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Munich Personal RePEc Archive

Items where Subject is "G11 - Portfolio Choice ; Investment Decisions"

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Number of items at this level: 822.

A

Abba AHmed, Bello and Isah I, Salamatu and Aliyu Chika, Umar (2019): Risk Adjusted Performances of Conventional and Islamic Indices. Published in: Dutse Journal of Humanities and Social Sciences , Vol. 1, No. 3 (9 October 2019): pp. 45-61.

Abderrazik, Amal and Boutkardine, Mehdi and El Bahi, Nour El Houda and Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca.

Abozaid, Abdulazeem (2010): نحو صكوك إسلامية حقيقية. Published in: Journal of Islamization of Knowledge, The International Institute of Islamic Thought , Vol. 16, No. 62 (2010)

Abu Bakar, Norhidayah and Masih, Abul Mansur M. (2014): The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis.

Adekunle, Salami Saheed and Masih, Mansur (2017): Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.

Aguilar-Juárez, Isabel Patricia and Venegas-Martínez, Francisco (2014): Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas.

Ahmad, Shabbir and Alsharif, Danyah (2019): A Comparative Performance Evaluation of Islamic and Conventional Mutual Funds in Saudi Arabia.

Ahmad, Tanveer and Shahzad, Syed Jawad Hussain and Rehman, Mobeen ur (2014): Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan.

Akermi, Najwa and Ben Yedder, Nadia and Bakari, Sayef (2023): Impact of Final Consumption, Domestic Investment, Exports, and Imports on Economic Growth in Albania.

Akyildirim, Erdinc and Goncu, Ahmet and Hekimoglu, Alper and Nguyen, Duc Khuong and Sensoy, Ahmet (2021): Statistical arbitrage: Factor investing approach.

Al Janabi, Mazin A.M. and Arreola Hernandez, Jose and Berger, Theo and Nguyen, Duc Khuong (2016): Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Published in: European Journal of Operational Research , Vol. 259, No. 3 (2017): pp. 1121-1131.

Al Shugaa, Ameen and Masih, Mansur (2014): Uncertainty and Volatility in MENA Stock Markets During the Arab Spring.

Al-Ansari, Khalid Ahmed and Aysan, Ahmet Faruk (2021): More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?

Albu, Lucian-Liviu and 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.

Aldubaikhi, Ammar and Alsayyed, Nidal (2011): Financial Analysis for Frontier Communications Corp. (FTR).

Alexandru, Ciprian Antoniade (2008): Trust and Loss Aversion in Romanian Capital Market.

Alfaro, Rodrigo and Silva, Carmen Gloria (2010): Stock Index Volatility: the case of IPSA.

Alghalith, Moawia (2009): General closed-form solutions to the dynamic optimization problem in incomplete markets.

Alghalith, Moawia (2009): Optimal option pricing and trading: a new theory.

Alghalith, Moawia (2009): A new stopping time and American option model: a solution to the free-boundary problem.

Alghalith, Moawia and Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2016): A General Optimal Investment Model in the Presence of Background Risk.

Alghalith, Moawia and Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Input Demand under Joint Energy and Output Prices Uncertainties.

Ali, Hakim and Masih, Mansur (2016): Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia.

Ali, Mohsin and Masih, Mansur (2014): Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis.

Allen, David (2021): Cryptocurrencies, Diversification and the COVID-19 Pandemic.

Alos, Elisa and Ewald, Christian-Oliver (2007): Malliavin differentiability of the Heston volatility and applications to option pricing.

Alpanda, Sami and Woglom, Geoffrey (2007): The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility.

Amira, Khaled and Bennour, Khaled (2010): Borrowing Constraint and the Effect of Option Introduction.

Amroush, Fadi and 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 (2 November 0002)

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 (2 March 2011): pp. 228-238.

Angelidis, Timotheos and Giamouridis, Daniel and Tessaromatis, Nikolaos (2012): Revisiting Mutual Fund Performance Evaluation.

Angelidis, Timotheos and Tessaromatis, Nikolaos (2014): Global Style Portfolios Based on Country Indices. Forthcoming in: Bankers, Markets & Investors

Anginer, Deniz and Mansi, Sattar and Warburton, A. Joseph and Yildizhan, Celim (2011): Firm Reputation and Cost of Debt Capital.

Anginer, Deniz and Yildizhan, Celim (2009): Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns.

Anginer, Deniz and Yildizhan, Celim and Han, Xue Snow (2017): Do Individual Investors Ignore Transaction Costs?

Antoci, Angelo and Galeotti, Marcello and Geronazzo, Lucio (2007): Visitor and firm taxes versus environmental options in a dynamical context. Published in: Journal of Applied Mathematics , Vol. Articl, No. Volume 2007 : pp. 1-15.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2014): Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence.

Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.

Antonakakis, Nikolaos and Vergos, Konstantinos (2012): Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis.

