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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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Last 12 months: 11,172,224
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SSRN eLibrary Search Results
JEL Code: G11
2,575,485 Total downloads
Showing Papers 1 - 50 of 7,219
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'Efficient Portfolio Management' - A Guide to Effective Investment Supervision Processes
Sharath M. Sury
Santa Clara University
Date Posted: March 07, 2010
Working Paper Series

'Hot Hands' in Bond Funds
Journal of Banking and Finance, Vol. 32, pp. 559-572, 2008
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Date Posted: April 19, 2007
Last Revised: April 24, 2008
Accepted Paper Series

Incl. Electronic Paper 'Hot Hands' in Bond Funds
ERIM Research Paper Series
 Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Date Posted: August 26, 2005
Working Paper Series
884 downloads

Incl. Electronic Paper 'Is it the Weather?'
ERIM Report Series Reference No. ERS-2004-100-F&A
 Ben Jacobsen and Wessel Marquering
New Zealand Institute of Advanced Study and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 21, 2005
Last Revised: December 19, 2009
Working Paper Series
390 downloads

Incl. Electronic Paper 'Ito's Lemma' and the Bellman Equation for Poisson Processes: An Applied View
CESifo Working Paper Series No. 1684
 Ken Sennewald and Klaus Wälde
Ifo Institute for Economic Research and University of Mainz
Date Posted: March 31, 2006
Working Paper Series
490 downloads

Incl. Electronic Paper 'Loss Probability Aversion': The Importance of the Probability of Loss in Investment Decisions
 Stefan Zeisberger
University of Zurich - Department of Banking and Finance
Date Posted: November 03, 2012
Last Revised: March 28, 2013
Working Paper Series
141 downloads

Incl. Electronic Paper 'Maximal' Convenience Yield Model Implied by Commodity Futures
EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
 Jaime Casassus and Pierre Collin-Dufresne
Pontificia Universidad Catolica de Chile and Columbia Business School - Finance and Economics
Date Posted: February 27, 2002
Working Paper Series
1408 downloads

Incl. Electronic Paper 'Old' Money Matters: The Sensitivity of Mutual Fund Redemption Decisions to Past Performance
EFA 2006 Zurich Meetings Paper
 Zoran Ivkovich and Scott J. Weisbenner
Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: May 22, 2006
Working Paper Series
353 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
 Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
195 downloads

Incl. Electronic Paper 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance
GARP Risk Professional, pp. 47-50, February 2011
 Attilio Meucci
SYMMYS
Date Posted: January 23, 2011
Accepted Paper Series
3317 downloads

Incl. Electronic Paper 'Real' Assets
Columbia Business School Research Paper No. 12-60
 Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2012
Working Paper Series
1076 downloads

Incl. Electronic Paper 'Sell in May and Go Away' Just Won't Go Away
Financial Analysts Journal, Forthcoming
 Sandro C. Andrade , Vidhi Chhaochharia and Michael E. Fuerst
University of Miami - Department of Finance , University of Miami and University of Miami
Date Posted: July 23, 2012
Last Revised: March 18, 2013
Working Paper Series
589 downloads

Incl. Electronic Paper 'The Plan Sponsor’s Goal' Revisited
 Dimitry Mindlin
CDI Advisors
Date Posted: December 15, 2009
Working Paper Series
33 downloads

'The Weighted Average Cost of Capital is Not Quite Right': A Comment
Quarterly Review of Economics and Finance, Vol. 49, No. 3, 2009
 Axel Pierru
KAPSARC
Date Posted: December 05, 2009
Accepted Paper Series

'The Weighted Average Cost of Capital is Not Quite Right': A Rejoinder
Quarterly Review of Economics and Finance, Vol. 49, No. 4, 2009
 Axel Pierru
KAPSARC
Date Posted: December 04, 2009
Accepted Paper Series

Incl. Electronic Paper (R)Evolution of Asset Allocation
 Fabian Dori , Frank Haeusler and David Stefanovits
1741 Asset Management Ltd. , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 08, 2011
Last Revised: February 11, 2012
Working Paper Series
411 downloads

Incl. Electronic Paper 1/N
EFA 2006 Zurich Meetings
 Victor DeMiguel , Lorenzo Garlappi and Raman Uppal
London Business School , University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Date Posted: June 23, 2006
Working Paper Series
1230 downloads

