JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G1 - General Financial Markets (925) G11 - Portfolio Choice; Investment Decisions (207)
Number of items at this level: 207.
A
  • Accominotti, Olivier (2009). The sterling trap: foreign reserves management at the Bank of France, 1928–1936. European Review of Economic History, 13(03), 349-376. https://doi.org/10.1017/S136149160999013X
  • Ahlfeldt, Gabriel M., Szumilo, Nikodem, Tripathy, Jagdish (2024). Housing-consumption channel of mortgage demand. (CEP Discussion Papers CEPDP2023). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Airoldi, Mara, Morton, Alec (2011). Portfolio decision analysis for population health. In Salo, Ahti, Morton, Alec, Keisler, Jeffrey (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 149-168). Springer Berlin / Heidelberg.
  • An, Li, Lou, Dong, Shi, Donghui (2022). Wealth redistribution in bubbles and crashes. Journal of Monetary Economics, 126, 134 - 153. https://doi.org/10.1016/j.jmoneco.2022.01.001 picture_as_pdf
  • Andrikogiannopoulou, Angie, Papakonstantinou, Filippos (2017). Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64(4), 1957-1973. https://doi.org/10.1287/mnsc.2016.2636
  • Aretz, Kevin, Bartram, Söhnke M., Pope, Peter (2010). Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34(6), 1383-1399. https://doi.org/10.1016/j.jbankfin.2009.12.006
  • Aretz, Kevin, Pope, Peter (2013). Common factors in default risk across countries and industries. European Financial Management, 19(1), 108-152. https://doi.org/10.1111/j.1468-036X.2012.571.x
  • Argyris, Nikolaos, Figueira, José Rui, Morton, Alec (2011). Interactive multicriteria methods in portfolio decision analysis. In Salo, Ahti, Keisler, Jeffrey, Morton, Alec (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 107-130). Springer Berlin / Heidelberg.
  • Aspachs, Oriol, Goodhart, Charles, Tsomocos, Dimitrios P., 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.
  • Aufiero, Sabrina, Forer, Preben, Vivo, Pierpaolo, Caccioli, Fabio, Bartolucci, Silvia (2025). Phase transitions in debt recycling. Journal of Economic Dynamics and Control, 171, https://doi.org/10.1016/j.jedc.2025.105044 picture_as_pdf
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J., 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. picture_as_pdf
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, 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.
  • Aymanns, Christoph, Caccioli, Fabio, Farmer, J. Doyne, Tan, Vincent W.C. (2016). Taming the Basel leverage cycle. Journal of Financial Stability, 27, 263-277. https://doi.org/10.1016/j.jfs.2016.02.004
  • Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong, Aste, Tomaso (2023). Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51, https://doi.org/10.1016/j.frl.2022.103358
  • Ferreira, Daniel, Adams, Renee B (2007). A theory of friendly boards. Journal of Finance, 62(1), 217-250. https://doi.org/10.1111/j.1540-6261.2007.01206.x
  • Roy, Preeti, Ahmad, Wasim, Sadorsky, Perry, Phani, B. V. (2022). What do we know about the idiosyncratic risk of clean energy equities? Energy Economics, 112, https://doi.org/10.1016/j.eneco.2022.106167
  • Vidal-Tomás, David, Briola, Antonio, Aste, Tomaso (2023). FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625, https://doi.org/10.1016/j.physa.2023.129044 picture_as_pdf
    • B
  • Basak, Suleyman, Chabakauri, Georgy (2016). Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25(6), 1845 - 1896. https://doi.org/10.1093/rfs/hhs050
  • Basak, Suleyman, Chabakauri, Georgy (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. picture_as_pdf
  • Basak, Suleyman, Chabakauri, Georgy (2010). Dynamic mean-variance asset allocation. Review of Financial Studies, 23(8), 2970-3016. https://doi.org/10.1093/rfs/hhq028
  • Bauerle, N., Veraart, Luitgard A. M. (2011). Einblicke in die Finanzmathematik: Optionsbewertung und Portfolio-Optimierung. In Wendland, Katrin, Werner, Annette (Eds.), Facettenreiche Mathematik: Einblicke in Die Moderne Mathematische Forschung Für Alle, Die Mehr Von Mathematik Verstehen Wollen . Vieweg & Teubner.
  • Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan, Muhle-Karbe, Johannes (2013). On the existence of shadow prices. Finance and Stochastics, 17(4), 801-818. https://doi.org/10.1007/s00780-012-0201-4
  • Benigno, Gianluca, Kucuk, H. (2012). Portfolio allocation and international risk sharing. Canadian Journal of Economics, 45(2), 535-565. https://doi.org/10.1111/j.1540-5982.2012.01703.x
  • Bergeaud, Antonin, Eyméoud, Jean-Benoît, Garcia, Thomas, 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. picture_as_pdf
  • Bergeaud, Antonin, Eyméoud, Jean Benoît, Garcia, Thomas, Henricot, Dorian (2023). Working from home and corporate real estate. Regional Science and Urban Economics, 99, https://doi.org/10.1016/j.regsciurbeco.2023.103878 picture_as_pdf
  • Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos, 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. picture_as_pdf
  • Beyer, Max, de Meza, David, Reyniers, Diane J. (2013). Do financial advisor commissions distort client choice? Economics Letters, 119(2), 117-119. https://doi.org/10.1016/j.econlet.2013.01.026
  • Bhattacharya, Sudipto (2008). Introduction to mutual funds. In Thakor, Anjan V., Boot, Arnoud W. A. (Eds.), Handbook of Financial Intermediation and Banking (pp. 189-190). London. https://doi.org/10.1016/B978-044451558-2.50012-X
  • Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong, Shue, Kelly, Zhou, Hao (2024). The drivers and implications of retail margin trading. Journal of Finance, picture_as_pdf
  • Bianchi, Daniele, 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. picture_as_pdf
  • Bijapur, Mohan, Croci, Manuela, Zaidi, Rida (2012). Do asset regulations impede portfolio diversification? evidence from European life insurance funds. Social Science Electronic Publishing, Inc..
  • 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.
  • 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.
  • Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia, Marmi, Stefano (2023). Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19(1), 63 - 93. https://doi.org/10.1007/s10436-022-00423-w picture_as_pdf
  • Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S., 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.
  • Bracke, Philippe, Hilber, Christian A. L. (2012). Homeownership and entrepreneurship. (SERC discussion paper SERCDP0103). Spacial Economics Research Centre, London School of Economics and Political Science.
  • Bracke, Philippe, Hilber, Christian A. L., Silva, Olmo (2012). Homeownerhip and entrepreneurship. (SERC Discussion Papers SERCDP0103). Spatial Economics Research Centre (SERC), London School of Economics and Political Science.
  • Bracke, Philippe, Hilber, Christian A. L., Silva, Olmo (2014). Homeownership and entrepreneurship: the role of mortgage debt and commitment. (CESifo Working Paper 5048). CESifo.
  • Bretscher, Lorenzo, Julliard, Christian, 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.
  • Bretscher, Lorenzo, Julliard, Christian, 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. picture_as_pdf
  • Brokmann, Xavier, Itkin, David, Muhle-Karbe, Johannes, Schmidt, Peter (2025). Tackling nonlinear price impact with linear strategies. Mathematical Finance, 35(2), 422 - 440. https://doi.org/10.1111/mafi.12449 picture_as_pdf
  • Brunnermeier, Markus K., Parker, Jonathan A. (2002). Optimal expectations. (Financial Markets Group Discussion Papers 434). Financial Markets Group, The London School of Economics and Political Science.
  • Buentjen, Cora, Perkins, Richard, Sullivan, Rory (2025). Net-zero norms in sustainable finance what explains asset managers’ target-setting? Journal of Sustainable Finance and Investment, 15(4), 954 - 985. https://doi.org/10.1080/20430795.2025.2520524 picture_as_pdf
  • Bustamante, Maria Cecilia (2011). How do frictions affect corporate investment?: a structural approach. (Working Paper Series 08-47). Swiss Finance Institute.
  • 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.
  • 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, Donangelo, Andres (2014). Product market competition and industry returns. Social Science Research Network (SSRN).
