Discussion paper DP10020 Information Aggregation in a DSGE Model Tarek Hassan Thomas M. Mertens 8 Jun 2014 Financial Economics International Macroeconomics C63 D83 E2 E3 E44 G11
Discussion paper DP9691 Asset Market Participation and Portfolio Choice over the Life Cycle Luigi Guiso Charles Gottlieb Andreas Fagereng 20 Oct 2013 Financial Economics D14 G11
Discussion paper DP9456 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance Victor DeMiguel Raman Uppal 28 Apr 2013 Financial Economics G11
Discussion paper DP9213 The Effect of Housing on Portfolio Choice: A Reappraisal Using French Data Denis Fougère Mathilde Poulhès 11 Nov 2012 Financial Economics C36 D14 G11 R21
Discussion paper DP9195 A global monetary tsunami? On the spillovers of US Quantitative Easing Marcel Fratzscher Roland Straub Marco Lo Duca 28 Oct 2012 International Macroeconomics E52 E58 F32 F34 G11
Discussion paper DP8810 Portfolio Allocation and International Risk Sharing Gianluca Benigno 1 Feb 2012 International Macroeconomics F31 F41
Discussion paper DP8811 The home bias of the poor: Terms of trade effects and portfolios across the wealth distribution Tobias Broer 1 Feb 2012 International Macroeconomics D11 D31 E21 F36 G11
Discussion paper DP8746 Home Bias in Open Economy Financial Macroeconomics Hélène Rey Nicolas Coeurdacier 1 Jan 2012 Financial Economics International Macroeconomics F41 G11 G15
Discussion paper DP8457 Strategic Asset Allocation in Money Management Suleyman Basak Dmitry Makarov 1 Jun 2011 Financial Economics C61 C73 D81 G11 G20
Discussion paper DP8099 Monetary Policy Shocks and Portfolio Choice Marcel Fratzscher Roland Straub Christian Saborowski 8 Nov 2010 International Macroeconomics E52 F32 F4 G1
Discussion paper DP8072 Difference in Interim Performance and Risk Taking with Short-Sale Constraints Suleyman Basak Dmitry Makarov 23 Oct 2010 Financial Economics D81 G11
Discussion paper DP7940 How Deep is the Annuity Market Participation Puzzle? Alexander Michaelides Paula Lopes-Cocco Joachim Inkmann 1 Aug 2010 Financial Economics E21 G11 H00