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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months:
69,683

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To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,118,851 Total downloads
Showing Papers 22,901 - 22,950 of 36,975
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Incl. Electronic Paper Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche
Shady Aboul-Enein , Georges Dionne and Nicolas A. Papageorgiou
HEC Montreal , HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Date Posted: July 26, 2009
Last Revised: August 11, 2009
Working Paper Series
101 downloads

Incl. Electronic Paper Performance Analysis of Log-Optimal Portfolio Strategies with Transaction Costs
Mihály Ormos and András Urbán
Budapest University of Technology and Economics - Department of Finance and Budapest University of Technology and Economics
Date Posted: August 15, 2011
Working Paper Series
99 downloads

Incl. Electronic Paper Performance Analysis of New Mutual Funds: A Bayesian Approach
Aymen Karoui
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: March 06, 2008
Last Revised: December 17, 2008
Working Paper Series
272 downloads

Incl. Electronic Paper Performance and Characteristics of Mutual Fund Starts
Aymen Karoui and Iwan Meier
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and HEC Montreal - Department of Finance
Date Posted: December 11, 2008
Working Paper Series
357 downloads

Incl. Electronic Paper Performance and Characteristics of Swedish Mutual Funds
Journal of Financial and Quantitative Analysis, Vol. 35, pp. 409-423, 2000
Magnus Dahlquist , Stefan Engstrom and Paul Söderlind
Stockholm School of Economics , Stockholm School of Economics, Department of Finance and University of St. Gallen
Date Posted: June 02, 2009
Last Revised: June 11, 2013
Accepted Paper Series
172 downloads

Incl. Electronic Paper Performance and Governance of Swiss Pension Funds
Manuel Ammann and Andreas Zingg
University of St. Gallen - Swiss Institute of Banking and Finance and UBS Global Asset Management
Date Posted: August 11, 2009
Working Paper Series
259 downloads

Incl. Electronic Paper Performance and Survival of Institutional Money Managers
Janis Berzins and Charles Trzcinka
BI Norwegian Business School and Indiana University Bloomington - Department of Finance
Date Posted: October 03, 2005
Working Paper Series
136 downloads

Incl. Electronic Paper Performance Appraisal of Real Estate Investment Trusts (REITs): A Practice in Istanbul Stock Exchange
Journal of Institute of Business Administration-Yonetim, Vol. 21, No. 65, pp.11-23, February 2010
Ali Hepsen and Murat Kiyilar
Istanbul University - Faculty of Business Administration, Department of Finance and Istanbul University - Faculty of Business Management
Date Posted: February 06, 2012
Accepted Paper Series
54 downloads

Incl. Electronic Paper Performance Attribution and the Accuracy of Detecting Timing and Selection Skills
Auke Plantinga
University of Groningen
Date Posted: August 18, 2004
Working Paper Series
660 downloads

Performance Attribution Using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1997
Lawrence Kryzanowski , Simon Lalancette and Minh Chau To
Concordia University, Quebec - Department of Finance , University of Quebec at Montreal and Ecole des Hautes Etudes Commerciales de Montreal
Date Posted: June 18, 1997
Accepted Paper Series

Incl. Electronic Paper Performance Benchmarking Managed Funds: Australian Fixed Interest Funds
Edith Cowan U, School of Accounting, Finance and Economics Working Paper
Victor Soucik and David E. Allen
Edith Cowan University - School of Finance and Business Economics and Edith Cowan University - School of Finance and Business Economics
Date Posted: September 10, 2002
Working Paper Series
138 downloads

Incl. Electronic Paper Performance Characteristics of Hedge Fund Replication Programs
Raj Gupta , Edward Szado and William Spurgin
University of Massachusetts at Amherst - Department of Finance & Operations Management , University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts at Amherst
Date Posted: December 17, 2009
Working Paper Series
225 downloads

Incl. Electronic Paper Performance Consequences of Group Versus Individual Compensation Schemes for Senior Executives
Paul James Brown , Zoltan P. Matolcsy and Peter Alfred Wells
University of Technology - School of Accounting , University of Technology, Sydney (UTS) - School of Accounting and University of Technology, Sydney - School of Accounting, Faculty of Business
Date Posted: July 23, 2008
Working Paper Series
142 downloads

Incl. Electronic Paper Performance Evaluation and Classification of Italian Equity Mutual Funds
EFMA 2001 Lugano Meetings
Francesca Campanelli and Giovanni Trovato
University of Rome II and University of Rome II - Faculty of Economics
Date Posted: June 17, 2001
Working Paper Series
394 downloads

Performance Evaluation and Preferences beyond Mean-Variance
Financial Markets and Portfolio Management, Vol. 17, No. 2, pp. 213-233, 2003
Wolfgang Breuer
Aachen University - Department of Finance
Date Posted: September 12, 2005
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation in Competitive REE Models
Paolo Colla and Jose M. Marin
Bocconi University - Department of Finance and Universidad Carlos III de Madrid
Date Posted: October 17, 2010
Last Revised: March 17, 2012
Working Paper Series
726 downloads

