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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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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: G11
2,616,171 Total downloads
Showing Papers 2,401 - 2,450 of 7,294
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Incl. Electronic Paper Determinants of Sovereign Wealth Fund Investment in Private Equity
TILEC Discussion Paper No. 2010-044
Sofia Johan , April M. Knill and Nathan Mauck
York University - Schulich School of Business , Florida State University and University of Missouri - Kansas City
Date Posted: December 18, 2010
Last Revised: September 27, 2011
Working Paper Series
386 downloads

Incl. Electronic Paper Different Risk-Adjusted Fund Performance Measures: A Comparison
Economics Discussion Paper No. 2009-54
Pilar Grau-Carles , Jorge Sainz , Javier Otamendi and L. M. Doncel
Universidad Rey Juan Carlos de Madrid , Universidad Rey Juan Carlos - Department of Applied Economics , affiliation not provided to SSRN and Universidad Rey Juan Carlos - Department of Applied Economics
Date Posted: December 18, 2010
Working Paper Series
121 downloads

Incl. Electronic Paper Housing Purchases and the Dynamics of Housing Wealth
Banco de Espana Working Paper No. 1036
Olympia Bover
Bank of Spain - Research Department
Date Posted: December 18, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Are All Individual Investors Equally Prone to the Disposition Effect All The Time? New Evidence from a Small Market
Frontiers in Finance and Economics, Vol. 7, No. 2, 38-68, October 2010
Cristiana Cerqueira Leal , Manuel J. Rocha Armada and Joao C. Duque
University of Minho , University of Minho and affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
90 downloads

Incl. Electronic Paper Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures
Wade Pfau
The American College
Date Posted: December 17, 2010
Working Paper Series
151 downloads

Incl. Electronic Paper Returns Based Style Groups and Benchmarking
Andrew Mason , Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School , City University London - Sir John Cass Business School and University of Southampton - School of Management
Date Posted: December 17, 2010
Working Paper Series
69 downloads

Incl. Electronic Paper Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?
Frontiers in Finance and Economics, Vol. 7, No. 2, 1-37, October 2010
Lawrence Kryzanowski and Shishir Singh
Concordia University, Quebec - Department of Finance and affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
74 downloads

Incl. Electronic Paper Would You Follow MM or a Profitable Trading Strategy?
Frontiers in Finance and Economics, Vol. 7, No. 2, 69-89, October 2010
Yaz Gulnur Muradoglu and Brian Baturevich
Queen Mary University of London and affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
239 downloads

Incl. Electronic Paper Optimal Capital Requirements for a Large Insurer/AIG: A Stochastic Optimal Control Approach
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: December 16, 2010
Working Paper Series
54 downloads

Stockholding: Participation, Location, and Spillovers
Journal of Banking and Finance, Forthcoming
Dimitris Christelis , Dimitris Georgarakos and Michael Haliassos
European Central Bank (ECB) - Directorate General Research , University of Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: December 16, 2010
Accepted Paper Series

Incl. Electronic Paper Style Timing Abilities: Evidence for Pension Fund Managers from Spain and United Kingdom
Spanish Journal of Finance and Accounting, Forthcoming
Mercedes Alda , Luis Ferruz and Fernando Muñoz
University of Zaragoza-Faculty of Social and Human Sciences , University of Zaragoza - Faculty of Business and Economics and Centro Universitario de la Defensa de Zaragoza
Date Posted: December 15, 2010
Accepted Paper Series
54 downloads

Incl. Electronic Paper The Relationship between Environmental Social Governance Factors and Stock Returns
John R. Evans and Dinusha Peiris
Australian School of Business at UNSW and ING Investment Management
Date Posted: December 15, 2010
Working Paper Series
141 downloads

Incl. Electronic Paper Errors in Individual Risk Tolerance
Caterina Lucarelli and Gianni Brighetti
Università Politecnica delle Marche and University of Bologna
Date Posted: December 14, 2010
Working Paper Series
89 downloads

Real Estate or Infrastructure? Evidence from Conditional Asset Allocation
Tobias Dechant and Konrad Finkenzeller
University of Regensburg - International Real Estate Business School (IREBS) and University of Regensburg - International Real Estate Business School (IREBS)
Date Posted: December 14, 2010
Last Revised: January 27, 2012
Working Paper Series

Incl. Electronic Paper Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
Journal of Banking and Finance, Forthcoming
Margarida Abreu , Victor Mendes and João A. C. Santos
ISEG-UTL , CMVM - Comissao do Mercado de Valores Mobiliarios and Federal Reserve Bank of New York
Date Posted: December 13, 2010
Accepted Paper Series
47 downloads

Incl. Electronic Paper Tax Expense Momentum
Journal of Accounting Research, Forthcoming
Jacob K. Thomas and Frank Zhang
Yale School of Management and Yale School of Management
Date Posted: December 13, 2010
Accepted Paper Series
157 downloads

