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SSRN eLibrary Search Results
Robert H. Smith: Finance (Topic)
106,684 Total downloads

Robert H. Smith School of Business Logo
Showing Papers 1 - 50 of 228
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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
162 downloads

Incl. Electronic Paper Selected Topics in Mutual Fund Distribution
Robert H. Smith School Research Paper No. RHS 2470116
John A. Haslem
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2014
Last Revised: August 17, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Empirical Models of Manufacturer-Retailer Interaction: A Review and Agenda for Future Research
Marketing Letters, Vol. 21, No. 3, pp. 273-285, 2010 , Tuck School of Business Working Paper No. 2465625
Kusum L. Ailawadi , Eric Bradlow , Michaela Draganska , Vincent R. Nijs , Robert P. Rooderkerk , K. Sudhir , Kenneth C. Wilbur and Jie Zhang
Dartmouth College - Tuck School of Business , University of Pennsylvania - Marketing Department , Independent , Northwestern University - Department of Marketing , Tilburg University , Yale School of Management , University of California, San Diego (UCSD) - Rady School of Management and University of Maryland - Robert H. Smith School of Business
Date Posted: July 14, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Offshore Activities and Financial vs Operational Hedging
Robert H. Smith School Research Paper No. RHS 2456323
Gerard Hoberg and Katie Moon
University of Maryland - Department of Finance and Securities and Exchange Commission (SEC)
Date Posted: June 19, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Does Speculative Activity Have Real Effects?
Robert H. Smith School Research Paper No. RHS 2423360
Tao Li and Mark Loewenstein
City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Maryland - Robert H. Smith School of Business
Date Posted: April 12, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Mutual Fund Competition, Managerial Skill, and Alpha Persistence
Robert H. Smith School Research Paper No. RHS 2422906
Gerard Hoberg , Nitin Kumar and Nagpurnanand R. Prabhala
University of Maryland - Department of Finance , Indian School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: April 11, 2014
Working Paper Series
90 downloads

Incl. Electronic Paper Smooth Trading with Overconfidence and Market Power
Robert H. Smith School Research Paper No. RHS 2423207
Albert S. Kyle , Anna A. Obizhaeva and Yajun Wang
University of Maryland , University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: April 10, 2014
Last Revised: May 05, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Reforming Public Pensions
Yale Law & Policy Review, Vol. 33, No. 1, 2014, Robert H. Smith School Research Paper No. RHS 2419824
T. Leigh Anenson , Alex Slabaugh and Karen Eilers Lahey
University of Maryland - Robert H. Smith School of Business , SS & G and University of Akron - Department of Finance
Date Posted: April 04, 2014
Accepted Paper Series
107 downloads

Incl. Electronic Paper A Spanning Series Approach to Options
Robert H. Smith School Research Paper No. RHS 2416989
Steven L. Heston and Alberto G. Rossi
University of Maryland - Department of Finance and University of Maryland - Department of Finance
Date Posted: March 28, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper Modeling and Monitoring Risk Acceptability in Markets: The Case of the Credit Default Swap Market
Robert H. Smith School Research Paper No. RHS 2414722
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: March 26, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper Joint Calibration of SPX and VIX Option Surfaces: With Applications to Pricing and Hedging Equity and Volatility Linked Hybrid Notes
Robert H. Smith School Research Paper No. RHS 2414150
Dilip B. Madan and Martijn Pistorius
University of Maryland - Robert H. Smith School of Business and Imperial College London
Date Posted: March 25, 2014
Working Paper Series
69 downloads

Incl. Electronic Paper Asset Pricing Theory for Two Price Economies
Robert H. Smith School Research Paper No. RHS 2414134
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: March 25, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Taxes and Leverage at Multinational Corporations
Western Finance Association, 2014, NBER Summer Institute, Corporate Finance Workshop, 2014, Robert H. Smith School Research Paper
Michael W. Faulkender and Jason M. Smith
University of Maryland - Robert H. Smith School of Business and Utah State University
Date Posted: November 12, 2013
Last Revised: July 17, 2014
Working Paper Series
125 downloads

