JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G1 - General Financial Markets (925) G11 - Portfolio Choice; Investment Decisions (207)
Number of items at this level: 207.
Article
  • Accominotti, Olivier (2009). The sterling trap: foreign reserves management at the Bank of France, 1928–1936. European Review of Economic History, 13(03), 349-376. https://doi.org/10.1017/S136149160999013X
  • An, Li, Lou, Dong, Shi, Donghui (2022). Wealth redistribution in bubbles and crashes. Journal of Monetary Economics, 126, 134 - 153. https://doi.org/10.1016/j.jmoneco.2022.01.001 picture_as_pdf
  • Andrikogiannopoulou, Angie, Papakonstantinou, Filippos (2017). Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64(4), 1957-1973. https://doi.org/10.1287/mnsc.2016.2636
  • Aretz, Kevin, Bartram, Söhnke M., Pope, Peter (2010). Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34(6), 1383-1399. https://doi.org/10.1016/j.jbankfin.2009.12.006
  • Aretz, Kevin, Pope, Peter (2013). Common factors in default risk across countries and industries. European Financial Management, 19(1), 108-152. https://doi.org/10.1111/j.1468-036X.2012.571.x
  • Aufiero, Sabrina, Forer, Preben, Vivo, Pierpaolo, Caccioli, Fabio, Bartolucci, Silvia (2025). Phase transitions in debt recycling. Journal of Economic Dynamics and Control, 171, https://doi.org/10.1016/j.jedc.2025.105044 picture_as_pdf
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, Tan, Vincent W.C. (2016). Taming the Basel leverage cycle. Journal of Financial Stability, 27, 263-277. https://doi.org/10.1016/j.jfs.2016.02.004
  • Basak, Suleyman, Chabakauri, Georgy (2016). Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25(6), 1845 - 1896. https://doi.org/10.1093/rfs/hhs050
  • Basak, Suleyman, Chabakauri, Georgy (2010). Dynamic mean-variance asset allocation. Review of Financial Studies, 23(8), 2970-3016. https://doi.org/10.1093/rfs/hhq028
  • Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan, Muhle-Karbe, Johannes (2013). On the existence of shadow prices. Finance and Stochastics, 17(4), 801-818. https://doi.org/10.1007/s00780-012-0201-4
  • Benigno, Gianluca, Kucuk, H. (2012). Portfolio allocation and international risk sharing. Canadian Journal of Economics, 45(2), 535-565. https://doi.org/10.1111/j.1540-5982.2012.01703.x
  • Bergeaud, Antonin, Eyméoud, Jean Benoît, Garcia, Thomas, Henricot, Dorian (2023). Working from home and corporate real estate. Regional Science and Urban Economics, 99, https://doi.org/10.1016/j.regsciurbeco.2023.103878 picture_as_pdf
  • Beyer, Max, de Meza, David, Reyniers, Diane J. (2013). Do financial advisor commissions distort client choice? Economics Letters, 119(2), 117-119. https://doi.org/10.1016/j.econlet.2013.01.026
  • Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong, Shue, Kelly, Zhou, Hao (2024). The drivers and implications of retail margin trading. Journal of Finance, picture_as_pdf
  • Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia, Marmi, Stefano (2023). Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19(1), 63 - 93. https://doi.org/10.1007/s10436-022-00423-w picture_as_pdf
  • Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong, Aste, Tomaso (2023). Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51, https://doi.org/10.1016/j.frl.2022.103358
  • Brokmann, Xavier, Itkin, David, Muhle-Karbe, Johannes, Schmidt, Peter (2025). Tackling nonlinear price impact with linear strategies. Mathematical Finance, 35(2), 422 - 440. https://doi.org/10.1111/mafi.12449 picture_as_pdf
  • Buentjen, Cora, Perkins, Richard, Sullivan, Rory (2025). Net-zero norms in sustainable finance what explains asset managers’ target-setting? Journal of Sustainable Finance and Investment, 15(4), 954 - 985. https://doi.org/10.1080/20430795.2025.2520524 picture_as_pdf
  • Caggese, Andrea, Cuñat, Vicente (2012). Financing constraints, firm dynamics, export decisions, and aggregate productivity. Review of Economic Dynamics, 16(1), 177-193. https://doi.org/10.1016/j.red.2012.10.004
  • Charles, Constantin, Frydman, Cary, Kilic, Mete (2024). Insensitive investors. Journal of Finance, 79(4), 2473-2503. https://doi.org/10.1111/jofi.13362 picture_as_pdf
  • Chavas, Jean-Paul, Di Falco, Salvatore (2011). On the role of risk versus economies of scope in farm diversification with an application to Ethiopian farms. Journal of Agricultural Economics, 63(1), 25-55. https://doi.org/10.1111/j.1477-9552.2011.00319.x
  • Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong, Malloy, Christopher (2020). IQ from IP: simplifying search in portfolio choice. Journal of Financial Economics, 138(1), 118 - 137. https://doi.org/10.1016/j.jfineco.2020.04.014 picture_as_pdf
  • Cho, Thummim (2020). Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics, 137(2), 550 - 570. https://doi.org/10.1016/j.jfineco.2020.02.011 picture_as_pdf
  • Cho, Thummim, Kremens, Lukas, Lee, Dongryeol, Polk, Christopher (2024). Scale or yield? A present-value identity. Review of Financial Studies, 37(3), 950 – 988. https://doi.org/10.1093/rfs/hhad068 picture_as_pdf
  • Cohen, Lauren, Lou, Dong (2012). Complicated firms. Journal of Financial Economics, 104(2), 383 - 400. https://doi.org/10.1016/j.jfineco.2011.08.006
  • Czichowsky, Christoph (2013). Time-consistent mean-variance portfolio selection in discrete and continuous time. Finance and Stochastics, 17(2), 227-271. https://doi.org/10.1007/s00780-012-0189-9
  • Czichowsky, Christoph Johannes, Peyre, Rémi, Schachermayer, Walter, Yang, Junjian (2018). Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22(1), 161-180. https://doi.org/10.1007/s00780-017-0351-5
  • Czichowsky, Christoph, Schachermayer, Walter (2016). Duality theory for portfolio optimisation under transaction costs. Annals of Applied Probability, 26(3), 1888-1941. https://doi.org/10.1214/15-AAP1136
  • Czichowsky, Christoph, Schachermayer, Walter (2017). Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. Annals of Applied Probability, 27(3), 1414-1451. https://doi.org/10.1214/16-AAP1234
  • Czichowsky, Christoph, Schachermayer, Walter, Yang, Junjian (2017). Shadow prices for continuous processes. Mathematical Finance, 27(3), 623-658. https://doi.org/10.1111/mafi.12103
  • Danielsson, Jon, Jorgensen, Bjorn N., Vries, Casper G., Yang, Xiaoguang (2008). Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Annals of Finance, 4(3), 345-367. https://doi.org/10.1007/s10436-007-0081-3
  • Dillenberger, David, Gottlieb, Daniel, Ortoleva, Pietro (2025). Stochastic impatience and the separation of time and risk preferences. Theoretical Economics, 20(3), 1043 - 1080. https://doi.org/10.3982/te5771 picture_as_pdf
  • Eggers, Andrew C., Hainmueller, Jens (2013). Capitol losses: the mediocre performance of Congressional stock portfolios. Journal of Politics, 75(2), 535-551. https://doi.org/10.1017/S0022381613000194
  • Elliott, Matthew, Georg, Co-Pierre, Hazell, Jonathon (2021). Systemic risk shifting in financial networks. Journal of Economic Theory, 191, p. 105157. https://doi.org/10.1016/j.jet.2020.105157 picture_as_pdf
  • Ellis, Andrew, Piccione, Michele (2017). Correlation misperception in choice. American Economic Review, 107(4), 1264-1292. https://doi.org/10.1257/aer.20160093
  • Ergun, Lerby M. (2023). Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90, https://doi.org/10.1016/j.irfa.2023.102840
  • Fan, Yaoyao, Song, Qinhao, Guan, Rong, Ly, Kim Cuong, Jiang, Yuxiang (2024). Mutual fund herding and performance: evidence from China. International Review of Financial Analysis, 95, https://doi.org/10.1016/j.irfa.2024.103503
  • Ferreira, Daniel, Adams, Renee B (2007). A theory of friendly boards. Journal of Finance, 62(1), 217-250. https://doi.org/10.1111/j.1540-6261.2007.01206.x
  • Florou, Annita, Pope, Peter (2012). Mandatory IFRS adoption and institutional investment decisions. Accounting Review, 87(6), 1993-2025. https://doi.org/10.2308/accr-50225
  • Freeman, Mark C., Groom, Ben (2014). Using equity premium survey data to estimate future wealth. Review of Quantitative Finance and Accounting, 45(4), 665-963. https://doi.org/10.1007/s11156-014-0451-7
  • Fricke, Daniel, Roukny, Tarik (2020). Generalists and specialists in the credit market. Journal of Banking and Finance, 112, https://doi.org/10.1016/j.jbankfin.2018.04.014
  • Gandy, Axel, Veraart, Luitgard A. M. (2013). The effect of estimation in high-dimensional portfolios. Mathematical Finance, 23(3), 531-559. https://doi.org/10.1111/j.1467-9965.2011.00505.x
  • Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron, Zhu, Ning (2024). Asset complexity and the return gap. Review of Finance, 28(2), 511 - 550. https://doi.org/10.1093/rof/rfad027 picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2025). An information-theoretic asset pricing model. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae033 picture_as_pdf
  • Gomes, Francisco, Michaelides, Alexander (2008). Asset pricing with limited risk sharing and heterogeneous agents. Review of Financial Studies, 21(1), 415-448. https://doi.org/10.1093/rfs/hhm063
  • Gomes, Francisco J., Michaelides, Alexander (2003). Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6(4), 729-766. https://doi.org/10.1016/S1094-2025(03)00059-0
  • Gomes, Francisco, Peng, Cameron, Smirnova, Oksana, Zhu, Ning (2025). Reaching for yield: evidence from households. Journal of Financial Economics, 168, https://doi.org/10.1016/j.jfineco.2025.104057 picture_as_pdf
  • Gorman, Larry R., Jorgensen, Bjorn N. (2002). Domestic versus international portfolio selection: a statistical examination of the home bias. Multinational Finance Journal, 6(3-4), 131-166.
  • Greenwood, Robin, Vayanos, Dimitri (2014). Bond supply and excess bond returns. Review of Financial Studies, 27(3), 663 - 713. https://doi.org/10.1093/rfs/hht133
  • Gromb, Denis, Vayanos, Dimitri (2010). A model of financial market liquidity based on intermediary capital. Journal of the European Economic Association, 8(2-3), 456-466. https://doi.org/10.1111/j.1542-4774.2010.tb00516.x
  • Guasoni, Paolo, Muhle-Karbe, Johannes, Xing, Hao (2017). Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27(1), 3-37. https://doi.org/10.1111/mafi.12087
  • Guenther, Benno, Lordan, Grace (2023). When the disposition effect proves to be rational: experimental evidence from professional traders. Frontiers in Psychology, 14, https://doi.org/10.3389/fpsyg.2023.1091922 picture_as_pdf
  • Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri (2013). Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26(8), 1914-1961. https://doi.org/10.1093/rfs/hht013
  • Hardouvelis, Gikas A., Karalas, Georgios, Vayanos, Dimitri (2025). The distribution of investor beliefs, stock ownership, and stock returns. Management Science, https://doi.org/10.1287/mnsc.2022.02027 picture_as_pdf
  • Hassan, Wesam Adel (2025). High stakes in the bazaar: cryptocurrency trading as a game of chance in Istanbul. Critical Gambling Studies, 5(2), 60 - 79. https://doi.org/10.29173/cgs189 picture_as_pdf
  • Hilber, Christian A. L. (2005). Neighborhood externality risk and the homeownership status of properties. Journal of Urban Economics, 57(2), 213-241. https://doi.org/10.1016/j.jue.2004.10.006
  • Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor, Søjmark, Andreas (2024). Functional central limit theorems for rough volatility. Finance and Stochastics, 28(3), 615 - 661. https://doi.org/10.1007/s00780-024-00533-5 picture_as_pdf
  • Huang, Shiyang, Hwang, Byoung-Hyoun, Lou, Dong (2021). The rate of communication. Journal of Financial Economics, 141(2), 533 - 550. https://doi.org/10.1016/j.jfineco.2021.03.013 picture_as_pdf
  • Jiang, Hao, Verardo, Michela (2018). Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73(5), 2229 - 2269. https://doi.org/10.1111/jofi.12699
  • Jiang, Zhengyang, Peng, Cameron, Yan, Hongjun (2024). Personality differences and investment decision-making. Journal of Financial Economics, 153, https://doi.org/10.1016/j.jfineco.2023.103776 picture_as_pdf
  • Kirtac, Kemal, Germano, Guido (2024). Sentiment trading with large language models. Finance Research Letters, 62(Part B), p. 105227. https://doi.org/10.1016/j.frl.2024.105227 picture_as_pdf
  • Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas, Samartzis, Panagiotis (2016). Factor models of stock returns: GARCH errors versus time-varying betas. Journal of Forecasting, 35(5), 445-461. https://doi.org/10.1002/for.2387
  • Leape, Jonathan, King, M. A. (1998). Wealth and portfolio consumption: theory and evidence. Journal of Public Economics, 69(2), 155-193. https://doi.org/10.1016/S0047-2727(98)00027-9
  • Liao, Jingchi, Peng, Cameron, Zhu, Ning (2022). Extrapolative bubbles and trading volume. Review of Financial Studies, 35(4), 1682 - 1722. https://doi.org/10.1093/rfs/hhab070 picture_as_pdf
  • Linton, Oliver (2008). A nonparametric threshold model with application to zero returns. Statistics and Its Interface, 1(2), 321-326.
