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SSRN eLibrary Statistics:

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Abstracts: 623,898
Full Text Papers: 519,969
Authors: 287,903
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  Last 12 months:
62,656

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To date: 89,336,635
Last 12 months: 11,716,999
Last 30 days: 827,930

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292,904
Total References: 9,075,589
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5,879,321
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  Resolved
  Footnotes:
94,282
Total Footnotes: 9,170,091


SSRN eLibrary Search Results
JEL Code: C1
2,523,443 Total downloads
Showing Papers 2,351 - 2,400 of 10,858
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1 2 3 4 ... 218 | Next >
   


Incl. Electronic Paper A Quantitative Approach to Tactical Asset Allocation
The Journal of Wealth Management, Spring 2007
Mebane T. Faber
Cambria Investment Management
Date Posted: February 11, 2007
Last Revised: March 03, 2014
Accepted Paper Series
153157 downloads

Incl. Electronic Paper A Revealed Preference Ranking of U.S. Colleges and Universities
NBER Working Paper No. W10803
Christopher Avery , Mark E. Glickman , Caroline M. Hoxby and Andrew Metrick
Harvard University - Harvard Kennedy School (HKS) , Boston University - Department of Health Services , Stanford University and Yale School of Management
Date Posted: October 11, 2004
Working Paper Series
46752 downloads

Incl. Electronic Paper Relative Strength Strategies for Investing
Mebane T. Faber
Cambria Investment Management
Date Posted: April 06, 2010
Last Revised: April 20, 2010
Working Paper Series
43701 downloads

Incl. Electronic Paper Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
World Bank Policy Research Working Paper No. 4978
Daniel Kaufmann , Aart Kraay and Massimo Mastruzzi
The Brookings Institution , World Bank - Development Research Group (DECRG) and World Bank Institute
Date Posted: June 23, 2009
Working Paper Series
33330 downloads

Incl. Electronic Paper Governance Matters VI: Governance Indicators for 1996-2006
World Bank Policy Research Working Paper No. 4280
Daniel Kaufmann , Aart Kraay and Massimo Mastruzzi
The Brookings Institution , World Bank - Development Research Group (DECRG) and World Bank Institute
Date Posted: July 11, 2007
Working Paper Series
22042 downloads

Incl. Electronic Paper Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code
Attilio Meucci
SYMMYS
Date Posted: August 11, 2009
Last Revised: October 11, 2010
Working Paper Series
19241 downloads

Incl. Electronic Paper Governance Matters VII: Aggregate and Individual Governance Indicators, 1996-2007
World Bank Policy Research Working Paper No. 4654
Daniel Kaufmann , Aart Kraay and Massimo Mastruzzi
The Brookings Institution , World Bank - Development Research Group (DECRG) and World Bank Institute
Date Posted: June 20, 2008
Last Revised: June 26, 2008
Working Paper Series
17609 downloads

Incl. Electronic Paper The Black-Litterman Approach: Original Model and Extensions
Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Attilio Meucci
SYMMYS
Date Posted: April 08, 2008
Last Revised: October 13, 2010
Working Paper Series
15991 downloads

Incl. Electronic Paper Risk Premia Harvesting Through Dual Momentum
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 19, 2012
Last Revised: June 13, 2015
Working Paper Series
15920 downloads

Incl. Electronic Paper The Black-Litterman Model in Detail
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Date Posted: January 28, 2009
Last Revised: June 23, 2014
Working Paper Series
14835 downloads

Incl. Electronic Paper The Intuition Behind Black-Litterman Model Portfolios
Guangliang He and Robert Litterman
Independent and Kepos Capital
Date Posted: October 28, 2002
Working Paper Series
14222 downloads

Incl. Electronic Paper Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck
Attilio Meucci
SYMMYS
Date Posted: May 15, 2009
Last Revised: December 06, 2010
Working Paper Series
13540 downloads

Incl. Electronic Paper Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 04, 2013
Last Revised: June 13, 2015
Working Paper Series
12491 downloads

Incl. Electronic Paper An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities
2014 Charles H. Dow Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: March 31, 2014
Working Paper Series
10863 downloads

Incl. Electronic Paper The Dow Theory: William Peter Hamilton's Track Record Re-Considered
Stephen J. Brown , Alok Kumar and William N. Goetzmann
New York University - Stern School of Business , University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Date Posted: February 11, 1998
Working Paper Series
10600 downloads

Incl. Electronic Paper The Econometrics of Event Studies
S.P. Kothari and Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Date Posted: October 25, 2004
Working Paper Series
9560 downloads

Incl. Electronic Paper Fully Flexible Views: Theory and Practice
Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008
Attilio Meucci
SYMMYS
Date Posted: August 10, 2008
Last Revised: December 06, 2010
Accepted Paper Series
9288 downloads