Incl. Electronic Paper News versus Sentiment: Comparing Textual Processing Approaches for Predicting Stock Returns
Robert H. Smith School Research Paper
Steven L. Heston and Nitish Ranjan Sinha
University of Maryland - Department of Finance and Board of Governers of the Federal Reserve System
Date Posted: August 18, 2013
Last Revised: April 25, 2014
Working Paper Series
1496 downloads

Incl. Electronic Paper Do Fraudulent Firms Strategically Manage Disclosure?
Vanderbilt Owen Graduate School of Management Research Paper No. 2298302, Robert H. Smith School Research Paper
Gerard Hoberg and Craig M. Lewis
University of Maryland - Department of Finance and Vanderbilt University - Finance
Date Posted: July 26, 2013
Last Revised: August 27, 2014
Working Paper Series
297 downloads

Incl. Electronic Paper Implied Liquidity - Towards Stochastic Liquidity Modeling and Liquidity Trading
José Manuel Corcuera , Florence Guillaume , Dilip B. Madan and Wim Schoutens
University of Barcelona - Faculty of Mathematics , University of Antwerp , University of Maryland - Robert H. Smith School of Business and KU Leuven - Department of Mathematics
Date Posted: February 14, 2011
Working Paper Series
263 downloads

Incl. Electronic Paper Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk
Robert H. Smith School Research Paper No. RHS 06-136
Dilip B. Madan , Ernst Eberlein and Wim Schoutens
University of Maryland - Robert H. Smith School of Business , University of Freiburg and KU Leuven - Department of Mathematics
Date Posted: January 31, 2011
Last Revised: October 25, 2011
Working Paper Series
201 downloads

Incl. Electronic Paper Tenor Specific Pricing
Robert H. Smith School Research Paper No. RHS-06-143
Dilip B. Madan and Wim Schoutens
University of Maryland - Robert H. Smith School of Business and KU Leuven - Department of Mathematics
Date Posted: January 31, 2011
Last Revised: February 23, 2012
Working Paper Series
172 downloads

Incl. Electronic Paper The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Gurdip Bakshi , George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business , affiliation not provided to SSRN and University of British Columbia (UBC) - Division of Finance
Date Posted: January 25, 2011
Last Revised: February 29, 2012
Working Paper Series
1125 downloads

Incl. Electronic Paper Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness
Robert H. Smith School Research Paper No. RHS 06-132
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: September 20, 2010
Last Revised: November 23, 2010
Working Paper Series
131 downloads

Incl. Electronic Paper Execution Costs and Efficient Execution Frontiers
Robert H. Smith School Research Paper No. RHS 06-131
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: September 20, 2010
Last Revised: November 23, 2010
Working Paper Series
105 downloads

Incl. Electronic Paper S&P 500 Index Option Surface Drivers and their Real World and Risk Neutral Covariations
Robert H. Smith School Research Paper No. RHS 06-130
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: September 20, 2010
Last Revised: November 20, 2010
Working Paper Series
143 downloads

Incl. Electronic Paper Conic Coconuts: The Pricing of Contingent Capital Notes Using Conic Finance
Robert H. Smith School Research Paper No. RHS 06-135
Dilip B. Madan and Wim Schoutens
University of Maryland - Robert H. Smith School of Business and KU Leuven - Department of Mathematics
Date Posted: July 08, 2010
Last Revised: November 23, 2010
Working Paper Series
302 downloads

Incl. Electronic Paper Joint Risk Neutral Laws and Hedging
Robert H. Smith School Research Paper No. RHS 06-140
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: May 08, 2010
Last Revised: January 27, 2011
Working Paper Series
126 downloads

Incl. Electronic Paper How Do Firm Financial Conditions Affect Product Quality and Pricing?
AFA 2011 Denver Meetings Paper, Robert H. Smith School Research Paper No. RHS RHS-06-141
Gordon M. Phillips and Giorgo Sertsios
University of Southern California and Universidad de los Andes, Chile
Date Posted: March 16, 2010
Last Revised: February 18, 2011
Working Paper Series
276 downloads

