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228,729
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69,626
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JEL Code: G11
2,616,171 Total downloads
Showing Papers 2,401 - 2,450 of 7,294
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Two Kinds of Value Premiums
Daehwan Kim
Konkuk University
Date Posted: December 12, 2010
Working Paper Series
95 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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