Antoniades, Adonis (2013): Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications.

Appelbaum, Elie (2021): Asset Demand: A Simple Dual Approach.

Appelbaum, Elie (2021): Implicit Trade in Risk and Risk Aversion.

Ardia, David and Boudt, Kris and Carl, Peter and Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization.

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Aretz, Kevin and Bartram, Söhnke M. and Pope, Peter F. (2011): Asymmetric Loss Functions and the Rationality of Expected Stock Returns. Published in: International Journal of Forecasting , Vol. 27, No. 2 (April 2011): pp. 413-437.

Aretz, Kevin and Bartram, Söhnke M. and Pope, Peter F. (2010): Macroeconomic Risks and Characteristic-Based Factor Models. Published in: Journal of Banking and Finance , Vol. 34, No. 6 (June 2010): pp. 1383-1399.

Arfaoui, Mongi and Ben Rejeb, Aymen (2015): Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?

Arif, Imtiaz and Suleman, Tahir (2014): Terrorism and Stock Market Linkages: An Empirical Study from Pakistan.

Arjmandi, Nabi (2023): Optimal Portfolio Rebalancing with Sweep Under Transaction Cost.

Arkes, Hal and Hirshleifer, David and Jiang, Danling and Lim, Sonya (2007): A Cross-Cultural Study of Reference Point Adaptation: Evidence from the China, Korea, and the US.

Armstrong, J. Scott and Brodie, Roderick J. (1994): Effects of portfolio planning methods on decision making: experimental results. Published in: International Journal of Research in Marketing No. 11 (1994): pp. 73-84.

Arnone, Massimo and Leogrande, Angelo and Costantiello, Alberto and Laureti, Lucio (2024): Banking Stability in the ESG Framework Across Italian Regions.

Arouri, Mohamed El Hedi and M’saddek, Oussama and Nguyen, Duc Khuong and Pukthuanthong, Kuntara (2017): Cojumps and Asset Allocation in International Equity Markets.

Arreola Hernandez, Jose and Hammoudeh, Shawkat and Nguyen, Duc Khuong and Al Janabi, Mazin A. M. and Reboredo, Juan Carlos (2014): Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.

Astudillo, Alfonso and Braun, Matias and Castaneda, Pablo (2011): The Going Public Decision and the Structure of Equity Markets. Published in: journal of international money and finance , Vol. 7, No. 30 (November 2011): pp. 1451-1470.

Avdiu, Besart and Gruhle, Tobias (2018): Contagion and information frictions in emerging markets: the role of joint signals.

Avino, Davide and Lazar, Emese (2012): Rethinking Capital Structure Arbitrage.

Ayala, Alfonso (2011): Algunos conceptos sobre la evaluación de portafolios de inversión.

Azubike, Anulika (2017): Impact of the Nigerian stock exchange on economic growth.

B

BAI, ZHIDONG and LIU, HUIXIA and WONG, WING-KEUNG (2016): Making Markowitz's Portfolio Optimization Theory Practically Useful.

BOUKEF JLASSI, NABILA and HAMDI, HELMI (2013): Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries. Forthcoming in: Economic Modelling

BOUSALAM, Issam and HAMZAOUI, Moustapha (2016): Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes.

Babalos, Vassilios and Philippas, Nikolaos and Doumpos, Michael and Zompounidis, Constantin (2012): Mutual funds performance appraisal using stochastic multicriteria acceptability analysis. Published in: Applied Mathematics and Computation , Vol. 218, (2011): pp. 5693-5703.

Babbs, Simon H and Johnson, Andrew E (1999): Severe Loss Probabilities in Portfolio Credit Risk Models.

Bai, Zhidong and Li, Hua and Wong, Wing-Keung (2013): The best estimation for high-dimensional Markowitz mean-variance optimization.

Balli, Faruk and 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

Balli, Faruk and Ghassan, Hassan B. and Al-Jefri, Essam H. (2020): Sukuk and bond spreads. Published in: Journal of Economics and Finance No. https://doi.org/10.1007/s12197-021-09545-9 (20 March 2021)

Balli, Faruk and Louis, Rosmy J. and Osman, Mohammad (2008): International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region.

Banerjee, Priyodorshi and Das, Tanmoy (2015): Are Contingent Choices Consistent?

Barge-Gil, Andrés and García-Hiernaux, Alfredo (2019): Staking plans in sports betting under unknown true probabilities of the event.

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): FIRM COMPLEXITY AND POST-EARNINGS-ANNOUNCEMENT DRIFT. Forthcoming in: Review of Accounting Studies (15 September 2022)

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): Firm Complexity and Post-Earnings-Announcement Drift.

Barinov, Alexander and Park, Shawn Saeyeul and Yildizhan, Celim (2016): Firm Complexity and Post-Earnings-Announcement Drift.

