Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets > G11 - Portfolio Choice ; Investment Decisions"

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Number of items at this level: 605.


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.

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.

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

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

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

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.

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.

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.

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.

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.

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.

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.


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 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?

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

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.

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

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.

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.

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

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.

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.

Breckenfelder, Johannes (2013): Competition between 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.

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

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.


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 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.

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, 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 , Vol. 3, No. 192 (March 2009)

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

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.

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.

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.

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.

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

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

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.

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.

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.

Cuervo Valledor, Álvaro and Pérez Mena, Adolfo and Vicente López, Miguel and Calvo Clúa, Rosalía (2016): Estudio de las posibilidades de inversión en los mercados frontera.

Cuthbert, James R. and Magni, Carlo Alberto (2016): Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR. Published in: International Journal of Production Economics No. 179 (2016): pp. 130-140.


D'Erasmo, Pablo (2006): Investment and firm dynamics.

D'Erasmo, Pablo (2006): Investment and firm dynamics.

Da Costa Jr, Newton and Goulart, Marco and Cupertino, Cesar and Macedo Jr, Jurandir and Da Silva, Sergio (2013): The disposition effect and investor experience.

Dai, Darong (2011): Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors. Forthcoming in: Economic Research Guardian

Dale, Charles and Workman, Rosemarie (1981): Measuring patterns of price movements in the Treasury bill futures market. Published in: Journal of Economics and Business , Vol. 33(2), No. Winter (1981): pp. 81-87.

Dale, Charles and Workman, Rosemarie (1980): The arc sine law and the treasury bill futures market. Published in: Financial Analysts Journal , Vol. 36, No. No. 6 (November 1980): pp. 71-74.

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

Das, Rituparna (2009): Fixed Income Portfolio Management in Indian Banks. Published in: Published as Chapter in "Handbook of Fixed Income Securities Volume II: Monographs on Term Structure", ISBN-13: 978-3639352634 , Vol. 2011, (22 April 2011): pp. 5-21.

Das, Rituparna (2016): How Much is the Presence of Timber Exchange Traded Fund Feasible in India?

Daskovskiy, Vadim and Kiselyov, Vladimir (2010): Assessment of investment projects on the basis of production efficiency.

Daskovskiy, Vadim and Kiselyov, Vladimir (2010): The phased approach to time value of money in economic analysis of investment projects.

De Luca, Giovanni and Zuccolotto, Paola (2013): A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering.

Deetz, Marcus and 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.

Degiannakis, Stavros and Floros, Christos (2014): Intra-Day Realized Volatility for European and USA Stock Indices. Forthcoming in: Global Finance Journal

Delis, Manthos and Mylonidis, Nikolaos (2015): Trust, happiness, and households’ financial decisions.

Demir, Firat (2008): Financial Liberalization, Private Investment and Portfolio Choice: Financialization of Real Sectors in Emerging Markets. Forthcoming in: Journal of Development Economics

Demir, Firat (2007): Private Investment and Cash Flow Relationship Revisited: Capital Market Imperfections and Financialization of Real Sectors in Emerging Markets.

Dergiades, Theologos (2011): Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy. Published in: Economics Letters , Vol. 116, No. 3 (15 September 2012): pp. 404-407.

Deuflhard, Florian and Georgarakos, Dimitris and Inderst, Roman (2014): Financial Literacy and Savings Account Returns.

Dewandaru, Ginanjar and Masih, Rumi and Bacha, Obiyathulla and Masih, A. Mansur M. (2014): Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model.

Di Gialleonardo, Luca and Marè, Mauro and Motroni, Antonello and Porcelli, Francesco (2016): The impact of financial crisis on savings decisions: evidences from Italian pension funds.

Dicembrino, Claudio and Scandizzo, Pasquale Lucio (2011): Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market.

Dimitriou, Dimitrios and Kenourgios, Dimitris (2012): Opportunities for international portfolio diversification in the balkans’ markets. Published in: International Journal of Economics and Research , Vol. 1, No. 3i (February 2012): pp. 1-12.

Dimitriou, Dimitrios and Mpitsios, Petros and Simos, Theodore (2011): Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis. Published in: International Research Journal of Finance and Economics No. 71 (August 2011): pp. 70-76.

Dimitriou, Dimitrios and Simos, Theodore (2012): International portfolio diversification: An ICAPM approach with currency risk. Published in: Macroeconomics and Finance in Emerging Market Economies (8 November 2012): pp. 1-13.

Dimitriou, Dimitrios and Simos, Theodore (2011): Monetary Union effects on European stock market integration: An international CAPM approach with currency risk. Published in: International Journal of Economics and Finance , Vol. 3, No. 6 (November 2011): pp. 34-41.

