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484,096
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226,618
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JEL Code: G11
2,575,345 Total downloads
Showing Papers 2,601 - 2,650 of 7,218
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Size and Value Premium in International Portfolios: Evidence from Fifteen European Countries
Ayesha Afzal
Lahore School of Economics - Department of Economics
Date Posted: August 17, 2010
Working Paper Series
79 downloads
Small-Cap Equity Mutual Fund Managers as Liquidity Providers
Journal of Empirical Finance, Forthcoming
Hany A. Shawky and
Jianbo Tian
State University of New York at Albany - School of Business and Center for Institutional Investment Management
and
SUNY at Albany - Department of Economics
Date Posted: August 17, 2010
Last Revised: January 20, 2011
Accepted Paper Series
103 downloads
Predictable Return Distributions
Thomas Quistgaard Pedersen
University of Aarhus - CREATES
Date Posted: August 15, 2010
Working Paper Series
121 downloads
Risk and Returns of Commercial Real Estate: A Property Level Analysis
Liang Peng
University of Colorado at Boulder
Date Posted: August 15, 2010
Working Paper Series
228 downloads
Flips, Flops and Foreclosures: Anatomy of a Real Estate Bubble
Craig A. Depken ,
Harris Hollans
and
Steve Swidler
University of North Carolina at Charlotte - The Belk College of Business Administration - Department of Economics
,
Auburn University - College of Business
and
Auburn University - College of Business
Date Posted: August 14, 2010
Last Revised: October 22, 2010
Working Paper Series
149 downloads
Valuing Fuel Diversification in Optimal Investment Policies for Electricity Generation Portfolios
Malte Sunderkötter
and
Christoph Weber
Chair for Management Sciences and Energy Economics
and
University of Duisburg-Essen
Date Posted: August 13, 2010
Last Revised: August 26, 2011
Working Paper Series
44 downloads
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
5650 downloads
Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings
C.D. Howe Institute Backgrounder, No. 130, May 2010
Philippe Bergevin
C.D. Howe Institute
Date Posted: August 12, 2010
Accepted Paper Series
75 downloads
Comonotonic Approximations for a General Pension Problem
Ales Ahcan
University of Ljubljana - Faculty of Economics
Date Posted: August 12, 2010
Working Paper Series
21 downloads
Portfolio Optimization in Electricity Trading with Limited Liquidity
EWL Working Paper No. 2
Oliver Woll
and
Christoph Weber
University of Duisburg-Essen
and
University of Duisburg-Essen
Date Posted: August 12, 2010
Working Paper Series
59 downloads
Cross-Region, Cross-Sector Asset Allocation with Regimes
23rd Australasian Finance and Banking Conference 2010 Paper
Yiwen (Paul) Dou
,
David R. Gallagher ,
David Schneider
and
Terry S. Walter
Macquarie University
,
Centre for International Finance and Regulation
,
UniSuper Management Limited
and
University of Technology, Sydney - School of Finance and Economics
Date Posted: August 09, 2010
Last Revised: January 27, 2013
Working Paper Series
248 downloads
Dynamic Density Forecasts for Multivariate Asset Returns
Arnold Polanski and
Evarist Stoja
University of East Anglia
and
University of Bristol
Date Posted: August 09, 2010
Working Paper Series
33 downloads
Incorporating Higher Moments Into Value-at-Risk Forecasting
Journal of Forecasting, Vol. 29, No. 6, pp. 523-535, September 2010
Arnold Polanski and
Evarist Stoja
University of East Anglia
and
University of Bristol
Date Posted: August 09, 2010
Last Revised: August 29, 2010
Accepted Paper Series
Seasonalities in the Monthly Stock Returns: Evidence from Bangladesh Dhaka Stock Exchange (DSE)