Basharina, Olga and Baranova, Nina and Larin, Sergey (2023): Разработка и апробация цифровой модели принятия эффективных инвестиционных решений для формирования стратегий развития экономических субъектов. Published in: Economic Analysis: Theory and Practice , Vol. 22, No. 9 (28 September 2023): pp. 1699-1724.

Basu, Anup and Drew, Michael (2006): Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence.

Batchuluun, Altantsetseg and Luo, Yulei and Young, Eric (2014): Portfolio Choice with Information-Processing Limits.

Bauer, R.M.M.J. and Cremers, K.J.M. and Frehen, R.G.P. (2010): Pension Fund Performance and Costs: Small is Beautiful.

Baumöhl, Eduard and Lyócsa, Štefan (2017): Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.

Bebel, Arkadiusz (2014): Low Versus High Leverage (LVH).

Beckmann, Elisabeth and Mare, Davide Salvatore (2017): Formal and informal household savings: how does trust in financial institutions influence the choice of saving instruments?

Bell, Peter (2011): Use of put options as insurance.

Bell, Peter N (2014): On the optimal use of put options under trade restrictions.

Bell, Peter N (2014): Optimal Use of Put Options in a Stock Portfolio.

Bell, Peter N (2015): Returns to tail hedging.

Bell, Peter Newton (2014): Choosing put option parameters based on quantiles from the distribution of portfolio value.

Bell, Peter Newton (2014): Properties of time averages in a risk management simulation.

Ben Yaala, sirine and Henchiri, jamel E. (2016): Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis. Published in: International Journal of Economics and Finance , Vol. 8, No. No. 8; 2016 (July 2016): pp. 194-204.

Bennaceur, Fatma and Bendob, Ali (2013): اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010.

Bennour, Khaled (2011): On the demand pressure hypothesis in option markets: the case of a redundant option.

Bernard, Carole and Ghossoub, Mario (2009): Static Portfolio Choice under Cumulative Prospect Theory.

Berstein, Solange and Chumacero, Rómulo (2010): VaR Limits for Pension Funds: An Evaluation.

Bhaduri, Saumitra and Gupta, Saurabh (2015): Understanding Investor behavior and it's implications on Capital Markets - The Indian Context.

Bhattacharyya, Surajit (2008): Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms.

Bialkowski, Jedrzej and Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns.

Bialkowski, Jedrzej and Gottschalk, Katrin and Wisniewski, Tomasz (2006): Stock market volatiltity around national elections.

Bijapur, Mohan and Croci, Manuela and Zaidi, Rida (2012): Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds.

Blake, David and Timmermann, Allan and Tonks, Ian and Wermers, Russ (2010): Decentralized investment management: evidence from the pension fund industry.

Blake, David and 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.

Blake, David and Wright, Douglas and Zhang, Yumeng (2011): Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion.

Blanchard, Michel and Bernard, philippe (2013): The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?

Blanchard, michel and Bernard, philippe (2011): The performance of amateur traders on a public internet site: a case of a stock-exchange contest.

Bloznelis, Daumantas (2017): Hedging under square loss.

Bolgun, Evren and Kurun, Engin and Guven, Serhat (2009): Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange.

Bonga-Bonga, Lumengo and Montshioa, Keitumetse (2024): Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.

Bonizzi, Bruno (2015): Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand.

Bonizzi, Bruno (2015): Institutional investors and emerging markets with intermediate exchange rate regimes: A stock-flow consistent model.

Borsboom, Charlotte and Füllbrunn, Sascha (2021): Stock Price Level Effect.

Borsje, Jethro and Levering, Leonard and Embregts, Hanno and Frasincar, Flavius (2007): Hermes: an Ontology-Based News Personalization Portal.

Boubaker, Sabri and Gounopoulos, Dimitrios and Nguyen, Duc Khuong and Paltalidis, Nikos (2015): Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives.

Boudriga, Abdelkader and Ben Slama, Sarra and Boulila, Neila (2009): What determines IPO underpricing ? Evidence from a frontier market.

Bouoiyour, Jamal and Selmi, Refk (2016): The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach.

Bradrania, Reza and Pirayesh Neghab, Davood (2021): State-dependent asset allocation using neural networks. Published in: European Journal of Finance , Vol. 28, No. 11 (12 August 2021): pp. 1130-1156.

Breckenfelder, Johannes (2013): Competition among High-Frequency Traders, and Market Quality.

Broll, Udo and Ergozue, Martin and Welzel, Peter and Wong, Wing-Keung (2013): Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty.

Bruder, Benjamin and Hereil, Pierre and Roncalli, Thierry (2011): Managing sovereign credit risk in bond portfolios.

Bruder, Benjamin and Roncalli, Thierry (2012): Managing risk exposures using the risk budgeting approach.

Bukvić, Rajko and Pavlović, Radica (2023): The Cash Flow Concept in Modern Financial Analysis of Internal Sources of Companies’ Investment Financing. Published in: Current Aspects in Business, Economics and Finance Vol. 7, ed. Prof. Olusegun Felix Ayadi, Hooghly, West Bengal – London: B P International, 2023 (2023): pp. 111-132.