Dimitriou, Dimitrios and Simos, Theodore (2011): The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach. Published in: Modern Economy , Vol. 1, No. 2 (January 2011): pp. 1-8.

Djumashev, R (2007): Corruption, uncertainty and growth.

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.

Dominique, C-Rene (2013): Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors.

Doran, James and Jiang, Danling and Peterson, David (2008): Gambling Preference and the New Year Effect of Assets with Lottery Features.

Dressler, Scott and Li, Victor (2007): Inside Money, Credit, and Investment.

Du, Julan and Leung, Charles Ka Yui and Chu, Derek (2013): Return enhancing, cash-rich or simply empire-building? An empirical investigation of corporate real estate holdings.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2010): Systematic risks for the financial and for the non-financial Romanian companies. Published in: The Proceedings of the International Conference CKS 2010, “Challenges of the Knowledge Society”, Bucharest, April 23-24, 2010 – 4th Edition (4 August 2010): pp. 1786-1795.

Dutta, Sourish (2015): Financing Innovation: A Complex Nexus of Risk & Reward.

Dwihasri, Dhaifina and Masih, Mansur (2015): Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis.


El Bouhadi, A. and 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.

El khamlichi, Abdelbari and HOANG, Thi Hong Van and Wong, Wing-Keung (2017): Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis.

El-Khatib, Youssef and Hatemi-J, Abdulnasser (2013): On the pricing and hedging of options for highly volatile periods.

Ellouz, Siwar and Bellalah, Mondher (2007): Asset pricing and predictability of stock returns in the french market.

Estrada, Fernando (2015): As crises financeiras.

Estrada, Fernando (2012): Asymmetric information and financial markets.

Estrada, Fernando (2010): Theory of argumentation in financial markets.

Evans, Olaniyi (2013): Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach.



FARUQUE, MUHAMMAD U (2011): An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh. Published in: Indian Journal of Economics and Business , Vol. 10, No. 04 (1 December 2011): pp. 443-465.

Fajardo, José and Corcuera, José Manuel and Menouken Pamen, Olivier (2016): On the optimal investment.

Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng (2013): Risks of large portfolios.

Fan, Qinbin and Jahan-Parvar, Mohammad R. (2009): US Industry-Level Returns and Oil Prices.

Faruk, Balli (2006): New Patterns in International Portfolio Allocation and Income Smoothing.

Ferreira Filipe, Sara and Grammatikos, Theoharry and Michala, Dimitra (2014): Pricing Default Risk: The Good, The Bad, and The Anomaly.

Ferstl, Robert and Weissensteiner, Alex (2009): Asset-Liability Management under time-varying Investment Opportunities.

Finke, Michael and Pfau, Wade Donald and Williams, Duncan (2011): Spending flexibility and safe withdrawal rates.

Fonseca, Nelson and Bressan, Aureliano and 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.

Foster, Jarred (2011): Target variation in a loss avoiding pension fund problem.

Fulbert, Tchana Tchana and Georges, Tsafack (2013): The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance.

Fulli-Lemaire, Nicolas (2012): Alternative Inflation Hedging Portfolio Strategies: Going Forward Under Immoderate Macroeconomics. Forthcoming in: Alternative Investment Analyst Review, CAIA No. Summer/Fall (2013)

Fulli-Lemaire, Nicolas and Palidda, Ernesto (2012): Swapping headline for core inflation: an asset liability management approach.

Fung, Ka Wai Terence and Wan, Wilson (2013): The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline. Published in: International Research Journal of Finance and Economics No. 110 (2013)

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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.

Garcia Fronti, Javier (2015): Modelo estocástico para la valuación de una inversión nanomédica.

Garcia-Fronti, Javier (2008): A Short Note on the Infinite Decision Puzzle.

Gaustaroba, Gianfranco and Mansini, Renata and Ogryczak, Wlodzimierz and Speranza, M. Grazia (2014): Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem.

Gavazza, Alessandro (2011): Demand Spillovers and Market Outcomes in the Mutual Fund Industry.

Genest, Benoit and Rego, David and Freon, Helene (2013): Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -.

Gerasimchuk, Ivetta and Ilyumzhinova, Kamila and Schorn, Alistair and Kraft, Georg and Smith, Kevin and Lottmann, Juergen and Eckstein, Mark and Khmeleva, Ekaterina and Perelet, Renat and Shvarts, Evgeny (2009): Pure Profit for Russia: Benefits of Responsible Finance.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2012): أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي. Published in: Journal of Development and Economic Policies , Vol. 14, No. 2 (2012): pp. 7-39.

Ghossoub, Mario (2010): Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model".

