shoven, 2002, "Exchange-Traded Funds: A New Investment Option for Taxable Investors," American Economic Review, American Economic Association, volume 92, issue 2, pages 422-427, May.
• Eduardo Siandra & Carlos Testuri, 2002, "Foreign equity investment in Uruguayan pension funds," Documentos de Investigación, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales, number 12, Feb.
• Stefan Petranov, 2002, "The capital market in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 23-40.
• Sergio Clavijo, 2002, "Monto del "Impuesto Puro" en la Seguridad Social Colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 219, Sep, DOI: 10.32468/be.219.
• Roger Otten & Dennis Bams, 2002, "European Mutual Fund Performance," European Financial Management, European Financial Management Association, volume 8, issue 1, pages 75-101, March, DOI: 10.1111/1468-036X.00177.
• Edmund Cannon & Ian Tonks, 2002, "Annuity Prices, Money's Worth and Replacement Ratios: UK experience 1972 - 2002," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 02/051, Sep.
• Francisco V. Soler Tormo, 2002, "La identidad cooperativa como garantía de futuro: Las cooperativas de crédito ante la trivialización de sus principios," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 40, pages 215-242, April.
• Jorge Coque Martínez, 2002, "Las cooperativas en América Latina: visión histórica general y comentario de algunos países tipo," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 43, pages 145-172, November.
• Milton Maya Díaz, 2002, "Las pequeñas cooperativas rurales: surge un nuevo actor económico," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 43, pages 85-105, November.
• Alain Jousten & Florence Legros, 2002, "Pensions and Savings in a Monetary Union: an Analysis of Capital Flows," Working Papers, CEPII research center, number 2002-06, Jul.
• Sergio Clavijo, 2002, "Monto del "Impuesto Puro" en la Seguridad Social Colombiana," Borradores de Economia, Banco de la Republica, number 3256, Sep.
• Olga Lucía Acosta N. & Ulpiano Ayala Oramas, 2002, "Reformas pensionales y costos fiscales en Colombia," Coyuntura Social, Fedesarrollo, number 12938, Dec.