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SSRN eLibrary Search Results
Mutual Funds, Hedge Funds, & Investment Industry eJournal
1,635,193 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 4,696
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Quality: A Distinct Equity Risk Factor?
Daniel Ung , Xiaowei Kang and Priscilla Luk
Chartered Alternative Investment Analyst Association (CAIA) , Standard & Poor's and Independent
Date Posted: July 24, 2014
Last Revised: July 25, 2014
Working Paper Series

Incl. Electronic Paper Regulating Financial Change: A Functional Approach
Steven L. Schwarcz
Duke University - School of Law
Date Posted: July 24, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Rethinking Risk (II): The Size and Value Effects
Javier Estrada
IESE Business School
Date Posted: July 24, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Arbitrage-Free Prediction of the Implied Volatility Smile
Risk Magazine, Forthcoming
Petros Dellaportas and Aleksandar Mijatovic
Athens University of Economics and Business and Imperial College London
Date Posted: July 23, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign
Ning Ding , Jerry T. Parwada and Jianfeng Shen
University of New South Wales - Australian School of Business , University of New South Wales (UNSW) - School of Banking and Finance and The University of New South Wales - School of Banking and Finance, Australian School of Business
Date Posted: July 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Impact of Scandals on Mutual Fund Performance, Money Flows and Fees
Adrian Chapman-Davies , Jerry T. Parwada and Kian M. Tan
University of New South Wales (UNSW) - School of Banking and Finance , University of New South Wales (UNSW) - School of Banking and Finance and University of Otago - Department of Accountancy and Finance
Date Posted: July 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Estimation of the Hurst Exponent by Randomizing Portfolio Coefficients
Aram Gushchyan
Russian Academy of National Economy and Public Administration under the President of the Russian Federation
Date Posted: July 21, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Familiarity Breeds Alternative Investment: Evidence from Corporate Defined-Benefit Pension Plans
Christina Atanasova and Gilles Chemla
Simon Fraser University (SFU) and Imperial College Business School
Date Posted: July 20, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Web Appendix for: 'Risk Measures for Autocorrelated Hedge Fund Returns'
Antonio Di Cesare , Philip A. Stork and Casper G. de Vries
Bank of Italy , VU University Amsterdam - Faculty of Economics and Business Administration and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient than You Thought
Dilip K. Patro , Louis R Piccotti and Yangru Wu
Independent , State University of New York at Albany and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: July 19, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Superman in the Dark: Trading Behavior of the Chinese National Social Security Fund
Yong Li , Karen L. Benson and Robert W. Faff
University of Queensland , University of Queensland - Business School and University of Queensland
Date Posted: July 19, 2014
Working Paper Series
13 downloads

Pension Ratios as 'Correlates' of Municipal Pension Underfunding
Journal of Accounting and Public Policy, Vol. 4, No. 2, 1985
Barry R. Marks and K. K. Raman
University of Houston, Clear Lake - School of Business and Public Administration and University of Texas at San Antonio
Date Posted: July 19, 2014
Accepted Paper Series

Incl. Electronic Paper Evaluating and Predicting the Failure Probabilities of Hedge Funds
Hee Soo Lee and Juan Yao
Yonsei University - Yonsei University School of Business and University of Sydney - Business School - Finance Discipline
Date Posted: July 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks
Marco Wilkens , Juan Yao , Nagaratnam Jeyasreedharan and Patrick Boehler
University of Augsburg , University of Sydney - Business School - Finance Discipline , University of Tasmania and University of Augsburg
Date Posted: July 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Institutional Change and Venture Exit: Implications for Policy
Eberhart, R., Eisenhardt, K.M., and Eesley, C. Institutional Change And Venture Exit: Implications For Policy, in 20 Years of Entrepreneurship Research - From small business dynamics to entrepreneurial growth and societal prosperity, P. Braunerhjelm, Editor. 2014, Swedish Entrepreneurship Forum 2014
Robert Eberhart , Kathleen M. Eisenhardt and Charles E. Eesley
Santa Clara University - Department of Management , Stanford University - Management Science & Engineering and Stanford University
Date Posted: July 18, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Passive versus Active Fund Performance: Do Index Funds Have Skill?
Alan D. Crane and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business and Rice University
Date Posted: July 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Switching Behavior and Problems Encountered by the Investors in the Mutual Funds Market
Dr Preeti Sharma
Suresh Gyan Vihar University
Date Posted: July 18, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Explicit SABR Calibration Through Simple Expansions
Fabien Le Floc'h and Gary J. Kennedy
Calypso Technology and Clarus Financial Technology
Date Posted: July 18, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Time Varying Investment Barriers and Closed-End Country Fund Pricing
John Richard (Dick) Davies , Mary Fletcher and Andrew P. Marshall
University of Strathclyde - Department of Accounting and Finance , University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Strathclyde Business School
Date Posted: July 17, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Does Sentiment Predict UK Closed-End Country Fund Pricing?
John Richard (Dick) Davies , Mary Fletcher and Andrew P. Marshall
University of Strathclyde - Department of Accounting and Finance , University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Strathclyde Business School
Date Posted: July 17, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Short-Term Persistence in Mutual Fund Performance: International Evidence
Javier Vidal-García
Harvard University
Date Posted: July 17, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Pricing Volatility Options Under Stochastic Skew with Application to the VIX Index
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: July 17, 2014
Working Paper Series
16 downloads

