Finance Journal Publications 2015

See articles published in 2016, 2014, 2013

AuthorsTitleJournalVolumePublication Date
Kan, R., Robotti, C.The Exact Distribution of the Hansen–Jagannathan BoundManagement Science November 2015
Valle, C.A., Meade, N., Beasley, J.E.Factor neutral portfoliosOr SpectrumVolume 37, pp.843-867October 2015
Islam, T., Meade, N.Firm level innovation diffusion of 3G mobile connections in international contextInternational Journal Of ForecastingVolume 31, pp.1138-1152October 2015
Meade, N., Islam, T.Forecasting in telecommunications and ICT-A reviewInternational Journal Of ForecastingVolume 31, pp.1105-1126October 2015
Calvet, L., Haliassos, M., Michaelides, A.Introduction to JPEF special issue on household financeJournal Of Pension Economics & FinanceVolume 14, pp.329-331October 2015
Gospodinov, N., Kan, R., Robotti, C.On the Properties of the Constrained Hansen-Jagannathan DistanceJournal Of Empirical Finance October 2015
Gale, D., Gottardi, P.Capital Structure, Investment, and Fire SalesReview Of Financial StudiesVolume 28, pp.2502-2533September 2015
Gale, D.Regulation and SausagesThe Manchester SchoolVolume 83, pp.1-26September 2015
Michaelides, A., Milidonis, A., Nishiotis, G.P., Papakyriakou, P.The adverse effects of systematic leakage ahead of official sovereign debt rating announcementsJournal Of Financial EconomicsVolume 116, pp.526-547June 2015
Amarante, M., Ghossoub, M., Phelps, E.Ambiguity on the insurer's side: The demand for insuranceJournal Of Mathematical EconomicsVolume 58, pp.61-78May 2015
Ghossoub, M.Equimeasurable Rearrangements with CapacitiesMathematics Of Operations ResearchVolume 40, pp.429-445May 2015
Ibragimov, R.Inference with few heterogeneous clustersReview Of Economics And Statistics April 2015
Valle, C.A., Meade, N., Beasley, J.E.An optimisation approach to constructing an exchange-traded fundOptimization LettersVolume 9, pp.635-661April 2015
Cathcart, L., El-Jahel, L., Jabbour, R.Can regulators allow banks to set their own capital ratios?Journal Of Banking & FinanceVolume 53, pp.112-123April 2015
Buraschi, A., Menguturk, M., Sener, E.The Geography of Funding Markets and Limits to ArbitrageReview Of Financial StudiesVolume 28, pp.1103-1152April 2015
Miles, D.Housing, Leverage, and Stability in the WiderJournal Of Money Credit And BankingVolume 47, pp.19-36March 2015
Allen, F., Carletti, E., Goldstein, I., Leonello, A.Moral Hazard and Government Guarantees in the Banking IndustryJournal Of Financial RegulationVolume 1, pp.30-50March 2015
Ghossoub, M.Vigilant measures of risk and the demand for contingent claimsInsurance Mathematics & EconomicsVolume 61, pp.27-35March 2015
Cathcart, L., Bedendo, M., El-Jahel, L.Distressed Debt Restructuring in the Presence of Credit Default SwapsJournal Of Money, Credit And Banking January 2015
Cathcart, L., El-Jahel, L., Badaoui, S.Implied Liquidity Risk in the Term Structure of Sovereign Credit Default Swap Spreads and Bond SpreadsEuropean Journal Of Finance January 2015
Meade, N., Islam, T.Modelling European usage of renewable energy technologies for electricity generationTechnological Forecasting And Social ChangeVolume 90, pp.497-509January 2015
Biffis, E., Blake, D., Pitotti, L., Sun, A.The Cost of Counterparty Risk and Collateralization in Longevity SwapsJournal Of Risk And Insurance January 2015