Sergeeva, Irina and Nikiforova, Vera (2012): The development of the portfolio management for the unit investment funds. Unpublished.
Muhammad, Irfan (2012): Non-standardized form of CAPM and stock returns. Published in: International Journal of Business and Social Science , Vol. 3, No. 2 (January 2012): pp. 193-201.
Qian, Hang (2011): Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model. Unpublished.
Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation. Unpublished.
Dicembrino, Claudio and Scandizzo, Pasquale Lucio (2011): Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market. Unpublished.
Massmiliano, Marzo; Daniele, Ritelli and Paolo, Zagaglia (2011): Optimal trading execution with nonlinear market impact: an alternative solution method. Unpublished.
Finke, Michael; Pfau, Wade Donald and Williams, Duncan (2011): Spending flexibility and safe withdrawal rates. Unpublished.
Khorunzhina, Natalia (2011): Dynamic Stock Market Participation of Households. Unpublished.
Foster, Jarred (2011): Target variation in a loss avoiding pension fund problem. Unpublished.
Blanchard, michel and Bernard, philippe (2011): The performance of amateur traders on a public internet site: a case of a stock-exchange contest. Unpublished.
Kariastanto, Bayu (2011): Should the Indonesian pension funds invest abroad? Unpublished.
Blake, David; Wright, Douglas and Zhang, Yumeng (2011): Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Unpublished.
Pinto, Cristian F. and Acuña, Andres A. (2011): Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza. Unpublished.
Ciuiu, Daniel (2011): Homogeneity tests for Levy processes and applications. Published in: Romanian Journal of Mathematics and Computer Science , Vol. 1, (December 2011): pp. 37-50.
Blake, David; Wright, Douglas and Zhang, Yumeng (2011): Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Unpublished.
Pfau, Wade Donald (2011): Capital market expectations, asset allocation, and safe withdrawal rates. Unpublished.
Le, Thai-Ha and Chang, Youngho (2011): Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach. Unpublished.
Pfau, Wade Donald (2011): Nearly optimal asset allocations in retirement. Unpublished.
Modena, Matteo (2011): Agricultural commodities and financial markets. Unpublished.
Pfau, Wade Donald (2011): Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work. Unpublished.
Kontek, Krzysztof (2011): What is the actual shape of perception utility? Unpublished.
Meng, Channarith and Pfau, Wade Donald (2011): Retirement savings guidelines for residents of emerging market countries. Unpublished.
Syed ali, Raza; Syed tehseen, jawaid; Imtiaz, arif and Fahim, qazi (2011): Validity of capital asset pricing model: evidence from Karachi stock exchange. Unpublished.
Kumara, Ajantha Sisira and Pfau, Wade Donald (2011): Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries. Unpublished.
Kumara, Ajantha Sisira and Pfau, Wade Donald (2011): Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants. Unpublished.
Pfau, Wade Donald (2011): Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us? Unpublished.
Cannon, Susanne and Col, Rebel A. (2011): How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data. Forthcoming in: Journal of Portfolio Management
Meng, Channarith and Pfau, Wade Donald (2011): Safe withdrawal rates from retirement savings for residents of emerging market countries. Unpublished.
Pfau, Wade Donald (2011): Can We Predict the Sustainable Withdrawal Rate for New Retirees? Unpublished.
Petrushchak, Bohdan (2011): Концептуальні помилки багаторівневої сек’юритизації іпотечних кредитів. Published in: Materials of International Graduate and Post-Graduate Students Scientific Conference "Actual Problems of Development of the National Economy of Ukraine" (May 2011): pp. 407-409.
Rebonato, Riccardo and Denev, Alexander (2011): Coherent Asset Allocation and Diversification in the Presence of Stress Events. Unpublished.
Bell, Peter (2011): Use of put options as insurance. Unpublished.
Pfau, Wade Donald (2011): Long-term investors and valuation-based asset allocation. Unpublished.
Gavazza, Alessandro (2011): Demand Spillovers and Market Outcomes in the Mutual Fund Industry. Unpublished.
Livan, Giacomo; Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets. Unpublished.
Pfau, Wade Donald (2011): Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle. Unpublished.
Ananth, A. and Swaminathan, J. (2011): Impact of mutual fund investment in indian equity market. Published in: Indian Journal of Commerce and Management Studies , Vol. II, No. II, March 2011 (02. March 2011): pp. 228-238.
Liu, Xiaochun and Jacobsen, Brian (2011): The Dynamic International Optimal Hedge Ratio. Unpublished.
Chandra, Abhijeet and Kumar, Ravinder (2011): Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach. Unpublished.
Piluso, Fabio and Amerise, Ilaria Lucrezia (2011): L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica. Unpublished.
Funk, Matt (2011): On the evolutionary stability of the Uruguayan Savanna. Unpublished.
