Browse by JEL codes

A

Accominotti, Olivier ORCID: 0009-0005-2682-5064 (2009) The sterling trap: foreign reserves management at the Bank of France, 1928–1936. European Review of Economic History, 13 (03). pp. 349-376. ISSN 1361-4916

Airoldi, Mara and Morton, Alec (2011) Portfolio decision analysis for population health. In: Salo, Ahti, Morton, Alec and Keisler, Jeffrey, (eds.) Portfolio Decision Analysis: Improved Methods for Resource Allocation. International series in operations research & management science. Springer Berlin / Heidelberg, New York, USA, pp. 149-168. ISBN 9781441999429

An, Li, Lou, Dong ORCID: 0000-0002-5623-4338 and Shi, Donghui (2022) Wealth redistribution in bubbles and crashes. Journal of Monetary Economics, 126. 134 - 153. ISSN 0304-3932

Andrikogiannopoulou, Angie and Papakonstantinou, Filippos (2017) Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64 (4). pp. 1957-1973. ISSN 0025-1909

Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34 (6). pp. 1383-1399. ISSN 0378-4266

Aretz, Kevin and Pope, Peter (2013) Common factors in default risk across countries and industries. European Financial Management, 19 (1). pp. 108-152. ISSN 1354-7798

Argyris, Nikolaos, Figueira, José Rui and Morton, Alec (2011) Interactive multicriteria methods in portfolio decision analysis. In: Salo, Ahti, Keisler, Jeffrey and Morton, Alec, (eds.) Portfolio Decision Analysis: Improved Methods for Resource Allocation. International series in operations research & management science. Springer Berlin / Heidelberg, New York, USA, pp. 107-130. ISBN 9781441999429

Aspachs, Oriol, Goodhart, Charles, Tsomocos, Dimitrios P. and Zicchino, Lea (2006) Towards a measure of financial fragility. Financial Markets Group Discussion Papers (554). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. and Tan, Vincent (2015) Taming the Basel leverage cycle. Systemic Risk Centre Discussion Papers (42). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2015) Taming the Basel leverage cycle. Systemic Risk Centre Discussion Papers (42). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne and Tan, Vincent W.C. (2016) Taming the Basel leverage cycle. Journal of Financial Stability, 27. pp. 263-277. ISSN 1572-3089

B

Basak, Suleyman and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2016) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). 1845 - 1896. ISSN 0893-9454

Basak, Suleyman and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2011) Dynamic hedging in incomplete markets: a simple solution. Financial Markets Group Discussion Papers (680). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Basak, Suleyman and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2010) Dynamic mean-variance asset allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 0893-9454

Bauerle, N. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2011) Einblicke in die Finanzmathematik: Optionsbewertung und Portfolio-Optimierung. In: Wendland, Katrin and Werner, Annette, (eds.) Facettenreiche Mathematik: Einblicke in Die Moderne Mathematische Forschung Für Alle, Die Mehr Von Mathematik Verstehen Wollen. Vieweg & Teubner. ISBN 9783834814142

Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan and Muhle-Karbe, Johannes (2013) On the existence of shadow prices. Finance and Stochastics, 17 (4). pp. 801-818. ISSN 0949-2984

Benigno, Gianluca and Kucuk, H. (2012) Portfolio allocation and international risk sharing. Canadian Journal of Economics, 45 (2). pp. 535-565. ISSN 0008-4085

Bergeaud, Antonin, Eyméoud, Jean Benoît, Garcia, Thomas and Henricot, Dorian (2023) Working from home and corporate real estate. Regional Science and Urban Economics, 99. ISSN 0166-0462

Bergeaud, Antonin, Eyméoud, Jean-Benoît, Garcia, Thomas and Henricot, Dorian (2022) Working from home and corporate real estate. CEP Discussion Papers (1831). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos and Valenzuela, Marcela (2021) Dark trading and alternative execution priority rules. Systemic Risk Centre Discussion Papers (111). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Beyer, Max, de Meza, David ORCID: 0000-0002-5638-8310 and Reyniers, Diane J. ORCID: 0000-0003-0677-2020 (2013) Do financial advisor commissions distort client choice? Economics Letters, 119 (2). pp. 117-119. ISSN 0165-1765

Bhattacharya, Sudipto (2008) Introduction to mutual funds. In: Thakor, Anjan V. and Boot, Arnoud W. A., (eds.) Handbook of Financial Intermediation and Banking. Handbooks in finance. London, pp. 189-190. ISBN 9780444515582

Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong ORCID: 0000-0002-5623-4338, Shue, Kelly and Zhou, Hao (2024) The drivers and implications of retail margin trading. Journal of Finance. ISSN 0022-1082 (In Press)

Bianchi, Daniele and Tamoni, Andrea (2016) The dynamics of expected returns: evidence from multi-scale time series modelling. Financial Markets Group Discussion Papers (752). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bijapur, Mohan, Croci, Manuela and Zaidi, Rida (2012) Do asset regulations impede portfolio diversification? evidence from European life insurance funds. . Social Science Electronic Publishing, Inc., New York, USA.

Blake, David (2003) Financial system requirements for successful pension reform. Financial Markets Group Discussion Papers (463). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Modelling the composition of personal sector wealth in the United Kingdom. Financial Markets Group Discussion Papers (466). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia ORCID: 0000-0002-3777-7329 and Marmi, Stefano (2023) Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19 (1). 63 - 93. ISSN 1614-2446

Boucher, Christophe M., Danielsson, Jon ORCID: 0009-0006-9844-7960, Kouontchou, Patrick S. and Maillet, Bertrand B. (2014) Risk models–at–risk. Systemic Risk Centre Discussion Papers (8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bracke, Philippe and Hilber, Christian A. L. ORCID: 0000-0002-1352-495X (2012) Homeownership and entrepreneurship. SERC discussion paper (SERCDP0103). Spacial Economics Research Centre, London School of Economics and Political Science, London, UK.

Bracke, Philippe, Hilber, Christian A. L. ORCID: 0000-0002-1352-495X and Silva, Olmo ORCID: 0009-0005-6918-2206 (2012) Homeownerhip and entrepreneurship. SERC Discussion Papers (SERCDP0103). Spatial Economics Research Centre (SERC), London School of Economics and Political Science, London, UK.

Bracke, Philippe, Hilber, Christian A. L. ORCID: 0000-0002-1352-495X and Silva, Olmo ORCID: 0009-0005-6918-2206 (2014) Homeownership and entrepreneurship: the role of mortgage debt and commitment. CESifo Working Paper (5048). CESifo, Munich, Germany.

Bretscher, Lorenzo, Julliard, Christian ORCID: 0000-0001-8177-7441 and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bretscher, Lorenzo, Julliard, Christian ORCID: 0000-0001-8177-7441 and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong and Aste, Tomaso (2023) Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51. ISSN 1544-6123

Brokmann, Xavier, Itkin, David ORCID: 0000-0001-8643-574X, Muhle-Karbe, Johannes and Schmidt, Peter (2024) Tackling nonlinear price impact with linear strategies. Mathematical Finance. ISSN 0960-1627

Brunnermeier, Markus K. and Parker, Jonathan A. (2002) Optimal expectations. Financial Markets Group Discussion Papers (434). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bustamante, Maria Cecilia (2011) How do frictions affect corporate investment?: a structural approach. Working Paper Series (08-47). Swiss Finance Institute, Switzerland.

Bustamante, Maria Cecilia (2011) Strategic investment, industry concentration and the cross section of returns. Financial Markets Group Discussion Papers (681). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bustamante, Maria Cecilia (2008) What do frictions mean for Q-theory testing? Swiss Finance Institute Research Paper Series (08-47). Swiss Finance Institute.

Bustamante, Maria Cecilia and Donangelo, Andres (2014) Product market competition and industry returns. . Social Science Research Network (SSRN), London, UK.

Bustamante, Maria Cecilia and Donangelo, Andrés (2014) Product market competition and industry returns. Financial Markets Group Discussion Papers (728). Financial Markets Group, The London School of Economics and Political Science, London, UK.