Gilroy, Bernard Michael and Lukas, Elmar (2004): Optionen der Internationalisierung: Motive ausländischer Direktinvestitionen in einem neuen Licht.

Giofré, Maela M. (2008): Bias in foreign equity portfolios: households versus professional investors.

Giofré, Maela M. (2009): The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. Forthcoming in: Journal of Multinational Financial Management

Giofré, Maela/M. (2008): Convergence of EMU Equity Portfolios.

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.

Giofré, Maela/M. (2009): Investor protection and foreign stakeholders.

Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB.

Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets.

Glushetskiy, Andrey and Minasyan, Vigen (2013): Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure». Published in: International Journal of Advanced Multidisciplinary Research and Review , Vol. 1, No. 1 (2013): pp. 2-21.

Golmohammadpoor Azar, Kamran (2014): Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform. Published in: First National Conference of Applied Statistics, Department of Statistics, Islamic Azad University of Tabriz, Tabriz, Iran. (23 June 2014)

Gomes Santana Félix, Elisabete (2003): Opções reais: tipologias e sua avaliação. Published in: Actas das XIII Jornadas Hispano Lusas de Gestión Científica (2003)

Gonzales, Rolando (2009): Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping.

Gool van, Peter and Muller, Franciscus Leonardus Petrus (2005): Vastgoed en ALM. Published in: ASRE Research Papers , Vol. 04, No. 2005 (September 2005)

Govori, Fadil (2013): The performance of commercial banks and the determinants of profitability: Evidence from Kosovo.

Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Forthcoming in:

Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage.

Gray, Wesley and Kern, Andrew (2008): Fundamental Value Investors: Characteristics and Performance.

Griveau-Billion, Théophile and Richard, Jean-Charles and Roncalli, Thierry (2013): A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios.

Guo, Xu and Lien, Donald and Wong, Wing-Keung (2015): Good Approximation of Exponential Utility Function for Optimal Futures Hedging.

Guo, Xu and Post, Thierry and Wong, Wing-Keung and Zhu, Lixing (2013): Moment Conditions for Almost Stochastic Dominance.

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.

Guo, Xu and Zhu, Xuehu and Wong, Wing-Keung and Zhu, Lixing (2013): A Note on Almost Stochastic Dominance.

Gyarmati, Ákos and Lublóy, Ágnes and Váradi, Kata (2012): The Budapest liquidity measure and the price impact function. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 112-125.


Haefliger, Thomas and Waelchli, Urs and Wydler, Daniel (2002): Hedging currency risk: Does it have to be so complicated?

Hakim, Idwan and Masih, Mansur (2014): Portfolio diversification strategy for Malaysia: International and sectoral perspectives.

Hameed, Abdullah (2014): Exploring the determinants of Pakistani Islamic Bank: Empirical Survey.

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

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

Haniff, Norazza Mohd and Masih, Mansur (2016): Shariah stocks as an inflation hedge in Malaysia.

Hannah, Lincoln (2013): Funding Cost and a New Capital Model.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Дискретный случай.

Harin, Alexander (2015): Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM).

Harin, Alexander (2010): Theorem of existence of ruptures in probability scale. Preliminary short version.

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

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

Hartmann, Daniel and Pierdzioch, Christian (2006): International Equity Flows and the Predictability of U.S. Stock Returns.

Hassine, Marlène and Roncalli, Thierry (2013): Measuring Performance of Exchange Traded Funds.

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): Testing for Financial Market Integration of the Chinese Market with the US Market.

Hawawini, Gabriel (1983): Why beta shifts as the return interval changes. Published in: Financial Analyst Journal , Vol. 39, (May 1983): pp. 73-77.

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.

Hałaj, Grzegorz (2006): Risk-based decisions on assets structure of a bank — partially observed economic conditions.

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.

Henryk, Gzyl and Silvia, Mayoral (2006): On a relationship between distorted and spectral risk measures.

Henryk, Gzyl and Silvia, Mayoral (2006): On a relationship between distorted and spectral risk measures.

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.

Herwany, Aldrin and Febrian, Erie (2008): Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection.

Hiremath, Gourishankar S and Bandi, Kamaiah (2012): Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns. Published in: Journal of Business & Economic Studies , Vol. 2, No. 18 (2012): pp. 62-81.

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.

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)

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.

Hirshleifer, David and hsu, po-hsuan and li, dongmei (2014): Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns.

Hopfensitz, Astrid (2009): Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback.

Hopfensitz, Astrid and Wranik, Tanja (2009): How to adapt to changing markets: experience and personality in a repeated investment game.

Hopfensitz, Astrid and Wranik, Tanja (2008): Psychological and environmental determinants of myopic loss aversion.

