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Abstracts: 603,757
Full Text Papers: 501,577
Authors: 279,456
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  Last 12 months:
63,448

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Last 12 months: 10,972,996
Last 30 days: 1,091,134

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94,530
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SSRN eLibrary Search Results
JEL Code: G11
3,406,817 Total downloads
Showing Papers 1,361 - 1,410 of 9,071
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1 2 3 4 ... 182 | Next >
   


Incl. Electronic Paper The Time Contradiction in Asset Pricing and Asset Management
Arun Muralidhar
AlphaEngine Global Investment Solutions/George Washington Univ
Date Posted: April 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Ambiguity and Delegated Portfolio Management
Ye Li
Columbia Business School
Date Posted: April 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Bond Market Completeness Under Stochastic Strings with Distribution-Valued Strategies
Alberto Bueno-Guerrero , Manuel Moreno and Javier F. Navas
IES Francisco Ayala , University of Castilla-La Mancha and Universidad Pablo de Olavide
Date Posted: April 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
Juha Joenväärä and Robert Kosowski
University of Oulu and Imperial College Business School
Date Posted: April 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Using Exchange Options in the Valuation of Convertible Preferred Shares
Vigen Babkenovich Minasyan and Alexander Tai
Russian Presidential Academy of National Economy and Public Administration and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Date Posted: April 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Immunization and Hedging of Longevity Risk
UNSW Business School Research Paper No. 2015ACTL12
Changyu Estelle Liu and Michael Sherris
School of Risk & Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 23, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Decomposing Funding Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures
Erik Kroon , Anton Wouters and Raul Leote de Carvalho
BNP Paribas Investment Partners , BNP Paribas Investment Partners and BNP Paribas Investment Partners
Date Posted: April 21, 2015
Last Revised: April 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Decomposing Fundamental Indexation
Gregg S. Fisher , Ronnie Shah and Sheridan Titman
Gerstein Fisher , Gerstein Fisher and University of Texas at Austin - Department of Finance
Date Posted: April 21, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper The Impact of Abnormal News Sentiment on Financial Markets
Steve Y. Yang , Qiang Song , Sheung Yin K. Mo , Kaushik Datta and Anil Deane
University of Virginia , Stevens Institute of Technology , Stevens Institute of Technology , Northrop Grumman Corporation and Northrop Grumman Corporation
Date Posted: April 21, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Multivariate Lévy Models by Linear Combination: Estimation
Angela Loregian , Laura Ballotta and Gianluca Fusai
SYMMYS , City University London - Sir John Cass Business School and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Date Posted: April 21, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Individual Wealth Accumulation: Why Does Dining Together as a Family Matter?
Chatterjee, S., Palmer, L., & Goetz, J. (2012). Individual wealth accumulation: Why does dining together as a family matter? Applied Economics Research Bulletin, 8 (2), 1-22
Swarn Chatterjee , Lance Palmer and Joseph W. Goetz
University of Georgia , University of Georgia and University of Georgia
Date Posted: April 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Relation between Bank Credit-Risk Management Procedures and Originate-to-Distribute Mortgage Quality During the Financial Crisis
Gauri Bhat
Southern Methodist University (SMU)
Date Posted: April 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Household Portfolio Choice and Human Capital: The Importance of the Persistence of Labor Income Shocks
Kyung Hwan Shim
University of New South Wales (UNSW)
Date Posted: April 21, 2015
Last Revised: April 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Entrepreneurial Business Plan Under Undiversifiable Idiosyncratic Risk
Bong-Gyu Jang , Hyun-Tak Lee and Seyoung Park
Pohang University of Science and Technology (POSTECH) , Pohang University of Science and Technology (POSTECH) and The Credit Finance Association of Korea (CREFIA) - The Credit Finance Research Institute
Date Posted: April 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Mutual Fund Liquidity Costs
Jon A. Fulkerson and Timothy B. Riley
Loyola University Maryland - Sellinger School of Business & Management and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Date Posted: April 19, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Fact, Fiction, and Value Investing
Clifford S. Asness , Andrea Frazzini , Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC and University of Chicago - Booth School of Business
Date Posted: April 19, 2015
Working Paper Series
1863 downloads

