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Citations for "Liquidity Preference as Behavior Towards Risk"

by James Tobin

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  1. Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: methods," Staff Report 442, Federal Reserve Bank of Minneapolis.
  2. Ferruz Agudo, Luis & Sarto Marzal, José Luis, 2004. "An analysis of Spanish investment fund performance: some considerations concerning Sharpe's ratio," Omega, Elsevier, vol. 32(4), pages 273-284, August.
  3. S Coleman & K Sirichand, 2015. "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 65-90, March.
  4. Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series 398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  5. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
  6. Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
  7. Thorsten Hens & Andres L=EEffler, 1995. "Market Demand Functions in the CAPM," Discussion Paper Serie A 468, University of Bonn, Germany.
  8. Kung, James J., 2009. "A two-asset stochastic model for long-term portfolio selection," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3089-3098.
  9. Rong-Chang Jou & Tzu-Ying Chen, 2015. "External Costs to Parties Involved in Highway Traffic Accidents: The Perspective of Highway Users," Sustainability, MDPI, Open Access Journal, vol. 7(6), pages 7310-7310, June.
  10. Franke, Günter & Weber, Martin, 1997. "Risk-value efficient portfolios and asset pricing," Discussion Papers, Series II 354, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  11. Nicolas Krauss & Ingo Walter, 2009. "Can Microfinance Reduce Portfolio Volatility?," Economic Development and Cultural Change, University of Chicago Press, vol. 58(1), pages 85-110, October.
  12. Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  13. Schmedders, Karl, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, vol. 2(2), June.
  14. Cafer Kaplan & Erdal Ozmen & Cihan Yalcin, 2006. "The Determinants and Implications of Financial Asset Holdings of Non-Financial Firms in Turkey : An Emprical Investigation," Working Papers 0606, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  15. Martin Feldstein, 1982. "Capital Taxation," NBER Working Papers 0877, National Bureau of Economic Research, Inc.
  16. Siriopoulos, Costas & Fassas, Athanasios, 2012. "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, vol. 23(2), pages 77-93.
  17. Konrad, Kai A., 1990. "The Domar-Musgrave phenomenon and adverse selection," EconStor Research Reports 112681, ZBW - German National Library of Economics.
  18. Yu Hsing, 2007. "Tests of the functional form, the substitution effect, and the wealth effect of Mexico´s money demand function," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, May.
  19. Martin Feldstein, 1977. "The Welfare Cost of Permanent Inflation and Optimal Short-Run Economic Policy," NBER Working Papers 0201, National Bureau of Economic Research, Inc.
  20. Monda, Barbara & Giorgino, Marco & Modolin, Ileana, 2013. "Rationales for Corporate Risk Management - A Critical Literature Review," MPRA Paper 45420, University Library of Munich, Germany.
  21. Howard Bodenhorn, 2016. "Two Centuries of Finance and Growth in the United States, 1790-1980," NBER Working Papers 22652, National Bureau of Economic Research, Inc.
  22. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics 10/18, University of Canterbury, Department of Economics and Finance.
  23. Ballestero, E. & Gunther, M. & Pla-Santamaria, D. & Stummer, C., 2007. "Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1476-1487, September.
  24. Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Stochastic Dominance Analysis without the Independence Axiom," Working Papers 549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  25. David F. Hendry & Neil R. Ericsson, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
  26. Fochmann, Martin & Kiesewetter, Dirk & Sadrieh, Abdolkarim, 2012. "Investment behavior and the biased perception of limited loss deduction in income taxation," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 230-242.
  27. Kaufmann, Christine & Weber, Martin, 2013. "Sometimes less is more – The influence of information aggregation on investment decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 20-33.
  28. POLEMARCHAKIS, Heracles & SECCIA, Giulio, 1994. "A Role for Monetary Policy when Prices reveal Information : An Example," CORE Discussion Papers 1994074, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  29. Thomas J. Sargent, 1981. ""Dollarization," seignorage, and the demand for money," Working Papers 170, Federal Reserve Bank of Minneapolis.
  30. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Papers 0902.2965, arXiv.org, revised Aug 2010.
  31. Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The Elephant in the Ground: Managing oil and sovereign wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  32. Kusdhianto Setiawan & Koichi Maekawa, 2014. "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014 7002, EcoMod.
  33. José Miguel Casas Sánchez, 1993. "La función de utilidad y el análisis media-varianza," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 0, pages 146-163, Junio.
