Global Risk, Investment and Emotions CEPR Discussion Paper No. 5451 Ronald Bosman and
F. A. A. M. Van Winden
De Nederlandsche Bank - Monetary and Economic Policy Department
and
University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: April 25, 2006
Working Paper Series 15 downloads
Implied Volatility and Future Portfolio Returns Journal of Banking and Finance, Vol. 31, October 2007 James S. Doran ,
Prithviraj Banerjee
and
David R. Peterson
Florida State University - Department of Finance
,
Florida State University - Department of Finance
and
Florida State University - Department of Finance
Date Posted: April 21, 2006 Last Revised: February 26, 2009
Accepted Paper Series 1363 downloads
Multivariate Normal Mixture GARCH CFS Working Paper No. 2006/09 Markus Haas
,
Stefan Mittnik and
Marc S. Paolella
Ludwig Maximilians University of Munich - Department of Statistics
,
University of Kiel - Institute of Statistics & Econometrics
and
University of Zurich
Date Posted: April 21, 2006
Working Paper Series 357 downloads
Stock Market Volatility around National Elections EFA 2006 Zurich Meetings Paper, European University Viadrina Postgraduate Research Programme Working Paper, 20th Australasian Finance & Banking Conference 2007 Paper Jedrzej Pawel Bialkowski
,
Katrin Gottschalk
and
Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance
,
Auckland University of Technology - Business School - Department of Finance
and
University of Leicester
Date Posted: April 18, 2006 Last Revised: April 14, 2008
Working Paper Series 484 downloads
Inheriting Losers 8th Annual Texas Finance Festival Anna Scherbina and
Li Jin
University of California, Davis - Graduate School of Management
and
Harvard Business School - Finance Unit
Date Posted: April 07, 2006 Last Revised: September 04, 2008
Working Paper Series 235 downloads
Portfolio Selection Subject to Vague Experts' Judgments International Review of Financial Analysis, Vol. 17, No. 5, 2008 K. Smimou ,
C. R. Bector
and
Gady Jacoby
University of Ontario Institute of Technology (UOIT) - Faculty of Business & IT
,
University of Manitoba
and
University of Manitoba - Department of Accounting and Finance
Date Posted: April 02, 2006 Last Revised: February 07, 2011
Accepted Paper Series
Portfolio Implications of Systemic Crises Journal of Banking and Finance, Vol. 30, No. 8, pp. 2347-2369, August 2006 Erik Kole
,
Marno Verbeek and
Kees C. G. Koedijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
Erasmus University - Rotterdam School of Management
and
Tilburg University - Department of Finance
Date Posted: March 31, 2006
Accepted Paper Series
An Intelligent Statistical Arbitrage Trading System 'ADVANCES IN ARTIFICIAL INTELLIGENCE', LECTURE NOTES IN ARTIFICIAL INTELLIGENCE, p. 3955, Grigoris Antoniou et al., ed., 2006 Nikos S. Thomaidis and
Nick Kondakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
and
NGSQ International, Ltd
Date Posted: March 24, 2006 Last Revised: November 08, 2011
Accepted Paper Series
Financial Statistical Modelling With a New Nature-Inspired Technique Presented in the 1st European Symposium on Nature-Inspired Smart-Information Systems (NISIS), Albufeira, Portugal, 2005 Nikos S. Thomaidis ,
George D. Dounias
and
Nick Kondakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
,
University of the Aegean - Department of Financial Engineering and Management
and
NGSQ International, Ltd
Date Posted: March 24, 2006 Last Revised: June 22, 2011
Working Paper Series
Share Restrictions and Investor Flows in the Hedge Fund Industry Bill Ding
,
Mila Sherman ,
Bing Liang and
Russ Wermers
State University of New York at Albany - School of Business
,
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
,
University of Massachusetts at Amherst - Department of Finance & Operations Management
and
University of Maryland - Robert H. Smith School of Business
Date Posted: March 21, 2006 Last Revised: July 12, 2011
Working Paper Series 894 downloads
Forward-Looking Betas EFA 2007 Ljubljana Meetings, AFA 2008 NEW ORLEANS MEETINGS Peter Christoffersen ,
Kris Jacobs and
Gregory Vainberg
University of Toronto - Rotman School of Management
,
University of Houston - C.T. Bauer College of Business
and
McGill University - Desautels Faculty of Management
Date Posted: March 17, 2006 Last Revised: May 02, 2008
Working Paper Series 1703 downloads