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach
Economic Modelling, Vol. 42, 2014
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: July 17, 2014
Accepted Paper Series

Compensation Structure of Private Equity Funds
Forthcoming in Private Equity - Opportunities and Risk, eds. Kent Baker, Greg Filbeck, and Halil Kiymaz
Ji-Woong Chung
Korea University - Department of Finance
Date Posted: July 17, 2014
Last Revised: July 18, 2014
Accepted Paper Series

Incl. Electronic Paper Assessment of the Use of Theories within the Journal of Financial Counseling and Planning and the Contribution of the Family Financial Socialization Conceptual Model
Journal of Financial Counseling and Planning, Vol. 25, No. 1, 2014
Sharon M. Danes and Yunxi Yang
University of Minnesota - Twin Cities - Department of Family Social Science and University of Minnesota
Date Posted: July 17, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Classifying as Defensive or Cyclical -- A Bivariate Wavelet Analysis Perspective
Joanna Bruzda
Nicolaus Copernicus University
Date Posted: July 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Tenant Quality and REIT Liquidity Management
Ran Lu-Andrews
University of Connecticut
Date Posted: July 16, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Deflating the Sharpe Ratio
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: July 14, 2014
Last Revised: July 16, 2014
Working Paper Series
155 downloads

Incl. Electronic Paper Analogy Making and the Structure of Implied Volatility Skew
Hammad Siddiqi
University of Queensland
Date Posted: July 14, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Inflation Bets on the Long Bond
Harrison G. Hong , David Alexandre Sraer and Jialin Yu
Princeton University - Department of Economics , Princeton University and Hong Kong University of Science and Technology
Date Posted: July 14, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Risk-Return Analysis of Dynamic Investment Strategies
Benjamin Bruder and Nicolas Gaussel
Lyxor Asset Management and Lyxor Asset Management
Date Posted: July 14, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper What Happens 'Before the Birth' and 'After the Death' of a Hedge Fund?
Bankers, Markets & Investors, Forthcoming
Vikas Agarwal , Vyacheslav Fos and Wei Jiang
Georgia State University , University of Illinois at Urbana-Champaign and Columbia Business School - Finance and Economics
Date Posted: July 14, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Noise Momentum Around the World
Charlie X. Cai , Robert W. Faff and Yongcheol Shin
Leeds University Business School , University of Queensland and University of York (UK) - Department of Economics and Related Studies
Date Posted: July 13, 2014
Working Paper Series
21 downloads

Change-Point Analysis for Dependence Structures in Finance and Insurance
In: Risk Measures for the 21st Century, Giorgio Szegoe (Ed.), Wiley Finance Series, 2004, pp. 321-335.
Alexandra Dias and Paul Embrechts
University of Leicester School of Management and Swiss Federal Institute of Technology Zurich
Date Posted: July 11, 2014
Accepted Paper Series

The Art of Dependence Modelling: The Latest Advances in Correlation Analysis
In: Alternative Risk Strategies, Morton Lane (Ed.), Risk Books, London, 2002, pp. 339-356.
Peter Blum , Alexandra Dias and Paul Embrechts
Independent , University of Leicester School of Management and Swiss Federal Institute of Technology Zurich
Date Posted: July 11, 2014
Accepted Paper Series