An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets
North American Journal of Economics and Finance, Forthcoming
Fearghal Kearney , Finbarr Murphy and Mark Cummins
Queen's University Management School , University of Limerick - Kemmy Business School and Dublin City University Business School
Date Posted: April 19, 2015
Accepted Paper Series

Incl. Electronic Paper Smart Beta: Managing Diversification of Minimum Variance Portfolios
Jean-Charles Richard and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date Posted: April 18, 2015
Last Revised: April 20, 2015
Working Paper Series
61 downloads

Incl. Electronic Paper Access to Credit and Stock Market Participation
Serhiy Kozak and Denis Sosyura
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: April 17, 2015
Last Revised: April 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Timing
Denys Glushkov
University of Pennsylvania - Wharton Research Data Services (WRDS)
Date Posted: April 17, 2015
Last Revised: April 23, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Facts About Factors
MIT Sloan Research Paper No. 5128-15
Paula Cocoma , Megan Czasonis , Mark Kritzman and David Turkington
State Street Corporation , State Street Corporation , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: April 17, 2015
Working Paper Series
358 downloads

Incl. Electronic Paper Multiples, Forecasting, and Asset Allocation
Javier Estrada
IESE Business School
Date Posted: April 16, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper La Hiérarchisation De L’Endettement Dans Un Contexte D’Asymétrie D’Information (The Pecking Order of Debt in a Context of Asymmetric Information)
Souad Brinette and Sabrina KHEMIRI
Ecole des Dirigeants et Créateurs d'entreprise (EDC) and Pole Universitaire Leonard de Vinci
Date Posted: April 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Can Implied Volatility Predict Returns on the Currency Carry Trade?
Journal of Banking and Finance, Forthcoming
Tom Egbers and Laurentius (Laurens) Adrianus Petrus Swinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)
Date Posted: April 13, 2015
Accepted Paper Series
61 downloads

Incl. Fee Electronic Paper Personal Pensions with Risk Sharing: Affordable, Adequate and Stable Private Pensions in Europe
CEPR Discussion Paper No. DP10538
A. Lans Bovenberg and Theo Nijman
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper The Effects of Contingent Convertible (CoCo) Bonds on Insurers' Capital Requirements Under Solvency II
SAFE Working Paper No. 98
Tobias Niedrig and Helmut Gründl
Goethe University Frankfurt, Chair for Insurance and Regulation and Goethe University Frankfurt - House of Finance
Date Posted: April 12, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Optimal Asset Allocation for Interconnected Life Insurers in the Low Interest Rate Environment Under Solvency Regulation
SAFE Working Paper No. 97
Tobias Niedrig
Goethe University Frankfurt, Chair for Insurance and Regulation
Date Posted: April 12, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Portfolio Forming Decisions: The Role of Intangibles
Higher School of Economics Research Paper No. WP BRP 44/FE/2015
Marina A. Zavertiaeva
National Research University Higher School of Economics
Date Posted: April 11, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Egalitarian Equivalent Capital Allocation
Shinichi Kamiya and George H. Zanjani
Nanyang Technological University (NTU) - Nanyang Business School and Georgia State University - Risk Management & Insurance Department
Date Posted: April 11, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Active Risk-Based Investing
Emmanuel Jurczenko and Jerome Teiletche
ESCP Europe and Unigestion
Date Posted: April 11, 2015
Working Paper Series
105 downloads

Incl. Electronic Paper Consistent Tests for Almost Stochastic Dominance
Xu Guo , Haim Levy and Wing-Keung Wong
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hong Kong Baptist University (HKBU)
Date Posted: April 10, 2015
Last Revised: April 11, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Fama-Macbeth Two-Pass Regressions: Improving Risk Premia Estimates
Jushan Bai and Guofu Zhou
Columbia University and Washington University in St. Louis - Olin School of Business
Date Posted: April 10, 2015
Working Paper Series
56 downloads

Incl. Fee Electronic Paper Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
CEPR Discussion Paper No. DP10525
Sandra E. Black , Paul J. Devereux , Petter Lundborg and Kaveh Majlesi
University of Texas at Austin - Center for Law, Business, and Economics , University College Dublin - Department of Economics , Lund University School of Economics and Management and Lund University
Date Posted: April 09, 2015
Working Paper Series