Petrushchak, Bohdan (2011): Календарні закономірності розподілу дохідності та волатильності на українському фондовому ринку. Published in: Матеріали ІХ Міжнародної науково-практичної конференції студентів, аспірантів та молодих вчених "Шевченківська весна 2011" , Vol. 1, No. 9 (April 2011): pp. 280-282.
Petrushchak, Bohdan (2011): Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика. Published in: Світ фінансів No. 2 (2011): pp. 30-40.
Cotter, John; Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets. Unpublished.
Corsini, Lorenzo and Spataro, Luca (2011): Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities. Unpublished.
Petrushchak, Bohdan (2011): The calendar regularity of earnings and volatility distribution on the Ukrainian stock market. Published in: Proceedings of the 9th International Scientific Conference of Students and Young Scientists “Shevchenkivska Vesna 2011”. – 2011. – Kyiv: Taras Shevchenko National University of Kyiv. – Pages: 280–282. , Vol. 1, No. 9 (April 2011): pp. 280-282.
Pfau, Wade Donald (2010): Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures. Unpublished.
YILMAZ, TOLGAHAN (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange. Unpublished.
Salazar, Juan and Lambert, Annick (2010): fama and macbeth revisited: A Critique. Published in: Aestimatio. The IEB International Journal of Finance No. 1 (December 2010): pp. 1-24.
Pfau, Wade Donald (2010): Will 2000-era retirees experience the worst retirement outcomes in U.S. history? A progress report after 10 years. Unpublished.
Ramosaj, Berim (2010): Challenges to Solvency II Reform in Insurance Industry. Unpublished.
Canestraro, Davide and Dacorogna, Michel (2010): Estimating the risk-adjusted capital is an affair in the tails. Unpublished.
Sinha, Pankaj; Gupta, Akshay and Mudgal, Hemant (2010): Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing. Unpublished.
Su, Yongyang and Lau, Marco Chi Keung (2010): Strategic asset allocation and intertemporal hedging demands: with commodities as an asset class. Unpublished.
Amira, Khaled and Bennour, Khaled (2010): Borrowing Constraint and the Effect of Option Introduction. Unpublished.
Rehman, Fahd (2010): Asset Allocation for Government Pension Funds in Pakistan:A Case for International Diversification. Published in: The Lahore Journal of Economics , Vol. 15:1, No. Summer 2010 (19. July 2010): pp. 127-151.
Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Дискретный случай. Unpublished.
Chong, Zhiwei (2010): Rational expectations equilibrium with transaction costs in financial markets. Unpublished.
Siddiqi, Hammad (2010): The relevance of coarse thinking for investors' willingness to pay: An experimental study. Unpublished.
Campbell, Gareth (2010): Bubbling Dividends. Unpublished.
Cadogan, Godfrey (2010): Canonical Representation Of Option Prices and Greeks with Implications for Market Timing. Unpublished.
Harin, Alexander (2010): Theorem of existence of ruptures in probability scale. Preliminary short version. Unpublished.
Yamori, Nobuyoshi (2010): Co-movement between Commodity Market and Equity Market: Does Commodity Market Change? Unpublished.
Manjrekar, Rajesh and Sinha, Pankaj (2010): Myopic investment view of the Indian mutual fund industry. Unpublished.
Vieira, Pedro Cosme da Costa (2010): Matemática Financeira com aplicações em Excel e R. Unpublished.
Balli, Faruk; Basher, Syed Abul and Ozer-Balli, Hatice (2010): From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets. Forthcoming in: Journal of Economics and Business
Bauer, R.M.M.J.; Cremers, K.J.M. and Frehen, R.G.P. (2010): Pension Fund Performance and Costs: Small is Beautiful. Unpublished.
Campbell, Gareth (2010): Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania. Unpublished.
Ardia, David; Boudt, Kris; Carl, Peter; Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization. Unpublished.
Berstein, Solange and Chumacero, Rómulo (2010): VaR Limits for Pension Funds: An Evaluation. Unpublished.
Estrada, Fernando (2010): Theory of argumentation in financial markets. Unpublished.
Campbell, Gareth and Turner, John (2010): ‘The Greatest Bubble in History’: Stock Prices during the British Railway Mania. Unpublished.
Alfaro, Rodrigo and Silva, Carmen Gloria (2010): Stock Index Volatility: the case of IPSA. Unpublished.
Varga, Gyorgy and Wengert, Maxim (2010): The growth and size of the Brazilian mutual fund industry. Unpublished.
Sahoo, Ganeswar (2010): International Capital Flows: An empirical study of the relationship between equity and debt investments. Unpublished.
Murhadi, Werner-Ria (2010): Performance Evaluation Of Mutual Funds In Indonesia. Published in: ProceedingsThe 3rd National Conference on Management Research , Vol. March, No. 3rd (09. March 2010): pp. 1-12.
