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Feb 20 2022 Kenta Toyofuku
  Risk sharing and asset commonality in the financial sector
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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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Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo
  Hedge and safe haven status of Bitcoin: copula-DCC approach
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Nov 27 2020 Konstantinos Charistos , Christos Constantatos and Ioannis N. Pinopoulos
  Downstream horizontal mergers and wholesale price discrimination
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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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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
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Jan 01 2020 Maxim Zagonov and Bernd Hanke
  Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.
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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
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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
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Dec 10 2018 Yu Takata
  Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios
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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
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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?
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Feb 27 2018 Sahar Milani and Rebecca Neumann
  International financial openness and industrial R&D
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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
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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
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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
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May 05 2017 David Roubaud , Alain Lapied and Robert Kast
  Modelling under ambiguity with two correlated Choquet-Brownian motions
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Mar 20 2017 Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang
  Extreme Risk Value and Dependence Structure of the China Securities Index 300
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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
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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.
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Oct 05 2016 Gaowang Wang and Juanjuan Yan
  Robustness, the Spirit of Capitalism and Asset Pricing
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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
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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?!
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Aug 06 2014 Sami Attaoui and Pierre Six
  Hedging demand and the certainty equivalent of wealth
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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.
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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
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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
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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
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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
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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
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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