International Research Journal of Finance and Economics, No. 24, pp. 167-176, February 2009
Md. Khokan Bepari
and
A. T. Mollik
Central Queensland University, School of Commerce and Law
and
Faculty of Business & Government, UC
Date Posted: August 08, 2010
Accepted Paper Series
Active Portfolio Management with Benchmarking: A Frontier Based on Alpha
Journal of Banking and Finance, Vol. 34, No. 9, pp. 2185-2197, September 2010
Gordon J. Alexander and
Alexandre M. Baptista
University of Minnesota - Twin Cities - Carlson School of Management
and
George Washington University - School of Business
Date Posted: August 07, 2010
Accepted Paper Series
Evaluating Implied Cost of Capital Estimates
Charles M.C. Lee ,
Eric C. So and
Charles C. Y. Wang
Stanford University - Graduate School of Business
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Harvard Business School
Date Posted: August 06, 2010
Last Revised: September 08, 2011
Working Paper Series
701 downloads
Gender and Mortgage Choice: More Evidence on Gender Based Risk Aversion
Irina Paley
and
Chau Do
Office of the Comptroller of the Currency
and
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: August 06, 2010
Working Paper Series
61 downloads
Inference for Vast Dimensional Elliptical Distributions
Yves Dominicy
,
Hiroaki Ogata
and
David Veredas
Université libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
,
Waseda University
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: August 06, 2010
Last Revised: April 19, 2012
Working Paper Series
134 downloads
Long-Term Tactical Asset Allocation
Jinqiang Guo
Tilburg University, Department of Finance
Date Posted: August 06, 2010
Last Revised: June 06, 2012
Working Paper Series
Solar Chimney Power Plants – An Economist’s Point of View
Wolfgang Breuer
and
Anselm Hüwe
Aachen University - Department of Finance
and
University of Applied Sciences and Technology Aachen (RWTH Aachen) - Chair for Business Administration, particularly Business Finance
Date Posted: August 06, 2010
Working Paper Series
130 downloads
The Equity Risk Premium in 2010
John R. Graham and
Campbell R. Harvey
Duke University - Fuqua School of Business
and
Duke University - Fuqua School of Business
Date Posted: August 06, 2010
Last Revised: August 10, 2010
Working Paper Series
1404 downloads
A New Measure of Tactical Allocation Skills in Performance Attribution Analysis
Journal of Performance Measurement, Forthcoming
Wenling Lin
Office of Comptroller of Currency
Date Posted: August 05, 2010
Last Revised: August 12, 2010
Accepted Paper Series
Should Investors Include Commodities in Their Portfolios After All? New Evidence
Journal of Banking and Finance, Vol. 35, No. 10, 2011
Charoula Daskalaki
and
George S. Skiadopoulos
University of Piraeus
and
University of Piraeus
Date Posted: August 05, 2010
Last Revised: November 27, 2011
Accepted Paper Series
681 downloads
What Drives Portfolio Investments of German Banks in Emerging Capital Markets?
Financial Markets and Portfolio Management, Vol. 25, No. 2, pp. 197-231, June 2011
, Deutsche Bundesbank Discussion Paper Series 2: Banking and Financial Studies No.04/2010
Christian Wildmann
University of Potsdam - Chair of Business Administration in Banking and Finance
Date Posted: August 05, 2010
Last Revised: June 18, 2011
Working Paper Series
Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns
Journal of Futures Markets 31 (January 2011), pp. 34-54
Jared DeLisle
,
James S. Doran and
David R. Peterson
Washington State University - Department of Finance, Insurance and Real Estate
,
Florida State University - Department of Finance
and
Florida State University - Department of Finance
Date Posted: August 04, 2010
Last Revised: November 15, 2012
Accepted Paper Series
87 downloads
Can the Life Insurance Market Provide Evidence for a Bequest Motive?