  34. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CARF F-Series CARF-F-201, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  35. Richard Lipsey, 2001. "Successes and failures in the transformation of economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 8(2), pages 169-201.
  36. Khan, Rana Ejaz Ali & Hye, Qazi Muhammad Adnan, 2011. "Financial Liberalization And Demand For Money: A Case of Pakistan," MPRA Paper 34795, University Library of Munich, Germany.
  37. Angel Asensio, 2013. "Teaching Keynes’s theory to neoclassically formed minds," Chapters, in: Teaching Post Keynesian Economics, chapter 10, pages 163-186 Edward Elgar Publishing.
  38. Matthew B. Canzoneri, 1979. "Rational destabilizing speculation and exchange intervention policy," International Finance Discussion Papers 157, Board of Governors of the Federal Reserve System (U.S.).
  39. Gerber, Anke & Hens, Thorsten & Woehrmann, Peter, 2005. "Dynamic General Equilibrium and T-Period Fund Separation," Discussion Papers 2005/16, Department of Business and Management Science, Norwegian School of Economics.
  40. Jan Tin, 2010. "Bequest motives and household money demand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 269-283, July.
  41. Konrad, Kai A., 1989. "Kapitaleinkommensteuern und beschleunigte Abschreibungen bei Unsicherheit," EconStor Research Reports 112682, ZBW - German National Library of Economics.
  42. Canepa, Alessandra & Ibnrubbian, Abdullah, 2014. "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 538-550.
  43. repec:oxf:wpaper:oxcarre-research-paper-129 is not listed on IDEAS
  44. A. El-Gamal, Mahmoud, 2001. "An Economic Explication of the Prohibition of Gharar in Classical Islamic Jurisprudence," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 8, pages 29-58.
  45. G. Boyle & D. Conniffe, 2005. "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics, Finance and Accounting Department Working Paper Series n1550305, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  46. Muteba Mwamba, John & Suteni, Mwambi, 2010. "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper 50240, University Library of Munich, Germany.
  47. Wing-Keung Wong, 2007. "Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment," Finance Working Papers 21922, East Asian Bureau of Economic Research.
  48. Thomas J. Brennan & Andrew W. Lo, 2008. "Impossible Frontiers," NBER Working Papers 14525, National Bureau of Economic Research, Inc.
  49. Ganchev, Alexander, 2015. "Hedge funds - evolution and perspectives," MPRA Paper 70050, University Library of Munich, Germany.
  50. Michael FinusAlistair Ulph & Alistair Ulph, 2013. "International Environmental Agreements with Uncertainty, Learning and Risk Aversion," The School of Economics Discussion Paper Series 1329, Economics, The University of Manchester.
  51. Just, Richard E., 2003. "Risk research in agricultural economics: opportunities and challenges for the next twenty-five years," Agricultural Systems, Elsevier, vol. 75(2-3), pages 123-159.
  52. John Geanakoplos, 2003. "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Cowles Foundation Discussion Papers 1429, Cowles Foundation for Research in Economics, Yale University.
  53. Issing, Otmar & Wieland, Volker, 2012. "Monetary theory and monetary policy: Reflections on the development over the last 150 years," CFS Working Paper Series 2012/20, Center for Financial Studies (CFS).
  54. Zouache, Abdallah, 2003. "Coordination et chômage involontaire : de Keynes aux nouveaux keynésiens," L'Actualité Economique, Société Canadienne de Science Economique, vol. 79(1), pages 179-195, Mars-Juin.
  55. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
  56. Wenzelburger, Jan, 2004. "Learning to predict rationally when beliefs are heterogeneous," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2075-2104, September.
  57. Harvey S. Rosen & Stephen Wu, 2001. "Health Status and Portfolio Choice," Working Papers 127, Princeton University, Department of Economics, Center for Economic Policy Studies..
  58. Mierzejewski, Fernando, 2007. "An actuarial approach to short-run monetary equilibrium," MPRA Paper 2424, University Library of Munich, Germany.
  59. Morten Christensen & Eckhard Platen, 2005. "Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps," Research Paper Series 170, Quantitative Finance Research Centre, University of Technology, Sydney.
  60. M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
  61. Robert W. Dimand, 2014. "James Tobin and Modern Monetary Theory," Center for the History of Political Economy Working Paper Series 2014-5, Center for the History of Political Economy.
