Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 485,161
Full Text Papers: 394,479
Authors: 227,127
Papers Received in
  Last 12 months: 		69,082

Paper Downloads:
To date: 66,070,363
Last 12 months: 11,183,867
Last 30 days: 1,021,006

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,583,810 Total downloads
Showing Papers 1,841 - 1,890 of 7,241
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Stocks and Bonds: Eggs in the Same or Different Baskets - A Cointegration Analysis
Niall O'Sullivan
University College Cork (UCC) - Department of Economics
Date Posted: May 25, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Minimum Variance Joint Hedging under Competitive Pressure: Application to the Oil Industry
 Rui Luo
Fudan University
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimension?
 Luís Oliveira , João Pedro Vidal Nunes and Luís Malcato
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - ISCTE Business School , ISCTE Business School and ISCTE Business School / Portuguese Association of Insurers (APS)
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Investment Funds: What Next?
Quantitative and Qualitative Analysis in the Social Sciences, Vol. 2, Issue 2, pp. 45-62.
Keith Cuthbertson , Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and University College Cork (UCC) - Department of Economics
Date Posted: May 25, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Analyzing Federal Reserve Asset Purchases: From Whom Does the Fed Buy?
FEDS Working Paper No. 2013-32
 Seth B. Carpenter , Selva Demiralp , Jane E. Ihrig and Elizabeth Klee
Federal Reserve Board - Department of Monetary Affairs , Koc University - Department of Economics , Federal Reserve Board - International Financial Transactions and Board of Governors of the Federal Reserve System
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Credit-Crunch Dynamics with Uninsured Investment Risk
FEDS Working Paper No. 2013-31
 Jonathan E. Goldberg
Massachusetts Institute of Technology (MIT)
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Design of Risk Weights
 Paul Glasserman and Wanmo Kang
Columbia Business School and Korea Advanced Institute of Science and Technology (KAIST) - Department of Mathematical Science
Date Posted: May 25, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper The Profitability of Momentum Trading Strategies in the Irish Equity Market
 Fionnghuala O' Sullivan and Niall O'Sullivan
University College Cork and University College Cork (UCC) - Department of Economics
Date Posted: May 25, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Mutual Fund Performance and Families
 Andrew Clare , Niall O'Sullivan and Meadhbh Sherman
City University London - Sir John Cass Business School , University College Cork (UCC) - Department of Economics and University College Cork
Date Posted: May 24, 2013
Working Paper Series

Incl. Electronic Paper Subjective Life Expectancy and Private Pensions
MEA Discussion Paper No. 265-12
 Tabea Bucher-Koenen and Sebastian Kluth
Munich Center for the Economics of Aging and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Social Law and Social Policy
Date Posted: May 24, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Asymmetric Information, Trading Volume, and Portfolio Performance
 Antony Jackson
University of Leicester - Department of Economics
Date Posted: May 24, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
DIW Berlin Discussion Paper No. 1300
 Vassilios Babalos , Guglielmo Maria Caporale and Nikolaos Philippas
University of Piraeus - Department of Banking and Financial Management , Brunel University - Centre for Empirical Finance and University of Piraeus - Department of Business Administration
Date Posted: May 24, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Capital Structure and Credit Spread under Partial Information
 Jinqiang Yang and Juan Peng
Shanghai University of Finance and Economics and Shanghai University of Finance and Economics - School of International Business Administration
Date Posted: May 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
 Yeguang Chi
Booth School of Business, University of Chicago
Date Posted: May 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
SAFE Working Paper No. 21
 Stefano Corradin , Reint Gropp , Harry Huizinga and Luc Laeven
European Central Bank (ECB) , Goethe University Frankfurt , Tilburg University - Center for Economic Research (CentER) and International Monetary Fund (IMF)
Date Posted: May 23, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Bonus Schemes and Trading Activity
Center Discussion Paper Series No. 2013-030
 Elena Pikulina , Luc Renneboog , Jenke ter Horst and Philippe Tobler
Tilburg University - Department of Finance , Tilburg University - Department of Finance , Tilburg University - Center for Economic Research (CentER) and University of Zurich - Department of Economics Library
Date Posted: May 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Application of MACD and RVI Indicators as Functions of Investment Strategy Optimization on the Financial Market
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 1, 2009, pp. 171-196,
 Dejan Erić , Goran B. Andjelic and Srdjan Redžepagić
Institute of Economic Sciences Belgrade , Educons University and Institute of Economic Sciences Belgrade
Date Posted: May 22, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Which Currency Hedging Strategy is Best?
MIT Sloan Research Paper No. 5003-13
 Wei Chen , Mark Kritzman and David Turkington
State Street Corporate - State Street Associates , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Global Markets
Date Posted: May 22, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Empirical Test of the Liquidity-Based Theory of Closed-End Funds
 Jerry T. Parwada and Kok Keng Siaw
University of New South Wales (UNSW) - School of Banking and Finance and Australian School of Business at UNSW
Date Posted: May 21, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Shareholder Diversification, Bank Risk-Taking, and Capital Allocation Efficiency
 Yamileh García-Kuhnert , Maria-Teresa Marchica and Roberto Mura
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Date Posted: May 21, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Liquidity and Investment Horizon
 Volodymyr Vovchak
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: May 20, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Two Gold Return Puzzles
 Gueorgui I. Kolev
EDHEC Business School
Date Posted: May 19, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Taxable and Tax-Deferred Investing with the Limited Use of Losses
 Marcel Fischer and Michael F. Gallmeyer
Copenhagen Business School and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: May 19, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Mark-to-Market Accounting and Systemic Risk in the Financial Sector
 Andrew Ellul , Pab Jotikasthira , Christian T. Lundblad and Yihui Wang
Indiana University Bloomington - Department of Finance , University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School and Fordham University - Finance Area
Date Posted: May 18, 2013
Working Paper Series
16 downloads