Netspar Discussion Paper No. 07/2010-027, 23rd Australasian Finance and Banking Conference 2010 Paper
Joachim Inkmann and
Alexander Michaelides
University of Melbourne - Department of Finance
and
University of Cyprus - Department of Public and Business Administration
Date Posted: August 04, 2010
Last Revised: August 13, 2010
Working Paper Series
49 downloads
Have They VAR? Market Momentum, Macroeconomic Factors, and Investor Sentiment: Evidence from Taiwan Stock Exchange
Wang Mu Shun
affiliation not provided to SSRN
Date Posted: August 04, 2010
Last Revised: August 07, 2010
Working Paper Series
100 downloads
Intergenerational Risk Sharing and Labour Supply in Collective Funded Pension Schemes with Defined Benefits
Netspar Discussion Paper No. 06/2010-019
Jan Bonenkamp
and
Ed Westerhout
CPB Netherlands Bureau of Economic Policy Research
and
CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: August 04, 2010
Working Paper Series
23 downloads
Testing Moral Hazard and Tax Benefit Hypotheses: Evidence from Corporate Pension Contributions and Investment Risk
Netspar Discussion Paper No. 05/2010-025
Tong Yu and
Ting Zhang
University of Rhode Island - College of Business Administration
and
University of Dayton - School of Business Administration
Date Posted: August 04, 2010
Working Paper Series
67 downloads
Managerial Incentives and the Risk-Taking Behavior of Hedge Fund Managers
Serge Patrick Amvella
HEC Montreal - Department of Finance
Date Posted: August 03, 2010
Last Revised: July 21, 2012
Working Paper Series
111 downloads
Variability in Nucleus Accumbens Activity Mediates Age-Related Suboptimal Financial Risk Taking
Journal of Neuroscience, Vol. 30, No. 4, pp. 1426-1434, January 2010
Gregory R. Samanez-Larkin
,
Camelia M. Kuhnen
,
Daniel J. Yoo
and
Brian Knutson
Vanderbilt University - Department of Psychology
,
Northwestern University - Kellogg School of Management
,
Stanford University - Psychology
and
Stanford University - Psychology
Date Posted: August 03, 2010
Accepted Paper Series
69 downloads
Hedge Fund Leverage
Andrew Ang ,
Sergiy Gorovyy
and
Greg van Inwegen
Columbia Business School - Finance and Economics
,
Columbia Business School
and
Citi Private Bank
Date Posted: August 02, 2010
Last Revised: June 15, 2011
Working Paper Series
779 downloads
Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets
Journal of Real Estate Finance and Economics, Forthcoming
Jian Yang
,
Yinggang Zhou
and
Wai Kin Leung
University of Colorado Denver - The Business School
,
The Chinese University of Hong Kong
and
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
Date Posted: August 01, 2010
Accepted Paper Series
128 downloads
Hedge Fund Return Predictability Under the Magnifying Glass
Doron Avramov ,
Laurent Barras and
Robert Kosowski
Hebrew University of Jerusalem
,
McGill University - Desautels Faculty of Management
and
Imperial College Business School
Date Posted: August 01, 2010
Last Revised: February 13, 2012
Working Paper Series
508 downloads
Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs
Keith P. Anderson
,
Chris Brooks
and
Sotiris Tsolacos
The York Management School
,
University of Reading - ICMA Centre
and
University of Reading - Centre for Spatial and Real Estate Economics (CSpREE)
Date Posted: August 01, 2010
Working Paper Series
123 downloads
Asymmetric Investor Behavior Between Buyside and Sellside: Evidence from Investor Classes in the Sri Lankan Stock Market
Journal of Multinational Financial Management, Vol. 20, pp. 93-113, 2010
Lalith P. Samarakoon
University of St. Thomas
Date Posted: July 31, 2010
Last Revised: November 18, 2010
Accepted Paper Series
196 downloads
Damodaran’s Country Risk Premium: A Serious Critique
Lutz Kruschwitz ,
Andreas Loeffler and
Gerwald Mandl
Free University of Berlin (FUB) - Department of Business and Economics
,
Freie Universität Berlin
and