Incl. Electronic Paper Why are Financial Markets so Inefficient and Exploitative, And a Suggested Remedy (Por Qué Los Mercados Financieros son Tan Ineficientes y Explotadores, Y Una Propuesta de Solución) (Spanish)
Revista de Economía Institucional, Vol. 12, No. 23, p. 55, 2010,
Paul Woolley
London School of Economics
Date Posted: December 13, 2010
Accepted Paper Series
71 downloads

Incl. Electronic Paper Two Kinds of Value Premiums
Daehwan Kim
Konkuk University
Date Posted: December 12, 2010
Working Paper Series
95 downloads

Incl. Electronic Paper What Interest Rate Models to Use? Buy Side Versus Sell Side
Sanjay K. Nawalkha and Riccardo Rebonato
University of Massachusetts at Amherst - Isenberg School of Management and Royal Bank of Scotland
Date Posted: December 12, 2010
Last Revised: June 18, 2011
Working Paper Series
410 downloads

Incl. Electronic Paper Are Reported Mutual Fund Yields Useful? An Analysis of Municipal Bond Funds
Vaneesha Boney and George Comer III
University of Denver and Georgetown University - Department of Finance
Date Posted: December 10, 2010
Working Paper Series
52 downloads

Incl. Electronic Paper Modeling Asset Prices for Algorithmic and High Frequency Trading
Forthcoming, Applied Mathematical Finance
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: December 09, 2010
Last Revised: January 07, 2013
Working Paper Series
2309 downloads

Incl. Electronic Paper Mean-Variance Framework and Diversification Objective: Theoretical and Empirical Implications
Ghislain Yanou
University of Paris-1 (CES/UG5/Finance)
Date Posted: December 09, 2010
Last Revised: December 15, 2010
Working Paper Series
134 downloads

Incl. Electronic Paper The Black-Litterman Model: Wrong Views v.s. Opportunity Cost
Ghislain Yanou
University of Paris-1 (CES/UG5/Finance)
Date Posted: December 09, 2010
Working Paper Series
170 downloads

Incl. Electronic Paper Entropy and the Value of Information for Investors
Brown Economics Working Paper Series , Antonio Cabrales , Olivier Gossner and Roberto Serrano
Brown University - Department of Economics , Universidad Carlos III de Madrid , Paris School of Economics (PSE) and Brown University
Date Posted: December 08, 2010
Working Paper Series
78 downloads

Incl. Electronic Paper Pensions, Debt and Inflation Risk in a Monetary Union
Netspar Discussion Paper No. 10/2010-070
Yvonne Adema
Erasmus University - Erasmus School of Economics
Date Posted: December 08, 2010
Working Paper Series
14 downloads

Incl. Electronic Paper Stress-Testing with Fully Flexible Causal Inputs
Risk, 25, 4, p. 61-65 (2012)
Attilio Meucci
SYMMYS
Date Posted: December 07, 2010
Last Revised: October 11, 2012
Accepted Paper Series
1224 downloads

Incl. Electronic Paper Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
ERIM Report Series Reference No. ERS-2010-044-LIS
Alexander N. Cuntz and Knut Blind
Chair of Innovation Economics and Berlin Universtity of Technology
Date Posted: December 07, 2010
Working Paper Series
36 downloads

Incl. Fee Electronic Paper Housing Purchases and the Dynamics of Housing Wealth
CEPR Discussion Paper No. DP8128
Olympia Bover
Bank of Spain - Research Department
Date Posted: December 06, 2010
Working Paper Series
3 downloads

International Diversification in a Troubled World – Do Frontier Assets Still Improve the Efficient Frontier?
Journal of Investing, Forthcoming
Daniel M. Kohlert
Bamberg University (Alumnus) - GTP "Markets and Social Systems in Europe" and Chair of Finance
Date Posted: December 06, 2010
Accepted Paper Series

Incl. Electronic Paper Diversification Strategies and the Performance of Funds of Hedge Funds
Na Dai and Hany A. Shawky
State University of New York at Albany - School of Business & Center for Institutional Investment Management and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Date Posted: December 05, 2010
Working Paper Series
264 downloads

Incl. Electronic Paper Online Investors: What They Want, What They Do, and How Their Portfolios Perform
Arvid O. I. Hoffmann and Hersh Shefrin
Maastricht University - School of Business and Economics - Department of Finance and Santa Clara University - Leavey School of Business
Date Posted: December 05, 2010
Last Revised: September 20, 2011
Working Paper Series
328 downloads

It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Chris Kirby and Barbara Ostdiek
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: December 04, 2010
Accepted Paper Series

