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JEL Code: G11
2,578,844 Total downloads
Showing Papers 101 - 150 of 7,222
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Examining the Performance of a Value Investing Heuristic: Evidence from the S&P/TSX 60 from 2001-2011
Eben Otuteye
and
Mohammad Siddiquee
University of New Brunswick - Fredericton - Faculty of Business
and
University of New Brunswick - Fredericton - Faculty of Business
Date Posted: April 17, 2013
Working Paper Series
19 downloads
The Returns on Investment Grade Diamonds
CentER Discussion Paper Series No. 2013-025
Luc Renneboog
Tilburg University - Department of Finance
Date Posted: April 16, 2013
Last Revised: April 17, 2013
Working Paper Series
36 downloads
Current Identifiable Biases in Italian Occupational Pension Fund Enrolment Decisions: Default Bias and Extremeness Aversion
Andrea Lippi
Catholic University of the Sacred Heart of Piacenza
Date Posted: April 16, 2013
Working Paper Series
3 downloads
Word-of-Mouth Communication, Observational Learning, and Stock Market Participation
Yu-Jane Liu
,
Juanjuan Meng ,
Wei You
and
Longkai Zhao
Peking University - Guanghua School of Management
,
Peking University - Guanghua School of Management
,
University of California, San Diego (UCSD)
and
Peking University - Department of Finance
Date Posted: April 16, 2013
Last Revised: April 22, 2013
Working Paper Series
24 downloads
Financial Literacy and Financial Advice Seeking in an Ageing Australia
Paul Gerrans and
Douglas A. Hershey
University of Western Australia - UWA Business School
and
Oklahoma State University - Stillwater
Date Posted: April 16, 2013
Working Paper Series
10 downloads
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
CEPR Discussion Paper No. DP9431
Viral V. Acharya ,
Robert F. Engle and
Diane Pierret
New York University - Leonard N. Stern School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: April 16, 2013
Working Paper Series
1 downloads
Modelling Post-Retirement Finances in the Presence of a Bequest Motive, Housing and Public Pension
Jie Ding
Macquarie University
Date Posted: April 16, 2013
Working Paper Series
4 downloads
Superannuation Policies and Behavioural Effects: How Much Age Pension?
Jie Ding
Macquarie University
Date Posted: April 15, 2013
Last Revised: April 30, 2013
Working Paper Series
14 downloads
Projection Hedging in Incomplete Markets
Hirbod Assa
and
Nikolay Gospodinov
Concordia University, Quebec
and
Concordia University, Quebec - Department of Economics
Date Posted: April 15, 2013
Working Paper Series
21 downloads
Jumping Over a Low Hurdle: Personal Pension Fund Performance
Anastasia Petraki
and
Anna Zalewska
University of Bath - Centre for Governance and Regulation; School of Management
and
University of Bath - Centre for Governance and Regulation; School of Management
Date Posted: April 15, 2013
Last Revised: May 13, 2013
Working Paper Series
18 downloads
Australian Retirees' Choices between Consumption, Age Pension, Bequest and Housing
Jie Ding
Macquarie University
Date Posted: April 15, 2013
Last Revised: April 18, 2013
Working Paper Series
7 downloads
With Whom and in What is it Better to Save? Personal Pensions in the UK
Anastasia Petraki
and
Anna Zalewska
University of Bath - Centre for Governance and Regulation; School of Management
and
University of Bath - Centre for Governance and Regulation; School of Management
Date Posted: April 14, 2013
Working Paper Series
13 downloads
Are Individual Investors Such Poor Portfolio Managers?