  • Liu, Hongqi, Peng, Cameron, Wei, Xiong, Wei, Xiong (2022). Taming the bias zoo. Journal of Financial Economics, 143(2), 716 - 741. https://doi.org/10.1016/j.jfineco.2021.06.001 picture_as_pdf
  • Lluberas, Rodrigo (2019). Pension income indexation: a mean-variance approach. Economía, 20(1), 33 - 59. https://doi.org/10.1353/eco.2019.0007 picture_as_pdf
  • Lopes, Paula, Michaelides, Alexander (2007). Rare events and annuity market participation. Finance Research Letters, 4(2), 82-91. https://doi.org/10.1016/j.frl.2006.12.001
  • Lou, Dong, Pinter, Gabor, Üslü, Semih, Walker, Danny (2025). Yield drifts when issuance comes before macro news. Journal of Financial Economics, 165, https://doi.org/10.1016/j.jfineco.2025.103993 picture_as_pdf
  • Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri (2016). Mortgage risk and the yield curve. Review of Financial Studies, 29(5), 1220 - 1253. https://doi.org/10.1093/rfs/hhw003
  • Martin, Ian, Papadimitriou, Dimitris (2022). Sentiment and speculation in a market with heterogeneous beliefs. American Economic Review, 112(8), 2465 - 2517. https://doi.org/10.1257/aer.20200505 picture_as_pdf
  • Mendoza, Enrique G. (2005). Real exchange rate volatility and the price of nontradable goods in economies prone to sudden stops. Economía, 6(1), 103 - 135. https://doi.org/10.1353/eco.2006.0008 picture_as_pdf
  • Mitrodima, Gelly, Oberoi, Jaideep (2024). CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. Journal of the Royal Statistical Society. Series C: Applied Statistics, 73(1), 1 - 27. https://doi.org/10.1093/jrsssc/qlad081 picture_as_pdf
  • Moloney, Niamh (2010). Regulating retail investment products: the financial crisis and the EU challenge. Era - Forum, 11(3), 329-349. https://doi.org/10.1007/s12027-010-0164-x
  • Moore, Alexander, Straub, Stéphane, Dethier, Jean-Jacques (2014). Regulation, renegotiation and capital structure: theory and evidence from Latin American transport concessions. Journal of Regulatory Economics, 45(2), 209-232. https://doi.org/10.1007/s11149-013-9243-6
  • Nezlobin, Alexander, Rajan, Madhav V., Reichelstein, Stefan (2016). Structural properties of the price-to-earnings and price-to-book ratios. Review of Accounting Studies, 21(2), 438 - 472. https://doi.org/10.1007/s11142-016-9356-0
  • Nieto-Parra, Sebastián (2009). Who saw sovereign debt crises coming? Economía, 10(1), 125 - 164. https://doi.org/10.1353/eco.0.0035 picture_as_pdf
  • Papadimitriou, Dimitris, Tokis, Konstantinos, Vichos, Georgios, Mourdoukoutas, Panos (2023). Managing other people's money: an agency theory in financial management industry. Journal of Financial Research, https://doi.org/10.1111/jfir.12344 picture_as_pdf
  • Paravisini, Daniel, Rappoport, Veronica, Ravina, Enrichetta (2017). Risk aversion and wealth: evidence from person-to-person lending portfolios. Management Science, 63(2), 279-297. https://doi.org/10.1287/mnsc.2015.2317
  • Pissarides, Christopher (1980). Book review: E. Fama, foundations of finance: portfolio decisions and security prices. Economica, 47(188), 484-485.
