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| Dec 30 2025 |
Chi-Sheng Lo |
| |
Can NASDAQ-100 derivatives ETF portfolio beat QQQ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Yu Zhang and Swarn Chatterjee |
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Overconfidence and portfolio return expectations: The mediating role of option trading behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2025 |
Martial Bindoumou |
| |
Livelihood diversification as coping strategy under climate risk : Evidence from rural farm household in Cameroon |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2025 |
Biagio Rosso |
| |
Notes on inflationary news and the equity premium puzzle in a two-asset incomplete-markets model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2025 |
Meghna Jayasankar and P S Niveditha |
| |
Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2025 |
Claude Bergeron |
| |
Intertemporal asset pricing without risk-free security, zero-beta portfolio and consumption data |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2023 |
Prem Vaswani and Padmaja M |
| |
Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Thomas Gries , Lukas Wiechers and Sebastian José Luna-Victoria |
| |
Unconventional monetary policy and wealth inequality: evidence from the US |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Refk Selmi |
| |
Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Maia Gejadze , Pierre Giot and Armin Schwienbacher |
| |
On venture capital exit dynamics |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman |
| |
Modeling 2018 currency crisis of Turkey: A balance of payments approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Nehan Naim |
| |
Do Subsidies Extend Lifeline to Coal? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Noureddine Kouaissah and Amin Hocine |
| |
Robust drawdown-based performance measures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 20 2022 |
Kenta Toyofuku |
| |
Risk sharing and asset commonality in the financial sector |
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Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
| |
The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 10 2021 |
Masao Kumamoto and Juanjuan Zhuo |
| |
Hedge and safe haven status of Bitcoin: copula-DCC approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 27 2020 |
Konstantinos Charistos , Christos Constantatos and Ioannis N. Pinopoulos |
| |
Downstream horizontal mergers and wholesale price discrimination |
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Abstract Contact Information Citation Full Text - Note |
| |
| Sep 24 2020 |
K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan |
| |
Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 08 2020 |
Daniel J Pastor |
| |
The effects of renewables portfolio standards on renewable energy generation. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 23 2020 |
Youngjin Yun |
| |
Post-crisis changes in the pattern of capital flows - The case of Korea |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 01 2020 |
Maxim Zagonov and Bernd Hanke |
| |
Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 01 2020 |
Nawazish Mirza , Amir Hasnaoui and Birjees Rahat |
| |
Credit Quality and Stock Returns of Commercial Banks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2019 |
John Nana Francois and Ryan S Mattson |
| |
Divisia Monetary Aggregates for Developing Economies: Some Theory |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 15 2019 |
Clark Lundberg |
| |
Identifying horizon-based heterogeneity in the cross section of portfolio returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 16 2019 |
Rodrigo de O. Leite and Jamil Civitarese |
| |
Microfinance for women: Are there economic reasons? Evidence from Latin America |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 10 2018 |
Yu Takata |
| |
Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 06 2018 |
Ramzi Benkraiem , Thi hong van Hoang , Amine Lahiani and Anthony Miloudi |
| |
Crude oil and equity markets in major European countries: New evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2018 |
Roman Mestre and Michel Terraza |
| |
Time-Frequency varying beta estimation -a continuous wavelets approach- |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 05 2018 |
Raphael Moses Roquete , Ricardo P. C. Leal and Carlos Heitor Campani |
| |
Corporate governance and fundamental indexation in Brazil |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 25 2018 |
Alba Del Villar Olano |
| |
The Lucas Paradox in the Great Recession: Does the type of capital matter? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 27 2018 |
Sahar Milani and Rebecca Neumann |
| |
International financial openness and industrial R&D |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2018 |
Brent J. Davis |
| |
Does financial well-being affect portfolio construction? Evidence from an online survey |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 09 2018 |
Ammar Shamaileh |
| |
Barriers to Financial Institutional Development: A Preliminary Theoretical Exploration of Social Capital, Growth and Institutional Development |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 21 2018 |
Wahyoe Soedarmono |
| |
Stock market integration in the Asia-Pacific region:
Evidence from cointegration of liquidity risk
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 01 2017 |
José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata |
| |
Efficient portfolios and the generalized hyperbolic distribution |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 19 2017 |
Moawia Alghalith |
| |
Stochastic optimization without Ito's lemma: applications to the portfolio model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 23 2017 |
Stefano Herzel and Marco Nicolosi |
| |
Portfolio allocation in actively managed funds |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 08 2017 |
Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi |
| |
Risk parity in the brazilian market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2017 |