Incl. Electronic Paper 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
 Carolina Fugazza , Massimo Guidolin and Giovanna Nicodano
affiliation not provided to SSRN , Bocconi University - Department of Finance and University of Turin - Department of Economics and Financial Sciences G. Prato
Date Posted: January 09, 2010
Last Revised: August 08, 2011
Working Paper Series
247 downloads

Incl. Electronic Paper 10 Years Later: Where in the World is Equal Weight Indexing Now?
 Liyu Zeng and Frank Luo
Standard & Poor's and Standard & Poor's
Date Posted: April 28, 2013
Working Paper Series
306 downloads

Incl. Electronic Paper 130/30 Investing: Just Another Hype or Here to Stay?
 David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: May 14, 2008
Working Paper Series
628 downloads

Incl. Electronic Paper 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors
FIN Working Paper No. 99-074
 Richard M. Levich , Gregory S. Hayt and Beth A. Ripston
New York University (NYU) - Department of Finance , Rutter Associates LLC and KPMG LLP, Montvale
Date Posted: March 01, 2000
Working Paper Series
1340 downloads

Incl. Electronic Paper 1999 Pricing Performance of Market Advisory Services for Corn and Soybeans
AgMas Report No. 2000-04
 Scott H. Irwin , Darrel L. Good and João Martines-Filho
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics , University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: February 04, 2001
Working Paper Series
50 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Alternative Investment Strategies
 Mikhail Munenzon
The Observatory
Date Posted: May 02, 2010
Last Revised: June 07, 2010
Working Paper Series
1060 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Traditional Asset Classes
 Mikhail Munenzon
The Observatory
Date Posted: April 02, 2010
Last Revised: May 11, 2010
Working Paper Series
1501 downloads

Incl. Electronic Paper 401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers
 Jeffrey R. Brown , Nellie Liang and Scott J. Weisbenner
University of Illinois College of Law , Federal Reserve Board and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 30, 2004
Working Paper Series
173 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity
EBRI Issue Brief, No. 205, January 1999
 Jack VanDerhei , Russell Galer , John David Rea and Carol Quick
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: July 21, 2009
Last Revised: August 17, 2009
Working Paper Series
65 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2001
EBRI Issue Brief, No. 255, March 2003
 Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: April 08, 2003
Accepted Paper Series
55 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2002
EBRI Issue Brief, No. 261, September 2003
 Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 06, 2003
Accepted Paper Series
42 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2003
EBRI Issue Brief, No. 272, August 2004
 Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 18, 2004
Accepted Paper Series
102 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2004
EBRI Issue Brief, No. 285, September 2005
 Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 28, 2005
Accepted Paper Series
149 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2005
EBRI Issue Brief, No. 296, August 2006
 Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 24, 2006
Accepted Paper Series
280 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2006
EBRI Issue Brief, No. 308, August 2007
 Jack VanDerhei , Sarah Holden , Craig Copeland and Luis Alonso
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Employee Benefit Research Institute (EBRI)
Date Posted: August 10, 2007
Accepted Paper Series
144 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity in 2007
EBRI Issue Brief, No. 324, December 2008
 Jack VanDerhei , Sarah Holden , Luis Alonso and Craig Copeland
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Employee Benefit Research Institute (EBRI)
Date Posted: December 22, 2008
Accepted Paper Series
76 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2008
EBRI Issue Brief, No. 335, October 2009
 Jack VanDerhei , Sarah Holden and Luis Alonso
Employee Benefit Research Institute (EBRI) , Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 13, 2009
Accepted Paper Series
50 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2009
EBRI Issue Brief, No. 350, November 2010
 Jack VanDerhei , Sarah Holden and Luis Alonso
Employee Benefit Research Institute (EBRI) , Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: November 23, 2010
Accepted Paper Series
47 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2010
EBRI Issue Brief, No. 366, December 2011
 Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: December 24, 2011
Accepted Paper Series
47 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2011
EBRI Issue Brief, Number 380, December 2012
 Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: December 22, 2012
Accepted Paper Series
24 downloads