Camille Magron
LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg
Date Posted: April 14, 2013
Working Paper Series
10 downloads
The Volatility Effect in Emerging Markets
Emerging Markets Review (2013, Forthcoming)
David Blitz
,
Juan Pang
and
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
,
Shell Asset Management Company
and
Robeco Asset Management - Quantitative Strategies
Date Posted: April 14, 2013
Accepted Paper Series
Methodology of Capital Flow Risk Management
Yuriy Vasilievich Trifonov
,
Sergey Nikolaevitch Yashin ,
Egor Viktorovich Koshelev and
Dimitry V. Chuhmanov
Lobachevsky State University of Nizhni Novgorod
,
Nizhni Novgorod State University
,
Lobachevsky State University of Nizhni Novgorod
and
Lobachevsky State University of Nizhni Novgorod
Date Posted: April 13, 2013
Working Paper Series
16 downloads
Application of Synthetic Straddles for Equity Risk Management
Materiály VII Mezinárodní Vědecko Praktická Konference, Zprávy Vědecké Ideje, 2011,
Yuriy Vasilievich Trifonov
,
Sergey Nikolaevitch Yashin ,
Egor Viktorovich Koshelev and
Dimitry V. Chuhmanov
Lobachevsky State University of Nizhni Novgorod
,
Nizhni Novgorod State University
,
Lobachevsky State University of Nizhni Novgorod
and
Lobachevsky State University of Nizhni Novgorod
Date Posted: April 13, 2013
Accepted Paper Series
20 downloads
Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance
Hao Jiang
and
Michela Verardo
Erasmus University - Rotterdam School of Management
and
London School of Economics
Date Posted: April 12, 2013
Working Paper Series
42 downloads
Basel Accords versus Solvency II - Regulatory Adequacy and Consistency Under the Postcrisis Capital Standards
Daniela Laas
and
Caroline Franziska Siegel
University of St. Gallen - Institute of Insurance Economics
and
University of St. Gallen - Institute of Insurance Economics
Date Posted: April 12, 2013
Working Paper Series
61 downloads
Portfolio Selection with a Systematic Skewness Constraint
Chonghui Jiang
,
Yongkai Ma
and
Yunbi An
University of Electronic Science and Technology of China (UESTC)
,
University of Electronic Science and Technology of China (UESTC)
and
University of Windsor - Faculty of Business Administration
Date Posted: April 12, 2013
Working Paper Series
56 downloads
Revealed Preference and the Strength/Weight Hypothesis
Constantinos Antoniou
,
Glenn W. Harrison ,
Morten I. Lau and
Daniel Read
University of Exeter - Xfi Centre for Finance and Investment
,
Georgia State University - J. Mack Robinson College of Business
,
Durham Business School
and
University of Warwick - Warwick Business School
Date Posted: April 11, 2013
Working Paper Series
10 downloads
Drawdown Constraints and Portfolio Optimization
Journal of Finance and Investment Analysis, Vol. 1, Issue 1, pp. 93-105
Marcus Davidsson
Independent Researcher
Date Posted: April 11, 2013
Last Revised: April 13, 2013
Accepted Paper Series
37 downloads
Investing in Life Settlements
Frank Benham
Meketa Investment Group
Date Posted: April 11, 2013
Working Paper Series
112 downloads
Investor Preference and Promoter's Ownership Pattern in Graded IPOs of India
Indian Journal of Finance, Volume 6, Number 12, pp. 18 - 25 (ISSN 0973-8711)
Sanjiv Mittal
,
Naresh K. Gupta
and
Sudesh Kumar Sharma
Guru Gobind Singh Indraprastha University - University School of Management Studies
,
University of Delhi
and
Sinhgad Institute of Management
Date Posted: April 10, 2013
Accepted Paper Series
16 downloads
Utility Maximization in an Illiquid Market
Swiss Finance Institute Research Paper No. 13-17
Halil Mete Soner and
Mirjana Vukelja
ETH Zürich
and
Independent
Date Posted: April 10, 2013
Working Paper Series
66 downloads
The General Structure of Optimal Investment and Consumption with Small Transaction Costs
Swiss Finance Institute Research Paper No. 13-15
Jan Kallsen
and
Johannes Muhle-Karbe
Munich University of Technology
and
ETH Zürich
Date Posted: April 09, 2013
Working Paper Series
15 downloads
Using a Modified Geometric Mean
Frank Benham
Meketa Investment Group
Date Posted: April 09, 2013
Working Paper Series
30 downloads
Achieving Your Target Return
Frank Benham
Meketa Investment Group
Date Posted: April 09, 2013
Working Paper Series
136 downloads
Market Timing with GEYR in Emerging Stock Market: The Evidence from Stock Exchange of Thailand
Journal of Finance and Investment Analysis, Vol. 1, Issue 4, (2012)
Nopphon Tangjitprom
Assumption University of Thailand
Date Posted: April 07, 2013
Accepted Paper Series
21 downloads
Portfolio Selection with Bayesian Risk in Brazilian Stock Market
Melquiades Pereira Lima ,
Vinicio Almeida and
Rodrigo Jose Pires Ferreira Sr.
Federal University of Rio Grande do Norte - UFRN
,
Federal University of Rio Grande do Norte - UFRN
and
UFPE
Date Posted: April 07, 2013
Working Paper Series
7 downloads
Rafi Replication: Easier Done than Said?
