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Abstracts: 613,830
Full Text Papers: 510,636
Authors: 283,548
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SSRN eLibrary Search Results
JEL Code: G11
3,500,865 Total downloads
Showing Papers 1,961 - 2,010 of 9,275
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1 2 3 4 ... 186 | Next >
   


Incl. Electronic Paper Pricing the Value of Cash Flow Rights in Crowdinvesting: An Analysis of Innovestment Backers
Lars Hornuf and Matthias Neuenkirch
University of Trier and University of Trier - Faculty of Economics
Date Posted: June 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Foreign Capital Inflow and Financial Crisis in a Dynamic Model
Gopal K. Basak , Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata , Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata
Date Posted: June 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Portfolios in the Ibex 35 Index: Alternative Methods to the Traditional Framework, a Comparative with the Naive Diversification in a Pre- and Post- Crisis Context
Victor M. Adame-Garcia , Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Equity Glidepaths in Retirement
Christopher J. Rook
Stevens Institute of Technology
Date Posted: June 30, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Empirical Comparison of Extreme Value Theory Vis-À-Vis Other Methods of VaR Estimation Using ASEAN+3 Exchange Rates
DLSU Business & Economics Review, 20.2 (2011), pp. 9-22
Cesar C. Rufino and Emmanuel G. de Guia
School of Economics, De La Salle University and De La Salle University
Date Posted: June 30, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Paradox in the Markowitz Mean-Variance Model with Transaction Costs
George L. Ye
Saint Mary's University - Sobey School of Business
Date Posted: June 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Financial Sophistication and Portfolio Choice over the Life Cycle
Seth Neumuller and Casey Rothschild
Wellesley College - Department of Economics and Wellesley College
Date Posted: June 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Absolute Returns in Commodity Futures Programs
Hilary Till and Jodie Gunzberg
EDHEC Business School and S&P Dow Jones Indices
Date Posted: June 28, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper What is Known About Hedge Funds?
Hilary Till and Jodie Gunzberg
EDHEC Business School and S&P Dow Jones Indices
Date Posted: June 27, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Senior Structured Finance Obligations are not Economic Catastrophe Bonds
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: June 27, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part I
Hilary Till
EDHEC Business School
Date Posted: June 27, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Efficient Frontier, Lognormal Returns, and Shortfall Constraint
Luca Ghezzi and Giancarlo Giudici
Università Carlo Cattaneo (LIUC) and Politecnico di Milano - Dipartimento di Ingegneria Gestionale
Date Posted: June 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Higher-Order Terms in Bivariate Returns to International Stock Market Indices
Multinational Finance Journal, Vol. 12, No. 1/2, p. 127-155, 2008
Kirt C. Butler and Katsushi Okada
Michigan State University and Michigan State University
Date Posted: June 26, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Risks in CDO-Squared Structures
Multinational Finance Journal, Vol. 13, No. 1/2, p. 55-74, 2009
Andrew Adams , Rajiv Bhatt and James Clunie
University of Edinburgh; Business School , Deloitte Touche Tohmatsu and Jupiter Asset Management Ltd.
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Metaheuristic Construction of Long-Only Risk Budgeted Futures Portfolio with Maximal Diversification Index
Vijayalakshmi G A Pai and Thierry Michel
PSG College of Technology and Lombard Odier & Cie
Date Posted: June 26, 2015
Last Revised: June 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Benchmark Concentration: Capitalization Weights versus Equal Weights in the FTSE 100 Index
Multinational Finance Journal, Vol. 13, No. 3/4, p. 209-228, 2009
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
Multinational Finance Journal, Vol. 13, No. 3/4, p. 155-188, 2009
Daniella Acker and N.W. Duck
University of Bristol - Department of Economics and University of Bristol - Department of Economics
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Multifactor Asset Pricing Model Incorporating Coskewness and Cokurtosis: The Evidence from Asian Mutual Funds
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Higher Moment Six-Factor Model in Explaining Mutual Fund Portfolio Return in Different Market Conditions
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Measurement and Management of Risk in Commodity Futures Programs
Hilary Till
EDHEC Business School
Date Posted: June 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Sovereign Default Problem in the Eurozone: An Insurance-Based Approach
CESifo Working Paper Series No. 5389
Nadjeschda Arnold and Ray Rees
Ludwig-Maximilians-Universität München - Center for Economic Studies (CES) and Ludwig-Maximilians-Universität München - Faculty of Economics
Date Posted: June 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Alphas of Betas: Testing Characteristics-Based Factor Models
Kerry Back , Nishad Kapadia and Barbara Ostdiek
Rice University - Jones Graduate School of Business and Department of Economics , Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: June 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Financial Exposure to the Euro Area Before and After the Crisis: Home Bias and Institutions at Home
ECB Working Paper No. 1799
Vincent Arthur Floreani and Maurizio Michael Habib
World Bank - South Asia Chief Economist Office and European Central Bank (ECB)
Date Posted: June 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Stock Market Investment: The Role of Human Capital
FRB Richmond Working Paper No. 15-07
Kartik Athreya , Anamaria Felicia Ionescu and Urvi Neelakantan
Federal Reserve Bank of Richmond , Board of Governors of the Federal Reserve System (FRB) and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 24, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper The Home Bias in Equities and Distribution Costs
The Scandinavian Journal of Economics, Vol. 117, Issue 3, pp. 983-1018, 2015
Philipp Harms , Mathias Hoffmann and Christina Ortseifer
University of Mainz , Deutsche Bundesbank and University of Mainz
Date Posted: June 23, 2015
Accepted Paper Series