C

Caggese, Andrea and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2012) Financing constraints, firm dynamics, export decisions, and aggregate productivity. Review of Economic Dynamics, 16 (1). pp. 177-193. ISSN 1094-2025

Cairns, Andrew J. G., Blake, David and Dowd, Kevin (2004) Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Financial Markets Group Discussion Papers (443). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

Campbell, John and Martin, Ian ORCID: 0000-0001-8373-5317 (2021) Sustainability in a risky world. Financial Markets Group Discussion Papers (830). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cella, Cristina, Ellul, Andrew and Giannetti, Mariassunta (2013) Investors' horizons and the amplification of market shocks. Financial Markets Group Discussion Papers (717). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Charles, Constantin ORCID: 0009-0009-2110-1664, Frydman, Cary and Kilic, Mete (2024) Insensitive investors. Journal of Finance, 79 (4). pp. 2473-2503. ISSN 0022-1082

Chavas, Jean-Paul and Di Falco, Salvatore (2011) On the role of risk versus economies of scope in farm diversification with an application to Ethiopian farms. Journal of Agricultural Economics, 63 (1). pp. 25-55. ISSN 0021-857X

Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong ORCID: 0000-0002-5623-4338 and Malloy, Christopher (2020) IQ from IP: simplifying search in portfolio choice. Journal of Financial Economics, 138 (1). 118 - 137. ISSN 0304-405X

Cho, Thummim (2020) Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics, 137 (2). 550 - 570. ISSN 0304-405X

Cho, Thummim (2018) Turning alphas into betas: arbitrage and the cross-section of risk. Financial Markets Group Discussion Papers (780). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cho, Thummim, Kremens, Lukas, Lee, Dongryeol and Polk, Christopher ORCID: 0009-0008-0133-6709 (2024) Scale or yield? A present-value identity. Review of Financial Studies, 37 (3). 950 – 988. ISSN 0893-9454

Choi, Darwin, Lou, Dong ORCID: 0000-0002-5623-4338 and Mukherjee, Abhiroop (2018) The effect of superstar firms on college major choice. Financial Markets Group Discussion Papers (772). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2012) Complicated firms. Journal of Financial Economics, 104 (2). 383 - 400. ISSN 0304-405X

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Complicated firms. Financial Markets Group Discussion Papers (683). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cui, Wei (2017) Macroeconomic effects of delayed capital liquidation. CFM discussion paper series (CFM-DP2017-19). Centre For Macroeconomics, London, UK.

Cunat, Alejandro and Fons-Rosen, Christian (2008) Relative factor endowments and international portfolio choice. CEPDP (879). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 9780853282860

Czichowsky, Christoph ORCID: 0000-0002-3513-6843 (2013) Time-consistent mean-variance portfolio selection in discrete and continuous time. Finance and Stochastics, 17 (2). pp. 227-271. ISSN 0949-2984

Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Muhle-Karbe, Johannes and Schachermayer, Walter (2013) Transaction costs and shadow prices in discrete time. . The London School of Economics and Political Science, Department of Mathematics, London, UK.

Czichowsky, Christoph ORCID: 0000-0002-3513-6843 and Schachermayer, Walter (2016) Duality theory for portfolio optimisation under transaction costs. Annals of Applied Probability, 26 (3). pp. 1888-1941. ISSN 1050-5164

Czichowsky, Christoph ORCID: 0000-0002-3513-6843 and Schachermayer, Walter (2017) Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. Annals of Applied Probability, 27 (3). pp. 1414-1451. ISSN 1050-5164

Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Schachermayer, Walter and Yang, Junjian (2017) Shadow prices for continuous processes. Mathematical Finance, 27 (3). pp. 623-658. ISSN 0960-1627

Czichowsky, Christoph Johannes ORCID: 0000-0002-3513-6843, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian (2018) Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22 (1). pp. 161-180. ISSN 0949-2984

D

Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjorn N., Vries, Casper G. and Yang, Xiaoguang (2008) Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Annals of Finance, 4 (3). pp. 345-367. ISSN 1614-2446

Danielsson, Jon ORCID: 0009-0006-9844-7960, Jorgensen, Bjørn N., Sarma, Mandira and Vries, C. G. de (2005) Comparing downside risk measures for heavy tailed distribution. Financial Markets Group Discussion Papers (551). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231, Jorgensen, Bjørn N., Sarma, Mandira and de Vries, C. G. (2006) Consistent measures of risk. Financial Markets Group Discussion Papers (565). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Maug, Ernst (2022) Delegation chains. Financial Markets Group Discussion Papers (858). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dillenberger, David, Gottlieb, Daniel ORCID: 0000-0002-0555-6185 and Ortoleva, Pietro (2024) Stochastic impatience and the separation of time and risk preferences. Theoretical Economics. ISSN 1933-6837 (In Press)

E

Eggers, Andrew C. and Hainmueller, Jens (2013) Capitol losses: the mediocre performance of Congressional stock portfolios. Journal of Politics, 75 (2). pp. 535-551. ISSN 0022-3816