Melecky, Martin (2010): Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches. Unpublished.
Pillai, Rajasekharan; Carlo, Rozita and D’souza, Rachel (2010): Financial Prudence among Youth. Unpublished.
Sinha, Pankaj and Johar, Archit (2010): Hedging Greeks for a portfolio of options using linear and quadratic programming. Unpublished.
Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Unpublished.
Vo, Xuan Vinh (2010): Foreign ownership in Vietnam stock markets - an empirical analysis. Unpublished.
Blake , David; Timmermann, Allan; Tonks, Ian and Wermers, Russ (2010): Decentralized investment management: evidence from the pension fund industry. Unpublished.
Chatti, Mohamed Ali; Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia. Unpublished.
Chatti, Mohamed Ali; Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia. Unpublished.
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist? Unpublished.
Shaikh, Salman (2010): Analysis of Stock Screening Principles in Islamic Mutual Funds Industry. Unpublished.
Petrushchak, Bohdan (2010): Етичні мотиви інвестування в контексті екологізації національної економіки. Published in: Наукові записки Національного університету “Острозька академія”. Серія “Економіка”. No. 15 (2010): pp. 407-415.
Korap, Levent (2010): Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy. Published in: Doğuş University Journal , Vol. 2, No. 11 (2010): pp. 223-232.
Michailova, Julija (2010): Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets. Unpublished.
Sampagnaro, Gabriele and Battaglia, Francesca (2010): Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns. Unpublished.
Janda, Karel and Svárovská, Barbora (2009): The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance. Unpublished.
Janda, Karel (2009): The Origins of Czech Credit Guarantees Programs and the Value of Guarantee Fund Portfolio on Czech Stock Exchanges. Unpublished.
Moawia, Alghalith (2009): A new approach to stochastic optimization: the investment-consumption model. Unpublished.
Alghalith, Moawia (2009): A new stopping time and American option model: a solution to the free-boundary problem. Unpublished.
Alghalith, Moawia (2009): General closed-form solutions to the dynamic optimization problem in incomplete markets. Unpublished.
Alghalith, Moawia (2009): Optimal option pricing and trading: a new theory. Unpublished.
Moawia, Alghalith (2009): Optimal option pricing and trading: a new theory. Unpublished.
Gerasimchuk, Ivetta; Ilyumzhinova, Kamila; Schorn, Alistair; Kraft, Georg; Smith, Kevin; Lottmann, Juergen; Eckstein, Mark; Khmeleva, Ekaterina; Perelet, Renat and Shvarts, Evgeny (2009): Pure Profit for Russia: Benefits of Responsible Finance. Unpublished.
Cifarelli, Giulio and Paladino, Giovanna (2009): Oil and portfolio risk diversification. Unpublished.
Giofré, Maela/M. (2009): Investor protection and foreign stakeholders. Unpublished.
Bunea-Bontaş, Cristina Aurora; Petre, Mihaela Cosmina and Culiţă, Gica (2009): Issues on Hedge Effectiveness Testing. Unpublished.
Bolgun, Evren; Kurun, Engin and Guven, Serhat (2009): Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange. Unpublished.
Torre-Gallegos, Antonio de la and Bellini, Edith (2009): Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características. Published in: UNIVERSIA BUSINESS REVIEW ISSN: 1698-5117 No. CUARTO trimestre 2009 (October 2009): pp. 44-61.
Hopfensitz, Astrid and Wranik, Tanja (2009): How to adapt to changing markets: experience and personality in a repeated investment game. Unpublished.
McAleer, Michael; Jimenez-Martin, Juan-Angel and Perez Amaral, Teodosio (2009): Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. Forthcoming in: Medium for Econometric Application , Vol. 18, No. 1 (April 2010): pp. 20-28.
Collina, Stefano (2009): Islamic equity funds: an Italian perspective. Unpublished.
Collina, Stefano (2009): Islamic equity funds: an Italian perspective. Unpublished.
Keel, Simon and Ardia, David (2009): Generalized Marginal Risk. Unpublished.
Yamori, Nobuyoshi (2009): Characteristics of Japan’s Commodities Index and its Correlation with Stock Index. Unpublished.
Walker, Todd; Haley, M. Ryan and McGee, M. Kevin (2009): Disparity, Shortfall, and Twice-Endogenous HARA Utility. Unpublished.
Pfau, Wade Donald (2009): The Role of International Diversification in Public Pension Systems: The Case of Pakistan. Published in: Economic Issues , Vol. 14, No. 2 (September 2009): pp. 81-105.
Deetz, Marcus; Poddig, Thorsten and Varmaz, Armin (2009): Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik. Unpublished.
Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest? Unpublished.
