Research classified by Journal of Economic Literature (JEL) codes

2004

• 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, September.
• 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, October.
• 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, Centre for Economic Policy Research, number 3955, Jun.
• Thesmar, David, 2003, "The Macroeconomics of Shareholder Pressure," CEPR Discussion Papers, Centre for Economic Policy Research, number 3956, May.
• Timmermann, Allan & Kapur, Sandeep, 2003, "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers, Centre for Economic Policy Research, 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, "O crash de 2002: da “exuberância irracional” à “ganância infecciosa”," Brazilian Journal of Political Economy, FGV EAESP, volume 23, issue 1, pages 39-62, January, DOI: 10.1590/0101-31572004-0704.
• 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, IZA Network @ LISER, 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 Utilities," 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

• Marcos Bonturi, 2002, "The Brazilian Pension System: Recent Reforms and Challenges Ahead," OECD Economics Department Working Papers, OECD Publishing, number 340, Aug, DOI: 10.1787/251552114651.
• D Blake & B N Lehmann & A Timmermann, 2002, "Performance clustering and incentives in the UK pension fund industry," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 2, pages 173-194, September, DOI: 10.1057/palgrave.jam.2240073.
• Eduardo Walker & Fernando Lefort, 2002, "Pension Reform And Capital Markets: Are There Any (Hard) Links?," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 5, issue 2, pages 77-149.
• Boyer, Tristan, 2002, "Gouvernement d'entreprise et décisions d'emploi
  [Corporate Governance and employment decisions]," MPRA Paper, University Library of Munich, Germany, number 10287.
• 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.
• Uhlig, Harald & Palomino, Frédéric, 2002, "Should Smart Investors Buy Funds with High Returns in the Past?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3282, Mar.
• Boot, Arnoud & Milbourn, Todd, 2002, "Credit Ratings as Coordination Mechanism," CEPR Discussion Papers, Centre for Economic Policy Research, number 3331, Apr.
• Koedijk, Kees & Bauer, Bob & Otten, Roger, 2002, "International Evidence on Ethical Mutual Fund Performance and Investment Style," CEPR Discussion Papers, Centre for Economic Policy Research, number 3452, Jul.
• 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, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 19, Mar.
• Laura Ballotta & Steven Haberman, 2002, "Annuity Risk: Volatility and Inflation Exposure in Payments from Immediate Life Annuities," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 24, Aug.
• E. Philip Davis, 2002, "Issues in the Regulation of Annuities Markets," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 26, Oct.
• Paolo BATTOCCHIO, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002005, Feb.
• Paolo BATTOCCHIO & Francesco MENONCIN, 2002, "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002021, Jun.
• Tonks, Ian, 2002, "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 175, Aug.
• Lo, Andrew W. & MacKinlay, A. Craig & Zhang, June, 2002, "Econometric models of limit-order executions," Journal of Financial Economics, Elsevier, volume 65, issue 1, pages 31-71, July.
• Gromb, Denis & Vayanos, Dimitri, 2002, "Equilibrium and welfare in markets with financially constrained arbitrageurs," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 361-407.
• Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013, "Shadow Banks and Macroeconomic Instability," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-78, Dec.
• Tonks, Ian, 2002, "Performance persistence of pension fund managers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24942, Jan.
• Blake, David & Lehmann, Bruce N. & Timmermann, Allan, 2002, "Performance clustering and incentives in the UK pension fund industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24945, Jul.
• Blake, David & Timmermann, Allan, 2002, "Returns from active management in international equity markets: evidence from a panel of UK pension funds," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24946, Aug.
• Blake, David, 2002, "The impact of wealth on consumption and retirement behaviour in the UK," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24949, Oct.
• Carlos Vidal- Meliá & José E. Devesa- Carpio & Rosa Rodríguez- Barrera, 2002, "Assessing Administration Charges For The Affiliate In Individual Account Systems," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-09, May.
• Réti, János, 2002, "Egyéni számlás felosztó-kirovó nyugdíjrendszerek
  [Distributive-contributory pension systems based on personal endowment accounts]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 528-550.
• Simonovits, András & Gál, Róbert Iván & Augusztinovics, Mária & Matits, Ágnes & Máté, Levente & Stahl, János, 2002, "A magyar nyugdíjrendszer az 1998-as reform előtt és után
  [The Hungarian pension system before and after the 1998 reform]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 473-517.
• Fabrice Herve, 2002, "La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires," Working Papers, Laboratoire Orléanais de Gestion - université d'Orléans, number 2002-3.
• James M. Poterba & John B. Shoven, 2002, "Exchange Traded Funds: A New Investment Option for Taxable Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 8781, Feb.