The Benefits of Socially Responsible Investing: An Active Manager's Perspective
Indrani De and Michelle Clayman
New Amsterdam Partners, LLC and New Amsterdam Partners, LLC
Date Posted: July 11, 2014
Working Paper Series

Incl. Electronic Paper The Size, Cost and Asset Allocation of Australian Self-Managed Superannuation Funds
CIFR Paper No. 033/2014
Bruce Robert Arnold , Hazel Bateman , Andrew Ferguson and Adrian Raftery
University of New South Wales (UNSW) - School of Banking and Finance , University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation , University of Technology, Sydney - Discipline of Accounting and University of Technology Sydney (UTS)
Date Posted: July 10, 2014
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Agency Theory in Practice: A Qualitative Study of Hedge Fund Activism in Japan
Corporate Governance: An International Review, Vol. 22, Issue 4, pp. 296-311, 2014
John Buchanan , Dominic Heesang Chai and Simon Deakin
University of Cambridge - Centre for Business Research (CBR) , University of Manchester - Manchester Business School and University of Cambridge - Centre for Business Research (CBR)
Date Posted: July 10, 2014
Accepted Paper Series

Incl. Electronic Paper What Went Wrong: Prudent Management of Endowment Funds and Imprudent Endowment Investing Policies
Journal of College and University Law, Vol. 40, No. 2, 2014
James Fishman
Pace University - School of Law
Date Posted: July 09, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Comparing Performance Attribution Linking Methods: An Empirical Study
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: July 09, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Repos, Risk Aversion, and Haircuts
Daniel Lee Otto and Robert R. Reed
University of Alabama and University of Alabama
Date Posted: July 09, 2014
Last Revised: July 12, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Motivated Monitors: The Importance of Institutional Investors’ Portfolio Weights
Eliezer M. Fich , Jarrad Harford and Anh L. Tran
Drexel University - Department of Finance , University of Washington and City University London - Sir John Cass Business School
Date Posted: July 09, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Components of Portfolio Variance: R2, SelectionShare and TimingShare
Anders G. Ekholm
Hanken School of Economics - Department of Finance and Statistics
Date Posted: July 09, 2014
Last Revised: July 22, 2014
Working Paper Series
129 downloads

Incl. Electronic Paper What We Talk About When We Talk About a Mutual Fund's Reputation
Chong Huang and Fei Li
University of California, Irvine - Paul Merage School of Business and University of North Carolina (UNC) at Chapel Hill
Date Posted: July 09, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Are the Log-Returns of Italian Open-End Mutual Funds Normally Distributed? A Risk Assessment Perspective
Bank of Italy Temi di Discussione (Working Paper) No. 957
Michele Leonardo Bianchi
Bank of Italy
Date Posted: July 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Investment Beliefs of Endowments
Netspar Discussion Paper No. 06/2014-027
Andrew Ang , Andres Ayala and William N. Goetzmann
Columbia Business School - Finance and Economics , Columbia Business School - Finance and Economics and Yale School of Management - International Center for Finance
Date Posted: July 09, 2014
Working Paper Series
76 downloads

Incl. Electronic Paper Skill and Luck in Private Equity Performance
Netspar Discussion Paper No. 04/2014-026
Arthur G. Korteweg and Morten Sorensen
University of Southern California - Marshall School of Business and Columbia Business School
Date Posted: July 08, 2014
Working Paper Series
177 downloads

Incl. Electronic Paper The Superannuation System and Its Regulation: Views from Fund Executives
CIFR Paper No. 030/2014
Adam Butt , M. Scott Donald , F. Douglas Foster , Susan Thorp and Geoff Warren
Australian National University (ANU) , University of New South Wales (UNSW) , University of Technology, Sydney , University of Technology Sydney (UTS) - School of Finance and Economics and Centre for International Finance and regulation (CIFR)
Date Posted: July 08, 2014
Last Revised: July 18, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Measuring Time-Varying Market and Currency Risks with Stochastic Dominance: Evidence from Country Level Stock Returns
Sri Lanka Journal of Business Economics, Vol. 5, July 2014
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
3 downloads


 

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