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SSRN eLibrary Statistics:

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Abstracts: 561,206
Full Text Papers: 463,710
Authors: 260,529
Papers Received in
  Last 12 months:
63,871

Paper Downloads:
To date: 77,954,818
Last 12 months: 9,683,900
Last 30 days: 661,915

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262,270
Total References: 9,034,735
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5,983,061
Papers with
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  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
Mutual Funds, Hedge Funds, & Investment Industry eJournal
1,654,418 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 4,758
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Incl. Electronic Paper Parameterizing Opportunity Set Risk within Venture Capital Markets
Oghenovo A. Obrimah
Babcock University
Date Posted: August 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Entrepreneurial Mutual Fund Managers
Jing XIE
National University of Singapore (NUS) - Department of Finance
Date Posted: August 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper An Analysis of Performance of Mutual Funds: Public Sector vs Private Sector
Tarini Chauhan and Jayant Gautam
G. B. Pant University of Agriculture and Technology - College of Agribusiness Management and G. B. Pant University of Agriculture and Technology - College of Agribusiness Management
Date Posted: August 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Asset Allocation: Analysis of Theory and Practice in the Australian Investment Management Industry
Lujer Santacruz
University of Southern Queensland - Faculty of Business
Date Posted: August 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Ranking Intraday Volatility Estimators Using Empirical Criteria
Colin T Bowers and Christopher Heaton
Macquarie University - Department of Economics and Macquarie University - Department of Economics
Date Posted: August 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control: With Applications to Delegated Portfolio Management
Raymond C. W. Leung
University of California, Berkeley - Haas School of Business
Date Posted: August 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Markowitz Revisited Social Portfolio Engineering
Stephan M. Gasser , Thomas Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business Administration - Institute for Finance, Banking and Insurance , Vienna University of Economics and Business Administration - Institute for Finance, Banking and Insurance and Modul University Vienna
Date Posted: August 18, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Where Should Active Asian Equity Strategies Focus: Stock Selection or Asset Allocation
Pranay Gupta , Bing Li and Rohit Sharma
Global Association of Alternative Investors , Independent and ING Investment Management, Asia Pacific
Date Posted: August 18, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper A Note on Minimum Riskiness Hedge Ratio
Donald D. Lien and Sina Ehsani
University of Texas at San Antonio - College of Business - Department of Economics and University of Texas at San Antonio
Date Posted: August 17, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Alternative Investments: Inflation Hedger or Mean-Variance Efficient?
Muhammad Muzammal Murtaza , Khurram Shahzad and Abida Perveen
University of Central Punjab - UCP Business School , Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Date Posted: August 17, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Skill or Luck? The Outperformance of Highly Active Funds
Anna Helen von Reibnitz
Australian National University (ANU)
Date Posted: August 15, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper International Financial Institutions (IFIs) and Sovereign Wealth Funds — SWFs as Instruments to Combat Corruption and Enhance Fiscal Discipline in Developing States
Larry Catá Backer
Pennsylvania State University - Dickinson School of Law
Date Posted: August 15, 2014
Working Paper Series
11 downloads

Default Investment Strategies in a Defined Contribution Pension System: A Pension Risk Model Application for the Chilean Case
Journal of Pension Economics and Finance, 12(4), pp. 379-414
Félix Villatoro , Solange Berstein and Olga Fuentes
Adolfo Ibanez University , Independent and Independent
Date Posted: August 15, 2014
Accepted Paper Series

Incl. Electronic Paper Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect
Zeno Adams and Thorsten W. Glück
University of Saint Gallen - SoF: School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Date Posted: August 14, 2014
Last Revised: August 15, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper On the Dynamics of Corporate Bond Ownership
Massimo Massa , Hong Zhang and Weina Zhang
INSEAD - Finance , INSEAD - Finance and Department of Finance, National University of Singapore
Date Posted: August 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Effects of Private Equity and Venture Capital on Sales and Employment Growth in Small and Medium Sized Businesses
Journal of Banking and Finance, Vol. 47, pp. 177-197, 2014
John Paglia and Maretno Agus Harjoto
Pepperdine University - Graziadio School of Business and Management and Pepperdine University - Graziadio School of Business and Management
Date Posted: August 13, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Testing Rebalancing Strategies for Stock-Bond Portfolios Across Different Asset Allocations
Hubert Dichtl , Wolfgang Drobetz and Martin Wambach
Alpha Portfolio Advisors , University of Hamburg and University of Hamburg
Date Posted: August 13, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Two-Tier Board System and Underpricing of Initial Public Offerings: Evidence from Austria
Lalith P. Samarakoon and Palani-Rajan Kadapakkam
University of St. Thomas and University of Texas at San Antonio - Department of Finance
Date Posted: August 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Evaluation of Systematic Trading Programs
Mikhail Munenzon
Reformation Technologies
Date Posted: August 12, 2014
Last Revised: August 17, 2014
Working Paper Series
631 downloads

