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SSRN eLibrary Search Results
Mutual Funds, Hedge Funds, & Investment Industry eJournal
1,639,872 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 4,728
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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
2 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
1 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
20 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
7 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
63 downloads

Incl. Fee Electronic Paper Conditional Stochastic Dominance Tests in Dynamic Settings
International Economic Review, Vol. 55, Issue 3, pp. 819-838, 2014
Jesús Gonzalo and Jose Olmo
Universidad Carlos III de Madrid and University of Southampton
Date Posted: July 30, 2014
Accepted Paper Series

Incl. Electronic Paper Measuring Market Power in the Spanish Mutual Funds Industry for Retail Investors
Ramiro Losada
Comision Nacional del Mercado de Valores
Date Posted: July 29, 2014
Last Revised: July 30, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Private Equity in the United States and Europe: Market and Regulatory Developments
in Private Equity ‒ Opportunities and Risks, H. Kent Baker, Greg Filbeck, and Halil Kiymaz, Editors, Forthcoming ,
Alexandros Seretakis
Universite du Luxembourg
Date Posted: July 29, 2014
Accepted Paper Series
35 downloads

Incl. Electronic Paper Are Cash Flows Better Stock Return Predictors than Profits?
Stephen R. Foerster , John Tsagarelis and Grant Wang
University of Western Ontario - Richard Ivey School of Business , Primes Corporation and Highstreet Asset Management
Date Posted: July 28, 2014
Last Revised: July 30, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Cross-Market Spillovers with ‘Volatility Surprise’
Sofiane Aboura and Julien Chevallier
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG) and IPAG Business School
Date Posted: July 28, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Kuntara Pukthuanthong , Richard Roll and Junbo L. Wang
University of Missouri, Columbia , University of California, Los Angeles (UCLA) - Finance Area and University of Southern California - Marshall School of Business
Date Posted: July 28, 2014
Last Revised: July 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Sharpe Ratio and Alpha Decay in Continuous-Time
Ming Guo and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Date Posted: July 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Are Institutions Informed About News?
Swiss Finance Institute Research Paper No. 14-49
Terrence Hendershott , Dmitry Livdan and Norman Schürhoff
University of California, Berkeley - Haas School of Business , University of California, Berkeley and University of Lausanne
Date Posted: July 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Investment Competence and Advice Seeking
Kremena Bachmann and Thorsten Hens
University of Zurich - Swiss Banking Institute (ISB) and University of Zurich - Department of Banking and Finance
Date Posted: July 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating the Ethical Achievement Levels of Mutual Funds by Synthetic Indicators
Enrique Ballestero , David Pla-Santamaria , Mila Bravo and Ana Garcia Bernabeu
Polytechnic University of Valencia , Polytechnic University of Valencia - Department of Economics and Social Sciences , Polytechnic University of Valencia and Polytechnic University of Valencia
Date Posted: July 26, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Selected Topics in Mutual Fund Distribution
John A. Haslem
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2014
Last Revised: July 31, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Political Risk and Expected Government Bond Returns
Johan G. Duyvesteyn , Martin Martens and Patrick Verwijmeren
Robeco Asset Management , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 26, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Riding the Bubble with Convex Incentives
Juan M. Sotes-Paladino and Fernando Zapatero
The University of Melbourne - Department of Finance and University of Southern California - Marshall School of Business
Date Posted: July 25, 2014
Working Paper Series
8 downloads

Additive Subordination and Its Applications in Finance
Jing Li , Lingfei Li and Rafael Mendoza-Arriaga
Independent , The Chinese University of Hong Kong and University of Texas at Austin - Department of Information, Risk and Operations Management
Date Posted: July 25, 2014
Working Paper Series

Incl. Electronic Paper A Fuzzy Matching Model with Hurwicz Criteria for One-Shot Multi-Attribute Exchanges in E-Brokerage
Fuzzy Optimization and Decision Making, 2014
Zhong-Zhong Jiang , Ruiyou Zhang , Z. P. Fan and Xiaohong Chen
Northeastern University - School of Business Administration, Department of Information Management and Decision Sciences , Northeastern University China , Northeastern University - School of Business Administration, Department of Information Management and Decision Sciences and Central South University
Date Posted: July 25, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Deconstructing the Volatility Smile
Romano Trabalzini and William A McGhee
Imperial College London and Royal Bank of Scotland (RBS)
Date Posted: July 25, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Generalized Little's Law and an Asset Picking System to Model an Investment Portfolio: A Working Prototype
MIT Sloan Research Paper No. 5105-14
Marialuisa E A Ceprini
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 25, 2014
Working Paper Series
4 downloads

Overreaction Evidence from Large-Cap Stocks
Review of Accounting and Finance, Forthcoming
Tibebe A. Assefa , Omar A. Esqueda and Emilios C. Galariotis
Kentucky State University , Tarleton State University - Department of Accounting, Finance, & Economics and Audencia Nantes School of Management
Date Posted: July 25, 2014
Accepted Paper Series

Incl. Electronic Paper 'Activist' Hedge Funds: Creators of Lasting Wealth? What Do the Empirical Studies Really Say?
Yvan Allaire and Francois Dauphin
Institute for Governance of Private and Public Organizations (IGOPP) and Institute for Governance of Private and Public Organizations (IGOPP)
Date Posted: July 25, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Taking Stock
Marc Fandetti
Meketa Investment Group
Date Posted: July 25, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper The Shorting Premium and Asset Pricing Anomalies
NBER Working Paper No. w20282
Itamar Drechsler and Qingyi (Freda) Song Drechsler
New York University (NYU) - Department of Finance and University of Pennsylvania - Wharton Research Data Services
Date Posted: July 24, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Cape Around the World: Update 2014 – The Relationship between Risk and Return
Joachim Klement and Oliver Dettmann
Wellershoff & Partners Ltd. and Wellershoff & Partners Ltd
Date Posted: July 24, 2014
Working Paper Series
286 downloads

Incl. Electronic Paper Analysis of Retail Investor’s Behaviour in Mutual Funds Market in Rajasthan
Dr Preeti Sharma
Suresh Gyan Vihar University
Date Posted: July 24, 2014
Working Paper Series
1 downloads

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
20 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
16 downloads

Incl. Electronic Paper Strategies Based on Momentum and Term Structure in Financialized Commodity Markets
Adam Zaremba
Poznań University of Economics
Date Posted: July 23, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
FCN Working Paper No. 5/2014
Maxim Popov and Reinhard Madlener
Nexus Energie GmbH and RWTH Aachen University
Date Posted: July 23, 2014
Working Paper Series
5 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
22 downloads

Incl. Electronic Paper Tax Reforms to Promote Participation in Corporate Pensions
Nomura Journal of Capital Markets, Vol. 5, No. 4, 2014
Akiko Nomura
Nomura Institute of Capital Markets Research
Date Posted: July 22, 2014
Accepted Paper Series
5 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
5 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
7 downloads

Incl. Electronic Paper Long Memory and Regime Switching in the Second Moment: A Simulation Study
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 21, 2014
Working Paper Series
5 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
Last Revised: July 30, 2014
Working Paper Series
49 downloads

Incl. Electronic Paper Redefining Short Sales Constraints
Daniel Dupuis and Lawrence Kryzanowski
Concordia University - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: July 20, 2014
Working Paper Series
7 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
27 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
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , 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
31 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
15 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
9 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
4 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
5 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
32 downloads


 

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