François Seck Fall |
| |
Determinants of Microfinance institutions' access to bank credit in Senegal |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2017 |
Moawia Alghalith |
| |
A note on the stochastic portfolio optimization |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 25 2017 |
Amrendra Kumar and Vikash Gautam |
| |
Gold as inflation and exchange rate hedge: The case of India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 05 2017 |
David Roubaud , Alain Lapied and Robert Kast |
| |
Modelling under ambiguity with two correlated Choquet-Brownian motions |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 20 2017 |
Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang |
| |
Extreme Risk Value and Dependence Structure of the China Securities Index 300 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2017 |
Benjamín Vallejo Jiménez and Francisco Venegas Martínez |
| |
Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 26 2017 |
Florian Leon |
| |
Implications of loan portfolio concentration in Cambodia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 13 2017 |
Chi Dong , Hooi Hooi Lean and Zamri Ahmad |
| |
Intra-industry information diffusion in China's stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 10 2016 |
Amit Ghosh |
| |
Determinants of Gold Demand in Reserve Bank of India's foreign exchange reserve portfolio. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 05 2016 |
Gaowang Wang and Juanjuan Yan |
| |
Robustness, the Spirit of Capitalism and Asset Pricing |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 05 2016 |
Francesco Cesarone , Jacopo Moretti and Fabio Tardella |
| |
Optimally chosen small portfolios are better than large ones |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 17 2016 |
Juan Gabriel Brida and María Nela Seijas |
| |
The impact of funded pension schemes in domestic capital markets: evaluating global reforms |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 04 2016 |
Maiko Koga |
| |
Momentum trading behavior in the FX market: Evidence from Japanese retail investors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 18 2015 |
Walid Chkili |
| |
Gold–oil prices co-movements and portfolio diversification implications |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 02 2015 |
Richard T Froyen and Alfred V Guender |
| |
Real-Exchange-Rate-Adjusted Inflation Targeting in an Open Economy: Some Analytical Results |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 02 2015 |
Cheng-te Lee and Shang-fen Wu |
| |
Military Spending and Stochastic Growth: A Small Open Economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 24 2015 |
Omar Farooq and Imad Jabbouri |
| |
Ownership structure and portfolio performance: Pre- and post-crisis evidence from the Casablanca Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 01 2015 |
Rachida Hennani and Michel Terraza |
| |
Contributions of a noisy chaotic model to the stressed Value-at-Risk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 14 2015 |
Nahoko Mitsuyama and Satoshi Shimizutani |
| |
Stock market reaction to ESG-oriented management: an event study analysis on a disclosing policy in Japan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2015 |
Ran Shao and Na Wang |
| |
Effects of Aging on Gender Differences in Financial Markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 29 2015 |
Dimitrios P. Louzis |
| |
The economic value of flexible dynamic correlation models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 22 2015 |
Thai-Ha Le |
| |
Exchange rate determination in Vietnam |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Fábio Gomes and Lourenço Paz |
| |
Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 06 2014 |
Shangkari V Anusakumar , Ruhani Ali and Chee-Wooi Hooy |
| |
Are momentum and contrarian effects related? Evidence from the Chinese stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 06 2014 |
Enareta Kurtbegu and Juliana Caicedo-llano |
| |
European equity fund managers: luck or skill?! |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 06 2014 |
Sami Attaoui and Pierre Six |
| |
Hedging demand and the certainty equivalent of wealth |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 06 2014 |
Kevin Currier |
| |
Some implications of design element choice when combining a green quota with a system of feed-in tariffs |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 04 2014 |
Riccardo Calcagno and Maria Cesira Urzi Brancati |
| |
Do more financially literate households invest less in housing? Evidence from Italy. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 23 2013 |
Bruno Milani and Paulo Sergio Ceretta |
| |
Do Brazilian REITs depend on Real Estate sector companies or Overall Market? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 23 2013 |
M. Hossein Partovi |
| |
Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 05 2013 |
Julien Chevallier , Florian Ielpo and Ling-Ni Boon |
| |
Common risk factors in commodities |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 17 2013 |
Iuliana Matei |
| |
Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Philippe Bernard and Michel Blanchard |
| |
The performance of amateur traders on a public internet site: a case of a stock-exchange contest |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 24 2013 |
Elie I Bouri |
| |
Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 21 2013 |
Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella |
| |
No arbitrage and a linear portfolio selection model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 18 2013 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Pair Copula Construction based Expected Shortfall estimation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 24 2012 |
Renato Bruni , Francesco Cesarone , Andrea Scozzari and Fabio Tardella |
| |
A new stochastic dominance approach to enhanced index tracking problems |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
| |
Oil-stock volatility transmission, portfolio selection and hedging |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2012 |
