Central Bank Research Hub - JEL classification G11: Portfolio Choice; Investment Decisions

Title Author(s)

Pension fund sophistication and investment policy

Netherlands Bank DNB Working Papers [View] (Paper: 211, 01.07.2009)

JEL: G11, G23

Assessing the risk-return trade-off in loans portfolios (566 KB)

Bank of Spain Working Papers [View] (Paper: 0911, 12.06.2009)

JEL: C32, D81, G11, G12, G21, G28

Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (1.129 KB)

Bank of Spain Working Papers [View] (Paper: 0909, 02.06.2009)

JEL: C32, C52, G11

Should Risky Firms Offer Risk-Free DB Pensions?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-20, 23.05.2009)

JEL: G11, G23, G32

Barriers to Household Risk Management:Evidence from India

New York Fed Staff reports [View] (Paper: 373, 19.05.2009)

JEL: D14, D81, G11, G22

Cross-Border Mergers and acquisitions: Financial and institutional forces

European Central Bank Working papers [View] (Paper: 1018, 03.03.2009)

JEL: F30, F36, F41, G11

The Factor-Spline-GARCH Model for High and Low Frequency Correlations

Bank of Mexico Working Papers [View] (Paper: 2009-03, 25.02.2009)

JEL: C22, C32, C51, C53, G11, G12, G32

Stock Market Participation, Portfolio Choice and Pensions over the Life-Cycle

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2008-64, 08.01.2009)

JEL: G11, H31

When Bonds Matter: Home Bias in Goods and Assets

San Francisco Fed Working Papers [View] (Paper: 2008-25, 25.11.2008)

JEL: F30, F41, G11

Assessing the Potential for Further Foreign Demand for U.S. Assets: Has Financing U.S. Current Account Deficits Made Foreign Investors Overweight in U.S. Securities?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0950, 30.10.2008)

JEL: F3, G11, G15

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