Bulla, Jan and Mergner, Sascha and Bulla, Ingo and Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist?

Buncic, Daniel and Stern, Cord (2018): Forecast ranked tailored equity portfolios.

Bundala, Ntogwa (2012): Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries. Published in: International Journal of Advances in Management and Economics , Vol. Vol. 1, No. Issue No.1 (February 2013): pp. 32-46.

Bunea-Bontaş, Cristina Aurora and Petre, Mihaela Cosmina and Culiţă, Gica (2009): Issues on Hedge Effectiveness Testing.

Buriev, Abdul Aziz and Masih, Mansur (2015): Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches.

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

Byrne, Joseph and Fu, Rong (2016): Stock Return Prediction with Fully Flexible Models and Coefficients.

Byrne, Joseph and Sakemoto, Ryuta (2021): The Conditional Volatility Premium on Currency Portfolios.

C

Cadogan, Godfrey (2010): Canonical Representation Of Option Prices and Greeks with Implications for Market Timing.

Cakir, Murat (2001): Credit Derivatives in Managing Off Balance Sheet Risks by Banks.

Callado Muñoz, Francisco Jose and González Chapela, Jorge and Utrero González, Natalia (2014): Analysis of deviance in household financial portfolio choice: evidence from Spain.

Camilleri, Silvio John and Farrugia, Ritienne (2018): The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis. Published in: International Journal of Economics and Finance , Vol. 7, No. 10 (May 2018): pp. 23-37.

Camilleri, Silvio John and Galea, Gabriella (2009): The Diversification Potential Offered by Emerging Markets in Recent Years. Published in: The FEMA Research Bulletin , Vol. 3, No. 1 (2009): pp. 21-37.

Campbell, Gareth (2010): Bubbling Dividends.

Campbell, Gareth (2010): Cross-Section of a ‘Bubble’: Stock Prices and Dividends during the British Railway Mania.

Campbell, Gareth and Turner, John (2010): ‘The Greatest Bubble in History’: Stock Prices during the British Railway Mania.

Canegrati, Emanuele (2008): In Search of Market Index Leaders: Evidence from World Financial Markets.

Canegrati, Emanuele (2008): A Non-Random Walk down Canary Wharf.

Canegrati, Emanuele (2008): Testing the CAPM: Evidences from Italian Equity Markets.

Canestraro, Davide and Dacorogna, Michel (2010): Estimating the risk-adjusted capital is an affair in the tails.

Cangoz, Mehmet Coskun and Sulla, Olga and Wang, ChunLan and Dychala, Christopher Benjamin (2019): A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities. Published in: Policy Research Working Paper , Vol. 1, No. WPS8728 (5 February 2019)

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

Cantillo, Andres (2013): Survey of Literature on Portfolio Theory.

Cao, Charles and Simin, Timothy and Xiao, Han (2019): Predicting the equity premium with the implied volatility spread. Forthcoming in: Journal of Financial Markets

Cao, Dan and Evans, Martin and Lua, Wenlan (2020): Real Exchange Rate Dynamics Beyond Business Cycles.

Cao, Henry and Han, Bing and Hirshleifer, David and Zhang, Harold (2007): Fear of the Unknown: Familiarity and Economic Decisions.

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.

Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.

Caratelli, Massimo (2005): Transparency between banks and their customers. information needs and public intervention.

Carfì, David (2008): Optimal boundaries for decisions. Published in: AAPP|Physical, Mathematical, and Natural Sciences , Vol. 86, No. 1 (2008): pp. 1-11.

Carlo Alberto, Magni (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 , Vol. 3, No. 192 (March 2009)

Carretta, Alessandro and Mattarocci, Gianluca (2005): Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market.

Carretta, Alessandro and Mattarocci, Gianluca (2005): The performance evaluation of hedge funds: a comparison of different approaches using European data.

Castaneda, Pablo (2006): Long Term Risk Assessment in a Defined Contribution Pension System.

Castaneda, Pablo (2005): Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile.

Cazalet, Zelia and Grison, Pierre and Roncalli, Thierry (2013): The Smart Beta Indexing Puzzle.

Cebula, Richard and Barth, James and Belton, Willie (1994): A Tobit Analysis of Determinants of Geographic Differentials in the Commercial Bank Closing Rate in the United States. Published in: Rivista Internazionale di Scienze Economiche e Commerciali , Vol. 42, No. 10-11 (25 November 1995): pp. 863-869.

Cesteros, Santiago Rodrigo (2018): Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino.

Ceylan, Ozcan (2010): Limited Information-Processing Capacity and Asymmetric Stock Correlations. Published in: Quantitative Finance , Vol. 15, No. 6 (3 June 2015): pp. 1031-1039.