Incl. Electronic Paper How Do Momentum Strategies 'Score' Against Individual Investors in Taiwan, Hong Kong and Korea?
Anurag Narayan Banerjee and Chi-Hsiou Daniel Hung
Durham Business School and Adam Smith Business School
Date Posted: August 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tax Aware Investment Management by Public Offer Superannuation Funds in Australia: Attitudes, Practices and Expectations
Gordon Mackenzie and Margaret A. McKerchar
University of New South Wales - Australian Taxation Studies Program (ATAX) and University of New South Wales (UNSW)
Date Posted: August 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Mean-Reversion and Optimization
Zura Kakushadze
Quantigic Solutions LLC
Date Posted: August 11, 2014
Working Paper Series
65 downloads

Incl. Electronic Paper Property-Ization: The Process by Which Financial Corporate Power Has Risen
Jongchul Kim
Columbia Law School
Date Posted: August 11, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper How to Lose Money in the Financial Markets: Examples from the Recent Financial Crisis
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 10, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Fund Manager Characteristics and Performance
Forthcoming in Investment Analysts Journal
Yi Fang and Haiping Wang
Center for Quantitative Economics, Jilin University and York University
Date Posted: August 09, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper Tracking Error and Portfolio Diversification Using Mutual Funds and ETFs
Mark Potter
Babson College - Finance Division
Date Posted: August 08, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Self Fulfilling Prophecy of Popular Asset Pricing Models
Jason C. Hsu and Bradford Cornell
Research Affiliates, LLC and California Institute of Technology
Date Posted: August 08, 2014
Working Paper Series
65 downloads

Incl. Electronic Paper Value Investing: Smart Beta vs. Style Indices
Journal of Indexes, Forthcoming
Jason C. Hsu
Research Affiliates, LLC
Date Posted: August 07, 2014
Accepted Paper Series
91 downloads

Incl. Electronic Paper Characterising the Asymmetric Dependence Premium
Jamie Alcock and Anthony Hatherley
The University of Sydney Business School and Citigroup, Inc. - Citigroup - Sydney
Date Posted: August 07, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Shadow Banking: The Money View
Zoltan Pozsar
U.S. Treasury DepartmentInstitute for New Economic Thinking (INET)
Date Posted: August 06, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Specific Risk and Replication of Factor Returns
Simone Pavanelli
Eurizon Capital SGR
Date Posted: August 06, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Risk-Sensitive Investment in a Market with Animal Spirits
Grzegorz Andruszkiewicz , Mark Davis and Sebastien Lleo
Imperial College London , Imperial College London and NEOMA Business School
Date Posted: August 05, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper La misurazione del rischio e l'analisi delle relative criticità per i Fondi Hedge ((Risk Measurement for Hedge Funds and Related Issues)
Giuseppe Orlando
Università degli Studi di Bari “Aldo Moro” - Dipartimento di Scienze Economiche e Metodi Matematici
Date Posted: August 03, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Evaluating Trading Strategies
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Duke University
Date Posted: August 03, 2014
Last Revised: August 09, 2014
Working Paper Series
863 downloads

Incl. Electronic Paper Aggregate Short Interest and Return Predictability
WFA - Center for Finance and Accounting Research Working Paper No. 14/002
David Rapach , Matthew Ringgenberg and Guofu Zhou
Saint Louis University - John Cook School of Business , Washington University in Saint Louis - Olin Business School and Washington University in St. Louis - Olin School of Business
Date Posted: August 02, 2014
Last Revised: August 20, 2014
Working Paper Series
84 downloads

