Finance Journal Publications 2014

See articles published in 20162015, 2013

AuthorsTitleJournalVolumePublication Date
Buraschi A, Kosowski R, Sritrakul WIncentives and Endogenous Risk Taking: A Structural View on Hedge Fund AlphasJOURNAL OF FINANCEVolume 69, pp.2819-2870December 2014
Cathcart L, El-Jahel L, Jabbour RCan Regulators Allow Banks to Set their Own Capital Ratios?Journal of Banking and Finance November 2014
Bhamra HS, Coeurdacier N, Guibaud SA dynamic equilibrium model of imperfectly integrated financial marketsJournal of Economic TheoryVolume 154, pp.490-542November 2014
Ibragimov M, Tufetulov AMIncome Distribution and Market Demand: The Case of Heterogeneous PreferencesMediterranean Journal of Social Sciences November 2014
Lee R, Mason A, Amporfu E, An C-B, Bixby LR, Bravo J, Bucheli M, Chen Q, Comelatto P, Coy DIs low fertility really a problem? Population aging, dependency, and consumptionScienceVolume 346, pp.229-234October 2014
Michaelides ACyprus: from boom to bail-inECONOMIC POLICYVolume 29, pp.639-+October 2014
Miles DInflation, Employment, and Monetary Policy: Objectives and Outcomes in the UK and US ComparedJOURNAL OF MONEY CREDIT AND BANKINGVolume 46, pp.155-167October 2014
Valle CA, Meade N, Beasley JEMarket neutral portfoliosOPTIMIZATION LETTERSVolume 8, pp.1961-1984October 2014
Ghossoub MEquimeasurable Rearrangements with CapacitiesMathematics of Operations Research September 2014
Biffis E, Chavez ETail Risk in Commercial Property InsuranceRisksVolume 2, pp.393-410September 2014
Ahoniemi K, Jylhae PFlows, Price Pressure, and Hedge Fund ReturnsFINANCIAL ANALYSTS JOURNALVolume 70, pp.73-93September 2014
Miles DMonetary Policy and Forward Guidance in the UKThe Manchester SchoolVolume 82, pp.44-59September 2014
Buraschi A, Carnelli AUnderstanding Short- versus Long-Run Risk PremiaEUROPEAN FINANCIAL MANAGEMENTVolume 20, pp.714-738September 2014
Abadir KM, Distaso W, Zikes FDesign-free estimation of variance matricesJOURNAL OF ECONOMETRICSVolume 181, pp.165-180August 2014
Chemla G, Hennessy CASkin in the Game and Moral HazardJOURNAL OF FINANCEVolume 69, pp.1597-1641August 2014
Biffis E, Blake D, Pitotti L, Sun AThe Cost of Counterparty Risk and Collateralization in Longevity SwapsJournal of Risk and Insurance August 2014
Kacperczyk M, van Nieuwerburgh S, Veldkamp LTime-Varying Fund Manager SkillJOURNAL OF FINANCEVolume 69, pp.1455-1484August 2014
Buraschi A, Buraschi A, Menguturk M, Sener EThe Geography of Risk Capital, Funding Markets and Limits to ArbitrageReview of Financial Studies July 2014
Jylha P, Rinne K, Suominen MDo Hedge Funds Supply or Demand Liquidity?*REVIEW OF FINANCEVolume 18, pp.1259-1298July 2014
Ahn D, Choi S, Gale D, Kariv SEstimating ambiguity aversion in a portfolio choice experimentQUANTITATIVE ECONOMICSVolume 5, pp.195-223July 2014
Gospodinov N, Kan R, Robotti CMisspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk FactorsREVIEW OF FINANCIAL STUDIESVolume 27, pp.2139-2170July 2014
Ibragimov ROn the robustness of location estimators in models of firm growth under heavy-tailednessJOURNAL OF ECONOMETRICSVolume 181, pp.25-33July 2014
Valle CA, Meade N, Beasley JEAbsolute return portfoliosOMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCEVolume 45, pp.20-41June 2014
Buraschi A, Trojani F, Vedolin AEconomic Uncertainty, Disagreement, and Credit MarketsMANAGEMENT SCIENCEVolume 60, pp.1281-1296May 2014
Miles D, Schanz JThe relevance or otherwise of the central bank's balance sheetJOURNAL OF INTERNATIONAL ECONOMICSVolume 92, pp.S103-S116April 2014
Bhamra HS, Uppal RAsset Prices with Heterogeneity in Preferences and BeliefsREVIEW OF FINANCIAL STUDIESVolume 27, pp.519-580February 2014
Abadir KM, Distaso W, Giraitis L, Koul HLASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSESECONOMETRIC THEORYVolume 30, pp.252-284February 2014
Buraschi A, Kosowski R, Trojani FWhen There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund ReturnsREVIEW OF FINANCIAL STUDIESVolume 27, pp.581-616February 2014
Buraschi A, Trojani F, Vedolin AWhen Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk PremiaJOURNAL OF FINANCEVolume 69, pp.101-137February 2014
Biffis E, Blake DKeeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk TransfersNorth American Actuarial JournalVolume 18, pp.14-21January 2014
Allen F, Carletti E, Gale DMoney, financial stability and efficiencyJOURNAL OF ECONOMIC THEORYVolume 149, pp.100-127January 2014
Buraschi A, Cornelli FThe Economics of Donations and Enlightened Self-interestEUROPEAN FINANCIAL MANAGEMENTVolume 20, pp.1-32January 2014
Allen F, Qian J', Shan SC, Zhao MThe IPO of Industrial and Commercial Bank of China and the 'Chinese Model' of privatizing large financial institutionsEUROPEAN JOURNAL OF FINANCEVolume 20, pp.599-624January 2014