Chaigneau, Pierre (2023): Capital Structure with Information about the Upside and the Downside. Forthcoming in: Journal of Financial and Quantitative Analysis

Chalabi, Yohan and Wuertz, Diethelm (2012): Portfolio optimization based on divergence measures.

Chan, Raymond H. and Clark, Ephraim and Wong, Wing-Keung (2012): On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.

Chan, Raymond H. and Clark, Ephraim and Wong, Wing-Keung (2016): On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks.

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.

Chandra, Abhijeet and Kumar, Ravinder (2011): Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach.

Chang, Bisharat (2014): Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period.

Chang, Bisharat (2014): Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period.

Chang, Chia-Lin and Hu, Shing-Yang and Yu, Shih-Ti (2014): Recent Developments in Quantitative Finance: An Overview.

Chang, Yanqin (2007): high level of international risk sharing when the productivity growth contains long run risk.

Charlin, Ventura and Cifuentes, Arturo (2013): A new financial metric for the art market.

Chatti, Mohamed Ali and Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia.

Chatti, Mohamed Ali and Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia.

Cheema, Muhammad A. and Nartea, Gilbert V and Man, Yimei (2017): Cross-Sectional and Time-Series Momentum Returns and Market States.

Chen, Ying and Grith, Maria and Lai, Hannah L. H. (2023): Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach.

Chen, Bai and Masih, Mansur (2017): Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches.

Chia, Rui Ming Daryl and Lim, Kai Jie Shawn (2012): The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market. Published in: International Journal of Economics and Finance , Vol. 4, No. 11 : pp. 1-14.

Chin, Leong Choong and Sek, Siok Kun and Tan, Yee Theng (2018): A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia).

Chiny, Faycal (2013): Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?

Chong, Terence Tai Leung and Lee, Nayoung and Sio, Chan-Ip (2018): Threshold Effect of Scale and Skill in Active Mutual Fund Management.

Chong, Zhiwei (2010): Rational expectations equilibrium with transaction costs in financial markets.

Chowdhury, Ashiqul Haq and Priyo, Asad Karim Khan (2019): How Do Bangladeshi Investors Take Decisions? An Ethnographic Decision Tree Model of Stock Selection. Published in: North South Business Review , Vol. 10, No. 2 (June 2020): pp. 107-132.

Cicchetti, Paul and Dale, Charles and Vignola, Anthony (1981): Usefulness of Treasury Bill Futures as Hedging Instruments. Published in: Journal of Futures Markets , Vol. 1, No. 3 (1981): pp. 379-387.

Cifarelli, Giulio and Paladino, Giovanna (2009): Oil and portfolio risk diversification.

Cikiryel, Burak and Masih, Mansur (2017): The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis.

Cimadomo, Jacopo and Hauptmeier, Sebastian and Zimmermann, Tom (2012): Fiscal consolidations and banking stability.

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.

Climent-Hernández, José Antonio and Venegas-Martínez, Francisco and Ortiz-Arango, Francisco (2014): Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo.

Collan, Mikael and Fullér, Robert and József, Mezei (2008): A Fuzzy Pay-off Method for Real Option Valuation.

Collina, Stefano (2009): Islamic equity funds: an Italian perspective.

Collina, Stefano (2009): Islamic equity funds: an Italian perspective.

Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies.

Correia, Ricardo and Barbosa, António (2019): Can Post-Earnings Announcement Drift and Momentum Explain Reversal?

Corsini, Lorenzo and Spataro, Luca (2011): Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities.

Corsini, Lorenzo and Spataro, Luca (2012): Savings for retirement under liquidity constraints: a note.

Cotter, John and Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets.

Cotter, John and Longin, Francois (2006): Implied correlation from VaR.

Covarrubias, Enrique and Hernández-del-Valle, Gerardo (2016): Inflation expectations derived from a portfolio model.

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Guo, Xu and Wagener, Andreas and Wong, Wing-Keung and Zhu, Lixing (2017): The Two-Moment Decision Model with Additive Risks.

Guo, Xu and Wong, Wing-Keung (2016): Multivariate Stochastic Dominance for Risk Averters and Risk Seekers.

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Almost Stochastic Dominance and Moments.

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Almost Stochastic Dominance and Moments.

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2014): Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Make Almost Stochastic Dominance really Almost.

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Two-moment decision model for location-scale family with background asset.

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): An analysis of portfolio selection with multiplicative background risk.

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Hammad, Siddiqi (2015): Capital Asset Pricing Model Adjusted for Anchoring.

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Hartmann, Daniel and Kempa, Bernd and Pierdzioch, Christian (2006): Economic and Financial Crises and the Predictability of U.S. Stock Returns.