  • Roy, Preeti, Ahmad, Wasim, Sadorsky, Perry, Phani, B. V. (2022). What do we know about the idiosyncratic risk of clean energy equities? Energy Economics, 112, https://doi.org/10.1016/j.eneco.2022.106167
  • Shanken, Jay, Tamayo, Ane (2012). Payout yield, risk, and mispricing: A Bayesian analysis. Journal of Financial Economics, 105(1), 131-152. https://doi.org/10.1016/j.jfineco.2011.12.002
  • Shen, Ji, Yan, Hongjun, Zhang, Jinfan (2014). Collateral-motivated financial innovation. Review of Financial Studies, 27(10), 2961-2997. https://doi.org/10.1093/rfs/hhu036
  • Vayanos, Dimitri, Woolley, Paul (2013). An institutional theory of momentum and reversal. Review of Financial Studies, 26(5), 1087-1145. https://doi.org/10.1093/rfs/hht014
  • Vidal-Tomás, David, Briola, Antonio, Aste, Tomaso (2023). FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625, https://doi.org/10.1016/j.physa.2023.129044 picture_as_pdf
  • Webb, David C. (2011). Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113(3), 493-524. https://doi.org/10.1111/j.1467-9442.2011.01657.x
  • Ziemba, William T. (2023). Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15, 641 - 662. https://doi.org/10.1146/annurev-financial-053122-021925 picture_as_pdf
  • Černý, Aleš, Czichowsky, Christoph (2025). The law of one price in quadratic hedging and mean–variance portfolio selection. Finance and Stochastics, 29(3), 847 - 884. https://doi.org/10.1007/s00780-025-00563-7 picture_as_pdf
    • Book
  • Salo, Ahti, Keisler, Jeffrey, Morton, Alec (Eds.) (2011). Portfolio decision analysis: improved methods for resource allocation. Springer Berlin / Heidelberg.
    • Chapter
  • Airoldi, Mara, Morton, Alec (2011). Portfolio decision analysis for population health. In Salo, Ahti, Morton, Alec, Keisler, Jeffrey (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 149-168). Springer Berlin / Heidelberg.
  • Argyris, Nikolaos, Figueira, José Rui, Morton, Alec (2011). Interactive multicriteria methods in portfolio decision analysis. In Salo, Ahti, Keisler, Jeffrey, Morton, Alec (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 107-130). Springer Berlin / Heidelberg.
  • Bauerle, N., Veraart, Luitgard A. M. (2011). Einblicke in die Finanzmathematik: Optionsbewertung und Portfolio-Optimierung. In Wendland, Katrin, Werner, Annette (Eds.), Facettenreiche Mathematik: Einblicke in Die Moderne Mathematische Forschung Für Alle, Die Mehr Von Mathematik Verstehen Wollen . Vieweg & Teubner.
  • Bhattacharya, Sudipto (2008). Introduction to mutual funds. In Thakor, Anjan V., Boot, Arnoud W. A. (Eds.), Handbook of Financial Intermediation and Banking (pp. 189-190). London. https://doi.org/10.1016/B978-044451558-2.50012-X
  • Fasolo, Barbara, von Winterfeldt, Detlof, Morton, Alec (2011). Behavioural issues in portfolio decision analysis. In Salo, Ahti, Morton, Alec, Keisler, Jeffrey (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 149-168). Springer Berlin / Heidelberg.
  • Salo, Ahti, Keisler, Jeffrey, Morton, Alec (2011). An invitation to portfolio decision analysis. In Salo, Ahti, Keisler, Jeffrey, Morton, Alec (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 3-28). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-1-4419-9943-6_1
    • Conference or Workshop Item
  • Gomes, Francisco, Michaelides, Alexander (2005-02-10 - 2005-02-12) Asset pricing with limited risk sharing and heterogeneous agents [Paper]. 15th Utah Winter Finance Conference, Utah, United States, USA.
    • Report
  • Bustamante, Maria Cecilia (2011). How do frictions affect corporate investment?: a structural approach. (Working Paper Series 08-47). Swiss Finance Institute.
  • Czichowsky, Christoph, Muhle-Karbe, Johannes, Schachermayer, Walter (2013). Transaction costs and shadow prices in discrete time. The London School of Economics and Political Science, Department of Mathematics.
  • Lleo, Sebastien, Ziemba, Bill (2015). The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. (Special Papers No 8). Systemic Risk Centre, The London School of Economics and Political Science.