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

Huerta, Daniel and Egly, Peter V. and Escobari, Diego (2015): The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility. Forthcoming in: Journal of Real Estate Portfolio Management

Hunjra, Ahmed Imran and Chani, Muhammad Irfan and Ijaz, Muhammad Shahzad and Farooq, Muhammad and Khan, Kamran (2014): The Impact of Macroeconomic Variables on Stock Prices in Pakistan. Published in: International Journal of Economics and Empirical Research , Vol. 2, No. 1

Hussain, Ashiq (2009): Equity & Stock Analysis/Valuation.


Ibhagui, Oyakhilome (2016): Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?

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

Ilhan, Bilal and Masih, Mansur (2014): Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis.

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No.

Inderst, Georg (2015): Social infrastructure investment: private finance and institutional investors. Published in: “Investing in Long-Term Europe: Re-launching Fixed, Network and Social Infrastructure”, edited by Paolo Garonna and Edoardo Reviglio, LUISS University Press Rome, 2015 (December 2015): pp. 204-209.

Ito, Yutaka and Managi, Shunsuke and Matsuda, Akimi (2012): Performances of Socially Responsible Investment and Environmentally Friendly Funds.


Jaffar, Yusuf and Masih, Mansur (2014): Exploring portfolio diversification opportunities through venture capital financing.

Janda, Karel (2009): The Origins of Czech Credit Guarantees Programs and the Value of Guarantee Fund Portfolio on Czech Stock Exchanges.

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

Jarraya, Bilel (2013): Asset allocation and portfolio optimization problems with metaheuristics: a literature survey. Published in: Business Excellence and Management , Vol. 3, No. 4 (2013): pp. 38-56.

Jarraya, Bilel and Bouri, Abdelfettah (2013): Multiobjective optimization for the asset allocation of European nonlife insurance companies. Published in: Journal of Multi-Criteria Decision Analysis , Vol. 20, No. 3-4 (2013): pp. 97-108.


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

Jones, Clive (2015): Predictability of the daily high and low of the S&P 500 index.


Kaizoji, Taisei and Sornette, Didier (2008): Market Bubbles and Crashes. Published in: Encyclopedia of Quantitative Finance, John Wiley & Sons Ltd. (2009)

Kamal, Javed Bin (2012): Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model. Published in: Journal of Financial Assets and Investing No. Issue 3/2012 (30 September 2012): pp. 29-42.

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

Kariastanto, Bayu (2011): Should the Indonesian pension funds invest abroad?

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

Keel, Simon and Ardia, David (2009): Generalized Marginal Risk.

Kemp-Benedict, Eric (2014): Shifting to a Green Economy: Lock-in, Path Dependence, and Policy Options. Published in: SEI Working Paper No. 2014-08 (25 November 2014)

Kemp-Benedict, Eric (2012): The national bioenergy investment model: Technical documentation. Published in: CIFOR Working Paper No. 88

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

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.

Khorunzhina, Natalia (2011): Dynamic Stock Market Participation of Households.

Khumalo, Bhekuzulu (2007): Knowledge Theory and Investment: Enhanced Investment Decision Based on the properties of Point X.

Kilic, Ekrem (2006): Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio.

Kim, Woochan and Sung, Taeyoon and Wei, Shang-Jin (2014): The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity.

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

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.

Knutson, Brian and Wimmer, G. Elliott and 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.

Koepke, Robin (2014): Fed Policy Expectations and Portfolio Flows to Emerging Markets.

Konchitchki, Yaniv (2011): Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices. Published in: The Accounting Review , Vol. 86, No. 3 (May 2011): pp. 1045-1085.

Kontek, Krzysztof (2011): What is the actual shape of perception utility?

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.

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.

Krieger, Kevin and Fodor, Andy and Mauck, Nathan and Stevenson, Greg (2012): Predicting Extreme Returns and Portfolio Management Implications.

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)

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.

Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest?


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

Le, Thai-Ha and Chang, Youngho (2011): Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach.

Lean, Hooi Hooi and Ang, Wei Rong and Smyth, Russell (2014): Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Forecast in Capital Markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.

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.

Li, Jing and Xu, Mingxin (2009): Minimizing Conditional Value-at-Risk under Constraint on Expected Value.

Liu, Xiaochun and Jacobsen, Brian (2011): The Dynamic International Optimal Hedge Ratio.

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

Livan, Giacomo and Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets.

Lof, Matthijs (2012): Rational Speculators, Contrarians and Excess Volatility.

Los, Cornelis A. and Tungsong, Satjaporn (2008): Investment Model Uncertainty and Fair Pricing.

Lucena, Pierre and Figueiredo, Antonio Carlos (2008): Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French. Published in: RAC Eletrônica , Vol. 2, (2008): pp. 509-530.