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Hearn, Bruce (2013): Size and liquidity effects in Nigeria: an industrial sector study. Forthcoming in: Journal of Developing Areas

Heenkkenda, Shirantha (2014): Inequalities in the Financial Inclusion in Sri Lanka: An Assessment of the Functional Financial Literacy. Published in: Ilorin Journal of Economic Policy , Vol. 1, No. 1 (2014): pp. 1-30.

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Hirshleifer, David (2014): Behavioral Finance.

Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.

Hirshleifer, David and Daniel, Kent (2015): Overconfident investors, predictable returns, and excessive trading. Published in: Journal of Economic Perspectives , Vol. 29, No. 4 (2015): pp. 61-88.

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Hou, Kewei and Hirshleifer, David and Teoh, Siew Hong (2007): The Accrual Anomaly: Risk or Mispricing?

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Ibanez, Francisco and Urga, Giovanni (2024): Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach.

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Igan, Deniz and Pinheiro, Marcelo (2012): The effects of relative performance objectives on financial markets.

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Janda, Karel and Kaszas, Micha (2017): Indirect Firm Valuation and Earnings Stability.

Janda, Karel and Svárovská, Barbora (2009): The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance.

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Ji, Tingting (2004): CONSUMER CREDIT DELINQUENCY AND BANKRUPTCY FORECASTING USING ADVANCED ECONOMETRC MODELING.

Ji, Tingting (2004): Essays on consumer portfolio choice and credit risk.

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Juárez-Luna, David (2019): Power generation portfolios: A parametric formulation of the efficient frontier.

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Kamil, Nazrol and Bacha, Obiyadulla and Masih, Mansur (2014): Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities.

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Kariastanto, Bayu (2013): Small Share of the Islamic Banks in Indonesia, Supply-side Problems?

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Khalfaoui, R and Boutahar, M (2012): Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.

Khan, Aftab and Masih, Mansur (2019): Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach.

Khan, Dr. Muhammad Irfan and Syed, Muhammad Salman (2015): Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange. Published in: Journal of Finance, Accounting and Management , Vol. 6, No. 2 (July 2015): pp. 51-62.

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Kitov, Ivan and Kitov, Oleg (2007): Exact prediction of S&P 500 returns.

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Kuhnen, Camelia and Knutson, Brian (2008): The Influence of Affect on Beliefs, Preferences and Financial Decisions.

Kuhnen, Camelia M. (2012): Asymmetric learning from financial information.

Kuhnen, Camelia M. and Chiao, Joan Y. (2008): Genetic Determinants of Financial Risk Taking. Published in: PLoS ONE , Vol. 2, No. 4 (February 2009)

Kumar, Satish and Tiwari, Aviral and Raheem, Ibrahim and Hille, Erik (2021): Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. Forthcoming in: Resources Policy

Kumara, Ajantha Sisira and Pfau, Wade Donald (2011): Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries.

Kumara, Ajantha Sisira and Pfau, Wade Donald (2011): Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants.

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Kılıç, Yunus and Destek, Mehmet Akif and Cevik, Emrah Ismail and Bugan, Mehmet Fatih and Korkmaz, Oya and Dibooglu, Sel (2022): Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis. Published in: Borsa İstanbul Review , Vol. 22, (2022): pp. 141-156.

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Lal, Irfan and Mubeen, Muhammad and Hussain, Adnan and Zubair, Mohammad (2016): An Empirical Analysis of Higher Moment Capital Asset Pricing Model for Karachi Stock Exchange (KSE). Published in: Open Journal of Social Sciences No. 4 (9 June 2016): pp. 53-60.

Lawrence, Craig and Thomas, Mathew (2008): Real Options: Applications in Public Economics.

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Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2017): Investment in capital markets.

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Liu, Xuan and Yang, Fang and Cai, Zongwu (2012): Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data.

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Lopez, Claude and Contreras, Oscar and Bendix, Joseph (2020): ESG ratings: the road ahead.

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Lucena, Pierre and Saturnino, Odilon and Araújo, Joseanny and Figueiredo, Antonio Carlos (2010): Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil. Published in: Revista de Administração Mackenzie , Vol. 11, No. 5 (September 2010): pp. 106-128.

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Luo, Yulei and Young, Eric (2013): Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention.

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MESTRE, Roman and TERRAZA, Michel (2017): Analyse Multidimensionnelle Temps-Fréquence du MEDAF.

MESTRE, Roman and TERRAZA, Michel (2017): Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-.

MESTRE, Roman and Terraza, Michel (2017): Analyse Temps-fréquence du MEDAF –Application au CAC 40 –.

MESTRE, Roman and Terraza, Michel (2018): Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -.

Magni, Carlo Alberto (2007): CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation.

Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity.

Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity.

Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity. Forthcoming in: Journal of Property Finance and Investment , Vol. 5, No. 26 (2008)

Magni, Carlo Alberto (2016): Capital depreciation and the underdetermination of rate of return: A unifying perspective. Published in: Journal of Mathematical Economics , Vol. 67, (December 2016): pp. 54-79.