Journal of Asset Management Vol. 13, 3, 210-225
Paskalis Glabadanidis ,
Ivan Obaydin
and
Ralf Zurbruegg
University of Adelaide Business School
,
University of Adelaide - Business School
and
University of Adelaide
Date Posted: April 05, 2013
Accepted Paper Series
13 downloads
Principal Measures of Investment Risk: The Price Density Function - A Tool for Finding Volatility, Sensitivity, Duration, Convexity
Tinashe Mangoro
Independent
Date Posted: April 05, 2013
Working Paper Series
23 downloads
Stock Market Performance of Listed Banks: Ghanaian Experience
Bank of Ghana Working Paper No. WP/BOG-2013/02
Settor Kwabla Amediku
SMC University
Date Posted: April 05, 2013
Working Paper Series
13 downloads
Keynesian Utilities: Bulls and Bears
Cowles Foundation Discussion Paper No. 1891
Anat Bracha
and
Donald Brown
The Federal Reserve Bank of Boston
and
Yale University - Cowles Foundation
Date Posted: April 05, 2013
Working Paper Series
25 downloads
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
Viral V. Acharya ,
Robert F. Engle and
Diane Pierret
New York University - Leonard N. Stern School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: April 04, 2013
Last Revised: April 10, 2013
Working Paper Series
46 downloads
Trading Puzzle, Puzzling Trade
Orhan Erdem
,
Evren Arık
and
Serkan Yüksel
Borsa Istanbul- Research Dept.
,
Galatasaray University
and
Borsa Istanbul
Date Posted: April 04, 2013
Last Revised: April 29, 2013
Working Paper Series
34 downloads
Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 04, 2013
Last Revised: April 27, 2013
Working Paper Series
2306 downloads
Did Long-Short Investors Destabilize Commodity Markets?
Joelle Miffre and
Chris Brooks
EDHEC Business School
and
University of Reading - ICMA Centre
Date Posted: April 04, 2013
Working Paper Series
63 downloads
The Determinants of Bank Liquidity
Gantiah Wuryandani
Bank Indonesia
Date Posted: April 04, 2013
Working Paper Series
26 downloads
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
SAFE Working Paper No. 13
Laurent E. Calvet and
Paolo Sodini
HEC Paris (Groupe HEC) - Finance Department
and
Stockholm School of Economics - Department of Finance
Date Posted: April 03, 2013
Working Paper Series
9 downloads
Special Situation Funds
Mario Fischer
,
Matthias Hanauer and
Udo Seifert
Technische Universität München (TUM)
,
Technische Universität München (TUM)
and
Munich Re
Date Posted: April 03, 2013
Working Paper Series
96 downloads
Up Close It Feels Dangerous: 'Anxiety' in the Face of Risk
FRB of New York Staff Report No. 610
Thomas M. Eisenbach
and
Martin C. Schmalz
Federal Reserve Bank of New York
and
University of Michigan - Stephen M. Ross School of Business
Date Posted: April 03, 2013
Working Paper Series
20 downloads
Fooled by Data-Mining: The Real-Life Performance of Market Timing with Moving Average and Time-Series Momentum Rules
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: April 03, 2013
Last Revised: May 01, 2013
Working Paper Series
811 downloads
Common Risk Factors of Infrastructure Firms
Semir Ben Ammar and
Martin Eling
University of St. Gallen
and
University of St. Gallen
Date Posted: April 03, 2013
Working Paper Series
80 downloads
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
CEPR Discussion Paper No. DP9407
Stephane Guibaud
,
Yves Nosbusch
and
Dimitri Vayanos
London School of Economics & Political Science (LSE)
,
London School of Economics
and
London School of Economics
Date Posted: April 03, 2013
Working Paper Series
3 downloads
Mutual Fund Separation and the Fama, French, Carhart Factors
Konark Saxena
University of New South Wales
Date Posted: April 02, 2013
Last Revised: April 03, 2013
Working Paper Series
23 downloads
Extreme Downside Liquidity Risk
Stefan Ruenzi
,
Michael Ungeheuer
and
Florian Weigert
University of Mannheim - Department of International Finance
,
University of Mannheim
and
University of Mannheim
Date Posted: April 01, 2013
Working Paper Series
50 downloads
Risk-Based Allocation of Principal Portfolios
Christoph Kind
Frankfurt-Trust Investmentgesellschaft mbH
Date Posted: April 01, 2013
Last Revised: April 14, 2013
Working Paper Series
172 downloads
Democratizing Corporate Political Activity
FSU College of Law, Law, Business & Economics Paper
Jay Kesten
Florida State University - College of Law
Date Posted: April 01, 2013
Last Revised: May 04, 2013
Working Paper Series
36 downloads
Systemic Risk and Cross-Sectional Hedge Fund Returns
Stephen J. Brown ,
Inchang Hwang
,
Francis Haeuck In
and
Tong Suk Kim
New York University - Stern School of Business
,
New York University Stern School of Business
,
Monash University - Department of Accounting and Finance
and
Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: April 01, 2013
Last Revised: May 06, 2013
Working Paper Series
35 downloads
An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes
Steve Thomas ,
Andrew Clare and
Nick Motson
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: April 01, 2013
Last Revised: April 02, 2013
Working Paper Series
105 downloads
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