Discussion paper DP3144 Macroeconomic Influences on Optimal Asset Allocation Michael R. Wickens Thomas Flavin 1 Jan 2002 Financial Economics International Macroeconomics G11
Discussion paper DP3086 Portfolio Diversification: Alive and Well in Euroland! Jean-Pierre Danthine Kpate Adjaoute 27 Nov 2001 Financial Economics International Macroeconomics F30 G11 G15
Discussion paper DP3066 International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle Alexander Michaelides 11 Nov 2001 International Macroeconomics E20 G11
Discussion paper DP3033 Foreigners Trading and Price Effects Across Firms Magnus Dahlquist Göran Robertsson 23 Oct 2001 Financial Economics G11 G12 G14 G15
Discussion paper DP2962 EMU and Portfolio Diversification Opportunities Jean-Pierre Danthine Kpate Adjaoute 19 Oct 2001 Financial Economics F30 G11 G15
Discussion paper DP2997 Mean Variance Portfolio Allocation with a Value at Risk Constraint Enrique Sentana 17 Oct 2001 Financial Economics G11
Discussion paper DP2823 Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion Alexander Michaelides 26 Jun 2001 International Macroeconomics E21 G11
Discussion paper DP2794 Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives Frédéric Palomino Andrea Prat Alexei P. Goriaev 29 May 2001 Financial Economics G11 G24
Discussion paper DP2762 New Extreme-Value Dependence Measures and Finance Applications Michael Rockinger Ser-Huang Poon Jonathan Tawn 24 Apr 2001 Financial Economics C13 C22 G11 G15
Discussion paper DP2822 Portfolio Choice and Liquidity Constraints Michael Haliassos Alexander Michaelides 6 Apr 2001 Financial Economics E20 G11
Discussion paper DP2461 The Euro and International Capital Markets Philipp Hartmann Carsten Detken 30 May 2000 Financial Economics International Macroeconomics F21 F32 G11 G15
Discussion paper DP2166 Performance and Characteristics of Swedish Mutual Funds 1993-97 Paul Söderlind Magnus Dahlquist Stefan Engström 28 Jun 1999 Financial Economics G11 G12 G23