Incl. Electronic Paper ‘The Prayer’ Ten-Step Checklist for Advanced Risk and Portfolio Management
Attilio Meucci
SYMMYS
Date Posted: May 11, 2011
Last Revised: May 14, 2011
Working Paper Series
9190 downloads

Incl. Electronic Paper Governance Matters III: Governance Indicators for 1996-2002
World Bank Policy Research Working Paper No. 3106
Daniel Kaufmann , Aart Kraay and Massimo Mastruzzi
The Brookings Institution , World Bank - Development Research Group (DECRG) and World Bank Institute
Date Posted: June 18, 2003
Working Paper Series
9123 downloads

Incl. Electronic Paper Governance Matters IV: Governance Indicators for 1996-2004
World Bank Policy Research Working Paper Series No. 3630
Daniel Kaufmann , Aart Kraay and Massimo Mastruzzi
The Brookings Institution , World Bank - Development Research Group (DECRG) and World Bank Institute
Date Posted: May 05, 2005
Working Paper Series
9035 downloads

Incl. Electronic Paper Managing Diversification
Risk, pp. 74-79, May 2009, Bloomberg Education & Quantitative Research and Education Paper
Attilio Meucci
SYMMYS
Date Posted: March 13, 2009
Last Revised: October 11, 2010
Accepted Paper Series
8889 downloads

Incl. Electronic Paper Review of Discrete and Continuous Processes in Finance: Theory and Applications
Attilio Meucci
SYMMYS
Date Posted: April 05, 2009
Last Revised: December 06, 2010
Working Paper Series
8319 downloads

Incl. Electronic Paper …and the Cross-Section of Expected Returns
Campbell R. Harvey , Yan Liu and Heqing Zhu
Duke University - Fuqua School of Business , Texas A&M University, Department of Finance and Duke University - Fuqua School of Business
Date Posted: April 17, 2013
Last Revised: April 21, 2015
Working Paper Series
7753 downloads

Incl. Electronic Paper A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
Yufeng Han , Ke Yang and Guofu Zhou
University of Colorado at Denver - Business School , Washington University in Saint Louis and Washington University in St. Louis - Olin School of Business
Date Posted: August 12, 2010
Last Revised: May 22, 2012
Working Paper Series
7614 downloads

Incl. Electronic Paper A Comparative Anatomy of Credit Risk Models
Journal of Banking and Finance, Vol. 24, No. 1/2, 2000, Board of Governors of the Federal Reserve System FEDS Paper No. 98-47
Michael B. Gordy
Board of Governors of the Federal Reserve
Date Posted: March 03, 1999
Last Revised: January 30, 2011
Accepted Paper Series
7570 downloads

Incl. Electronic Paper Quant Nugget 2: Linear vs. Compounded Returns – Common Pitfalls in Portfolio Management
GARP Risk Professional, pp. 49-51, April 2010
Attilio Meucci
SYMMYS
Date Posted: April 09, 2010
Last Revised: November 15, 2010
Accepted Paper Series
7242 downloads

Incl. Electronic Paper Market Madness? The Case of Mad Money
Joseph Engelberg , Caroline Sasseville and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management , Kellogg School of Management - Department of Finance and Pennsylvania State University - Department of Finance
Date Posted: December 16, 2005
Last Revised: November 07, 2010
Working Paper Series
6992 downloads

Incl. Electronic Paper Factors on Demand: Building a Platform for Portfolio Managers, Risk Managers and Traders
Risk, Vol. 23, No.7, p. 84-89
Attilio Meucci
SYMMYS
Date Posted: March 08, 2010
Last Revised: October 11, 2010
Accepted Paper Series
6815 downloads

Incl. Electronic Paper Making Sense Out of Variable Spending Strategies for Retirees
Wade D. Pfau
The American College
Date Posted: March 17, 2015
Working Paper Series
6792 downloads

Incl. Electronic Paper 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance
GARP Risk Professional, pp. 47-50, February 2011
Attilio Meucci
SYMMYS
Date Posted: January 23, 2011
Accepted Paper Series
6574 downloads

Incl. Electronic Paper Governance Matters
World Bank Policy Research Working Paper No. 2196
Daniel Kaufmann , Aart Kraay and Pablo Zoido
The Brookings Institution , World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Date Posted: November 05, 1999
Working Paper Series
6444 downloads

Incl. Electronic Paper Does Academic Research Destroy Stock Return Predictability?
Journal of Finance, Forthcoming
R. David McLean and Jeffrey Pontiff
DePaul University - Department of Finance and Boston College - Department of Finance
Date Posted: October 04, 2012
Last Revised: March 05, 2015
Accepted Paper Series
5855 downloads