Carmine Trecroci |
| |
Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
| |
Quantiles autocorrelation in stock markets returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
| |
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 18 2012 |
Hans Bystrom |
| |
Executive compensation based on asset values |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 09 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 23 2012 |
Hakan M. Berument , Zulal S Denaux and Yeliz Yalcin |
| |
How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 20 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Predicting the risk of global portfolios considering the non-linear dependence structures |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Martín Jorge Egozcue |
| |
Gains from diversification: a regret theory approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Connie Bayudan-Dacuycuy |
| |
The Philippine export portfolio in the product space: potentials, possibilities and policy challenges |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Extreme values dependence of risk in Latin American markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
| |
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 12 2011 |
Steven W. Sumner and Guy Yamashiro |
| |
Bank liabilities and the monetary transmission mechanism |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 12 2011 |
Riccardo Calcagno and Mariacristina Rossi |
| |
Portfolio Choice and Precautionary Savings |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 10 2011 |
Julien Chevallier |
| |
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Masato Ubukata |
| |
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 03 2010 |
George Milunovich and Ronald Ripple |
| |
Crude Oil Volatility: Hedgers or Investors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Bolong Cao , Shamila Jayasuriya and William Shambora |
| |
Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 06 2010 |
Khurshid Kiani |
| |
Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2010 |
Yves Jegourel and Samuel Maveyraud |
| |
A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 19 2009 |
Hisako Kai |
| |
Competition and wide outreach of Microfinance Institutions |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 24 2009 |
Sylvain M. Prado |
| |
The European used-car market at a glance:
Hedonic resale price valuation in automotive leasing industry |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 28 2009 |
Juliana Caicedo-llano and Catherine Bruneau |
| |
Co-movements of international equity markets: a large-scale factor model approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 25 2009 |
Giuseppe Cavaliere , Luca Fanelli and Attilio Gardini |
| |
Consumption risk sharing and adjustment costs |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 06 2009 |
Hammoudi Abdelhakim and Giraud-héraud Eric |
| |
On the Existence and uniqueness of Price Equilibrium with Multi-Store Firms |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2009 |
Paolo M. Panteghini |
| |
On the equivalence between labor and consumption taxation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
| |
Is There Any International Diversification Benefits in ASEAN Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 08 2008 |
Andrea Morone |
| |
Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2008 |
Takaaki Aoki |
| |
One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 07 2008 |
Parikshit Ghosh |
| |
Price Discrimination As Portfolio Diversification |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 28 2008 |
Rebecca Neumann and Ron Penl |
| |
Volatile capital flows: Interactions between de jure and de facto financial liberalization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 11 2007 |
Hideki Nishigaki |
| |
The Impact of a Net Increase in Japanese Investment in Foreign Assets on the Yen Rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
| |
An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 20 2007 |
virginie terraza and stephane mussard |
| |
New trading risk indexes: application of the shapley value in finance |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 26 2006 |
Diego Nocetti |
| |
Portfolio Selection with Endogenous Estimation Risk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
| |
Art and the Economy: A First Look at the Market for Paintings in Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2006 |
Fulvia Focker and Umberto Triacca |
| |
A new proxy of the average volatility of a basket of returns: A Monte Carlo study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 03 2006 |
Tsangyao Chang and Yang-Cheng Lu |
| |
Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 06 2005 |
Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos |
| |
Evaluating Brazilian mutual funds with stochastic frontiers |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 25 2005 |
Jean Fernand Nguema |
| |
Stochastic dominance on optimal portfolio with one risk-less and two risky assets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 20 2005 |
Mao-wei Hung and Hsiao-yuan Yu |
| |
Capital Flow, Nontradable Consumption and Home Bias |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 03 2005 |
Panayiotis Petrakis and Stylianos Kotsios |
| |
The dynamics of structural change under risk influence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 05 2004 |
Stephen LeRoy |
| |
Bubbles and the Intertemporal Government Budget Constraint |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 28 2004 |
Mark McCabe |
| |
Information goods and endogenous pricing strategies: the case of academic journals |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 25 2004 |
M. Hossein Partovi and Michael Caputo |
| |
Principal Portfolios: Recasting the Efficient Frontier |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 27 2004 |
David A. Hennessy |
| |
Orthogonal Subgroups for Portfolio Choice |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 18 2004 |
AROURI Mohamed El Hedi |
| |
The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