Magni, Carlo Alberto (2007): Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? Forthcoming in: European Journal of Operational Research

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 (6 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 (6 September 2000): pp. 163-170.

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): Firm Value and the mis-use of the CAPM for valuation and decision making.

Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making.

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)

Magni, Carlo Alberto (2007): In search of the "lost capital". A theory for valuation, investment decisions, performance measurement.

Magni, Carlo Alberto (2005): Investment decisions, net present value and bounded rationality.

Magni, Carlo Alberto (2007): Investment decisions, net present value and bounded rationality. Forthcoming in: Quantitative Finance

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 (2007): Measuring performance and valuing firms: In search of the lost capital.

Magni, Carlo Alberto (2007): Measuring performance and valuing firms: In search of the lost capital.

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.

Magni, Carlo Alberto (2003): Opportunity cost, excess profit and counterfactual conditionals. Forthcoming in: Frontiers in Finance and Economics

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.

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.

Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm.

Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm.

Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm.

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.

Magni, Carlo Alberto (2008): Splitting Up Value: A Critical Review of Residual Income Theories. Forthcoming in: European Journal of Operational Research

Magni, Carlo Alberto (2007): A Sum&Discount method for appraising firms:An illustrative example.

Magni, Carlo Alberto (2000): Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream.

Magni, Carlo Alberto (2005): THEORETICAL FLAWS IN THE USE OF THE CAPM FOR INVESTMENT DECISIONS.

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 and Martin, John D. (2017): The Reinvestment Rate Assumption Fallacy for IRR and NPV: A Pedagogical Note.

Magni, Carlo Alberto and Veronese, Piero and Graziani, Rebecca (2017): Chisini means and rational decision making: Equivalence of investment criteria. Forthcoming in: Mathematics and Financial Economics

Maheu, John M and McCurdy, Thomas H and Song, Yong (2020): Bull and Bear Markets During the COVID-19 Pandemic.

Makarov, Dmitry (2020): Optimal portfolio under ambiguous ambiguity. Forthcoming in: Finance Research Letters

Malefaki, Valia (2015): On Flexible Linear Factor Stochastic Volatility Models.

Manjrekar, Rajesh and Sinha, Pankaj (2010): Myopic investment view of the Indian mutual fund industry.

Mantai, Mohammed Mahmoud and Masih, Mansur (2016): Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis.

Marginean, Mihai (2018): Fundamentarea deciziei de finantare a activitatii unui IMM.

Martins, J. Albuquerque (2008): Reforma da Administração Pública: Antes e Depois da Democracia.

Masih, Mansur and Majid, Hamdan Abdul (2013): The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications.

Massmiliano, Marzo and Daniele, Ritelli and Paolo, Zagaglia (2011): Optimal trading execution with nonlinear market impact: an alternative solution method.

Mayanja, Abubaker B. and Legesi, Kenneth (2007): Risk and Return on Uganda's stock exchange. Forthcoming in: Capital Markets Journal

McAleer, Michael and 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.

Medovikov, Ivan (2014): Can Analysts Predict Rallies Better Than Crashes?

Mehar, Ayub (2006): Flow of portfolio investment among the Muslim countries: modelling and possibilities.

Mehta, Deepshikha (2015): Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices.

Mehta, Salil (2013): Sophisticated gambler’s ruin and survival chances.

Melecky, Ales and Melecky, Martin (2014): The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government.

Melecky, Martin (2010): Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches.

Mellado, Cristhian and Escobari, Diego (2014): Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market. Forthcoming in: Applied Economics

Melo, Jean Marcio and Távora, Lamartine and Xavier, Leonardo and Lucena, Pierre (2010): Os indicadores ROE e PVPA aplicados como balizadores de estratégias de investimentos: uma análise do mercado acionário brasileiro de 1995 a 2009. Published in: Anais do X Encontro Brasileiro de Finanças (May 2010)

Meng, Channarith and Pfau, Wade Donald (2011): Retirement savings guidelines for residents of emerging market countries.

Meng, Channarith and Pfau, Wade Donald (2011): Safe withdrawal rates from retirement savings for residents of emerging market countries.

Mensah, Jones Odei and Premaratne, Gamini (2014): Exploring Diversification Benefits in Asia-Pacific Equity Markets.

Michailova, Julija (2010): Overconfidence, Risk Aversion and Individual Financial Decisions in Experimental Asset Markets.

Michailova, Julija (2010): Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets.

Michalski, Grzegorz (2008): Decreasing negative the delivery risk influence on the recepient's firm value: Portfolio approach. Published in: ICBE-CT 2008 (6 November 2008): pp. 50-56.

Miele, Maria Grazia (2013): The financial crisis and the credit rating agencies: the failure of reputation.

Mierzejewski, Fernando (2007): A Model of Monetary Equilibrium with Random Output and Restricted Borrowing.

Mierzejewski, Fernando (2007): The Money Demand with Random Output and Limited Access to Debt.