Thapar, Rishi; Minsky, Bernard; Obradovic, M and Tang, Qi (2009): Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation. Unpublished.
Hopfensitz, Astrid (2009): Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback. Unpublished.
Steinbacher, Matjaz (2009): Behavior of Investors on a Multi-Asset Market. Unpublished.
Sasidharan, Anand (2009): Does seasonality persists in Indian stock markets? Unpublished.
Pfau, Wade Donald (2009): Emerging Market Pension Funds and International Diversification. Forthcoming in: Journal of Developing Areas
Ferstl, Robert and Weissensteiner, Alex (2009): Asset-Liability Management under time-varying Investment Opportunities. Unpublished.
Fan, Qinbin and Jahan-Parvar, Mohammad R. (2009): US Industry-Level Returns and Oil Prices. Unpublished.
Torro, Hipolit (2009): Assessing the influence of spot price predictability on electricity futures hedging. Unpublished.
Steinbacher, Matjaz (2009): Value-at-Risk versus Non-Value-at-Risk Traders. Unpublished.
Varsanyi, Zoltan (2009): When risk weights increase the risk: some concerns for capital regulation. Unpublished.
Li, Jing and Xu, Mingxin (2009): Minimizing Conditional Value-at-Risk under Constraint on Expected Value. Unpublished.
Das, Rituparna (2009): Computing skills in the market risk management in the G-Sec portfolio by the banks in India. Published in: Das R, Handbook of Fixed Income Securities: Indian Banking Perspective, Verlag, 2010, ISBN 978-3639255478
Bernard, Carole and Ghossoub, Mario (2009): Static Portfolio Choice under Cumulative Prospect Theory. Unpublished.
Qian, Hang (2009): Bayesian Portfolio Selection with Gaussian Mixture Returns. Unpublished.
Steinbacher, Matjaz (2009): Acceptable Risk in a Portfolio Analysis. Unpublished.
Gonzales, Rolando (2009): Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping. Unpublished.
Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. Unpublished.
Panousi, Vasia (2009): Capital Taxation with Entrepreneurial Risk. Unpublished.
Panousi, Vasia and Papanikolaou, Dimitris (2009): Investment, idiosyncratic risk, and ownership. Unpublished.
Steinbacher, Matjaz (2009): Knowledge, Preferences and Shocks in Portfolio Analysis. Unpublished.
Khan, Muhammad Irfan (2009): Price Earning Ratio and Market to Book Ratio. Published in: IUB Journal of Social Sciences and Humanities , Vol. 7, No. 2 (2009): pp. 103-112.
Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets. Unpublished.
Giofré, Maela M. (2009): The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. Forthcoming in: Journal of Multinational Financial Management
Steinbacher, Matjaz (2009): The Role of Liquidity Individuals in the Decision-Making. Unpublished.
Boudriga, Abdelkader; Ben Slama, Sarra and Boulila, Neila (2009): What determines IPO underpricing ? Evidence from a frontier market. Unpublished.
Steinbacher, Matjaz (2009): What is the “value” of value-at-risk in a simulated portfolio decision-making game? Unpublished.
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Unpublished.
Mierzejewski, Fernando (2008): The optimal liquidity principle with restricted borrowing. Unpublished.
Gray, Wesley and Kern, Andrew (2008): Fundamental Value Investors: Characteristics and Performance. Unpublished.
Kaizoji, Taisei and Sornette, Didier (2008): Market Bubbles and Chrashes. Unpublished.
Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies. Unpublished.
Alexandru, Ciprian Antoniade (2008): Trust and Loss Aversion in Romanian Capital Market. Unpublished.
Giofré, Maela/M. (2008): Convergence of EMU Equity Portfolios. Unpublished.
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Forthcoming in:
Michalski, Grzegorz (2008): Decreasing negative the delivery risk influence on the recepient's firm value: Portfolio approach. Published in: ICBE-CT 2008 (06. November 2008): pp. 50-56.
Zhorin, Victor and Stef-Praun, Tiberiu (2008): Grid-enabled estimation of structural economic models. Unpublished.
Amroush, Fadi; Baderddeen, Alkhoder and Yusef, Talal (2008): Using Artificial intelligence to select the optimal E-CRM Based business needs. Published in: International Engineering Sciences Conference IESC’08 No. 1st (02. November 0002)
Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from World Financial Markets. Unpublished.
Chandra, Abhijeet (2008): Decision Making in the Stock Market: Incorporating Psychology with Finance. Published in: Conference Proceedings: FFMI 2008 IIT Kharagpur (29. December 2008): pp. 461-483.
Collan, Mikael; Fullér, Robert and József, Mezei (2008): A Fuzzy Pay-off Method for Real Option Valuation. Unpublished.