Incl. Electronic Paper Hedge Funds, Misvaluation, and The HML Factor Returns
Joni Kokkonen and Matti Suominen
Catolica-Lisbon School of Business and Economics and Aalto University, Department of Finance
Date Posted: December 02, 2010
Last Revised: October 21, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Individual Investor Perceptions and Behavior During the Financial Crisis
Journal of Banking and Finance, 37(1), 60-74
Arvid O. I. Hoffmann , Thomas Post and Joost M. E. Pennings
Maastricht University - School of Business and Economics - Department of Finance , Maastricht University - School of Business and Economics - Department of Finance and Maastricht University
Date Posted: December 02, 2010
Last Revised: December 31, 2012
Accepted Paper Series
515 downloads

Incl. Electronic Paper Options Trading and the Extent that Stock Prices Lead Future Earnings Information
Cameron Truong
Monash University
Date Posted: December 02, 2010
Working Paper Series
53 downloads

Incl. Electronic Paper The Gold Price in Times of Crisis
Jedrzej Pawel Bialkowski , Martin T. Bohl , Patrick M. Stephan and Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance , University of Muenster , University of Münster and University of Leicester
Date Posted: December 02, 2010
Last Revised: August 30, 2012
Working Paper Series
893 downloads

Derivative Choices of Retail Investors: Evidence from Germany
David Nicolaus
Goethe University Frankfurt - House of Finance
Date Posted: December 01, 2010
Working Paper Series

Incl. Electronic Paper The Big Short versus The Right Short: Short Selling Activity and Housing Prices Predictability
46th Annual AREUEA Conference Paper
Carles Vergara-Alert and Pedro A. C. Saffi
IESE Business School and Cambridge Judge Business School - Finance
Date Posted: December 01, 2010
Last Revised: October 20, 2012
Working Paper Series
22 downloads

Who Benefits from Retail Derivatives? An Analysis of the Trading and Market Pricing in the German Secondary Market
David Nicolaus
Goethe University Frankfurt - House of Finance
Date Posted: December 01, 2010
Working Paper Series

Incl. Electronic Paper A Cumulative Prospect Theory Approach to Option Pricing
Cokki Versluis , Thorsten Lehnert and Christian C. P. Wolff
Maastricht University - School of Business and Economics , Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Luxembourg - Luxembourg School of Finance
Date Posted: November 30, 2010
Working Paper Series
168 downloads

Incl. Electronic Paper An Empirical Approach to Long/Short Equity Market Neutral Portfolio Management
Christophe Chaperon
affiliation not provided to SSRN
Date Posted: November 30, 2010
Last Revised: December 05, 2010
Working Paper Series
373 downloads

Incl. Electronic Paper Pension Fund Governance: The Intergenerational Conflict Over Risk and Contributions
Netspar Discussion Paper No. 10/2010-063
David Hollanders and Mario R.C. Bersem
Tilburg University - Center and Faculty of Economics and Business Administration and Copenhagen Business School
Date Posted: November 30, 2010
Last Revised: February 21, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Will 2000-Era Retirees Experience the Worst Retirement Outcomes in U.S. History? A Progress Report after 10 Years
Wade Pfau
The American College
Date Posted: November 30, 2010
Working Paper Series
352 downloads

Incl. Fee Electronic Paper Investor Interest and Hedge Fund Returns
CEPR Discussion Paper No. DP8092
Tarun Ramadorai
University of Oxford - Said Business School
Date Posted: November 29, 2010
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Investors' Horizons and the Amplification of Market Shocks
CEPR Discussion Paper No. DP8083
Cristina Cella , Andrew Ellul and Mariassunta Giannetti
Stockholm School of Economics , Indiana University Bloomington - Department of Finance and Stockholm School of Economics
Date Posted: November 29, 2010
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Stockholding: Participation, Location, and Spillovers
CEPR Discussion Paper No. DP8113
Dimitris Christelis , Dimitris Georgarakos and Michael Haliassos
European Central Bank (ECB) - Directorate General Research , University of Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: November 29, 2010
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
CEPR Discussion Paper No. DP8097
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: November 29, 2010
Working Paper Series
3 downloads

Incl. Electronic Paper Hidden Benefits of Equal Weighting: The Case for Hedge Fund Indices
Akos Beleznay , Michael Markov and Alexey Panchekha
Quantitative Alternative Management, LLC , Markov Processes International LLC and Markov Processes International LLC
Date Posted: November 29, 2010
Last Revised: December 09, 2011
Working Paper Series
211 downloads

Incl. Electronic Paper Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll
Yiqun Mou
Columbia Business School
Date Posted: November 29, 2010
Last Revised: July 17, 2011
Working Paper Series
877 downloads

Incl. Electronic Paper Differences in Portfolios Across Countries: Economic Environment Versus Household Characteristics
Netspar Discussion Paper No. 09/2010-053
Dimitris Christelis , Dimitris Georgarakos and Michael Haliassos
European Central Bank (ECB) - Directorate General Research , University of Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: November 26, 2010
Working Paper Series
27 downloads


 

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