Lucena, Pierre and Figueiredo, Antonio Carlos (2008): Prevendo retornos de ações atrasvés de movimentos passados: uma modificação no Modelo de Grinblatt e Moskowitz. Published in: REAd. Revista Eletrônica de Administração , Vol. 14, (2008): pp. 1-18.

Lucena, Pierre and Figueiredo, Antonio Carlos and Lachtermacher, Gerson (2008): Critérios de formação de carteiras de ativos através de hierarchical clusters. Published in: Revista de Administração Mackenzie , Vol. 11, No. 2 (21 October 2009): pp. 123-141.

Lucena, Pierre and Fugueiredo, Antonio Carlos (2004): Pressupostos de Eficiência de Mercado: um estudo empírico na Bovespa. Published in: Gestão.Org (September 2004)

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.

Luciano, elisa (1999): A note on loadings and deductibles: can a vicious circle arise? Published in: scandinavian actuarial journal No. 2 (1999): pp. 157-169.

Lucks, Konstantin (2016): The Impact of Self-Control on Investment Decisions.

Luo, Yulei (2015): Robustly Strategic Consumption-Portfolio Rules with Informational Frictions.

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

Lupia, Arthur and Krupnikov, Yanna and Levine, Adam Seth and Grafstrom, Cassandra and MacMillan, William and McGovern, Erin (2008): How “Point Blindness” Dilutes the Value of Stock Market Reports.

Lupia, Arthur and Krupnikov, Yanna and Levine, Adam Seth and Grafstrom, Cassandra and MacMillan, William and McGovern, Erin (2008): How “Point Blindness” Dilutes the Value of Stock Market Reports.


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 (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 (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.

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.

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.

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.

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.

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.

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.

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


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

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

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


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.


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.

P., Srinivasan and M., Kalaivani (2013): Stock Market Linkages in Emerging Asia-Pacific Markets.

Palombizio, Ennio A. (2007): Mutual Funds and Segregated Funds: A Comparison.

Panait, Iulian and Diaconescu, Tiberiu (2012): Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București.

Panousi, Vasia (2009): Capital Taxation with Entrepreneurial Risk.

Panousi, Vasia and Papanikolaou, Dimitris (2009): Investment, idiosyncratic risk, and ownership.

Pasaribu, Rowland Bismark Fernando (2010): Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45. Published in: Jurnal Ekonomi dan Bisnis , Vol. 5, No. 2 (July 2011): pp. 87-115.

Pashchenko, Svetlana (2012): Accounting for non-annuitization.

Peeters, Marga and Sabri, Nidal Rachid (2012): International financial integration of Mediterranean economies : A bird’s-eye view.

Pereira Reichhardt, Joaquín and Iqbal, Tabassum (2014): Investment Decisions: Are we fully-Rational?

Perlin, M. (2007): Evaluation of pairs trading strategy at the Brazilian financial market.

Perlin, M. (2007): M of a kind: A Multivariate Approach at Pairs Trading.

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.

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): 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.

Petrushchak, Bohdan (2011): Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика. Published in: Світ фінансів No. 2 (2011): pp. 30-40.

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 (2011): Can We Predict the Sustainable Withdrawal Rate for New Retirees?

Pfau, Wade Donald (2011): Capital market expectations, asset allocation, and safe withdrawal rates.

Pfau, Wade Donald (2012): Choosing a retirement income strategy: a new evaluation framework.

Pfau, Wade Donald (2009): Emerging Market Pension Funds and International Diversification. Forthcoming in: Journal of Developing Areas

Pfau, Wade Donald (2011): Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work.

Pfau, Wade Donald (2011): Long-term investors and valuation-based asset allocation.

Pfau, Wade Donald (2011): Nearly optimal asset allocations in retirement.

Pfau, Wade Donald (2010): Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures.

Pfau, Wade Donald (2011): Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?

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.

Pfau, Wade Donald (2011): Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle.

Pfau, Wade Donald (2010): Will 2000-era retirees experience the worst retirement outcomes in U.S. history? A progress report after 10 years.

Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation.

Pfau, Wade Donald and Kariastanto, Bayu (2012): An international perspective on “safe” savings rates for retirement.

Piasecki, Krzysztof (2011): Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych. Published in: (November 2011): pp. 1-132.

Pierucci, Eleonora and Pericoli, Filippo and Ventura, Luigi (2014): Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence.

Pillai, Rajasekharan and Carlo, Rozita and D’souza, Rachel (2010): Financial Prudence among Youth.

Piluso, Fabio and Amerise, Ilaria Lucrezia (2011): L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica.

