nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A decision-theoretic foundation for reward-to-risk performance measures
|
Schuhmacher, Frank |
|
2012 |
36 |
7 |
p. 2077-2082 6 p. |
artikel |
2 |
An alternative three-factor model for international markets: Evidence from the European Monetary Union
|
Ammann, Manuel |
|
2012 |
36 |
7 |
p. 1857-1864 8 p. |
artikel |
3 |
Asset allocation: How much does model choice matter?
|
Branger, Nicole |
|
2012 |
36 |
7 |
p. 1865-1882 18 p. |
artikel |
4 |
Asset pricing with partial-moments
|
Anthonisz, Sean A. |
|
2012 |
36 |
7 |
p. 2122-2135 14 p. |
artikel |
5 |
Banning short sales and market quality: The UK’s experience
|
Marsh, Ian W. |
|
2012 |
36 |
7 |
p. 1975-1986 12 p. |
artikel |
6 |
Bounds on the autocorrelation of admissible stochastic discount factors
|
Chrétien, Stéphane |
|
2012 |
36 |
7 |
p. 1943-1962 20 p. |
artikel |
7 |
Diversification and risk-adjusted performance: A quantile regression approach
|
Lee, Bong Soo |
|
2012 |
36 |
7 |
p. 2157-2173 17 p. |
artikel |
8 |
Editorial Board
|
|
|
2012 |
36 |
7 |
p. IFC- 1 p. |
artikel |
9 |
False discoveries in volatility timing of mutual funds
|
Kim, Sangbae |
|
2012 |
36 |
7 |
p. 2083-2094 12 p. |
artikel |
10 |
Forecasting government bond yields with large Bayesian vector autoregressions
|
Carriero, Andrea |
|
2012 |
36 |
7 |
p. 2026-2047 22 p. |
artikel |
11 |
Granularity adjustment for mark-to-market credit risk models
|
Gordy, Michael B. |
|
2012 |
36 |
7 |
p. 1896-1910 15 p. |
artikel |
12 |
Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry
|
Chen, Ku-Hsieh |
|
2012 |
36 |
7 |
p. 1911-1927 17 p. |
artikel |
13 |
Informed trading, information uncertainty, and price momentum
|
Chen, Yifan |
|
2012 |
36 |
7 |
p. 2095-2109 15 p. |
artikel |
14 |
Investor sophistication and risk taking
|
de Dreu, Jan |
|
2012 |
36 |
7 |
p. 2145-2156 12 p. |
artikel |
15 |
Multimarket trading and corporate bond liquidity
|
Petrasek, Lubomir |
|
2012 |
36 |
7 |
p. 2110-2121 12 p. |
artikel |
16 |
Non-Gaussian diversification: When size matters
|
Desmoulins-Lebeault, François |
|
2012 |
36 |
7 |
p. 1987-1996 10 p. |
artikel |
17 |
Optimal portfolios with minimum capital requirements
|
Santos, André A.P. |
|
2012 |
36 |
7 |
p. 1928-1942 15 p. |
artikel |
18 |
Optimal tax-timing and asset allocation when tax rebates on capital losses are limited
|
Marekwica, Marcel |
|
2012 |
36 |
7 |
p. 2048-2063 16 p. |
artikel |
19 |
Ownership and technical efficiency of microfinance institutions: Empirical evidence from Latin America
|
Servin, Roselia |
|
2012 |
36 |
7 |
p. 2136-2144 9 p. |
artikel |
20 |
Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis
|
Feng, Guohua |
|
2012 |
36 |
7 |
p. 1883-1895 13 p. |
artikel |
21 |
The sources of bank productivity growth in China during 2002–2009: A disaggregation view
|
Chang, Tzu-Pu |
|
2012 |
36 |
7 |
p. 1997-2006 10 p. |
artikel |
22 |
The week-of-the-year effect: Evidence from around the globe
|
Levy, Tamir |
|
2012 |
36 |
7 |
p. 1963-1974 12 p. |
artikel |
23 |
Transparency in IPO mechanism: Retail investors’ participation, IPO pricing and returns
|
Neupane, Suman |
|
2012 |
36 |
7 |
p. 2064-2076 13 p. |
artikel |
24 |
What happens after corporate default? Stylized facts on access to credit
|
Bonfim, Diana |
|
2012 |
36 |
7 |
p. 2007-2025 19 p. |
artikel |