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Faculty of Economics


Portfolio Choice; Investment Decisions

Title AuthorsYearJEL Codes
Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?Ge, S., Li, S., Linton, O. B., Liu, W., Su, W.[2024]C13 C58 G11
The Options Value of Blue Hydrogen in a Low Carbon Energy SystemWebbe-Wood, D., Nuttall, W. J., Kazantzis, N. K., Chyong C K[2023]D81 G11 Q40
The Gender Gap in Household Bargaining Power: A Portfolio-Choice ApproachRan Gu, Cameron Peng and Weilong Zhang[2021]D13 G11 J16 G41 G51
Modelling Demand for ESGAhmed, M. F., Gao, Y. and Satchell, S.[2020]G11 G12 G14 G23 G34
A Portfolio approach to wind and solar deployment in AustraliaChyong, C K., Li, C., Reiner, D., and Roques, F.[2020]Q48 L98 G11 Q42 C60
Systemic Risk-Shifting in Financial NetworksElliott, M., Georg, C-P. and Hazell, J.[2020]G21 G11 D85
Common Short Selling and Excess Comovement: Evidence from a Sample of LSE StocksGeraci, M. V., Gnabo, J-Y. and Veredas, D. [2020]G11 G12 G14
A Dynamic Network of Arbitrage CharacteristicsGe, S., Li, S. and Linton, O.[2020]C14 G11 G12
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio SelectionConnor, G., Li, S., Linton, O.[2020]C14 G11
Emerging Markets and the Conditional CAPMAhmed, M. F. and Satchell, S.[2019]C22 G11 G15
Financing low-carbon generation in the UK: The hybrid RAB modelNewbery, D., Pollitt, M., Reiner, D. and Taylor, S.[2019]C54 D53 E43 G11 H23 H54 L94 Q44 Q48
Informative Social InteractionsArrondel, L., Calvo-Pardo, H., Giannitsarou, C., Haliassos, M.[2019]D12 D83 D84 G11 C42
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case Hafner, C., Linton, O., Tang, H.[2018]C55 C58 G11
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning VariablesChen, J., Li, D., Linton, O.[2018]C10 C13 C14 G11
Improving Decision Making for Public R&D Investment in Energy: Utilizing Expert Elicitation in Parametric ModelsChan, G. and Anadon, L-D.[2016]O32 O38 G11 Q48 D81
Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)Allen, D., Lizieri, C. and Satchell, S.[2012]G11 G17
Economic Rationale for Safety Investment in Integrated Gasification Combined-Cycle Gas Turbine Membrane Reactor ModulesKoc, R., Kazantzis, N., Nuttall, W. J. and Ma, Y. H.[2012]G11 G31 G32
Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual DifferencesBaddeley, M., Burke, C., Schultz, W. and Tobler, P.[2012]D03 D53 D70 D83 D87 G11
Testing CAPM with a Large Number of Assets (Updated 28th March 2012)Pesaran, M. and Yamagata, T.[2012]C12 C15 C23 G11 G12
Household Debt in Seventeenth-Century Württemberg: Evidence from Personal InventoriesOgilvie, S., Küpker, M. and Maegraith, J.[2011]N23 G11 O12 D14
On the Difficulty of Measuring Forecasting Skill in Financial MarketsSatchell, S. and J. Williams , O.[2010]D53 D82 D84 G11 G17
Asset Management with Price Impact and Fair Treatment of ClientsJezek , M. and Satchell, S.[2010]G11 G20 D18
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock MarketPesaran , M. H.[2010]C51 C52 G11

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