  • Bustamante, Maria Cecilia, 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. picture_as_pdf
  • Cairns, Andrew J. G., Blake, David, 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.
  • Inkmann, Joachim, 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.
    • C
  • Caggese, Andrea, Cuñat, Vicente (2012). Financing constraints, firm dynamics, export decisions, and aggregate productivity. Review of Economic Dynamics, 16(1), 177-193. https://doi.org/10.1016/j.red.2012.10.004
  • Campbell, John, Martin, Ian (2021). Sustainability in a risky world. (Financial Markets Group Discussion Papers 830). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cella, Cristina, Ellul, Andrew, 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. picture_as_pdf
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy (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. picture_as_pdf
  • Chabakauri, Georgy (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.
  • Charles, Constantin, Frydman, Cary, Kilic, Mete (2024). Insensitive investors. Journal of Finance, 79(4), 2473-2503. https://doi.org/10.1111/jofi.13362 picture_as_pdf
  • Chavas, Jean-Paul, 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), 25-55. https://doi.org/10.1111/j.1477-9552.2011.00319.x
  • Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong, Malloy, Christopher (2020). IQ from IP: simplifying search in portfolio choice. Journal of Financial Economics, 138(1), 118 - 137. https://doi.org/10.1016/j.jfineco.2020.04.014 picture_as_pdf
  • 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. picture_as_pdf
  • Cho, Thummim (2020). Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics, 137(2), 550 - 570. https://doi.org/10.1016/j.jfineco.2020.02.011 picture_as_pdf
  • Cho, Thummim, Kremens, Lukas, Lee, Dongryeol, Polk, Christopher (2024). Scale or yield? A present-value identity. Review of Financial Studies, 37(3), 950 – 988. https://doi.org/10.1093/rfs/hhad068 picture_as_pdf
  • Choi, Darwin, Lou, Dong, 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. picture_as_pdf
  • Cohen, Lauren, Lou, Dong (2012). Complicated firms. Journal of Financial Economics, 104(2), 383 - 400. https://doi.org/10.1016/j.jfineco.2011.08.006
  • Cohen, Lauren, Lou, Dong (2011). Complicated firms. (Financial Markets Group Discussion Papers 683). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cui, Wei (2017). Macroeconomic effects of delayed capital liquidation. (CFM discussion paper series CFM-DP2017-19). Centre For Macroeconomics.
  • Cunat, Alejandro, Fons-Rosen, Christian (2008). Relative factor endowments and international portfolio choice. (CEPDP 879). London School of Economics and Political Science. Centre for Economic Performance.
  • Czichowsky, Christoph (2013). Time-consistent mean-variance portfolio selection in discrete and continuous time. Finance and Stochastics, 17(2), 227-271. https://doi.org/10.1007/s00780-012-0189-9
  • Czichowsky, Christoph, Muhle-Karbe, Johannes, Schachermayer, Walter (2013). Transaction costs and shadow prices in discrete time. The London School of Economics and Political Science, Department of Mathematics.
  • Czichowsky, Christoph Johannes, Peyre, Rémi, Schachermayer, Walter, Yang, Junjian (2018). Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22(1), 161-180. https://doi.org/10.1007/s00780-017-0351-5
  • Czichowsky, Christoph, Schachermayer, Walter (2016). Duality theory for portfolio optimisation under transaction costs. Annals of Applied Probability, 26(3), 1888-1941. https://doi.org/10.1214/15-AAP1136
  • Czichowsky, Christoph, Schachermayer, Walter (2017). Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. Annals of Applied Probability, 27(3), 1414-1451. https://doi.org/10.1214/16-AAP1234
  • Czichowsky, Christoph, Schachermayer, Walter, Yang, Junjian (2017). Shadow prices for continuous processes. Mathematical Finance, 27(3), 623-658. https://doi.org/10.1111/mafi.12103
  • Ramadiah, Amanah, Caccioli, Fabio, Fricke, Daniel (2019). Reconstructing and stress testing credit networks. (Systemic Risk Centre Discussion Papers 89). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Silli, Bernhard, Cohen, Randolph B, Polk, Christopher (2008). Best ideas. (Financial Markets Group Discussion Papers 624). Financial Markets Group, The London School of Economics and Political Science.
  • Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan (2021). Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. picture_as_pdf
  • Černý, Aleš, Czichowsky, Christoph (2025). The law of one price in quadratic hedging and mean–variance portfolio selection. Finance and Stochastics, 29(3), 847 - 884. https://doi.org/10.1007/s00780-025-00563-7 picture_as_pdf
    • D
  • Danielsson, Jon, Jorgensen, Bjorn N., Vries, Casper G., Yang, Xiaoguang (2008). Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Annals of Finance, 4(3), 345-367. https://doi.org/10.1007/s10436-007-0081-3
  • Danielsson, Jon, Jorgensen, Bjørn N., Sarma, Mandira, 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.
  • Danielsson, Jon, Zigrand, Jean-Pierre, Jorgensen, Bjørn N., Sarma, Mandira, 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.
  • Dasgupta, Amil, Maug, Ernst (2022). Delegation chains. (Financial Markets Group Discussion Papers 858). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dillenberger, David, Gottlieb, Daniel, Ortoleva, Pietro (2025). Stochastic impatience and the separation of time and risk preferences. Theoretical Economics, 20(3), 1043 - 1080. https://doi.org/10.3982/te5771 picture_as_pdf
  • Moore, Alexander, Straub, Stéphane, Dethier, Jean-Jacques (2014). Regulation, renegotiation and capital structure: theory and evidence from Latin American transport concessions. Journal of Regulatory Economics, 45(2), 209-232. https://doi.org/10.1007/s11149-013-9243-6
    • E
  • Eggers, Andrew C., Hainmueller, Jens (2013). Capitol losses: the mediocre performance of Congressional stock portfolios. Journal of Politics, 75(2), 535-551. https://doi.org/10.1017/S0022381613000194
  • Elliott, Matthew, Georg, Co-Pierre, Hazell, Jonathon (2021). Systemic risk shifting in financial networks. Journal of Economic Theory, 191, p. 105157. https://doi.org/10.1016/j.jet.2020.105157 picture_as_pdf
  • Ellis, Andrew, Piccione, Michele (2017). Correlation misperception in choice. American Economic Review, 107(4), 1264-1292. https://doi.org/10.1257/aer.20160093
  • Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian, 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. picture_as_pdf
  • Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T., 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.
  • Ergun, Lerby M. (2023). Extreme downside risk in the cross-section of asset returns. International Review of Financial Analysis, 90, https://doi.org/10.1016/j.irfa.2023.102840
  • Eyster, Erik, Rabin, Matthew, Vayanos, Dimitri (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. picture_as_pdf
    • F
  • Fan, Yaoyao, Song, Qinhao, Guan, Rong, Ly, Kim Cuong, Jiang, Yuxiang (2024). Mutual fund herding and performance: evidence from China. International Review of Financial Analysis, 95, https://doi.org/10.1016/j.irfa.2024.103503
  • Fasolo, Barbara, von Winterfeldt, Detlof, Morton, Alec (2011). Behavioural issues in portfolio decision analysis. In Salo, Ahti, Morton, Alec, Keisler, Jeffrey (Eds.), Portfolio Decision Analysis: Improved Methods for Resource Allocation (pp. 149-168). Springer Berlin / Heidelberg.
  • Favilukis, Jack, Ludvigson, Sydney C., 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.
  • Favilukis, Jack, Ludvigson, Sydney C., 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.