    • Working paper
  • Ahlfeldt, Gabriel M., Szumilo, Nikodem, Tripathy, Jagdish (2024). Housing-consumption channel of mortgage demand. (CEP Discussion Papers CEPDP2023). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Aspachs, Oriol, Goodhart, Charles, Tsomocos, Dimitrios P., Zicchino, Lea (2006). Towards a measure of financial fragility. (Financial Markets Group Discussion Papers 554). Financial Markets Group, The London School of Economics and Political Science.
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J., Tan, Vincent (2015). Taming the Basel leverage cycle. (Systemic Risk Centre Discussion Papers 42). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, Tan, Vincent W.C. (2015). Taming the Basel leverage cycle. (Systemic Risk Centre Discussion Papers 42). Systemic Risk Centre, The London School of Economics and Political Science.
  • Basak, Suleyman, Chabakauri, Georgy (2011). Dynamic hedging in incomplete markets: a simple solution. (Financial Markets Group Discussion Papers 680). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bergeaud, Antonin, Eyméoud, Jean-Benoît, Garcia, Thomas, Henricot, Dorian (2022). Working from home and corporate real estate. (CEP Discussion Papers 1831). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos, Valenzuela, Marcela (2021). Dark trading and alternative execution priority rules. (Systemic Risk Centre Discussion Papers 111). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Bianchi, Daniele, Tamoni, Andrea (2016). The dynamics of expected returns: evidence from multi-scale time series modelling. (Financial Markets Group Discussion Papers 752). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bijapur, Mohan, Croci, Manuela, Zaidi, Rida (2012). Do asset regulations impede portfolio diversification? evidence from European life insurance funds. Social Science Electronic Publishing, Inc..
  • Blake, David (2003). Financial system requirements for successful pension reform. (Financial Markets Group Discussion Papers 463). Financial Markets Group, The London School of Economics and Political Science.
  • Blake, David (2003). Modelling the composition of personal sector wealth in the United Kingdom. (Financial Markets Group Discussion Papers 466). Financial Markets Group, The London School of Economics and Political Science.
  • Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S., Maillet, Bertrand B. (2014). Risk models–at–risk. (Systemic Risk Centre Discussion Papers 8). Systemic Risk Centre, The London School of Economics and Political Science.
  • Bracke, Philippe, Hilber, Christian A. L. (2012). Homeownership and entrepreneurship. (SERC discussion paper SERCDP0103). Spacial Economics Research Centre, London School of Economics and Political Science.
  • Bracke, Philippe, Hilber, Christian A. L., Silva, Olmo (2012). Homeownerhip and entrepreneurship. (SERC Discussion Papers SERCDP0103). Spatial Economics Research Centre (SERC), London School of Economics and Political Science.
  • Bracke, Philippe, Hilber, Christian A. L., Silva, Olmo (2014). Homeownership and entrepreneurship: the role of mortgage debt and commitment. (CESifo Working Paper 5048). CESifo.
  • Bretscher, Lorenzo, Julliard, Christian, Rosa, Carlo (2015). Human capital and international portfolio diversification: a reappraisal. (Systemic Risk Centre Discussion Papers 48). Systemic Risk Centre, The London School of Economics and Political Science.
  • Bretscher, Lorenzo, Julliard, Christian, Rosa, Carlo (2015). Human capital and international portfolio diversification: a reappraisal. (Systemic Risk Centre Discussion Papers 48). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Brunnermeier, Markus K., Parker, Jonathan A. (2002). Optimal expectations. (Financial Markets Group Discussion Papers 434). Financial Markets Group, The London School of Economics and Political Science.
  • Bustamante, Maria Cecilia (2011). Strategic investment, industry concentration and the cross section of returns. (Financial Markets Group Discussion Papers 681). Financial Markets Group, The London School of Economics and Political Science.
  • Bustamante, Maria Cecilia (2008). What do frictions mean for Q-theory testing? (Swiss Finance Institute Research Paper Series 08-47). Swiss Finance Institute.
  • Bustamante, Maria Cecilia, Donangelo, Andres (2014). Product market competition and industry returns. Social Science Research Network (SSRN).
  • Bustamante, Maria Cecilia, Donangelo, Andrés (2014). Product market competition and industry returns. (Financial Markets Group Discussion Papers 728). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cairns, Andrew J. G., Blake, David, Dowd, Kevin (2004). Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. (Financial Markets Group Discussion Papers 443). Financial Markets Group, The London School of Economics and Political Science.
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