Incl. Electronic Paper A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting Paper
 Doina Chichernea , Anthony Dewayne Holder and Alex Petkevich
The University of Toledo - Department of Finance , University of Toledo - Department of Accounting and The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
 Dimitrios S. Giannikis and Ioannis D. Vrontos
Athens University of Economics and Business and Athens University of Economics and Business
Date Posted: May 27, 2008
Working Paper Series
379 downloads

Incl. Electronic Paper A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
 Kenton K. Yee
Mellon Capital Management
Date Posted: July 19, 2007
Last Revised: November 06, 2008
Accepted Paper Series
473 downloads

Incl. Electronic Paper A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
 Massimo Guidolin , Francesco Ravazzolo and Andrea Donato Tortora
Bocconi University - Department of Finance , Norges Bank and Bocconi University
Date Posted: January 20, 2011
Working Paper Series
116 downloads

Incl. Fee Electronic Paper A Behavioral Finance Approach to Strategic Asset Allocation: A Case Study
Journal of Investment Consulting, Vol. 7, No. 3, pp. 61-69, Winter 2005-2006
 Jean L. P. Brunel
affiliation not provided to SSRN
Date Posted: November 05, 2010
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle
EFA 2006 Zurich Meetings Paper
 Enrico G. De Giorgi , Thorsten Hens and Janos Mayer
University of Saint Gallen - SEPS: Economics and Political Sciences , Department of Banking and Finance and University of Zurich - Institute of Business Administration
Date Posted: May 03, 2006
Last Revised: June 11, 2008
Working Paper Series
1028 downloads

Incl. Electronic Paper A Behavioural Analysis of Investor Diversification
 Ana-Maria Fuertes , Yaz Gulnur Muradoglu and Belma Ozturkkal
Cass Business School, City University London , Queen Mary University of London and Kadir Has University Istanbul, Turkey
Date Posted: May 11, 2012
Last Revised: June 29, 2012
Working Paper Series
144 downloads

Incl. Electronic Paper A Behavioural Approach to Efficient Portfolio Formation
EFMA 2002 London Meetings, Cass Business School Research Paper
 Yaz Gulnur Muradoglu , Aslihan Altay Salih and Muhammet Mercan
Queen Mary University of London , Bilkent University - Faculty of Business Administration and Yapi Kredi Yatirim - Research Department
Date Posted: June 08, 2002
Working Paper Series
819 downloads

Incl. Electronic Paper A Benchmark for Public Debt: The Brazilian Case
 Rodrigo Silveira Veiga Cabral , Mariana de lourdes Moreira Lopes , William Baghdassarian , Luiz Fernando Alves , Pedro Ivo Ferreira de Souza Jr. and Antonio Tiago Loureiro A. dos Santos
affiliation not provided to SSRN , affiliation not provided to SSRN , University of Reading - Henley Business School , Federal University of Minas Gerais (UFMG) , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 09, 2009
Working Paper Series
137 downloads

Incl. Electronic Paper A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds
Australian School of Business Research Paper No. 2009ACTL07
 Bernard Wong and Andrew Lim
University of New South Wales (UNSW) - School of Actuarial Studies and University of California (Berkeley)
Date Posted: August 14, 2009
Last Revised: April 07, 2010
Working Paper Series
390 downloads

Incl. Electronic Paper A Black-Litterman Asset Allocation Model Under Elliptical Distributions
 Yugu Xiao and Emiliano A. Valdez
Renmin University of China - School of Statistics and University of Connecticut
Date Posted: August 24, 2010
Last Revised: August 31, 2010
Working Paper Series
192 downloads

A Bounded Risk Strategy for A Market with Non-Observable Parameters
Insurance: Mathematics and Economics, Vol. 30, Pp. 243-254, 2002
 Nikolai Dokuchaev and Andrey V. Savkin
Curtin University of Technology and University of New South Wales (UNSW) - School of Electrical Engineering and Telecommunications
Date Posted: October 09, 2002
Accepted Paper Series

Incl. Electronic Paper A Bounded Risk Strategy for A Market with Non-Observable Parameters
 Nikolai Dokuchaev and Andrey V. Savkin
Curtin University of Technology and University of New South Wales (UNSW) - School of Electrical Engineering and Telecommunications
Date Posted: October 09, 2002
Working Paper Series
106 downloads


 

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