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DateTitle Authors
2011 The amendment and empirical test of arbitrage pricing modelsWang, Shaojun / Yang, Xiaoping / Cheng, Juan / Zhang, Yafang / Zhao, Peibiao
2006 A Prospect-Theoretical Interpretation of Momentum ReturnsMenkhoff, Lukas / Schmeling, Maik
2006 Institutional and Individual Sentiment: Smart Money and Noise Trader RiskSchmeling, Maik
2011 The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock marketGrobys, Klaus
2004 Schumpeterian dynamics and financial market anomaliesMerey, Esther / Hanusch, Horst / Grebel, Thomas
2005 Causes, consequences, and cures of myopic loss aversion: An experimental investigationFellner, Gerlinde / Sutter, Matthias
2006 On Irreversible InvestmentRiedel, Frank / Su, Xia
2004 Zukunftsorientierte Bestimmung von Kapitalkosten für die UnternehmensbewertungGebhardt, Günther / Daske, Holger
2002 Shall We Tax the Risk Premium?Schindler, Dirk / Hilgers, Bodo
2010 Optimal stopping under ambiguity in continuous timeRiedel, Frank

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