  62. D. Johnstone & D. Lindley, 2011. "Elementary proof that mean–variance implies quadratic utility," Theory and Decision, Springer, vol. 70(2), pages 149-155, February.
  63. Korhonen, Tapio, 2001. "Finnish monetary and foreign exchange policy and the changeover to the euro," Research Discussion Papers 25/2001, Bank of Finland.
  64. Subir Bose & Matthew Polisson & Ludovic Renou, 2012. "Ambiguity Revealed," Discussion Papers in Economics 12/07, Department of Economics, University of Leicester.
  65. Mierzejewski, Fernando, 2008. "The optimal liquidity principle with restricted borrowing," MPRA Paper 12549, University Library of Munich, Germany.
  66. Bruno Ducoudré, 2006. "Politique monetaire, inertie des taux longs Americains et choix de portefeuille," Documents de Travail de l'OFCE 2006-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  67. Ana Paula Martins, 2008. "Uninsurable Risks: Uncertainty in Production, the Value of Information and Price Dispersion," Economics Bulletin, AccessEcon, vol. 28(8), pages 0-.
  68. M. Hossein Partovi, 2013. "Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model," Papers 1306.4958, arXiv.org.
  69. Kotaro Ishi & Kenji Fujita & Mark R. Stone, 2011. "Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far," IMF Working Papers 11/145, International Monetary Fund.
  70. Woll, Oliver, 2015. "Mean-risk hedging strategies in electricity markets with limited liquidity," ZEW Discussion Papers 15-056, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  71. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
  72. Lafrance, Robert, 1983. "Évaluation de l’hypothèse de la moyenne-variance : une application au portefeuille des banques canadiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(1), pages 20-37, mars.
  73. Thomas Eichner & Andreas Wagener, 2011. "Portfolio allocation and asset demand with mean-variance preferences," Theory and Decision, Springer, vol. 70(2), pages 179-193, February.
  74. Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010. "Volatility Co-movement of ASEAN-5 Equity Markets," MPRA Paper 22244, University Library of Munich, Germany.
  75. Johansson, Anders C., 2010. "Asian sovereign debt and country risk," Pacific-Basin Finance Journal, Elsevier, vol. 18(4), pages 335-350, September.
  76. T. J. Flavin & M. G. Limosani, 2000. "Fiscal policy and the term premium in real interest rate differentials," Applied Financial Economics, Taylor & Francis Journals, vol. 10(4), pages 413-417.
  77. John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc.
  78. Catherine Bruno & Franck Portier, 1993. "Cycle réel, représentation VAR et ouverture de l'économie française," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 245-281.
  79. John G. Cragg & Burton G. Malkiel, 1982. "References, Index," NBER Chapters, in: Expectations and the Structure of Share Prices, pages 167-176 National Bureau of Economic Research, Inc.
  80. Dimitri O. Ledenyov & Viktor O. Ledenyov, 2012. "On the Risk Management with Application of Econophysics Analysis in Central Banks and Financial Institutions," Papers 1211.4108, arXiv.org.
  81. Jalan, Jyotsna & Ravallion, Martin, 2001. "Behavioral responses to risk in rural China," Journal of Development Economics, Elsevier, vol. 66(1), pages 23-49, October.
  82. Claudiu Albulescu & Christian Aubin & Daniel Goyeau, 2016. "Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes," Papers 1603.01231, arXiv.org.
  83. Stehn, Jürgen, 1990. "Determinanten internationaler Direktinvestitionen: eine kritische Analyse traditioneller Theorieansätze," Kiel Working Papers 412, Kiel Institute for the World Economy (IfW).
  84. Claudiu Albulescu & Christian Aubin & Daniel Goyeau, 2016. "Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes," Post-Print halshs-01394897, HAL.
  85. Jan Wenzelburger, 2013. "Risk sharing in a financial market with endogenous option prices," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 491-517, July.
  86. Gourieroux, C. & Monfort, A., 2005. "The econometrics of efficient portfolios," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 1-41, January.
  87. Nosic, Alen & Weber, Martin, 2007. "Determinants of Risk Taking Behavior: The role of Risk Attitudes, Risk Perceptions and Beliefs," Sonderforschungsbereich 504 Publications 07-56, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  88. Pooran Lall & David Norman & Allen Featherstone, 2003. "Determinants of US direct foreign investment in the Caribbean," Applied Economics, Taylor & Francis Journals, vol. 35(13), pages 1485-1496.
