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2,615,815 Total downloads
Showing Papers 1,301 - 1,350 of 7,292
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Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds
(Full Publication) BIS Paper No. 58
Bank for International Settlements
Date Posted: February 13, 2012Last Revised: April 11, 2012375 downloads
Revisiting Mutual Fund Performance Evaluation Journal of Banking and Finance, Forthcoming
Timotheos Angelidis
,
Daniel Giamouridis
and
Nikolaos Tessaromatis
Date Posted: February 13, 2012Last Revised: January 15, 2013147 downloads
Systematic Risks for the Financial and for the Non-Financial Romanian Companies
Ramona Dumitriu ,
Razvan Stefanescu
and
Costel Nistor
Date Posted: February 12, 201221 downloads
The Canadian Hedge Fund Industry: Performance and Market Timing
Peter Klein ,
Daryl Purdy
,
Isaac Schweigert
and
Alexander Vedrashko
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Simon Fraser University - Beedie School of Business
Date Posted: February 11, 201297 downloads
Individual Investor Behavior: Evidence from the Clients of a Small Credit Cooperative Bank International Journal of Behavioural Accounting and Finance, Vol. 2, Nos. 3/4, pp. 191-207, 2011
Enrico Maria Cervellati ,
Pino Fattori
and
Pierpaolo Pattitoni
affiliation not provided to SSRN
and
University of Bologna - Department of Management
Date Posted: February 09, 201273 downloads
Exploiting Option Information in the Equity Market Financial Analysts Journal, Forthcoming
Guido Baltussen
,
Bart van der Grient
,
Wilma de Groot
,
Weili Zhou
and
Erik Hennink
Date Posted: February 08, 20121195 downloads
Financial Overconfidence Over Time - Foresight, Hindsight, and Insight of Investors AFA 2013 San Diego Meetings Paper, EFA 2012 Copenhagen Meetings Paper
Christoph Merkle
Date Posted: February 08, 2012Last Revised: February 04, 2013347 downloads
Investment Choices: Indivisible Non-Marketable Assets and Suboptimal Solutions Economic Modelling, Vol. 28, No. 6, 2011
Pierpaolo Pattitoni
and
Marco Savioli
Date Posted: February 07, 201223 downloads
A Holistic Approach to the Predictive Power of Expected Volatility
Gherben van der Holst
affiliation not provided to SSRN
Date Posted: February 06, 201284 downloads
Eurozone Equity Market Diversification: Is it Still Worth? Chinese Business Review, Vol. 11, No. 1, pp. 29-43, 2011
Fabio Pizzutilo
Date Posted: February 06, 2012
Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds Swiss Finance Institute Research Paper No. 12-01
Andreas D. Huesler
,
Yannick Malevergne and
Didier Sornette
Date Posted: February 06, 2012162 downloads
Project Finance in the Energy Industry: New Debt-Based Financing Models International Business Research, Vol. 5, No. 2, February 2012
Enzo Scannella
Date Posted: February 06, 2012260 downloads
Seasonality and Idiosyncratic Risk in Mutual Fund Performance
Javier Vidal
Date Posted: February 06, 2012Last Revised: November 22, 201265 downloads
Seeking Alpha, Getting Beta: A Comparison of Mutual and Hedge Fund Performance, Style Attribution and Active Management Fees
William R. McCumber
Date Posted: February 06, 2012Last Revised: September 19, 2012114 downloads
Inertia and Discounting in the Selection of Socially Responsible Investments: An Experimental Investigation
Pat Auger ,
Timothy M. Devinney ,
Grahame Dowling
,
Christine Eckert
and
Nidthida Lin
Date Posted: February 05, 201266 downloads
Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: February 05, 2012Last Revised: February 06, 201240 downloads
Discount Brokerage, Online Trading, and Data Overload: Increased Emphasis on Technical Analysis, Intuition, and Speculation
Arvid O. I. Hoffmann
and
Hersh Shefrin
Date Posted: February 04, 2012Last Revised: September 04, 2012157 downloads
General Linear Formulations of Stochastic Dominance Criteria: With an Analysis of Stock Market Portfolio Efficiency
Thierry Post and
Milos Kopa
Date Posted: February 04, 2012Last Revised: December 16, 2012205 downloads
Relative Strength and Portfolio Management Dorsey Wright Money Management, January 2012
John Lewis
Date Posted: February 04, 20121908 downloads
A User’s Guide to the Cornish Fisher Expansion
Didier Maillard
Date Posted: February 02, 2012Last Revised: February 08, 2012618 downloads
On the Smoothness of Value Functions and the Existence of Optimal Strategies
Bruno H. Strulovici
and
Martin Szydlowski
Date Posted: February 02, 2012Last Revised: October 05, 201235 downloads
Value Added from Asset Managers in Private Markets? An Examination of Pension Fund Investments in Real Estate
Aleksandar Andonov
,
Piet M. A. Eichholtz and
Nils Kok
Date Posted: February 02, 2012Last Revised: February 14, 2013455 downloads
Do Liquidity and Idiosyncratic Risk Matter?: Evidence from the European Mutual Fund Market Midwest Finance Association 2013 Annual Meeting Paper
Javier Vidal
and
Marta Vidal
Date Posted: February 01, 2012Last Revised: January 22, 201389 downloads