Mierzejewski, Fernando (2008): The optimal liquidity principle with restricted borrowing.

Mishra, Anil (2014): Measures of Equity Home Bias Puzzle.

Mishra, Anil V (2015): Foreign Bias in Australian Domiciled Mutual Fund Holdings.

Mittal, Amit and Garg, Ajay Kumar (2018): Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia. Published in: Quarterly Review of Economics and Finance (June 2020)

Mlambo, Chipo and Biekpe, Nicholas (2001): Investment Basics XLIV: Review of African stock markets. Published in: Investment Analysts Journal , Vol. 54, No. 5 (December 2001): pp. 61-65.

Moawia, Alghalith (2009): Optimal option pricing and trading: a new theory.

Moawia, Alghalith (2009): A new approach to stochastic optimization: the investment-consumption model.

Modena, Matteo (2011): Agricultural commodities and financial markets.

Mokhtar, Maznita and Masih, Mansur (2014): Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS.

Montshioa, Keitumetse and Muteba Mwamba, John Weirstrass and Bonga-Bonga, Lumengo (2021): Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies.

Moore, Kyle and Sun, Pengei and de Vries, Casper G. and Zhou, Chen (2013): The drivers of downside equity tail risk.

Moore, Kyle and Sun, Pengfei and de Vries, Casper G. and Zhou, Chen (2013): The cross-section of tail risks in stock returns.

Morad, Shahidah Nailul and Masih, Mansur (2015): Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach.

Moradia, Abha and Mehta, Ashish C. (2018): Analyzing gold returns: Indian perspective. Published in: PIBM Journal of Management , Vol. 3, No. Special Issue (20 October 2018): pp. 458-471.

Morema, Kgotso and Bonga-Bonga, Lumengo (2018): The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management.

Moszoro, Marian (2020): Political Cognitive Biases Effects on Fund Managers' Performance. Published in: Journal of Behavioral Finance No. Forthcoming (2020): pp. 2-19.

Mudiangombe, Benjamin and Muteba Mwamba, John Weirstrass (2019): Dependence Structure of Insurance Credit Default Swaps.

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.

Mukrim, Syahirah and Masih, Mansur (2018): Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence.

Murhadi, Werner-Ria (2010): Performance Evaluation Of Mutual Funds In Indonesia. Published in: ProceedingsThe 3rd National Conference on Management Research , Vol. March, No. 3rd (9 March 2010): pp. 1-12.

Musa, Mustafa and Masih, Mansur (2016): Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence.

Muteba Mwamba, John (2012): On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model. Published in: African Journal of Business Management , Vol. 6, No. 36 (2 September 2012): pp. 10015-10024.

Muteba Mwamba, John and Mhlanga, Isaah (2013): Extreme conditional value at risk: a coherent scenario for risk management.

Muteba Mwamba, John and Suteni, Mwambi (2010): An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio.

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.

mhamdi, ghrissi (2015): Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises. Published in: , Vol. 3, No. jexpert journal of economics

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NEIFAR, MALIKA and HDIDER, ANIS (2024): Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the ‎Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence ‎from the US Stock Market. Published in:

NEIFAR, MALIKA (2020): Islamic vs Conventional Canadian stock markets : what difference ?

NEIFAR, MALIKA (2020): Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets.

NWAOBI, GODWIN C (2008): The Economics of Financial Derivative Instruments.

Nagano, Mamoru and Uchida, Yuki (2021): Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?

Nagayev, Ruslan and Masih, Mansur (2013): The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios.

Najeeb, Syed Faiq and Bacha, Obiyathulla and Masih, Mansur (2014): Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis.

Naseri, Marjan and Masih, Mansur (2014): Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia.

Nath, Golaka (2013): Repo Market – A Tool to Manage Liquidity in Financial Institutions.

Newton, Da Costa Jr and Carlos, Mineto and Sergio, Da Silva (2006): Disposition effect and gender. Forthcoming in: Applied Economics Letters

Nguyen, Duc Khuong and Topaloglou, Nikolas and Walther, Thomas (2020): Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.

Nguyen, Van Phuong (2019): Developing, Validating, and Monitoring a PD Model for Foundation IRB Approach.

Nguyen, Van Phuong (2019): An attempt to derive the Risk Weight Function for the bank.

Nogueira, David Coito and Fuinhas, José Alberto and Marques, António Cardoso (2014): Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA.

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Olkhov, Victor (2023): Market-Based “Actual” Returns of Investors.

Olkhov, Victor (2021): To VaR, or Not to VaR, That is the Question.

Olkhov, Victor (2024): Volatility Depends on Market Trades and Macro Theory.

Omer, Gamal Salih and Masih, Mansur (2014): Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC.

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P., Srinivasan (2011): Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market. Published in: The IUP Journal of Behavioral Finance , Vol. 9, No. 1 (24 March 2012): pp. 70-85.

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