Blog

19 May 2017

Testing for Prospect and Markowitz stochastic dominance efficiency”, Athens University of Economics and Business

DR. NIKOLAS TOPALOGLOU We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) using

25 Apr 2017

Fundamental Indexation for Developed, Emerging, and Frontier Government Bond Markets University of Vaasa

DR. VANJA PILJAK We investigate the determinants of institutional investors’ holdings in IPO firms and the post-issue relation between these

22 Mar 2017

The Effects of Experience, Knowledge, and Prior Decisions on Investor Learning”, University of Miami

DR. GEORGE M. KORNIOTIS We examine the effects of learning by experience on portfolio decisions of U.S. investors. Our evidence

22 Mar 2017

The Diversification Benefits of Commodity Futures Contracts: The Role of Characteristics” DR. NEIL KELLARD, University of Essex

DR. NEIL KELLARD We analyze the benefits accruing to a risk averse investor of adding commodity futures to her portfolio

15 Mar 2017

The Dynamics of Strategic Alliances: Theory and Experimental Evidence”, Munich School of Management

DR. TOBIAS KRETSCHMER Alliances come in many shapes and forms. We show in a simple formal model that alliances can

12 Mar 2017

Institutional Investors and Firm Performance: Evidence from IPOs”, Tel Aviv University

DR. JACOB ODED We investigate the determinants of institutional investors’ holdings in IPO firms and the post-issue relation between these