Performance Evaluation Model used in Nigerian Quoted Companies: Empirical Research Findings
Journal of Financial Management and Analysis, Vol. 19, No. 2, July-December 2006
Chinwuba Okafor
University of Benin - Department of Accounting
Date Posted: April 02, 2007
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation of Active Managers: An Overview of Current Practice
Investments & Wealth Monitor, January/February 2011
Jason C. Hsu , Vitali Kalesnik and Russ Wermers
Research Affiliates, LLC , Research Affiliates LLC and University of Maryland - Robert H. Smith School of Business
Date Posted: October 27, 2010
Last Revised: November 22, 2011
Accepted Paper Series
384 downloads

Incl. Electronic Paper Performance Evaluation of Balanced Pension Plans
Laura Andreu and Laurens A. P. Swinkels
University of Zaragoza - Faculty of Business and Economics and Erasmus University Rotterdam (EUR)
Date Posted: March 05, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
Chicago Booth Research Paper No. 13-55, Fama-Miller Working
Yeguang Chi
Booth School of Business, University of Chicago
Date Posted: May 23, 2013
Last Revised: June 03, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies
EFA 0373; FA Working Paper No. 300
Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting
Date Posted: October 04, 2000
Working Paper Series
2507 downloads

Incl. Electronic Paper Performance Evaluation of Islamic Mutual Funds Relative to Conventional Funds: Empirical Evidence from Saudi Arabia
International Journal of Islamic and Middle Eastern Finance and Management, Forthcoming
Dawood Ashraf
Prince Mohammad Bin Fahd University
Date Posted: January 17, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper Performance Evaluation of Mutual Fund Investments: The Impact of Non-Normality and Time-Varying Volatility
Ioannis D. Vrontos , Loukia Meligkotsidou and Spyridon D. Vrontos
Athens University of Economics and Business , University of Athens and Dep. of Statistics and Insurance Science, University of Piraeus
Date Posted: March 09, 2008
Working Paper Series
235 downloads

Incl. Electronic Paper Performance Evaluation of Mutual Funds in Indonesia
Werner Ria Murhadi
Universitas Surabaya
Date Posted: September 28, 2010
Working Paper Series
130 downloads

Incl. Electronic Paper Performance Evaluation of Optimized Portfolio Insurance Strategies
Daniel Zieling , Antje Brigitte Mahayni and Sven Balder
University of Duisburg-Essen - Mercator School of Management , Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Date Posted: December 01, 2012
Last Revised: December 04, 2012
Working Paper Series
147 downloads

Incl. Electronic Paper Performance Evaluation of Polish Mutual Fund Managers
Pawel Rzezniczak and Laurens A. P. Swinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)
Date Posted: April 23, 2008
Last Revised: June 24, 2008
Working Paper Series
404 downloads

Performance Evaluation of Polish Mutual Fund Managers
International Journal of Emerging Markets, Vol. 4, No. 1, pp. 26-42
Pawel Rzezniczak and Laurens A. P. Swinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)
Date Posted: January 26, 2009
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation of Portfolio Insurance Strategies Using Stochastic Dominance Criteria
Jan Annaert , Sofie Van Osselaer and Bert Verstraete
Antwerp Management School , Ghent University, Department of Financial Economics and KBC Asset Management
Date Posted: May 04, 2007
Working Paper Series
664 downloads

Performance Evaluation of U.K. Unit Trusts Within the Stochastic Discount Factor Framework
Journal of Financial Research, Forthcoming
Jonathan Fletcher and David Forbes
University of Strathclyde, Glasgow - Department of Accounting and Finance and Glasgow Caledonian University
Date Posted: October 20, 2003
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation of VAR Models in Emerging Markets: An Application to the Bulgarian and the Romanian Markets
Darina Todorova
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE)
Date Posted: July 04, 2009
Working Paper Series
159 downloads

Incl. Electronic Paper Performance Evaluation with Stochastic Discount Factors
Heber Farnsworth , Wayne E. Ferson , David Jackson and Steven K. Todd
Pennsylvania State University - Department of Finance , University of Southern California , Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Date Posted: February 26, 2002
Working Paper Series
370 downloads

Performance Evaluation with Stochastic Discount Factors
Journal of Business, Vol. 75, No. 3, July 2002
Heber Farnsworth , Wayne E. Ferson , David Jackson and Steven K. Todd
Pennsylvania State University - Department of Finance , University of Southern California , Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Date Posted: April 17, 2002
Accepted Paper Series

Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters
Journal of Finance
Andrew Metrick
Yale School of Management
Date Posted: September 11, 1998
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation, Contracts, and Flows in Efficient Markets
Heber Farnsworth
Pennsylvania State University - Department of Finance
Date Posted: March 28, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Performance Fees and Asset Prices in Equilibrium
Ioan Mirciov
Northwestern University - Kellogg School of Management
Date Posted: June 13, 2010
Working Paper Series
42 downloads

Performance Hypothesis Testing with the Sharpe Ratio
Finance Letters, Vol. 1, No. 1, 2003
Christoph Memmel
Deutsche Bundesbank
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper Performance Implications of Active Management of Institutional Mutual Funds
Ronald Geoffrey Bird , Paolo Pellizzari and Danny Yeung
University of Technology, Sydney (UTS) - School of Finance and Economics , Ca Foscari University of Venice - Department of Economics and University of Technology, Sydney (UTS)
Date Posted: March 18, 2011
Working Paper Series
69 downloads

Performance in the Hedge Funds Industry: An Analysis of Short and Long-Term Persistence
Journal of Alternative Investments, Vol. 6, No. 3, pp. 25-41, Winter 2003
Pierre-Antoine Bares , Rajna Gibson and Sebastien Gyger
affiliation not provided to SSRN , University of Geneva - Graduate School of Business (HEC-Geneva) and Lombard Odier Darier Hentsch & Cie
Date Posted: January 16, 2004
Accepted Paper Series

Incl. Electronic Paper Performance Maximization of Actively Managed Funds
FRB of New York Staff Report No. 427
Paolo Guasoni , Gur Huberman and Zhenyu Wang
Boston University - Department of Mathematics and Statistics , Columbia Business School - Finance and Economics and Kelley School of Business, Indiana University
Date Posted: January 21, 2010
Working Paper Series
134 downloads

Incl. Fee Electronic Paper Performance Maximization of Actively Managed Funds
CEPR Discussion Paper No. DP7676
Paolo Guasoni , Gur Huberman and Zhenyu Wang
Boston University - Department of Mathematics and Statistics , Columbia Business School - Finance and Economics and Kelley School of Business, Indiana University
Date Posted: February 10, 2010
Working Paper Series
3 downloads

Incl. Electronic Paper Performance Measurement and Appraisal of Private Equity Investments Relative to Public Equity Markets
Matthias M. Ick
University of Lugano
Date Posted: December 28, 2005
Working Paper Series
1296 downloads

Incl. Electronic Paper Performance Measurement and Insurance Liabilities
Carel Huijgen and Auke Plantinga
University of Groningen - Faculty of Economics and Business and University of Groningen
Date Posted: May 24, 2000
Working Paper Series
1185 downloads

Incl. Electronic Paper Performance measurement for pension funds
Auke Plantinga
University of Groningen
Date Posted: May 10, 2006
Working Paper Series
870 downloads

Incl. Electronic Paper Performance Measurement in Not-for-Profit Governance: An Empirical Study of the Minnesota Independent School Districts
Annals of Operation Research, Forthcoming
Rajiv D. Banker , Hsihui Chang and Ehsan H. Feroz
Temple University - Fox School of Business and Management , Drexel University and University of Washington - Tacoma-Milgard School of Business
Date Posted: October 15, 2008
Last Revised: November 27, 2009
Accepted Paper Series
145 downloads

Performance Measurement of Equity Funds - Do the SPPS Enhance Transparency?
Financial Markets and Portfolio Management, Vol. 15., No. 2, 2001
Rico von Wyss
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: September 06, 2005
Accepted Paper Series

Incl. Electronic Paper Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework
Chokri Mamoghli and Sami Daboussi
Institut Supérieur de Gestion and University of Tunis - Faculty of Law, Economics and Management of Jendouba
Date Posted: September 29, 2008
Working Paper Series
493 downloads

Incl. Electronic Paper Performance Measurement of Hedge Funds Using Data Envelopment Analysis
Financial Markets and Portfolio Management, Vol. 20, No. 4, 2006
Martin Eling
University of St. Gallen
Date Posted: November 10, 2006
Accepted Paper Series
649 downloads

Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts
Annual Review of Financial Economics, Forthcoming
Russ Wermers
University of Maryland - Robert H. Smith School of Business
Date Posted: October 20, 2011
Accepted Paper Series

Incl. Electronic Paper Performance Measurement with Endogenous Benchmarks: New Insights Using Higher Data Frequency
Marcel Hänni
Allianz Asset Management SE
Date Posted: July 06, 2008
Last Revised: September 01, 2009
Working Paper Series
195 downloads

Incl. Electronic Paper Performance Measurement with Loss Aversion
Cass Business School Research Paper
Gordon Gemmill , Mark Salmon and Soosung Hwang
Warwick Business School , University of Cambridge - Faculty of Economics and Politics and Sungkyunkwan University - Department of Economics
Date Posted: March 12, 2005
Working Paper Series
128 downloads


 

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