The German Open-End Fund Crisis - A Valuation Problem?
Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Christian Weistroffer and Steffen P. Sebastian
European Securities and Markets Authority and University of Regensburg - International Real Estate Business School (IREBS)
Date Posted: April 09, 2015
Accepted Paper Series

Incl. Fee Electronic Paper The Risk‐Free Rate in a Finite Horizon Model with Bequests
Bulletin of Economic Research, Vol. 67, Issue 2, pp. 105-114, 2015
Xiaoyong Cui and Liutang Gong
Peking University - School of Economics and Peking University - Guang Hua School of Management
Date Posted: April 09, 2015
Accepted Paper Series

Incl. Electronic Paper Incremental Variables and the Investment Opportunity Set
Journal of Financial Economics (JFE), Forthcoming
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date Posted: April 09, 2015
Accepted Paper Series
64 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 20, 2015
Working Paper Series
44 downloads

The Associative Property of Attribution Linking
Jiang, Yindeng, Joseph Sáenz, "The Associative Property of Attribution Linking," The Journal of Performance Measurement, Vol. 19, No. 1 (2015), pp. 19-24.,
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: April 08, 2015
Accepted Paper Series

Incl. Electronic Paper Am I My Peer's Keeper? Social Responsibility in Financial Decision Making
NiCE Working Paper 15-03, Institute for Management Research, Radboud University, Nijmegen, 2015
Sascha Füllbrunn and Wolfgang J. Luhan
Radboud University Nijmegen - Nijmegen School of Management and University of Bochum
Date Posted: April 08, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Chasing Stock Market Returns
Nicola Borri and Alberto Cagnazzo
LUISS Guido Carli University - Department of Economics and LUISS Guido Carli University - Department of Economics
Date Posted: April 08, 2015
Last Revised: April 18, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper The Triumph of Mediocrity: A Case Study of 'Naïve Beta'
Journal of Portfolio Management, Forthcoming
Edward E. Qian , Nicholas Alonso and Mark A. Barnes
PanAgora Asset Management , PanAgora Asset Management and PanAgora Asset Management, Inc.
Date Posted: April 07, 2015
Accepted Paper Series
250 downloads

Incl. Fee Electronic Paper A Tale of Two Anomalies: Higher Returns of Low‐Risk Stocks and Return Seasonality
Financial Review, Vol. 50, Issue 2, pp. 257-273, 2015
Christopher Fiore and Atanu Saha
Compass Lexecon and Compass Lexecon
Date Posted: April 07, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Trend‐Following Trading Strategies in U.S. Stocks: A Revisit
Financial Review, Vol. 50, Issue 2, pp. 221-255, 2015
Andrew C. Szakmary and M. Carol Lancaster
University of Richmond and University of Richmond
Date Posted: April 07, 2015
Accepted Paper Series

Incl. Electronic Paper A Rational Explanation of Disposition Effect: Portfolio Rebalancing with Transaction Costs
Min Dai , Hong Liu and Jing Xu
National University of Singapore (NUS) - Department of Mathematics , Washington University in St. Louis - Olin Business School and National University of Singapore (NUS)
Date Posted: April 06, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Implementation of State Sponsored Retirement Plans
Bruce I. Carlin and Shaun William Davies
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Colorado-Boulder
Date Posted: April 05, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Uniqueness of Equilibrium for Time-Inconsistent Stochastic Linear-Quadratic Control
Ying Hu , Hanqing Jin and Xun Yu Zhou
Université de Rennes I , Mathematical Institute and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: April 05, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Alternative Risk Measures and Stock Selection
Euan Sinclair and Saarthak Gupta
Bluefin Trading and Bluefin Trading
Date Posted: April 05, 2015
Working Paper Series
164 downloads

Incl. Electronic Paper Dynamic Agency and Endogenous Risk-Taking
Tak-Yuen Wong
Shanghai University of Finance and Economics - Department of Finance
Date Posted: April 04, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Hedging and Pricing in Imperfect Markets Under Non-Convexity
FRB Atlanta Working Paper No. 2014-13
Hirbod Assa and Nikolay Gospodinov
University of Liverpool and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Implied Volatility of Greek Options and the Political Risk in Eurozone
Dimosthenis Karaflos
Athens University of Economics and Business
Date Posted: April 04, 2015
Working Paper Series
20 downloads


 

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