Elliott, Matthew, Georg, Co-Pierre and Hazell, Jonathon ORCID: 0009-0002-4930-7946 (2021) Systemic risk shifting in financial networks. Journal of Economic Theory, 191. p. 105157. ISSN 0022-0531

Ellis, Andrew ORCID: 0000-0002-7552-4832 and Piccione, Michele (2017) Correlation misperception in choice. American Economic Review, 107 (4). pp. 1264-1292. ISSN 0002-8282

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian and Wang, Yihui (2012) Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading. Financial Markets Group Discussion Papers (701). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T. and Wang, Yihui (2013) Mark-to-market accounting and systemic risk: evidence from the insurance industry. Systemic Risk Centre Discussion Papers (4). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ergun, Lerby M. (2023) Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90. ISSN 1057-5219

Eyster, Erik, Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) Financial markets where traders neglect the informational content of prices. Financial Markets Group Discussion Papers (770). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Fan, Yaoyao, Song, Qinhao, Guan, Rong, Ly, Kim Cuong and Jiang, Yuxiang (2024) Mutual fund herding and performance: evidence from China. International Review of Financial Analysis, 95. ISSN 1057-5219

Fasolo, Barbara ORCID: 0000-0002-4643-5689, von Winterfeldt, Detlof and Morton, Alec (2011) Behavioural issues in portfolio decision analysis. In: Salo, Ahti, Morton, Alec and Keisler, Jeffrey, (eds.) Portfolio Decision Analysis: Improved Methods for Resource Allocation. International series in operations research & management science. Springer Berlin / Heidelberg, New York, USA, pp. 149-168. ISBN 9781441999429

Favilukis, Jack, Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn (2012) Foreign ownership of U.S. safe assets: good or bad? Finance working papers (FIN-11-057). Leonard N. Stern School of Business, New York University, New York, USA.

Favilukis, Jack, Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn (2012) The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium. Finance working papers (FIN-11-054). Leonard N. Stern School of Business, New York University, New York, USA.

Ferreira, Daniel ORCID: 0000-0003-4590-8429 and Adams, Renee B (2007) A theory of friendly boards. Journal of Finance, 62 (1). pp. 217-250. ISSN 0022-1082

Florou, Annita and Pope, Peter (2012) Mandatory IFRS adoption and institutional investment decisions. Accounting Review, 87 (6). pp. 1993-2025. ISSN 0001-4826

Foldes, Lucien (1990) Certainty equivalence in the continuous-time portfolio-cum-saving model. Financial Markets Group Discussion Papers (95). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1989) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Financial Markets Group Discussion Papers (53). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1991) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Financial Markets Group Discussion Papers (109). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1990) Optimal sure portfolio plans. Financial Markets Group Discussion Papers (106). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Freeman, Mark C. and Groom, Ben ORCID: 0000-0003-0729-143X (2014) Using equity premium survey data to estimate future wealth. Review of Quantitative Finance and Accounting, 45 (4). pp. 665-963. ISSN 0924-865X

Fricke, Daniel and Roukny, Tarik (2020) Generalists and specialists in the credit market. Journal of Banking and Finance, 112. ISSN 0378-4266

G

Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2013) The effect of estimation in high-dimensional portfolios. Mathematical Finance, 23 (3). pp. 531-559. ISSN 0960-1627

Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron ORCID: 0009-0008-1297-8686 and Zhu, Ning (2024) Asset complexity and the return gap. Review of Finance, 28 (2). 511 - 550. ISSN 1572-3097

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex (2011) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Financial Markets Group Discussion Papers (691). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex (2016) An information based one-factor asset pricing model. Financial Markets Group Discussion Papers (749). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex. P (2024) An information-theoretic asset pricing model. Journal of Financial Econometrics. ISSN 1479-8409 (In Press)

Gomes, Francisco and Michaelides, Alexander (2008) Asset pricing with limited risk sharing and heterogeneous agents. Review of Financial Studies, 21 (1). pp. 415-448. ISSN 0893-9454

Gomes, Francisco and Michaelides, Alexander (2007) Asset pricing with limited risk sharing and heterogeneous agents. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. In: 15th Utah Winter Finance Conference, 2005-02-10 - 2005-02-12, Utah, United States, USA. (Submitted)