A Higher Moment Downside Framework for Conditional and Unconditional CAPM in the the Russian Stock Market Eurasian Economic Review, Vol. 1, No. 2, pp. 157-178, 2011
Tamara Teplova
and
Evgeniya Shutova
Date Posted: February 01, 201229 downloads
Average Price Portfolio Insurance as Optimal Implementation of Life-Cycle Investment Strategies ICMA Centre Discussion Paper No. 2012-05
Jacques Pezier
and
Johanna Scheller
Date Posted: February 01, 2012Last Revised: April 15, 2012148 downloads
Effective Number of Scenarios in Fully Flexible Probabilities GARP Risk Professional, pp. 32-35, February 2012
Attilio Meucci
Date Posted: February 01, 2012354 downloads
Investing in Stock Market Anomalies
Turan G. Bali ,
Stephen J. Brown and
K. Ozgur Demirtas
Date Posted: February 01, 2012Last Revised: February 27, 2012115 downloads
Mixing Probabilities, Priors and Kernels via Entropy Pooling GARP Risk Professional, pp. 32-36, December 2011
Attilio Meucci
Date Posted: February 01, 2012470 downloads
Pricing of Real Estate Specific Market Risks for Worldwide 66 Countries IESE Business School Working Paper No. 940
Karsten Lieser
Date Posted: February 01, 201285 downloads
The Persistence of European Mutual Fund Performance Research in International Business and Finance. Volume 28, May 2013, p. 45–67.,
Javier Vidal
Date Posted: February 01, 2012Last Revised: November 08, 2012135 downloads
The Two-Block Covariance Matrix and the CAPM International Journal of Portfolio Analysis & Management, Forthcoming
David Disatnik and
Simon Benninga
Date Posted: February 01, 2012
Animal Spirits and Volatility of the Trading Volume in International Financial Markets between 2002 and 2011
Abderrazak Dhaoui
and
Imen Quetat
Date Posted: January 31, 201246 downloads
Human Capital and Asset Pricing
Jianhua Yuan
Date Posted: January 31, 2012Last Revised: April 10, 201272 downloads
Drift Dependence of Optimal Trade Execution Strategies Under Transient Price Impact Finance Stochastics, Forthcoming
Christopher Lorenz
and
Alexander Schied
Date Posted: January 30, 2012Last Revised: March 04, 201381 downloads
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and
Scott Murray
Date Posted: January 30, 2012Last Revised: April 25, 2012163 downloads
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Turan G. Bali ,
Nusret Cakici and
Robert Whitelaw
Date Posted: January 30, 201256 downloads
Systematic Risk and the Cross-Section of Hedge Fund Returns
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: January 29, 201264 downloads
An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans Upjohn Institute Working Paper No. 12-179
Nancy Mohan and
Ting Zhang
Date Posted: January 27, 2012240 downloads
Asset Pricing and Liquidity: A Glance at Europe and the Financial Crisis
Elisabeth Winter
Date Posted: January 27, 2012165 downloads
Frontier Markets: Punching Below Their Weight? A Risk Parity Perspective on Asset Allocation
Jorge A. Chan-Lau
Date Posted: January 27, 2012
Optimal Hedge Ratio Under a Subjective Re-Weighting of the Original Measure
Massimiliano Barbi
and
Silvia Romagnoli
Date Posted: January 27, 201270 downloads
The Interactions between Direct and Securitized Infrastructure Investments and Its Relationship to Real Estate
Konrad Finkenzeller
and
Benedikt Fleischmann
Date Posted: January 27, 201279 downloads
Infrastructure Investments in a Multi-Asset Portfolio – A Drawdown Risk Perspective
Tobias Dechant
and
Konrad Finkenzeller
Date Posted: January 26, 2012151 downloads
The Role of Infrastructure Investments in a Multi-Asset Portfolio – Answers from Dynamic Asset Allocation
Tobias Dechant
and
Konrad Finkenzeller
Date Posted: January 26, 2012175 downloads
A General Approach to Real Option Valuation with Application to Real Estate Investments University of Reading, ICMA Centre Discussion Paper No. DP2012-04
Carol Alexander and
Xi Chen
Date Posted: January 25, 2012Last Revised: February 28, 2013156 downloads
Individual Financial Risk Tolerance and the Global Financial Crisis 25th Australasian Finance and Banking Conference 2012
Paul Gerrans ,
Robert W. Faff and
Neil Hartnett
Date Posted: January 25, 2012Last Revised: October 09, 2012294 downloads
Risk Measures and Capital Requirements with Multiple Eligible Assets
Walter Farkas
,
Pablo Koch Medina
and
Cosimo-Andrea Munari
Date Posted: January 25, 2012Last Revised: September 13, 2012219 downloads
The Information Content of Cross-Market Deviations in Option Prices and Credit Default Swap Spreads
Georgios Angelopoulos
,
Daniel Giamouridis
and
Georgios Nikolakakis
Date Posted: January 25, 2012Last Revised: February 17, 2013168 downloads
Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market Economics Bulletin, Vol. 32, No. 1, pp. 272-281, 2011
Fabio Pizzutilo
Date Posted: January 25, 2012Last Revised: February 05, 201239 downloads
Implications for Risk Management and Regulation: A Study of Long-Term Dependence in the Credit Default Swap (CDS) Indices Market
Vinodh Madhavan
and
Henry O. Pruden
Date Posted: January 23, 201243 downloads
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