  • Florou, Annita, Pope, Peter (2012). Mandatory IFRS adoption and institutional investment decisions. Accounting Review, 87(6), 1993-2025. https://doi.org/10.2308/accr-50225
  • 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. picture_as_pdf
  • 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. picture_as_pdf
  • 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. picture_as_pdf
  • Foldes, Lucien (1990). Optimal sure portfolio plans. (Financial Markets Group Discussion Papers 106). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Freeman, Mark C., Groom, Ben (2014). Using equity premium survey data to estimate future wealth. Review of Quantitative Finance and Accounting, 45(4), 665-963. https://doi.org/10.1007/s11156-014-0451-7
  • Fricke, Daniel, Roukny, Tarik (2020). Generalists and specialists in the credit market. Journal of Banking and Finance, 112, https://doi.org/10.1016/j.jbankfin.2018.04.014
    • G
  • Gandy, Axel, Veraart, Luitgard A. M. (2013). The effect of estimation in high-dimensional portfolios. Mathematical Finance, 23(3), 531-559. https://doi.org/10.1111/j.1467-9965.2011.00505.x
  • Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron, Zhu, Ning (2024). Asset complexity and the return gap. Review of Finance, 28(2), 511 - 550. https://doi.org/10.1093/rof/rfad027 picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, 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. picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, 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. picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2025). An information-theoretic asset pricing model. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae033 picture_as_pdf
  • Gomes, Francisco, Michaelides, Alexander (2008). Asset pricing with limited risk sharing and heterogeneous agents. Review of Financial Studies, 21(1), 415-448. https://doi.org/10.1093/rfs/hhm063
  • Gomes, Francisco, Michaelides, Alexander (2007). Asset pricing with limited risk sharing and heterogeneous agents. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, Michaelides, Alexander (2005-02-10 - 2005-02-12) Asset pricing with limited risk sharing and heterogeneous agents [Paper]. 15th Utah Winter Finance Conference, Utah, United States, USA.
  • Gomes, Francisco, 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.
  • Gomes, Francisco, Michaelides, Alexander (2005). Optimal life-cycle asset allocation: understanding the empirical evidence. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco, 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.
  • Gomes, Francisco, 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).
  • Gomes, Francisco, 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. picture_as_pdf
  • Gomes, Francisco, Michaelides, Alexander, 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.
  • Gomes, Francisco, Michaelides, Alexander, Polkovnichenko, Valery (2005). Wealth accumulation and portfolio choice with taxable and tax-deferred accounts. Centre for Economic Policy Research (Great Britain).
  • Gomes, Francisco J., Michaelides, Alexander (2003). Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk. Review of Economic Dynamics, 6(4), 729-766. https://doi.org/10.1016/S1094-2025(03)00059-0
  • Gomes, Francisco, Peng, Cameron, Smirnova, Oksana, Zhu, Ning (2025). Reaching for yield: evidence from households. Journal of Financial Economics, 168, https://doi.org/10.1016/j.jfineco.2025.104057 picture_as_pdf
  • Goodhart, Charles, Sunirand, Pojanart, 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.
  • Goodhart, Charles, Sunirand, Pojanart, 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.
  • Goriaev, A., Palomino, Frédéric, Prat, Andrea (2000). Mutual fund tournament: risk taking incentives induced by ranking objectives. Center for Economic Research, Tilburg University.
  • Goriaev, Alexei P., Palomino, Frédéric, Prat, Andrea (2001). Mutual fund tournament: risk taking incentives induced by ranking objectives. Centre for Economic Policy Research (Great Britain).
  • Gorman, Larry R., Jorgensen, Bjorn N. (2002). Domestic versus international portfolio selection: a statistical examination of the home bias. Multinational Finance Journal, 6(3-4), 131-166.
  • Greenwood, Robin, Vayanos, Dimitri (2008). Bond supply and excess bond returns. (Financial Markets Group Discussion Papers 607). Financial Markets Group, The London School of Economics and Political Science.
  • Greenwood, Robin, Vayanos, Dimitri (2014). Bond supply and excess bond returns. Review of Financial Studies, 27(3), 663 - 713. https://doi.org/10.1093/rfs/hht133
  • Gromb, Denis, Vayanos, Dimitri (2017). The dynamics of financially constrained arbitrage. (Financial Markets Group Discussion Papers 771). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gromb, Denis, Vayanos, Dimitri (2015). The dynamics of financially constrained arbitrage. (Systemic Risk Centre Discussion Papers 32). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Gromb, Denis, Vayanos, Dimitri (2010). A model of financial market liquidity based on intermediary capital. Journal of the European Economic Association, 8(2-3), 456-466. https://doi.org/10.1111/j.1542-4774.2010.tb00516.x
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