Incl. Electronic Paper Developing a Government Reporting Taxonomy
Neal M. Snow and Jacqueline Reck
University of South Florida - School of Accountancy and University of South Florida - College of Business Administration
Date Posted: August 02, 2014
Working Paper Series
11 downloads

Passive Investing
Jesse Blocher and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Date Posted: August 02, 2014
Working Paper Series

Incl. Electronic Paper Disappearance and Survivorship Bias of Corporate Bond Funds
Martin Rohleder , Hendrik Scholz and Marco Wilkens
University of Augsburg , Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and University of Augsburg
Date Posted: August 02, 2014
Working Paper Series
19 downloads

The Valuation of Hedge Funds' Equity Positions
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Gjergji Cici , Alexander Kempf and Alexander Puetz
College of William and Mary - Mason School of Business , University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance
Date Posted: August 02, 2014
Accepted Paper Series

Variance Swaps in a Market with Jumps and Stochastic Volatility: An Investigation of Model Risk
Guillaume Coqueret , Bertrand Tavin and Arthur Villard-Sichel
EDHEC Business School , EMLYON Business School and Independent
Date Posted: August 02, 2014
Working Paper Series

Incl. Electronic Paper Strategic Interactions and Portfolio Choice in Money Management: Evidence from Colombian Pension Funds
World Bank Policy Research Working Paper No. 6994
Alvaro Pedraza Morales
World Bank
Date Posted: August 01, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Follow the Money: Investor Trading Around Investor-Paid Rating Changes
Utpal Bhattacharya , Kelsey D. Wei and Han Xia
Indiana University - Kelley School of Business - Department of Finance , University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: August 01, 2014
Last Revised: August 11, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Morningstar Mutual Fund Measures and Selection Model
Journal of Wealth Management, Vol. 17, No. 2, pp, 19-30 (Fall 2014 Forthcoming), Robert H. Smith School Research Paper No. RHS 2474225
John A. Haslem
University of Maryland - Robert H. Smith School of Business
Date Posted: August 01, 2014
Accepted Paper Series
138 downloads

Incl. Electronic Paper Economies of Extremes: Lessons from Venture-Capital Decision Making
Journal of Operations Management, Forthcoming
Suzanne de Treville , Jeffrey S Petty and Stefan Wager
University of Lausanne - Faculty of Business and Economics , University of Lausanne - Faculty of Business and Economics and Stanford University - Department of Statistics
Date Posted: August 01, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Performance of Asset Allocation Strategies in Europe: An Out-of-Sample Assessment
Martin Lozano and Francisco Javier Navarro Sanchez
Independent and University of Valencia
Date Posted: August 01, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Does Buy-and-Hold Pay Off in Structured Products? An Analysis of Account-Level Transactions
Youngsoo Choi , Woojin Kim and Eunji Kwon
Hankuk University of Foreign Studies , Seoul National University - Business School and Hankuk University of Foreign Studies
Date Posted: August 01, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Information Content of Earnings Forecasts and a Portfolio Application
David J. Ashton and Chau Trinh
University of Bristol - Department of Economics and University of Bristol - School of Economics, Finance and Management
Date Posted: July 31, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Better Returns in a Better World
Helena Vines Fiestas , Rory Sullivan and Rachel Crossley
BNP Paribas , University of Leeds and World Bank
Date Posted: July 31, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Does Greater Diversification Really Improve Performance in Portfolio Selection?
Francesco Cesarone , Jacopo Moretti and Fabio Tardella
Roma Tre University - Department of Business Studies , Roma Tre University - Department of Business Studies and Faculty of Economics - Sapienza University of Rome
Date Posted: July 30, 2014
Working Paper Series
104 downloads

Incl. Electronic Paper Portfolio Optimization & Stochastic Volatility Asymptotics
Jean-Pierre Fouque , Ronnie Sircar and Thaleia Zariphopoulou
University of California, Santa Barbara - Statistics & Applied Probablity , Princeton University - Department of Operations Research and Financial Engineering and University of Texas at Austin - Red McCombs School of Business
Date Posted: July 30, 2014
Working Paper Series
33 downloads


 

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