Carlo Alberto, Magni (2008): Splitting Up Value: A Critical Review of Residual Income Theories. Forthcoming in: European Journal of Operational Research , Vol. 3, No. 192 (March 2009)
Magni, Carlo Alberto (2008): Splitting Up Value: A Critical Review of Residual Income Theories. Forthcoming in: European Journal of Operational Research
Carlo Alberto, Magni (2008): Splitting Up Value: A Critical Review of Residual Income Theories. Forthcoming in: European Journal of Operational Research
Canegrati, Emanuele (2008): Testing the CAPM: Evidences from Italian Equity Markets. Unpublished.
Kuhnen, Camelia and Knutson, Brian (2008): The Influence of Affect on Beliefs, Preferences and Financial Decisions. Unpublished.
Kuhnen, Camelia M. and Chiao, Joan Y. (2008): Genetic Determinants of Financial Risk Taking. Published in: PLoS ONE , Vol. 2, No. 4 (February 2009)
Van Deventer, Bart and Mlambo, Chipo (2008): Factors influencing venture capitalists' project financing decisions in South Africa. Published in: South African Journal of Business Management , Vol. 40, No. 1 (30. March 2009): pp. 33-41.
Herwany, Aldrin and Febrian, Erie (2008): Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection. Unpublished.
Canegrati, Emanuele (2008): A Non-Random Walk down Canary Wharf. Unpublished.
Balli, Faruk; Louis, Rosmy J. and Osman, Mohammad (2008): International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region. Unpublished.
Lupia, Arthur; Krupnikov, Yanna; Levine, Adam Seth; Grafstrom, Cassandra; MacMillan, William and McGovern, Erin (2008): How “Point Blindness” Dilutes the Value of Stock Market Reports. Unpublished.
Lupia, Arthur; Krupnikov, Yanna; Levine, Adam Seth; Grafstrom, Cassandra; MacMillan, William and McGovern, Erin (2008): How “Point Blindness” Dilutes the Value of Stock Market Reports. Unpublished.
NWAOBI, GODWIN C (2008): The Economics of Financial Derivative Instruments. Unpublished.
Garcia-Fronti, Javier (2008): A Short Note on the Infinite Decision Puzzle. Unpublished.
Lawrence, Craig and Thomas, Mathew (2008): Real Options: Applications in Public Economics. Unpublished.
Sergio, Bianchi and Alessandro, Trudda (2008): Global Asset Return in Pension Funds: a dynamical risk analysis. Forthcoming in: Mathematical Methods in Economics and Finance
Los, Cornelis A. and Tungsong, Satjaporn (2008): Investment Model Uncertainty and Fair Pricing. Unpublished.
El Bouhadi, A.; Ounir, A. and El Maguiri, M. (2008): Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca. Unpublished.
Giofré, Maela/M. (2008): EMU Effects on Stock Markets: From Home Bias to Euro Bias. Published in: International Research Journal of Finance and Economics No. 15 (May 2008): pp. 128-150.
ABDERRAZIK, Amal; BOUTKARDINE, Mehdi; EL BAHI, Nour El Houda; KARTOUBI, Salah Eddine and EL BOUHADI, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca. Unpublished.
Vymětal, Dominik (2008): Projekty informačních systémů v podnicích a jejich realizace. Published in: , Vol. ISBN 978-80-7248-477-5, (29. August 2008): pp. 1-122.
Doran, James; Jiang, Danling and Peterson, David (2008): Gambling Preference and the New Year Effect of Assets with Lottery Features. Unpublished.
Demir, Firat (2008): Financial Liberalization, Private Investment and Portfolio Choice: Financialization of Real Sectors in Emerging Markets. Forthcoming in: Journal of Development Economics No.
Pitluck, Aaron Z. (2008): Moral Behavior in Stock Markets: Islamic finance and socially responsible investment. Forthcoming in: Economics and Morality: Anthropological Approaches , Vol. 26, No. Society for Economic Anthropology (SEA) Monographs (2008)
Martins, J. Albuquerque (2008): Reforma da Administração Pública: Antes e Depois da Democracia. Unpublished.
Knutson, Brian; Wimmer, G. Elliott; Kuhnen, Camelia and Winkielman, Piotr (2008): Nucleus accumbens activation mediates the influence of reward cues on financial risk-taking. Published in: Neuroreport , Vol. 19, No. 5 (26. March 2008): pp. 509-513.
Trabelsi, Mohamed Ali (2008): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.
Qiao, Yongyuan (2008): Analysis into IPO underpricing and clustering in Hong Kong equity market. Unpublished.
Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem. Unpublished.
Repkine, Alexandre (2008): Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market. Unpublished.
Bhattacharyya, Surajit (2008): Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms. Unpublished.
