CFF working papers
Zeng, M., Zhao, G. 2021. Term Structure of Equity and Bond Yields over Business Cycles.
Fang, D., Noe, T. 2019. Less Competition, More Meritocracy?.
Farago, A., Holmen, M., Holzmeister, F., Kirchler, M., Razen, M. 2019. Cognitive Skills and Economic Preferences in the Fund Industry.
Holzmeister, F., Holmen, M., Kirchler, M., Stefan, M., Wengström, E. 2019. Delegated Decision Making in Finance.
Noe, T., Fang, D. 2019. Does the Cream Rise to the Top? Luck, Talent, Success, and Merit.
Carlsson Hauff, J., Carlander, A., Gärling, T., Nicolini, G. 2019. Retirement financial behavior: How important is being financially literate? Journal of Consumer Policy.
Koopman, S.J., Lucas, A., Zamojski, M. 2017. Dynamic term structure models with score-driven time-varying parameters:estimation and forecasting.
Mavruk, T. 2017. Does corporate social responsibility reduce local bias?
Lindblom, T. and Elliot, V. 2017. Funds Transfer Pricing, Liquidity Premium and Market Structure.
Creal, D.D., Koopman, S.J., Lucas, A., Zamojski, M. 2016. Generalized Autoregressive Method of Moments.
Fang, D., Noe, T. 2016. Skewing the odds: Taking risks for rank-based reward.
Gärling, T., Gamble, A., Klass, V. 2016. Buy and Sell Preferences in Financial Markets: Laboratory Experiments Investigating Influences of Anticipatory and Anticipated Emotions. Paper presented at the Research in Behavioral Finance Conference (RBFC) Sept 2016.
Zamojski, M. 2016. Filtering With Confidence: In-sample Confidence Bands For GARCH Filters.
Carlander, A., Johansson, L.-O. 2015. Trust as a strategy to cope with uncertainty in delegated portfolio management.
Siegmann, A., Stefanova, D., Zamojski, M. 2015. Hedge Fund Innovation.