2001

• Jones, Charles M. & Lipson, Marc L., 2001, "Sixteenths: direct evidence on institutional execution costs," Journal of Financial Economics, Elsevier, volume 59, issue 2, pages 253-278, February.
• Pestieau, P., 2001, "Longevite et activite," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 2001/01.
• 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, volume 60, issue 1, pages 75-96, June.
• Fabrice Hervé, 2001, "Faut-il acheter les actions des entreprises apparaissant sur les listes noires du Conseil des Investisseurs Institutionnels ?," Post-Print, HAL, number hal-00488371.
• David Thesmar, 2001, "The Macroeconomics of Shareholder Pressure," Working Papers, HAL, number hal-00597014.
• Neumann, Robert & Voetmann, Torben, 2001, "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 1999-10, May.
• Blake, David, 2001, "The United Kingdom Pension System: Key Issues," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 15, Mar.
• Eytan Sheshinski, 2001, "Optimum and Risk-Class Pricing of Annuities," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp327, Apr.
• James M. Poterba, 2001, "Annuity markets and retirement security," Fiscal Studies, Institute for Fiscal Studies, volume 22, issue 3, pages 249-270., September.
• Rivaud-Danset Dorothée, 2001, "A Cross-country Study of Corporate Financial Structure and the Flexibility Issue / Eine Querschnittsanalyse der Finanzstruktur von Unternehmen und der Flexibilitätsaspekt," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 5-6, pages 689-709, October, DOI: 10.1515/jbnst-2001-5-613.
• Gary V. Engelhardt, 2001, "How Does Dipping into Your Pension Affect Your Retirement Wealth?," Center for Policy Research Reports, Center for Policy Research, Maxwell School, Syracuse University, number 22, Aug.
• Suzanne Doyle & Olivia S. Mitchell & John Piggott, 2001, "Annuity Values in Defined Contribution Retirement Systems: The Case of Singapore and Australia," NBER Working Papers, National Bureau of Economic Research, Inc, number 8091, Jan.
• Mary Margaret Myers & James M. Poterba & Douglas A. Shackelford, 2001, "Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 8653, Dec.
• J. Ph. & GAUDEMET, 2001, "The purchase of individual life-annuities: a description of the french institutional setting," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-08.
• Alexander Guembel, 2001, "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers, University of Oxford, Department of Economics, number 2001-FE-12, Jan.
• Miller, Jeffrey & Petranov, Stefan, 2001, "The Financial system in the Bulgarian economy," MPRA Paper, University Library of Munich, Germany, number 107704, Aug, revised Oct 2001.
• Alvarado, Javier & Portocarrero M., Felipe & Trivelli, Carolina & Gonzales de Olarte, Efraín & Galarza, Francisco & Venero, Hildegardi, 2001, "El financiamiento informal en el Perú: lecciones desde tres sectores
  [Informal Finance in Peru: Lessons from Three Sectors]," MPRA Paper, University Library of Munich, Germany, number 47681, Dec.
• Cakir, Murat, 2001, "Credit Derivatives in Managing Off Balance Sheet Risks by Banks," MPRA Paper, University Library of Munich, Germany, number 55976, Jul.
• Patricia Charléty, 2001, "Le gouvernement d’entreprise : évolution en France depuis le rapport Viénot de 1995," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 25-34, DOI: 10.3406/ecofi.2001.3666.
• Dominique Plihon & Jean-Pierre Ponssard & Philippe Zarlowski, 2001, "Quel scénario pour le gouvernement d’entreprise ? Une hypothèse de double convergence," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 35-51, DOI: 10.3406/ecofi.2001.3667.
• Sabine Montagne, 2001, "De la « pension governance » à la « corporate governance » : la transmission d’un mode de gouvernement," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 53-65, DOI: 10.3406/ecofi.2001.3669.
• Daniel Baudru & Stéphanie Lavigne, 2001, "Investisseurs institutionnels et gouvernance sur le marché financier français," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 91-105, DOI: 10.3406/ecofi.2001.3671.
• Patricia Charléty, 2001, "La gestion institutionnelle : incitations données aux gérants et performances," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 107-123, DOI: 10.3406/ecofi.2001.3672.
• Fabrice Hervé, 2001, "Faut-il acheter des actions des entreprises apparaissant sur les listes noires du Conseil des investisseurs institutionnels ?," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 125-135, DOI: 10.3406/ecofi.2001.3673.
• Esther Jeffers & Dominique Plihon, 2001, "Investisseurs institutionnels et gouvernance des entreprises," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 137-152, DOI: 10.3406/ecofi.2001.3674.
• Pierre Bollon, 2001, "Bien gérer, c’est aussi bien voter," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 153-166, DOI: 10.3406/ecofi.2001.3675.
• Alberto Niccoli, 2001, "Gestione del risparmio e della ricchezza finanziaria, previdenza aggiuntiva e azionariato dei lavoratori," Rivista di Politica Economica, SIPI Spa, volume 91, issue 3, pages 33-64, March.
• Christoph Kuhner, 2001, "Financial Rating Agencies: Are They Credible? – Insights Into The Reporting Incentives Of Rating Agencies In Times Of Enhanced Systemic Risk," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 53, issue 1, pages 2-26, January.
• Laurens Swinkels, Pieter Jelle VanDerSluis, 2001, "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001, Society for Computational Economics, number 125, Apr.
• Hartmut Schmidt & Michael Schleef, 2001, "Schlägt sich die Prinzipal-Agent-Beziehung zwischen Anlageinstitution und Bank in überhöhten Transaktionskosten nieder?," Schmalenbach Journal of Business Research, Springer, volume 53, issue 7, pages 663-689, November, DOI: 10.1007/BF03372663.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-96.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM, Tilburg University, School of Economics and Management, number f2c16530-4d18-4f43-bb6d-f.
• Arnswald, Torsten, 2001, "Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2001,08.
• Richard H. Thaler & Shlomo Benartzi, 2001, "Naive Diversification Strategies in Defined Contribution Saving Plans," American Economic Review, American Economic Association, volume 91, issue 1, pages 79-98, March.
• Ricardo Schefer, 2001, "FJP: Entre los aportantes y la inversión real," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 199, Sep.