Incl. Electronic Paper The Valuation of Structured Products Using Markov Chain Models
Robert H. Smith School Research Paper No. RHS 06-142
Dilip B. Madan , Martijn Pistorius and Wim Schoutens
University of Maryland - Robert H. Smith School of Business , Imperial College London and KU Leuven - Department of Mathematics
Date Posted: March 04, 2010
Last Revised: May 14, 2011
Working Paper Series
271 downloads

Incl. Electronic Paper The Effects of Resolution Methods and Industry Stress on the Loss on Assets from Bank Failures
FDIC Center for Financial Research Working Paper No. 2009-11, Journal of Financial Stability, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-143
Rosalind L. Bennett and Haluk Unal
FDIC Division of Insurance and Researech and University of Maryland - Robert H. Smith School of Business
Date Posted: February 24, 2010
Last Revised: August 12, 2014
Working Paper Series
123 downloads

Incl. Electronic Paper Location Strategies for Agglomeration Economies
Harvard Business School Strategy Unit Working Paper No. 10-071, Robert H. Smith School Research Paper No. RHS 06-144
Juan Alcacer and Wilbur Chung
Harvard University - Strategy Unit and University of Maryland - Robert H. Smith School of Business
Date Posted: February 20, 2010
Last Revised: January 30, 2011
Working Paper Series
202 downloads

Incl. Electronic Paper Conic Financial Markets and Corporate Finance
Robert H. Smith School Research Paper No. RHS 06-121
Wim Schoutens and Dilip B. Madan
KU Leuven - Department of Mathematics and University of Maryland - Robert H. Smith School of Business
Date Posted: February 04, 2010
Last Revised: May 13, 2010
Working Paper Series
276 downloads

Incl. Electronic Paper Simple Processes and the Pricing and Hedging of Cliquets
Robert H. Smith School Research Paper No. RHS 06-111
Dilip B. Madan and Wim Schoutens
University of Maryland - Robert H. Smith School of Business and KU Leuven - Department of Mathematics
Date Posted: February 03, 2010
Last Revised: May 03, 2010
Working Paper Series
175 downloads

Incl. Electronic Paper A Tale of Two Volatilities
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 13, 2010
Working Paper Series
155 downloads

Incl. Electronic Paper Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk
Robert H. Smith School Research Paper No. RHS 06-113
Ernst Eberlein , Thomas Gehrig and Dilip B. Madan
University of Freiburg , University of Vienna - Faculty of Business, Economics, and Statistics and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 03, 2010
Working Paper Series
243 downloads

Incl. Electronic Paper Illiquid Markets as a Counterparty: An Introduction to Conic Finance
Robert H. Smith School Research Paper No. RHS 06-115
Dilip B. Madan and Alexander S. Cherny
University of Maryland - Robert H. Smith School of Business and Moscow State University
Date Posted: January 28, 2010
Last Revised: May 11, 2010
Working Paper Series
452 downloads

Incl. Electronic Paper Local Volatility Enhanced by a Jump to Default
Robert H. Smith School Research Paper No. RHS 06-119
Peter Carr and Dilip B. Madan
New York University (NYU) - Courant Institute of Mathematical Sciences and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 13, 2010
Working Paper Series
251 downloads

Incl. Electronic Paper Non Gaussian Models of Dependence in Returns
Robert H. Smith School Research Paper No. RHS 06-112
Ajay Khanna and Dilip B. Madan
affiliation not provided to SSRN and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 14, 2010
Working Paper Series
193 downloads

Incl. Electronic Paper On Correlating Lévy Processes
Robert H. Smith School Research Paper No. RHS 06-118
Ernst Eberlein and Dilip B. Madan
University of Freiburg and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 13, 2010
Working Paper Series
238 downloads