Pinto, Cristian F. and Acuña, Andres (2011): Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza.

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)


Pop, Raluca Elena (2012): Herd behavior towards the market index: evidence from Romanian stock exchange.

Portmann, David and Mlambo, Chipo (2010): Private equity and venture capital in South Africa: A comparison of project financing decisions.


Qian, Hang (2011): Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model.

Qian, Hang (2009): Bayesian Portfolio Selection with Gaussian Mixture Returns.

Qiao, Yongyuan (2008): Analysis into IPO underpricing and clustering in Hong Kong equity market.

Qureshi, Salman Ali and Rehman, Kashif ur and Hunjra, Ahmed Imran (2012): Factors Affecting Investment Decision Making of Equity Fund Managers. Published in: Wulfenia Journal , Vol. 19, No. 10 : pp. 280-291.


R. Ferreira, Alexandre and A. P. Santos, Andre (2016): On the choice of covariance specifications for portfolio selection problems.

Rahim, Adam Mohamed and Masih, Mansur (2014): Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors.

Rahim, Adam Mohamed and Masih, Mansur (2014): Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches.

Rahim, Yasmin and Masih, Mansur (2015): Is gold good for hedging? lessons from the Malaysian sectoral stock indices.

Rahim, Yasmin Abd and Masih, Mansur (2015): Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis.

Ramosaj, Berim (2010): Challenges to Solvency II Reform in Insurance Industry.

Raza, Muhammad Wajid and Mohsin, Hassan Mohammad (2014): Portfolio Tilting Hunt for Positive Alpha Through Style Tilts. Published in: VFAST Transactions on Education and Social Sciences , Vol. 06, No. 02 (March 2015): pp. 25-41.

Raza, Syed Ali and Raza, Syed Aoun and Zia, Abassi (2011): Equity mutual funds performance in Pakistan: risk & return analysis. Forthcoming in: American Journal of Scientific Research

Rebonato, Riccardo and Denev, Alexander (2011): Coherent Asset Allocation and Diversification in the Presence of Stress Events.

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.

Remorov, Alexander (2015): Dynamic Trading When You May Be Wrong.

Rena, Ravinder (2007): INSURANCE INDUSTRY IN ERITREA - ACHIEVEMENTS AND CHALLENGES. Published in: Osmania Journal of International Business Studies , Vol. 2, No. 1 (5 June 2007): pp. 140-146.

Repkine, Alexandre (2008): Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market.

Rizvi, Aoun and Ali, Syed Babar (2011): Risk Taking Behavior of Investors of Pakistan.

Roncalli, Thierry (2013): Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation.

Roncalli, Thierry (2013): Introduction to Risk Parity and Budgeting.

Roncalli, Thierry (2010): Understanding the Impact of Weights Constraints in Portfolio Theory.

Roncalli, Thierry and Weisang, Guillaume (2012): Risk Parity Portfolios with Risk Factors.

Roncalli, Thierry and Weisang, Guillaume (2008): Tracking problems, hedge fund replication and alternative beta.

Rondinone, Gonzalo and Thomasz, Esteban Otto (2016): Un análisis exploratorio de los exchangeable trade funds y su influencia en el proceso de financiarización de commodities.

Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

Rossi, Francesco (2012): U.K. cross-sectional equity data: The case for robust investability filters. Published in: European Economics Letters , Vol. 1, No. 1 (December 2012): pp. 6-13.

Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.

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.


Sahoo, Ganeswar (2010): International Capital Flows: An empirical study of the relationship between equity and debt investments.

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.

Sampagnaro, Gabriele and Battaglia, Francesca (2010): Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns.

Sarkar, Prabirjit (2006): Stock Market Development, Capital Accumulation and Growth in India since 1950.

Sasidharan, Anand (2009): Does seasonality persists in Indian stock markets?

Saturnino, Odilon and Saturnino, Valeria and Lucena, Pierre and Carmona, Charles and Araujo, Luiz Fernando (2011): Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho? Published in: Revista de Finanças Aplicadas , Vol. 1, No. 1 (January 2012): pp. 1-19.

Saturnino, Odilon and Saturnino, Valéria and Gois de Oliveira, Marcos Roberto and Lucena, Pierre and Araújo, Luiz Fernando (2012): Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica.

Saturnino, Odilon and Saturnino, Valéria and Lucena, Pierre and Caetano, Marcelino and Florencio dos Santos, Josete (2012): Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L).

Sawada, Michiru (2011): How does the stock market value bank diversification? Empirical evidence from Japanese banks.

Scorbureanu, Alexandrina Ioana (2013): Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects.

Sergeeva, Irina and Nikiforova, Vera (2012): The development of the portfolio management for the unit investment funds.