Incl. Electronic Paper Knowing is Trusting? An Experimental Test of the Role of Information in Advisory
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2015/02,
Caterina Cruciani , Gloria Gardenal and Anna Moretti
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: June 22, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Momentum and Low-Volatility Effects in Country-Level Stock Market Anomalies
Adam Zaremba
Poznań University of Economics
Date Posted: June 22, 2015
Last Revised: June 24, 2015
Working Paper Series
32 downloads

Seasonal Variation in Treasury Returns
Critical Finance Review, 4(1), 45-115, 2015
Mark J. Kamstra , Lisa A. Kramer and Maurice D. Levi
York University - Schulich School of Business , University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 21, 2015
Accepted Paper Series

Incl. Electronic Paper Financial Markets in the Face of the Apocalypse
Jedrzej Pawel Bialkowski and Ehud I. Ronn
University of Canterbury - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Date Posted: June 21, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Are SRI Funds Conventional Funds in Disguise or Do They Live Up to Their Name?
ZEW - Centre for European Economic Research Discussion Paper No. 15-027
Christin Nitsche and Michael Schröder
Frankfurt School of Finance & Management gemeinnützige GmbH and Centre for European Economic Research (ZEW) - International Finance and Financial Management
Date Posted: June 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Return-Based Style Analysis in Australian Funds
Multinational Finance Journal, Vol. 16, No. 3/4, p. 155-188, 2012
Robert W. Faff , Philip Gharghori , Bonnie Ip and Annette Nguyen
University of Queensland , Monash University , BPM Financial Modelling and Deakin University
Date Posted: June 19, 2015
Accepted Paper Series
8 downloads

Rethinking Retirement Investing
Henry Cobbe
Elston Consulting Ltd.
Date Posted: June 18, 2015
Working Paper Series

Incl. Electronic Paper Share Issuance and Expected Returns Around the World
Adam Zaremba and Szymon Okoń
Poznań University of Economics and Poznan University of Economics
Date Posted: June 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
Multinational Finance Journal, Vol. 17, No. 1/2, p. 1-47, 2013
Anand B S Gulati , Johan Knif and James W. Kolari
Hanken School of Economics , Hanken School of Economics / Department of Finance and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: June 18, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Diversification Effect of Naïve and Optimized Carry Trades
Jurij-Andrei Reichenecker
Hochschule Liechtenstein - Institute of Financial Services
Date Posted: June 18, 2015
Last Revised: June 22, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper International Evidence on the Equity Premium Puzzle and Time Discounting
Multinational Finance Journal, Vol. 17, No. 3/4, p. 149-163, 2013
Marc Oliver Rieger , Mei Wang and Thorsten Hens
University of Trier , WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Date Posted: June 18, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Dynamic Asset Allocation with Predictable Returns and Transaction Costs
Pierre Collin-Dufresne , Kent D. Daniel , Ciamac C. Moallemi and Mehmet Saglam
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute , Columbia Business School - Finance and Economics , Columbia Business School - Decision Risk and Operations and University of Cincinnati - Department of Finance - Real Estate
Date Posted: June 17, 2015
Working Paper Series
74 downloads

Incl. Electronic Paper The Fees of Mutual Funds and Real Estate Funds: Their Determinants in a Small Market
Paulo F. Pereira Alves
CMVM - Portuguese Securities and Exchange Commission, ISCAL and Lusofona University
Date Posted: June 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Am I My Peer's Keeper? Social Responsibility in Financial Decision Making
Ruhr Economic Paper No. 551
Sascha Füllbrunn and Wolfgang J. Luhan
Radboud University Nijmegen - Nijmegen School of Management and University of Bochum
Date Posted: June 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Is a VIX ETP an Investment in the VIX?
R. Parker Clowers and Travis L. Jones
Florida Gulf Coast University and Florida Gulf Coast University
Date Posted: June 16, 2015
Working Paper Series
37 downloads

Behaviourally Adapted Investing
Shweta Agarwal and Henry Cobbe
Elston Consulting Ltd. and Elston Consulting Ltd.
Date Posted: June 15, 2015
Working Paper Series

Incl. Electronic Paper The Trend is Your Friend: Time-Series Momentum Strategies Across Equity and Commodity Markets
Athina Athina Georgopoulou and George J. Wang
SEI Investments and Manchester Business School
Date Posted: June 15, 2015
Working Paper Series
136 downloads

Incl. Electronic Paper Diffusing Explosive Portfolio Performance Evaluation of High Frequency Traders
G. Charles-Cadogan
UCT - School of Economics
Date Posted: June 14, 2015
Working Paper Series
50 downloads

Incl. Electronic Paper Crowded Spaces and Copycat Risk Management
Salvatore Bruno , Ludwig B. Chincarini and Jesse Davis
IndexIQ , University of San Francisco School of Management and Independent
Date Posted: June 14, 2015
Working Paper Series
236 downloads

Incl. Electronic Paper Case Studies from Commodity Derivatives Debacles
Hilary Till
EDHEC Business School
Date Posted: June 13, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Lifetime Ruin Under Uncertain Hazard Rate
V.R. Young and Yuchong Zhang
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor
Date Posted: June 13, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Cyberfinance: Liberating the Financial Markets
The Capco Institute Journal of Financial Transformation, Forthcoming
Kim Wales
Wales Capital
Date Posted: June 12, 2015
Last Revised: June 16, 2015
Accepted Paper Series
51 downloads

Incl. Electronic Paper Optimal Execution in Hong Kong Given a Market-on-Close Benchmark
Christoph Frei and Nicholas Westray
University of Alberta and Imperial College London
Date Posted: June 12, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Funding Dynamics in Crowdinvesting
Lars Hornuf and Armin Schwienbacher
University of Trier and Université Lille - SKEMA Business School
Date Posted: June 12, 2015
Working Paper Series
42 downloads


 

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