Incl. Electronic Paper On Pricing Risky Loans and Collateralized Fund Obligations
Robert H. Smith School Research Paper No. RHS 06-145
Ernst Eberlein , Hélyette Geman and Dilip B. Madan
University of Freiburg , University of London, Birkbeck College - School of Economics, Mathematics and Statistics and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: January 30, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Pricing and Hedging Basket Options to Prespecified Levels of Acceptability
Robert H. Smith School Research Paper No. RHS 06-147
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: January 30, 2011
Working Paper Series
164 downloads

Incl. Electronic Paper Short Positions, Rally Fears and Option Markets
Robert H. Smith School Research Paper No. RHS 06-120
Ernst Eberlein and Dilip B. Madan
University of Freiburg and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 13, 2010
Working Paper Series
75 downloads

Incl. Electronic Paper The Distribution of Returns at Longer Horizons
Robert H. Smith School Research Paper No. RHS 06-146
Ernst Eberlein and Dilip B. Madan
University of Freiburg and University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: January 30, 2011
Working Paper Series
112 downloads

Incl. Electronic Paper The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX
Robert H. Smith School Research Paper No. RHS 06-117
Dilip B. Madan and Marc Yor
University of Maryland - Robert H. Smith School of Business and Universite Paris
Date Posted: January 28, 2010
Last Revised: May 13, 2010
Working Paper Series
301 downloads

Incl. Electronic Paper Variance Swap Portfolio Theory
Robert H. Smith School Research Paper No. RHS 06-114
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: January 28, 2010
Last Revised: May 03, 2010
Working Paper Series
321 downloads

Incl. Electronic Paper Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies
Management Science, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-106
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Date Posted: September 20, 2009
Last Revised: March 11, 2014
Accepted Paper Series
859 downloads

Incl. Electronic Paper On Information Quality
Robert H. Smith School Research Paper No. RHS 06-100
Ron S. Kenett and Galit Shmueli
KPA Ltd. and Indian School of Business
Date Posted: August 31, 2009
Last Revised: August 13, 2012
Working Paper Series
472 downloads

Incl. Electronic Paper Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Robert H. Smith School Research Paper No. RHS 06-107
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and affiliation not provided to SSRN
Date Posted: August 28, 2009
Last Revised: February 29, 2012
Working Paper Series
135 downloads

Incl. Electronic Paper Judging Borrowers by the Company They Keep: Friendship Networks and Information Asymmetry in Online Peer-to-Peer Lending
Western Finance Association 2009 Annual Meeting Paper
Mingfeng Lin , Nagpurnanand R. Prabhala and Siva Viswanathan
University of Arizona - Eller College of Management , University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: March 09, 2009
Last Revised: June 19, 2014
Working Paper Series
1528 downloads

Incl. Electronic Paper Strategic Legacy Creation
Viewpoints, pp. 39-50, 2004
Maximilian Martin
University of St. Gallen
Date Posted: January 02, 2009
Accepted Paper Series
79 downloads

Incl. Electronic Paper Do Higher-Moment Equity Risks Explain Hedge Fund Returns?
Robert H. Smith School Research Paper No. RHS 06-153
Vikas Agarwal , Gurdip Bakshi and Joop Huij
Georgia State University , University of Maryland - Robert H. Smith School of Business and Erasmus University - Rotterdam School of Management
Date Posted: March 21, 2008
Last Revised: January 30, 2011
Working Paper Series
832 downloads

Incl. Electronic Paper False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Laurent Barras , O. Scaillet and Russ Wermers
McGill University - Desautels Faculty of Management , University of Geneva - HEC and University of Maryland - Robert H. Smith School of Business
Date Posted: March 05, 2008
Last Revised: February 03, 2011
Accepted Paper Series
4554 downloads

Incl. Electronic Paper Deposit Insurance and Bank Intermediation in the Long Run
BIS Working Paper No. 156
Robert Cull , Marco Sorge and Lemma W. Senbet
World Bank - Development Research Group (DECRG) , World Bank Group - International Finance Corporation and University of Maryland - Robert H. Smith School of Business
Date Posted: September 20, 2007
Working Paper Series
280 downloads


 

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