The Impact of Financial Liberalization on Private Investment in Ghana
The International Journal of Business and Finance Research, Vol. 7(4) p. 77-90 (2013)
 Eric Asare
Independent
Date Posted: May 18, 2013
Accepted Paper Series

Incl. Electronic Paper Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? (Has the State-Aided Private Pension Plan Prämienbegünstigte Zukunftsvorsorge Strengthened the Austrian Stock Market?)
 Otto Randl
WU Vienna University of Economics and Business
Date Posted: May 18, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Capturing Market Returns: Taking an X-Ray of Your Money Manager
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Cholesterol and Volatility
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Mind Games
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Developing an Appreciation for Risk
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Coping with the Clearing Obligation - From the Perspective of an Industrial Corporate with a Focus on Commodity Markets
 Frank Lehrbass
Independent
Date Posted: May 16, 2013
Working Paper Series

The Interaction of Stock Returns between Different Segments of a Factor
 Suqin Gu
University of Illinois at Chicago
Date Posted: May 16, 2013
Working Paper Series

Incl. Electronic Paper Linked Recursive Preferences and Optimality
Mathematical Finance, Forthcoming
 Shlomo Levental , Mark D. Schroder and Sumit Sinha
Michigan State University , Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Date Posted: May 16, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Quantifying Tail Risk with Bad Data
 Mattia Landoni and Ravi Sastry
Columbia Business School and SMU Cox School of Business
Date Posted: May 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
 Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York (UK) - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: May 16, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Post Issue Performance of Graded IPOs in India
Prajnan: Journal of Social and Management Sciences, Vil. XLI, No.2, 2012-13. pp 89-108. (ISSN: 0970-8448)
 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: May 15, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 14, 2013
Last Revised: May 16, 2013
Working Paper Series
38 downloads

Discrete-Time Portfolio Optimization with Transaction Costs
 Feiran Tao and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series

Incl. Electronic Paper Safe Withdrawal Rates, Optimal Retirement Portfolios, and Certainty-Equivalent Spending
 Druce Vertes
Linkfest.com
Date Posted: May 13, 2013
Last Revised: May 19, 2013
Working Paper Series
95 downloads

Incl. Electronic Paper Somatic Portfolio Theory: When Emotions Lead to Economic Efficiency
 Pierpaolo Uberti , Caterina Lucarelli and Gianni Brighetti
University of Genoa - Department of Economics and Quantitative Methods (DIEM) , Università Politecnica delle Marche and University of Bologna
Date Posted: May 11, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Made Poorer by Choice: Worker Outcomes in Social Security v. Private Retirement Accounts
FEDS Working Paper No. 2013-23
 Javed Ahmed , Brad M. Barber and Terrance Odean
Board of Governors of the Federal Reserve System , University of California, Davis and University of California, Berkeley - Haas School of Business
Date Posted: May 11, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Commodities as Inflation Protection
 Andrew Marks , George Crawford and Jim Kyung-Soo Liew
The Investment Research Foundation , The Investment Research Foundation and Johns Hopkins University - Carey Business School
Date Posted: May 09, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper Leverage and Alpha: The Case of Funds of Hedge Funds
 Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: May 09, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Stochastic Portfolio Theory Optimization and the Origin of Alternative Asset Allocation Strategies
 Gianluca Oderda
Ersel Asset Management SGR s.p.a.
Date Posted: May 09, 2013
Working Paper Series
88 downloads

Incl. Electronic Paper Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
 Mark Davis and Sebastien Lleo
Imperial College London and Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper Harnessing the Building Blocks of Economic Valuation: Exploring the Work of Nobel Laureate Robert C. Merton, PhD
Journal of Investment Consulting, Vol. 14, No. 1, 5-16, 2013
 Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: May 08, 2013
Accepted Paper Series
12 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Incorporating Liabilities and Delegation to Chief Investment Officers — Version 0.1
Journal of Investment Consulting, Vol. 14, No. 1, pp. 17-31, 2013
 Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model
Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
 Theodore Economou , Gregoire Haenni and Elena Manola-Bonthond
CERN Pension Fund , CERN Pension Fund and CERN Pension Fund
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Dividend-Growth as a Defensive Equity Strategy
Journal of Investment Consulting, Vol. 14, No. 1, pp. 38-47, 2013
 Geoffrey Gerber
Independent
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Electronic Paper Do M&As Generate Value for Shareholders? An Analysis of the Italian Banking Sector
Chinese Business Review 11 (2), 206-216, February 2012
 Carmelo Intrisano and Fabrizio Rossi
University of Cassino and University of Cassino and Southern Lazio
Date Posted: May 08, 2013
Accepted Paper Series
6 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo2 in 6.641 seconds