  89. Philippon, Thomas, 2016. "The FinTech Opportunity," CEPR Discussion Papers 11409, C.E.P.R. Discussion Papers.
  90. Chiu, Leslie J. Verteramo, 2013. "Risk Rationing and Jump Utility," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150589, Agricultural and Applied Economics Association.
  91. Müller, Elisabeth, 2009. "Returns to private equity: idiosyncratic risk does matter!," ZEW Discussion Papers 04-29 [rev.3], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  92. Muritala Taiwo, 2012. "The Implication of Effectiveness of Demand for Money on Economic Growth," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 1(1), pages 34-48, March.
  93. Mierzejewski, Fernando, 2007. "The Money Demand with Random Output and Limited Access to Debt," MPRA Paper 6688, University Library of Munich, Germany.
  94. Johansson, Anders C., 2009. "An Analysis Of Dynamic Risk In The Greater China Equity Markets," Working Paper Series 2009-5, China Economic Research Center, Stockholm School of Economics.
  95. Jiménez, Alfredo, 2010. "Does political risk affect the scope of the expansion abroad? Evidence from Spanish MNEs," International Business Review, Elsevier, vol. 19(6), pages 619-633, December.
  96. Kroll, Yoram & Leshno, Moshe & Levy, Haim & Spector, Yishay, 1995. "Increasing risk, decreasing absolute risk aversion and diversification," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 537-556.
  97. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
  98. Kusdhianto SETIAWAN, 2012. "Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 105-127, December.
  99. Jean-François Goux, 1990. "Les fondements de l'économie de découvert. A propos de la théorie de la liquidité de Hicks," Revue Économique, Programme National Persée, vol. 41(4), pages 669-686.
  100. Jean-Pierre BERDOT, 2008. "Evaluation of the performance and of the integration of the euro zone stock market: which are the "right moments"?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 1, pages 29-41, December.
  101. Levent, Korap, 2007. "Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks," MPRA Paper 19479, University Library of Munich, Germany.
  102. Dimitri O. Ledenyov & Viktor O. Ledenyov, 2013. "To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks," Papers 1305.5656, arXiv.org, revised May 2013.
  103. Arnade, Carlos Anthony & Cooper, Joseph C., 2012. "Acreage Response under Varying Risk Preferences," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(3), December.
  104. Carlos Eduardo Meyer dos Santos & Marcos Antonio C. da Silveira, 2010. "Depósitos Em Moeda Estrangeira Como Hedge Para Investidores Brasileiros De Longo Prazo: Uma Aplicação Da Teoria Da Escolha Estratégica De Portfólio," Discussion Papers 1462, Instituto de Pesquisa Econômica Aplicada - IPEA.
  105. Melody Nyangara & Davis Nyangara & Godfrey Ndlovu & Takawira Tyavambiza, 2016. "An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 365-379.
  106. Chenghu Ma, 2013. "MPS Risk Aversion and MV Analysis in Continuous Time with Lévy Jumps," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  107. Jan Bastin, 2015. "Volatility Effect: An Application on the German Stock Market," Český finanční a účetní časopis, University of Economics, Prague, vol. 2015(1), pages 36-54.
  108. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2011. "Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance," KIER Working Papers 755, Kyoto University, Institute of Economic Research.
  109. Alan J. Auerbach, 1982. "Taxation, Corporate Financial Policy and the Cost of Capital," NBER Working Papers 1026, National Bureau of Economic Research, Inc.
  110. Altavilla, Carlo & Carboni, Giacomo & Motto, Roberto, 2015. "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series 1864, European Central Bank.
  111. Taras Bodnar & Yarema Okhrin & Nestor Parolya, 2016. "Optimal shrinkage-based portfolio selection in high dimensions," Papers 1611.01958, arXiv.org, revised Feb 2017.
  112. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Two-moment decision model for location-scale family with background asset," MPRA Paper 43864, University Library of Munich, Germany.
  113. Sims, Theodore S., 2015. "Income taxation, wealth effects, and uncertainty: Portfolio adjustments with isoelastic utility and discrete probability," Economics Letters, Elsevier, vol. 135(C), pages 52-54.
  114. Roy H. Webb, 1980. "Taxing capital gains," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 14-22.
  115. Qayyum, Abdul, 2000. "Demand for Real Money Balances by the Business Sector: An Econometric Investigation," MPRA Paper 2156, University Library of Munich, Germany, revised 2000.
  116. Malte Krüger, 1998. "Exchange Rate Effects of Portfolio Shifts?," UWO Department of Economics Working Papers 9818, University of Western Ontario, Department of Economics.
  117. Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron, 2002. "How Well Do Banks Manage Their Reserves?," NBER Working Papers 9388, National Bureau of Economic Research, Inc.
  118. Haim Levy & Enrico De Giorgi & Thorsten Hens, "undated". "Prospect Theory and the CAPM: A contradiction or coexistence?," IEW - Working Papers 157, Institute for Empirical Research in Economics - University of Zurich.
  119. Ragavendran Gopalakrishnan & Eric Bax & Krishna Prasad Chitrapura & Sachin Garg, 2015. "Portfolio Allocation for Sellers in Online Advertising," Papers 1506.02020, arXiv.org.
  120. Hal Varian, 1993. "A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe," Journal of Economic Perspectives, American Economic Association, vol. 7(1), pages 159-169, Winter.
  121. David S. Jones & V. Vance Roley, 1981. "Bliss Points in Mean-Variance Portfolio Models," NBER Technical Working Papers 0019, National Bureau of Economic Research, Inc.
  122. Willem H Buiter & Nikolaos Panigirtzoglou, 2000. "Liquidity traps: how to avoid them and how to escape them," Bank of England working papers 111, Bank of England.
  123. Breuer, Wolfgang & Gürtler, Marc, 2006. "Coherent banking capital and optimal credit portfolio structure," Working Papers FW21V2, Technische Universität Braunschweig, Institute of Finance.
  124. Joseph E. Gagnon & Matthew Raskin & Julie Remache & Brian P. Sack, 2011. "Large-scale asset purchases by the Federal Reserve: did they work?," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 41-59.
  125. Mierzejewski, Fernando, 2008. "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper 9827, University Library of Munich, Germany.
  126. Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
  127. Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016. "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 282-292.
  128. Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," MPRA Paper 37954, University Library of Munich, Germany.
  129. Moshe Levy & Haim Levy, 2002. "Prospect Theory: Much Ado About Nothing?," Management Science, INFORMS, vol. 48(10), pages 1334-1349, October.
  130. Kozo Ueda & Yoshiyuki Nakazono & Ippei Fujiwara, 2014. "Policy Regime Change against Chronic Deflation? Policy option under long-term liquidity trap," AJRC Working Papers 1402, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  131. Korkut Erturk, 2003. "Asset Price Bubbles, Liquidity Preference and the Business Cycle," Working Paper Series, Department of Economics, University of Utah 2003_09, University of Utah, Department of Economics.
  132. John Bryant, 2005. "Coordination, Fragility, High-Powered Money, and the Liquidity Trap: A "Tobinesque" Parable," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 97-106, Winter.
  133. Ulrich Schmidt & Horst Zank, 2007. "Linear cumulative prospect theory with applications to portfolio selection and insurance demand," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 30(1), pages 1-18, 05.
  134. Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
  135. Hansjoerg Klausinger, 2000. "Walras' Law and the IS-LM Model. A Tale of Progress and Regress," Department of Economics Working Papers wuwp069, Vienna University of Economics and Business, Department of Economics.
  136. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2008. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Working Papers 14229, National Bureau of Economic Research, Inc.
  137. Robert A. Jones, 1975. "Price Uncertainty and the Use of Money as Standard of Deferred Payment," UCLA Economics Working Papers 067, UCLA Department of Economics.
  138. Christopher Chambers & Paul Healy, 2012. "Updating toward the signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 765-786, August.
  139. Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012. "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
    [A GARCH model with autorregresive conditional asymme
    ," MPRA Paper 42548, University Library of Munich, Germany.
  140. Richard G. Lipsey, 2010. "The Aggregate Demand Aggregate Supply Diagram," Chapters, in: Famous Figures and Diagrams in Economics, chapter 49 Edward Elgar Publishing.
  141. Rodolfo Apreda, 2010. "Shaping up the company’s internal investment fund through separation portfolios," CEMA Working Papers: Serie Documentos de Trabajo. 416, Universidad del CEMA.
  142. Nickel, Manuel Núñez & Rodriguez, Manuel Cano, 2002. "A review of research on the negative accounting relationship between risk and return: Bowman's paradox," Omega, Elsevier, vol. 30(1), pages 1-18, February.
  143. Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
  144. Zagaglia, Paolo, 2009. "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics 2009:14, Stockholm University, Department of Economics.
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