Kliber, Pawel (2008): A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns. Published in: Foundations of Computing and Decision Sciences , Vol. 34, No. 1 (2008): pp. 43-52.
Giofré, Maela/M. (2008): Bias in foreign equity portfolios: households versus professional investors. Unpublished.
Carfì, David (2008): Optimal boundaries for decisions. Published in: AAPP|Physical, Mathematical, and Natural Sciences , Vol. 86, No. 1 (2008): pp. 1-11.
Trabelsi, Mohamed Ali (2008): Peut-on encore parler des mesures de performance ? Published in: Revue Tunisienne d'Economie et de Gestion , Vol. Volume 25, (2008): pp. 265-295.
Hopfensitz, Astrid and Wranik, Tanja (2008): Psychological and environmental determinants of myopic loss aversion. Unpublished.
Mierzejewski, Fernando (2007): A Model of Monetary Equilibrium with Random Output and Restricted Borrowing. Unpublished.
Chilarescu, Constantin (2007): An Alternative Approach to Portfolio Selection Problem via Stochastic Differential Delay Equations. Unpublished.
Kitov, Ivan and Kitov, Oleg (2007): Exact prediction of S&P 500 returns. Unpublished.
Perlin, M. (2007): Evaluation of pairs trading strategy at the Brazilian financial market. Unpublished.
Perlin, M. (2007): M of a kind: A Multivariate Approach at Pairs Trading. Unpublished.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm. Unpublished.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm. Unpublished.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm. Unpublished.
Magni, Carlo Alberto (2007): A Sum&Discount method for appraising firms:An illustrative example. Unpublished.
Palombizio, Ennio A. (2007): Mutual Funds and Segregated Funds: A Comparison. Unpublished.
Magni, Carlo Alberto (2007): In search of the "lost capital". A theory for valuation, investment decisions, performance measurement. Unpublished.
Magni, Carlo Alberto (2007): Measuring performance and valuing firms: In search of the lost capital. Unpublished.
Magni, Carlo Alberto (2007): Measuring performance and valuing firms: In search of the lost capital. Unpublished.
Magni, Carlo Alberto (2007): CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation. Unpublished.
Magni, Carlo Alberto (2007): Investment decisions, net present value and bounded rationality. Forthcoming in: Quantitative Finance
Arkes, Hal; Hirshleifer, David; Jiang, Danling and Lim, Sonya (2007): A Cross-Cultural Study of Reference Point Adaptation: Evidence from the China, Korea, and the US. Unpublished.
Mayanja, Abubaker B. and Legesi, Kenneth (2007): Risk and Return on Uganda's stock exchange. Forthcoming in: Capital Markets Journal
Alpanda, Sami and Woglom, Geoffrey (2007): The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility. Unpublished.
Mierzejewski, Fernando (2007): The Money Demand with Random Output and Limited Access to Debt. Unpublished.
Alos, Elisa and Ewald, Christian-Oliver (2007): Malliavin differentiability of the Heston volatility and applications to option pricing. Unpublished.
Kotov, Denis (2007): Опыт использования портфельных концепций менеджмента для анализа распределения инвестиционного потенциала в интегрированной бизнес-группе. Published in: Модернизация экономики и общественное развитие [Текст] : в 3 кн. / oтв. ред. Е. Г. Ясин ; Гос. ун-т - Высшая школа экономики. - М. : Изд. дом ГУ ВШЭ, 2007. (2007): pp. 568-578.
Fonseca, Nelson; Bressan, Aureliano; Iquiapaza, Robert and Guerra, João (2007): Análise do Desempenho Recente de Fundos de Investimento no Brasil. Published in: Contabilidade Vista & Revista , Vol. 1, No. 18 (March 2007): pp. 95-116.
Dobrota, Gabriela and Chirculescu, Felicia (2007): Consolidation of the Financing Decision on the Microeconomic Level. Published in: The Annals of University of Oradea , Vol. 2, No. 16 (June 2007): pp. 288-292.
Ellouz, Siwar and Bellalah, Mondher (2007): Asset pricing and predictability of stock returns in the french market. Unpublished.
Magni, Carlo Alberto (2007): Project valuation and investment decisions: CAPM versus arbitrage. Published in: Applied Financial Economics Letters , Vol. 3, No. 1 (March 2007): pp. 137-140.
Rena, Ravinder (2007): INSURANCE INDUSTRY IN ERITREA - ACHIEVEMENTS AND CHALLENGES. Published in: Osmania Journal of International Business Studies , Vol. 2, No. 1 (05. June 2007): pp. 140-146.
Magni, Carlo Alberto (2007): Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? Forthcoming in: European Journal of Operational Research
Levent, Korap and Özgür, Aslan (2007): Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey. Published in: İstanbul Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Sosyal Bilimler Dergisi , Vol. 2007, No. 1 (2007): pp. 1-16.
