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JEL Code: G11
2,579,360 Total downloads
Showing Papers 1,001 - 1,050 of 7,222
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A New Light on Old Insight: Optimal Risk Taking with Quadratic Utility
Jung Lim Koo
,
Se Ryoong Ahn ,
Byung Lim Koo
,
Hyeng Keun Koo and
Yong Hyun Shin
Date Posted: April 15, 201223 downloads
A Simplex Rotation Algorithm for the Factor Approach to Generate Financial Scenarios
Alois Geyer ,
Michael Hanke
and
Alex Weissensteiner
Date Posted: April 15, 2012Last Revised: November 12, 201270 downloads
Mental Health and Retirement Savings: Confounding Issues with Compounding Interest
Vicki L. Bogan
and
Angela R. Fertig
Date Posted: April 15, 2012Last Revised: May 03, 201324 downloads
Testing CAPM with a Large Number of Assets IZA Discussion Paper No. 6469
M. Hashem Pesaran and
Takashi Yamagata
Date Posted: April 14, 201258 downloads
A Friedman-Savage Consumer Almost Gambles: A Continuous Time Model of Consumption and Investment with Non-Concave Utility
Byung Lim Koo
,
Jung Lim Koo
and
Hyeng Keun Koo
Date Posted: April 14, 201243 downloads
Asset and Liability Management of Short Term Life Insurance Contracts Under Correlated Default Risk of Assets
Nikolaos Georgiopoulos
affiliation not provided to SSRN
Date Posted: April 14, 2012Last Revised: June 08, 201253 downloads
Approximate Hedging of Contingent Claims Under Transaction Costs Applied Mathematical Finance, Vol. 17, No. 6, 2010
Emmanuel Lepinette-Denis
Date Posted: April 13, 201225 downloads
Arbitrage Pricing Under Transaction Costs: Continuous Time Recent Advances in Financial Engineering, World Scientific, Forthcoming
Emmanuel Lepinette-Denis
Date Posted: April 13, 201214 downloads
Asymptotic Arbitrage in Large Financial Markets with Friction
Emmanuel Lepinette-Denis
and
Lavinia Ostafe
Date Posted: April 13, 201225 downloads
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a
Constant Transaction Costs Coefficient THE MUSIELA'S FESTSCHRIFT, Yu. Kabanov, ed., Springer, 2011
Sebastien Darses
and
Emmanuel Lepinette-Denis
affiliation not provided to SSRN
and
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 201218 downloads
Mean Square Error for the Leland-Lott Hedging Strategy: Convex Pay-Off Finance Stochastics, Vol. 14, No. 4, 2010
Emmanuel Lepinette-Denis
and
Youri Kabanov
Date Posted: April 13, 201219 downloads
Modified Leland’s Strategy for a Constant Transaction Costs Rate Mathematical Finance, Forthcoming
Emmanuel Lepinette-Denis
Date Posted: April 13, 201231 downloads
Perturbative Expansion Technique for Non-Linear FBSDEs With Interacting Particle Method
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: April 13, 2012Last Revised: April 23, 201249 downloads
Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs Recent Advances in Financial Engineering, World Scientist, Forthcoming
Emmanuel Lepinette-Denis
Date Posted: April 13, 201222 downloads
A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Turan G. Bali ,
Nusret Cakici and
Fousseni Chabi-Yo
Date Posted: April 12, 2012Last Revised: May 01, 2013111 downloads
Taming Animal Spirits: Risk Management with Behavioural Factors
Mark Davis
,
Sebastien Lleo
and
Grzegorz Andruszkiewicz
Date Posted: April 12, 2012286 downloads
Cross-Sectional Stock Return Predictability in China
Nusret Cakici ,
Kalok Chan and
Kudret Topyan
Date Posted: April 11, 2012147 downloads
Return Predictability of Turkish Stocks: An Empirical Investigation
Nusret Cakici and
Kudret Topyan
Date Posted: April 11, 201229 downloads
Does Risk Reduction Mitigate the Costs of Going Green? - An Empirical Study of Sustainable Investing PUBLISHED VERSION CITATION: Benson, C., Gupta, N., and Mateti, R. (2010). “Does Risk Reduction Mitigate the Costs of Going Green?
An Empirical Study of Sustainable Investing.” Southern Journal of Business and Ethics, Vol. 2, 2010, 7-25.
,
Christina C. Benson ,
Neeraj J. Gupta
and
Ravi Mateti
affiliation not provided to SSRN
Date Posted: April 10, 2012118 downloads
Capital Requirements and Optimal Investment with Solvency Probability Constraints
Vali Alexandru Asimit
,
Alex Badescu
,
Tak-Kuen Siu
and
Yuriy Zinchenko
Date Posted: April 09, 2012Last Revised: December 19, 201257 downloads
Emerging Market Betas and the Cross Section of Hedge Fund Returns
Mustafa O. Caglayan
and
Sevan Ulutas
Date Posted: April 09, 2012Last Revised: April 17, 2012115 downloads
Equities' Exposures to Currencies: Beyond the Loglinear Model
Kris Boudt
Date Posted: April 08, 2012Last Revised: February 04, 201368 downloads
Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements Forthcoming, Journal of Finance and Investment Analysis 2012
Geng Deng
,
Tim Dulaney
and
Craig J. McCann
Date Posted: April 07, 2012Last Revised: December 26, 201260 downloads
An Anatomy of Fundamental Indexing
Lieven De Moor and
Tom Vinaimont
Date Posted: April 06, 201252 downloads
Are REITs Real Estate? Evidence from International Sector Level Data Swiss Finance Institute Research Paper No. 12-15
Martin Hoesli and
Elias Oikarinen
Date Posted: April 05, 2012365 downloads
Capital Rationing and Managerial Retention: The Role of External Capital Journal of Management Accounting Research, Forthcoming
Ying-Ju Chen
and
Mingcherng Deng
Date Posted: April 05, 2012Last Revised: April 08, 2012
KiwiSaver Investor Behaviour - A Quantitative Approach
Callum David Thomas
affiliation not provided to SSRN
Date Posted: April 05, 201249 downloads
Monitoring Risks Before They Go Viral: Is it Time for the Board to Embrace Social Media? Rock Center for Corporate Governance at Stanford University, Closer Look Series: Topics, Issues and Controversies in Corporate Governance No. CGRP-25
David F. Larcker ,
Sarah M. Larcker
and
Brian Tayan
Date Posted: April 05, 2012Last Revised: March 29, 2013221 downloads
Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy (Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Nicholas V. Vakkur
and
Zulma J. Herrera
Date Posted: April 05, 2012302 downloads
Why are Mutual Fund Alphas Systematically Negative? Markets and Investors, 2013
Patrice C. Fontaine
,
Radu Burlacu Sr.