Incl. Electronic Paper Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets
Attilio Meucci
SYMMYS
Date Posted: December 29, 2005
Working Paper Series
5716 downloads

Incl. Electronic Paper Mutual Fund Performance
Dirk Nitzsche , Keith Cuthbertson 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: January 19, 2007
Working Paper Series
5496 downloads

Incl. Electronic Paper An Efficient Frontier for Retirement Income
Wade D. Pfau
The American College
Date Posted: September 25, 2012
Working Paper Series
5229 downloads

Incl. Electronic Paper Investing in Socially Responsible Mutual Funds
Christopher Geczy , Robert F. Stambaugh and David Levin
University of Pennsylvania - The Wharton School, Finance Department , University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Date Posted: July 22, 2003
Working Paper Series
4965 downloads

Incl. Electronic Paper Modelling Operational Risk
Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Silvan Ebnöther , Paolo Vanini , Alexander McNeil and Pierre Antolinez-Fehr
Zurich Cantonal Bank , Zurich Cantonal Bank , Swiss Federal Institute of Technology Zurich - Department of Mathematics and Zurich Cantonal Bank
Date Posted: December 11, 2001
Last Revised: January 06, 2010
Working Paper Series
4940 downloads

Incl. Electronic Paper False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Laurent Barras , O. Scaillet and Russ Wermers
McGill University - Desautels Faculty of Management , University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Date Posted: March 05, 2008
Last Revised: February 03, 2011
Accepted Paper Series
4934 downloads

Incl. Electronic Paper Enhancing the Black-Litterman and Related Approaches: Views and Stress-Test on Risk Factors
Attilio Meucci
SYMMYS
Date Posted: August 10, 2008
Last Revised: October 11, 2010
Working Paper Series
4861 downloads

Incl. Electronic Paper A Stochastic Processes Toolkit for Risk Management
Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer and Fares Triki
Imperial College London - Department of Mathematics , Independent , Fitch Ratings Inc. and Paris School of Economics, Pantheon Sorbonne University
Date Posted: March 19, 2008
Last Revised: October 05, 2008
Working Paper Series
4797 downloads

Incl. Electronic Paper An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation
2014 Wagner Award, 3rd Place
Michael A. Gayed and Charles V. Bilello
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 01, 2014
Working Paper Series
4687 downloads

Incl. Electronic Paper Aggregating Governance Indicators
World Bank Policy Research Working Paper No. 2195
Daniel Kaufmann , Aart Kraay and Pablo Zoido
The Brookings Institution , World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Date Posted: November 05, 1999
Working Paper Series
4678 downloads

Incl. Electronic Paper Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations
Nick Baltas and Robert Kosowski
UBS Investment Bank and Imperial College Business School
Date Posted: September 02, 2012
Last Revised: January 16, 2015
Working Paper Series
4666 downloads

Incl. Electronic Paper Pricing Default Swaps: Empirical Evidence
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Patrick Houweling and Ton Vorst
Robeco Quantitative Strategies and VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: December 24, 2001
Accepted Paper Series
4666 downloads

Incl. Electronic Paper Real Options Valuation: A Monte Carlo Approach
Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper
Andrea Gamba
University of Warwick - Finance Group
Date Posted: March 06, 2002
Working Paper Series
4523 downloads

Incl. Electronic Paper A Short, Comprehensive, Practical Guide to Copulas
GARP Risk Professional, p. 22-27, October 2011
Attilio Meucci
SYMMYS
Date Posted: September 09, 2011
Working Paper Series
4494 downloads

Incl. Electronic Paper The 4 Percent Rule is Not Safe in a Low-Yield World
Michael S. Finke , Wade D. Pfau and David Blanchett
Texas Tech University , The American College and Morningstar Investment Management
Date Posted: January 16, 2013
Last Revised: January 17, 2013
Working Paper Series
4410 downloads

Incl. Electronic Paper Risk Management in an Asset Management Company: A Practical Case
Dario Brandolini , Massimiliano Pallotta and Raffaele Zenti
Ras Asset Management SGR SpA , Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Date Posted: February 06, 2001
Case and Teaching Paper Series
4313 downloads

Incl. Electronic Paper Governance Matters II: Updated Indicators for 2000-01
World Bank Policy Research Working Paper No. 2772
Daniel Kaufmann , Aart Kraay and Pablo Zoido
The Brookings Institution , World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Date Posted: January 28, 2002
Working Paper Series
4297 downloads

Incl. Electronic Paper Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach
Wouter J. Keller and Hugo S. van Putten
Flex Capital BV and Flex Capital BV
Date Posted: December 25, 2012
Last Revised: January 16, 2015
Working Paper Series
4289 downloads


 

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