Cao, Henry; Han, Bing; Hirshleifer, David and Zhang, Harold (2007): Fear of the Unknown: Familiarity and Economic Decisions. Unpublished.
Magni, Carlo Alberto (2007): Project selection and equivalent CAPM-based investment criteria. Published in: Applied Financial Economics Letters , Vol. 3, No. 2 (2007): pp. 165-168.
Antoci, Angelo; Galeotti, Marcello and Geronazzo, Lucio (2007): Visitor and firm taxes versus environmental options in a dynamical context. Published in: Journal of Applied Mathematics , Vol. Article ID 97540, No. Volume 2007 : pp. 1-15.
Henryk, Gzyl and Silvia, Mayoral (2006): On a relationship between distorted and spectral risk measures. Unpublished.
Hartmann, Daniel; Kempa, Bernd and Pierdzioch, Christian (2006): Economic and Financial Crises and the Predictability of U.S. Stock Returns. Unpublished.
Hartmann, Daniel; Kempa, Bernd and Pierdzioch, Christian (2006): Economic and Financial Crises and the Predictability of U.S. Stock Returns. Unpublished.
Hernández Monsalve, Mauricio Alberto and Mesa Callejas, Ramón Javier (2006): El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006. Published in: Borradores del CIE No. 24 (October 2006): pp. 1-29.
Faruk, Balli (2006): New Patterns in International Portfolio Allocation and Income Smoothing. Unpublished.
Hałaj, Grzegorz (2006): Risk-based decisions on assets structure of a bank — partially observed economic conditions. Unpublished.
Castaneda, Pablo (2006): Long Term Risk Assessment in a Defined Contribution Pension System. Unpublished.
Bialkowski, Jedrzej; Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns. Unpublished.
magni, Carlo Alberto (2006): Zelig and the Art of Measuring Excess Profit. Published in: Frontiers in Finance and Economics , Vol. 1, No. 3 (June 2006): pp. 103-129.
Kilic, Ekrem (2006): Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio. Unpublished.
Mehar, Ayub (2006): Flow of portfolio investment among the Muslim countries: modelling and possibilities. Unpublished.
Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity. Unpublished.
Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity. Unpublished.
Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity. Forthcoming in: Journal of Property Finance and Investment , Vol. 5, No. 26 (2008)
Hartmann, Daniel and Pierdzioch, Christian (2006): International Equity Flows and the Predictability of U.S. Stock Returns. Unpublished.
Bialkowski, Jedrzej; Gottschalk, Katrin and Wisniewski, Tomasz (2006): Stock market volatiltity around national elections. Unpublished.
Magni, Carlo Alberto (2005): Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I. Forthcoming in: The ICFAI Journal of Applied Finance
Magni, Carlo Alberto (2005): Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I. Published in: The ICFAI Journal of Applied Finance , Vol. 14, No. 10 (October 2008): pp. 59-72.
Magni, Carlo Alberto (2005): THEORETICAL FLAWS IN THE USE OF THE CAPM FOR INVESTMENT DECISIONS. Unpublished.
Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making. Unpublished.
Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making. Unpublished.
Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making. Forthcoming in: Applied Economics Research Bulletin (Peer-Reviewed Working Paper Series) (2009)
Gool van, Peter and Muller, Franciscus Leonardus Petrus (2005): Vastgoed en ALM. Published in: ASRE Research Papers , Vol. 04, No. 2005 (September 2005)
Magni, Carlo Alberto (2005): Investment decisions, net present value and bounded rationality. Unpublished.
Magni, Carlo Alberto (2005): On decomposing net final values: EVA, SVA, and shadow project. Published in: Theory and Decision , Vol. 59, (2005): pp. 51-95.
Taboga, Marco (2004): A Simple Model of Robust Portfolio Selection. Unpublished.
Gilroy, Bernard Michael and Lukas, Elmar (2004): Optionen der Internationalisierung: Motive ausländischer Direktinvestitionen in einem neuen Licht. Unpublished.
Magni, Carlo Alberto (2003): Opportunity cost, excess profit and counterfactual conditionals. Forthcoming in: Frontiers in Finance and Economics
Gomes Santana Félix, Elisabete (2003): Opções reais: tipologias e sua avaliação. Published in: Actas das XIII Jornadas Hispano Lusas de Gestión Científica (2003)
Haefliger, Thomas; Waelchli, Urs and Wydler, Daniel (2002): Hedging currency risk: Does it have to be so complicated? Unpublished.
Hirshleifer, David and Teoh, Siew Hong (2001): Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. Published in: European Financial Management , Vol. 9, No. 1 (March 2003): pp. 25-66.
Magni, Carlo Alberto (2001): Valore Aggiunto Sistemico: un'alternativa all'EVA quale indice di sovraprofitto periodale. Published in: Budget , Vol. 1, No. 25 (January 2001): pp. 63-71.