University of Graz
Date Posted: July 31, 2010
Last Revised: August 04, 2010
Working Paper Series
1203 downloads
DAXplus Family – Primer on a Family Firm Stock Index in Germany (DAXplus Family – Ein Aktienindex zur Darstellung der Performance von Familienunternehmen) (German)
Center for Entrepreneurial and Financial Studies Working Paper No. 2010-05
Ann-Kristin Achleitner
,
Christoph Kaserer ,
Tobias Kauf
and
Sarah Volk
Technische Universität München - Center for Entrepreneurial and Financial Studies
,
Technische Universität München (TUM)
,
Center for Entrepreneurial and Financial Studies (CEFS), Technische Universität München, TUM Business School
and
Technische Universität München - Center for Entrepreneurial and Financial Studies
Date Posted: July 31, 2010
Last Revised: August 19, 2010
Working Paper Series
305 downloads
From Property Companies to Real Estate Investment Trusts: The Impact of Economic and Property Factors in the UK Commercial Property Returns
Vitor Leone
Nottingham Business School
Date Posted: July 31, 2010
Working Paper Series
66 downloads
Explicit Representation of Cost-Efficient Strategies
Carole Bernard
,
Phelim P. Boyle and
Steven Vanduffel
University of Waterloo
,
Wilfrid Laurier University - School of Business & Economics
and
Vrije Universiteit Brussel (VUB)
Date Posted: July 30, 2010
Last Revised: April 18, 2013
Working Paper Series
307 downloads
Hedge Fund Characteristics and Performance Persistence
Manuel Ammann ,
Otto R. Huber
and
Markus M. Schmid
University of St. Gallen - Swiss Institute of Banking and Finance
,
Credit Suisse
and
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: July 30, 2010
Last Revised: October 31, 2010
Working Paper Series
496 downloads
A Critique of Alan Greenspan’s Retrospective on the Crisis
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: July 29, 2010
Working Paper Series
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
CEPR Discussion Paper No. DP7943
Francisco Penaranda
and
Enrique Sentana
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
and
Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: July 28, 2010
Working Paper Series
5 downloads
How Deep is the Annuity Market Participation Puzzle?
CEPR Discussion Paper No. DP7940
Joachim Inkmann ,
Paula Lopes
and
Alexander Michaelides
University of Melbourne - Department of Finance
,
Financial Markets Group, LSE
and
University of Cyprus - Department of Public and Business Administration
Date Posted: July 28, 2010
Working Paper Series
5 downloads
Aggregate Return on Investment and Investment Decisions: A Cash-Flow Perspective
The Engineering Economist, Vol. 56, No. 2, pp. 140–169, 2011,
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: July 28, 2010
Last Revised: July 23, 2011
Accepted Paper Series
198 downloads
International Conditional Asset Allocation Under Specification Uncertainty
Journal of Empirical Finance, Vol. 14, 2007
Laurent Barras
McGill University - Desautels Faculty of Management
Date Posted: July 28, 2010
Accepted Paper Series
32 downloads
Risk Management of Alpha Models
Tony Elavia and
Migene Kim
Madison Square Investors
and
Madison Square Investors
Date Posted: July 28, 2010
Last Revised: August 10, 2010
Working Paper Series
347 downloads
Copula Parameter Estimation – Numerical Considerations and Implications for Risk Management
Journal of Risk, Vol. 13, No. 1, pp. 17-53, Fall 2010
Gregor N. F. Weiss
TU Dortmund University
Date Posted: July 26, 2010
Last Revised: September 22, 2011
Accepted Paper Series
161 downloads
Dynamic Portfolio Choice under Ambiguity and Regime Switching Mean Returns
Hening Liu
University of Manchester
Date Posted: July 26, 2010
Last Revised: January 15, 2011
Working Paper Series
322 downloads
The Relation Between Trades of Domestic and Foreign Investors and Stock Returns in Sri Lanka
Journal of International Financial Markets, