Discussion paper DP3501 The Portfolio Implications of Home Ownership Piet Eichholtz Kees Koedijk Frans de Roon 20 Aug 2002 Financial Economics G11
Discussion paper DP3504 Relative Performance, Risk and Entry in the Mutual Fund Industry Gyöngyi Lóránth Emanuela Sciubba 20 Aug 2002 Financial Economics G11 G24 L10
Discussion paper DP3413 A Model of Credit Risk, Optimal Policies and Asset Prices Suleyman Basak Alex Shapiro 20 Jun 2002 Financial Economics C61 D51 G11 G22 G33
Discussion paper DP3387 Art Auctions: A Survey of Empirical Studies Orley C Ashenfelter Kathryn Graddy 20 May 2002 Industrial Organization D44 G11 L12
Discussion paper DP3304 Model Misspecification and Under-Diversification Raman Uppal Tan Wang 20 Apr 2002 Financial Economics D81 G11
Discussion paper DP3305 Systemic Risk and International Portfolio Choice Sanjiv Ranjan Das Raman Uppal 20 Apr 2002 Financial Economics International Macroeconomics F31 G11 G15
Discussion paper DP3306 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies Leonid Kogan Raman Uppal 20 Apr 2002 Financial Economics D52 G11 G12
Discussion paper DP3353 Momentum and Turnover: Evidence from the German Stock Market Martin Weber Markus Glaser 20 Apr 2002 Financial Economics G10 G11 G12
Discussion paper DP3282 Should Smart Investors Buy Funds with High Returns in the Past? Harald Uhlig Frédéric Palomino 20 Mar 2002 Financial Economics G11 G23
Discussion paper DP3172 Increased Correlation in Bear markets: A Downside Risk Perspective Paul Kofman Kees Koedijk Rachel Campbell 20 Jan 2002 Financial Economics G11 G15
Discussion paper DP3181 Evaluating Style Analysis Theo E Nijman Jenke ter Horst Frans de Roon 20 Jan 2002 Financial Economics G11 G12
Discussion paper DP3144 Macroeconomic Influences on Optimal Asset Allocation Michael R. Wickens Thomas Flavin 1 Jan 2002 Financial Economics International Macroeconomics G11