Magni, Carlo Alberto (2000): Irr, Roe and Npv: Formal and Conceptual Convergences in a Systemic Approach. Published in: Finanza marketing e produzione , Vol. 4, No. 18 (December 2000): pp. 31-59.
Magni, Carlo Alberto (2000): Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream. Unpublished.
Magni, Carlo Alberto (2000): Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value. Published in: Proceedings of the XXIV Annual AMASES Conference No. September 6-9th (06. September 2000): pp. 163-170.
Magni, Carlo Alberto (2000): Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value. Published in: Proceedings of the XXIV Annual AMASES Conference No. September 6-9th (06. September 2000): pp. 163-170.
Magni, Carlo Alberto (2000): Scomposizione di sovraprofitti: Economic Value Added e Valore Aggiunto Sistemico. Published in: Finanza Marketing e Produzione , Vol. 4, No. 19 (December 2001): pp. 94-119.
Gaivoronski, A and Stella, F (2000): Nonstationary Optimization Approach for Finding Universal Portfolios. Published in: Annals of Operations Research , Vol. 100, (2000): pp. 165-188.
Hirshleifer, David and Luo, Guo Ying (2000): On the Survival of Overconfident Traders in a Competitive Securities Market. Published in: Journal of Financial Markets , Vol. 4, No. 1 (2001)
Babbs, Simon H and Johnson, Andrew E (1999): Severe Loss Probabilities in Portfolio Credit Risk Models. Unpublished.
Weinrich, Gerd (1999): Nondegenerate Intervals of No-Trade Prices for Risk-averse Traders. Published in: Theory and Decision , Vol. 46, (1999): pp. 79-99.
Albu, Lucian-Liviu; Camasoiu, Ion and Georgescu, George (1985): A quantifying method of microinvestment optimum. Published in: Revue Roumaine des Sciences Economiques , Vol. 29, No. 1 : pp. 45-54.
Hawawini, Gabriel (1979): An assessment of risk in thinner markets: the Belgian case. Published in: Journal of Economics and Business , Vol. 31, No. Spring/Summer (1979): pp. 196-201.
Basu, Anup and Drew, Michael (2006): Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence. Unpublished.
Ji, Tingting (2004): CONSUMER CREDIT DELINQUENCY AND BANKRUPTCY FORECASTING USING ADVANCED ECONOMETRC MODELING. Unpublished.
Djumashev, R (2007): Corruption, uncertainty and growth. Unpublished.
Newton, Da Costa Jr; Carlos, Mineto and Sergio, Da Silva (2006): Disposition effect and gender. Forthcoming in: Applied Economics Letters
Ji, Tingting (2004): Essays on consumer portfolio choice and credit risk. Unpublished.
Carretta, Alessandro and Mattarocci, Gianluca (2005): Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market. Unpublished.
Borsje, Jethro; Levering, Leonard; Embregts, Hanno and Frasincar, Flavius (2007): Hermes: an Ontology-Based News Personalization Portal. Unpublished.
Chang, Yanqin (2007): high level of international risk sharing when the productivity growth contains long run risk. Unpublished.
Cotter, John and Longin, Francois (2006): Implied correlation from VaR. Unpublished.
Ruiz-Porras, Antonio (2006): Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias. Forthcoming in: Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) , Vol. 1, No. 1 (January 2007): pp. 56-63.
Ewald, Christian-Oliver and Xiao, Yajun (2007): INFORMATION : PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL. Unpublished.
Dressler, Scott and Li, Victor (2007): Inside Money, Credit, and Investment. Unpublished.
D'Erasmo, Pablo (2006): Investment and firm dynamics. Unpublished.
D'Erasmo, Pablo (2006): Investment and firm dynamics. Unpublished.
Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.
Khumalo, Bhekuzulu (2007): Knowledge Theory and Investment: Enhanced Investment Decision Based on the properties of Point X. Unpublished.
Henryk, Gzyl and Silvia, Mayoral (2006): On a relationship between distorted and spectral risk measures. Unpublished.
Plantinga, Auke (2007): PERFORMANCE MEASUREMENT AND EVALUATION. Unpublished.
Castaneda, Pablo (2005): Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile. Unpublished.
Demir, Firat (2007): Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets. Unpublished.
Sarkar, Prabirjit (2006): Stock Market Development, Capital Accumulation and Growth in India since 1950. Unpublished.
Hou, Kewei; Hirshleifer, David and Teoh, Siew Hong (2007): The Accrual Anomaly: Risk or Mispricing? Unpublished.
Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm
Carretta, Alessandro and Mattarocci, Gianluca (2005): The performance evaluation of hedge funds: a comparison of different approaches using European data. Unpublished.
