| Title | Authors | Year | JEL Codes |
|---|
| The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach | Ran Gu, Cameron Peng and Weilong Zhang | [2021] | D13 G11 J16 G41 G51 |
| Modelling Demand for ESG | Ahmed, M. F., Gao, Y. and Satchell, S. | [2020] | G11 G12 G14 G23 G34 |
| A Portfolio approach to wind and solar deployment in Australia | Chyong, C K., Li, C., Reiner, D., and Roques, F. | [2020] | Q48 L98 G11 Q42 C60 |
| Systemic Risk-Shifting in Financial Networks | Elliott, M., Georg, C-P. and Hazell, J. | [2020] | G21 G11 D85 |
| Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks | Geraci, M. V., Gnabo, J-Y. and Veredas, D.
| [2020] | G11 G12 G14 |
| A Dynamic Network of Arbitrage Characteristics | Ge, S., Li, S. and Linton, O. | [2020] | C14 G11 G12 |
| A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection | Connor, G., Li, S., Linton, O. | [2020] | C14 G11 |
| Emerging Markets and the Conditional CAPM | Ahmed, M. F. and Satchell, S. | [2019] | C22 G11 G15 |
| Financing low-carbon generation in the UK: The hybrid RAB model | Newbery, D., Pollitt, M., Reiner, D. and Taylor, S. | [2019] | C54 D53 E43 G11 H23 H54 L94 Q44 Q48 |
| Informative Social Interactions | Arrondel, 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 Variables | Chen, 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 Models | Chan, 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 Modules | Koc, 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 Differences | Baddeley, 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 Inventories | Ogilvie, S., Küpker, M. and Maegraith, J. | [2011] | N23 G11 O12 D14 |
| On the Difficulty of Measuring Forecasting Skill in Financial Markets | Satchell, S. and J. Williams , O. | [2010] | D53 D82 D84 G11 G17 |
| Asset Management with Price Impact and Fair Treatment of Clients | Jezek , M. and Satchell, S. | [2010] | G11 G20 D18 |
| Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market | Pesaran , M. H. | [2010] | C51 C52 G11 |