Sergio, Bianchi and Alessandro, Trudda (2008): Global Asset Return in Pension Funds: a dynamical risk analysis. Forthcoming in: Mathematical Methods in Economics and Finance

Shafaai, Shafizal and Masih, Mansur (2013): Determinants of cost of equity: The case of Shariah-compliant Malaysian firms.

Shahzad, Syed Jawad Hussain and Ahmed, Tanveer and Rehman, Mobeen Ur and Zakaria, Muhammad (2014): Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis.

Shahzad, Syed Jawad Hussain and Zakaria, Muhammad and Raza, Naveed and Ali, Sajid (2014): Multiscale systematic risk: Empirical Evidence from Pakistan.

Shahzad, Syed Jawad Hussain and Zakaria, Muhammad and Rehman, Mobeen ur and Ahmed, Tanveer and Khalid, Saniya (2014): Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis.

Shaikh, Salman (2012): Analysis of Islamic Mutual Funds Operations in Pakistan. Published in: Journal of Islamic Banking & Finance , Vol. 29, No. 3 (31 August 2012): pp. 14-23.

Shaikh, Salman (2010): Analysis of Stock Screening Principles in Islamic Mutual Funds Industry.

Shaikh, Salman (2012): Consumption & Savings Behavior in Pakistan.

Shaikh, Salman (2013): Investment Decisions by Analysts: A Case Study of KSE. Forthcoming in: 3rd IRC Proceedings, Szabist Karachi , Vol. 1, No. 1 (1 December 2013)

Shaikh, Salman (2013): Micro Foundations of Savings Behavior in Urban Pakistan. Forthcoming in: 3rd IRC Proceedings, Szabist Karachi , Vol. 1, No. 1 (1 January 2014)

Shaikh, Slam Ahmed (2016): Analysis & Test of Market Efficiency: A Case Study of KSE.

Shakir, Zeeniya and Masih, Mansur (2016): How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis.

Shehadeh, Ali and Erdős, Péter and Li, Youwei and Moore, Michael (2016): US Dollar Carry Trades in the Era of “Cheap Money”.

Shehadeh, Ali and Li, Youwei and Moore, Michael (2016): The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity.

Siddiqi, Hammad (2015): Anchoring Heuristic and the Equity Premium Puzzle.

Siddiqi, Hammad (2015): Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles.

Siddiqi, Hammad (2010): The relevance of coarse thinking for investors' willingness to pay: An experimental study.

Sinchugova, Regina (2014): Акции с наибольшей доходностью.

Sinha, Pankaj and Chandwani, Abhishek and Sinha, Tanmay (2013): Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm.

Sinha, Pankaj and Goyal, Lavleen (2012): Algorithm for construction of portfolio of stocks using Treynor’s ratio.

Sinha, Pankaj and 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.

Sinha, Pankaj and Johar, Archit (2010): Hedging Greeks for a portfolio of options using linear and quadratic programming.

Sirucek, Martin (2011): Impact of monetary policy on US stock market. Published in: Trends economics and management , Vol. V, No. 09 (September 0211): pp. 53-60.

So, Leh-chyan (2013): Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis. Forthcoming in: Annals of Financial Economics

Spataro, Luca and Corsini, Lorenzo (2013): Endogenous financial literacy, saving and stock market participation.

Steinbacher, Matjaz (2009): Acceptable Risk in a Portfolio Analysis.

Steinbacher, Matjaz (2009): Behavior of Investors on a Multi-Asset Market.

Steinbacher, Matjaz (2009): Knowledge, Preferences and Shocks in Portfolio Analysis.

Steinbacher, Matjaz (2009): The Role of Liquidity Individuals in the Decision-Making.

Steinbacher, Matjaz (2009): Value-at-Risk versus Non-Value-at-Risk Traders.

Steinbacher, Matjaz (2009): What is the “value” of value-at-risk in a simulated portfolio decision-making game?

Su, Yongyang and Lau, Marco Chi Keung (2010): Strategic asset allocation and intertemporal hedging demands: with commodities as an asset class.

Sun, David and Chow, Da-Ching (2014): Forgive, or Award, Your Debtor? - A Barrier Option Approach.

Susanne, Cannon and Rebel, Cole (2011): How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data. Published in: Journal of Portfolio Management , Vol. 35, No. 5 (31 August 2011): pp. 68-88.

Swamy, Vighneswara (2013): Euro Zone Debt Crisis: Implications for Indian Banking Sector.

Syed ali, Raza and Syed tehseen, jawaid and Imtiaz, arif and Fahim, qazi (2011): Validity of capital asset pricing model: evidence from Karachi stock exchange.

sefiane, slimane and Benbouziane, Mohamed (2012): Portfolio Selection Using Genetic Algorithm. Published in: Journal of Applied Finance & Banking , Vol. vol.2, No. no.4 (2012): pp. 143-154.