and
Sonia G. Jimenez-Garcès
Date Posted: April 05, 201268 downloads
Aspirations, Well-Being, Risk-Aversion and Loss-Aversion CEPR Discussion Paper No. DP8904
Kees C. G. Koedijk ,
Rachel Pownall
and
Meir Statman
affiliation not provided to SSRN
and
Santa Clara University - Department of Finance
Date Posted: April 04, 20124 downloads
U.S. International Equity Investment FRB International Finance Discussion Paper No. 1044, Darden Business School Working Paper No. 2033181
John Ammer ,
Sara B. Holland
,
David C. Smith and
Francis E. Warnock
Date Posted: April 04, 201241 downloads
Venture Capital and Underpricing: Capacity Constraints and Early Sales
Roberto B. Pinheiro
Date Posted: April 04, 201231 downloads
The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes
Kaouther Jouaber-Snoussi
,
Meriem Ben Salah
and
Marie-Josèphe Rigobert
Date Posted: April 03, 2012Last Revised: August 04, 201287 downloads
Homogenization and Asymptotics for Small Transaction Costs Swiss Finance Institute Research Paper No. 12-13
Halil Mete Soner and
Nizar Touzi
Date Posted: April 02, 201292 downloads
The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds
Philipp Schuster
and
Marliese Uhrig-Homburg
Date Posted: April 02, 2012Last Revised: March 15, 2013188 downloads
Strategic Trading with Fundamental and Non-Fundamental Information
Ming Guo
and
Hui Ou-Yang
Date Posted: March 31, 201250 downloads
Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability
Jan Heufer
Date Posted: March 29, 201221 downloads
After the Crisis: Financial Economics and Decision Theory HISTORY OF ECONOMIC THOUGHT AND POLICY, Forthcoming
Carlo Zappia
Date Posted: March 28, 2012103 downloads
Comparing Return-Risk and Direct Utility Maximization Portfolio Optimization Methods by ‘Certainty Equivalence Curves’
Hien Q. Vu
affiliation not provided to SSRN
Date Posted: March 28, 201249 downloads
Effect of Fund Size on the Performance of Australian Superannuation Funds Australian Prudential Regulation Authority Working Paper
James Richard Cummings
Date Posted: March 28, 2012Last Revised: December 28, 201231 downloads
On the Forecasting Quality of Professionals: Does Affiliation Matter?
Aron Veress
Date Posted: March 28, 2012Last Revised: August 30, 2012179 downloads
Reward-to-Risk Ratios in Turkish Financial Markets Iktisat Isletme ve Finans, Forthcoming
Yigit Atilgan
and
K. Ozgur Demirtas
Date Posted: March 28, 2012Last Revised: December 12, 201259 downloads
Securitization and the Dark Side of Diversification De Nederlandsche Bank Working Paper No. 341
Maarten R.C. van Oordt
Date Posted: March 28, 2012100 downloads
Tail Risk Reduction Strategies RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, C.S. Wehn, G.N. Gregoriou, C. Hoppe, eds., Elsevier
Lerby Murat Ergun
and
Philip A. Stork
Date Posted: March 28, 2012
An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro The Journal of Investment Strategies, Risk - Summer Issue, June 2013, Forthcoming
, 20th Forecasting Financial Markets Conference Paper - Hannover 2013, 51st Euro Working Group on Commodities and Financial Modelling Meeting Paper - London 2013
Nicolas Fulli-Lemaire
Date Posted: March 27, 2012Last Revised: April 16, 2013109 downloads
Model Calibration and Automated Trading Agent for Euro Futures Quantitative Finance, Vol. 12, No. 4, pp. 531-545, 2012
Germán Creamer
Date Posted: March 26, 2012Last Revised: February 20, 2013356 downloads
Hedge Fund Return Predictability Under the Magnifying Glass Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Doron Avramov ,
Laurent Barras and
Robert Kosowski
Date Posted: March 26, 2012
Using Bloomberg Terminals in a Security Analysis and Portfolio Management Course Journal of Economics and Finance Education, Vol. 11, No. 1, pp. 72-92, 2012
Adam Y.C. Lei and
Huihua Li
Date Posted: March 26, 2012Last Revised: April 15, 2013233 downloads
Macrofinance Model of the Czech Economy: Asset Allocation Perspective IMF Working Paper No. NO.12/78
Miroslav Kollar
affiliation not provided to SSRN
Date Posted: March 25, 201228 downloads
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