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. Financial Markets Group Discussion Papers (537). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Optimal life-cycle asset allocation: understanding the empirical evidence. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Optimal life-cycle asset allocation: understanding the empirical evidence. Financial Markets Group Discussion Papers (474). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2003) Portfolio choice with internal habit formation: a life-cycle model with uninsurable labour income risk. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco and Michaelides, Alexander (2004) A human capital explanation for an asset allocation puzzle? Financial Markets Group Discussion Papers (491). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2004) Portfolio choice and wealth accumulation with taxable and tax-deferred accounts. Financial Markets Group Discussion Papers (519). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco, Michaelides, Alexander and Polkovnichenko, Valery (2005) Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco, Peng, Cameron ORCID: 0009-0008-1297-8686, Smirnova, Oksana and Zhu, Ning (2024) Reaching for yield: evidence from households. Journal of Financial Economics. ISSN 0304-405X (In Press)

Gomes, Francisco J. and Michaelides, Alexander (2003) Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6 (4). pp. 729-766. ISSN 1094-2025

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A risk assessment model for banks. Financial Markets Group Discussion Papers (504). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A time series analysis of financial fragility in the UK banking system. Financial Markets Group Discussion Papers (517). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goriaev, A., Palomino, Frédéric and Prat, Andrea (2000) Mutual fund tournament: risk taking incentives induced by ranking objectives. . Center for Economic Research, Tilburg University, Tilburg, The Netherlands.

Goriaev, Alexei P., Palomino, Frédéric and Prat, Andrea (2001) Mutual fund tournament: risk taking incentives induced by ranking objectives. . Centre for Economic Policy Research (Great Britain), London, UK.

Gorman, Larry R. and Jorgensen, Bjorn N. (2002) Domestic versus international portfolio selection: a statistical examination of the home bias. Multinational Finance Journal, 6 (3-4). pp. 131-166. ISSN 1069-1879

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2008) Bond supply and excess bond returns. Financial Markets Group Discussion Papers (607). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2014) Bond supply and excess bond returns. Review of Financial Studies, 27 (3). 663 - 713. ISSN 0893-9454

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The dynamics of financially constrained arbitrage. Financial Markets Group Discussion Papers (771). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2015) The dynamics of financially constrained arbitrage. Systemic Risk Centre Discussion Papers (32). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) A model of financial market liquidity based on intermediary capital. Journal of the European Economic Association, 8 (2-3). pp. 456-466. ISSN 1542-4774

Guasoni, Paolo, Muhle-Karbe, Johannes and Xing, Hao (2017) Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27 (1). pp. 3-37. ISSN 0960-1627

Guenther, Benno and Lordan, Grace (2023) When the disposition effect proves to be rational: experimental evidence from professional traders. Frontiers in Psychology, 14. ISSN 1664-1078

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2013) Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26 (8). pp. 1914-1961. ISSN 0893-9454

H

Haliassos, Michael and Michaelides, Alexander (2001) Portfolio choice and liquidity constraints. . Centre for Economic Policy Research (Great Britain), London, UK.

Hardouvelis, Gikas A., Karalas, Georgios and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2024) The distribution of investor beliefs, stock ownership and stock returns. Management Science. ISSN 0025-1909 (In Press)

Hilber, Christian A. L. ORCID: 0000-0002-1352-495X (2005) Neighborhood externality risk and the homeownership status of properties. Journal of Urban Economics, 57 (2). pp. 213-241. ISSN 0094-1190

Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor and Søjmark, Andreas ORCID: 0000-0001-7488-0221 (2024) Functional central limit theorems for rough volatility. Finance and Stochastics, 28 (3). 615 - 661. ISSN 0949-2984

Huang, Shiyang, Hwang, Byoung-Hyoun and Lou, Dong ORCID: 0000-0002-5623-4338 (2021) The rate of communication. Journal of Financial Economics, 141 (2). 533 - 550. ISSN 0304-405X

Hwang, Byoung-Hyoung, Lou, Dong ORCID: 0000-0002-5623-4338 and Yin, Chengxi (2014) Offsetting disagreement and security prices. Financial Markets Group Discussion Papers (739). Financial Markets Group, The London School of Economics and Political Science, London, UK.

I

Iacoviello, Matteo and Ortalo-Magné, François (2002) Hedging housing risk in London. Discussion paper (415). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

Inkmann, Joachim and Blake, David (2004) Liability valuation and optimal asset allocation. Financial Markets Group Discussion Papers (507). Financial Markets Group, The London School of Economics and Political Science, London, UK.

J

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