Taboga, Marco (2004): A Simple Model of Robust Portfolio Selection.

Thapar, Rishi and Minsky, Bernard and Obradovic, M and Tang, Qi (2009): Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation.

Thomadakis, Apostolos (2016): Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence.

Tomić, Bojan (2015): The Impact Of Macroeconomic Indicators On The Movement Of Crobex. Published in: FIP - Journal of Finance and Law , Vol. 2, No. 1 (January 2015): pp. 45-60.

Tomić, Bojan (2016): Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala. Published in: Accounting and Management No. 17th International Scientific and Professional Conference (June 2016): pp. 175-192.

Tomić, Bojan (2013): The application of the capital asset pricing model on the Croatian capital market. Published in: Financije i pravo , Vol. 1, No. 1 (2013): pp. 105-123.

Tomić, Bojan and Sesar, Andrijana and Džaja, Tomislav (2014): Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa. Published in: Accounting and Management No. 15th International Scientific and Professional Conference (June 2014): pp. 265-283.

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.

Torro, Hipolit (2009): Assessing the influence of spot price predictability on electricity futures hedging.

Trabelsi, Mohamed Ali (2008): Peut-on encore parler des mesures de performance ? Published in: Revue Tunisienne d'Economie et de Gestion , Vol. Volume, (2008): pp. 265-295.

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.


Urbina, Jilber and Guillén, Montserrat (2013): An application of capital allocation principles to operational risk. Published in: Expert Systems with Applications , Vol. 41, No. 16 (15 November 2014): pp. 7023-7031.

Uslu, Semih (2015): Pricing and Liquidity in Decentralized Asset Markets.


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.

Varga, Gyorgy and Wengert, Maxim (2010): The growth and size of the Brazilian mutual fund industry.

Varsanyi, Zoltan (2009): When risk weights increase the risk: some concerns for capital regulation.

Vasios, Michalis and Payne, Richard and Nolte, Ingmar (2015): Profiting from Mimicking Strategies in Non-Anonymous Markets.

Vieira, Pedro Cosme da Costa (2010): Matemática Financeira com aplicações em Excel e R.

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Vignola, Anthony and Dale, Charles and Federal Reserve System, Federal Reserve Staffs (1979): Treasury/Federal Reserve Study of Treasury Futures Markets Volume I: Summary and Recommendations.

Vignola, Anthony and Dale, Charles and Federal Reserve System, Federal Reserve Staffs (1979): Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System. Published in:

Vo, Xuan Vinh (2010): Foreign ownership in Vietnam stock markets - an empirical analysis.

Vymětal, Dominik (2008): Projekty informačních systémů v podnicích a jejich realizace. Published in: , Vol. ISBN 9, (29 August 2008): pp. 1-122.


Walker, Todd and Haley, M. Ryan and McGee, M. Kevin (2009): Disparity, Shortfall, and Twice-Endogenous HARA Utility.

Wang, Gaowang (2014): Model Uncertainty, the Spirit of Capitalism and Asset Pricing.

Weinrich, Gerd (1999): Nondegenerate Intervals of No-Trade Prices for Risk-averse Traders. Published in: Theory and Decision , Vol. 46, (1999): pp. 79-99.

Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem.

Wiafe, Emmanuel A. and Barnor, Charles and Quaidoo, Christopher (2014): Oil price shocks and domestic private investment in Ghana.


Xu, Guo and Wing-Keung, Wong and Lixing, Zhu (2013): Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.

Xu, Guo and Wing-Keung, Wong and Lixing, Zhu (2013): Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk.


Yamori, Nobuyoshi (2009): Characteristics of Japan’s Commodities Index and its Correlation with Stock Index.

Yamori, Nobuyoshi (2010): Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?

Yildirim, Ramazan and Masih, A. Mansur M. (2014): The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis.

Yildirim, Ramazan and Masih, Mansur (2013): Relationship between regional Shariah stock markets: The cointegration and causality.

Yilmaz, Adil and Unal, Gazanfer and Karatasoglu, Cengiz (2016): Wavelet Based Analysis Of Major Real Estate Markets.

Yilmaz, Tolgahan (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange.

Yun, Tack and Kim, Jinsook and Ko, Eunmi (2012): The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models.

Yusoff, Yuzlizawati and Masih, Mansur (2014): Comovement of East and West Stock Market Indexes.


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Zhorin, Victor and Stef-Praun, Tiberiu (2008): Grid-enabled estimation of structural economic models.

Zvezdov, Ivelin (2012): Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques.


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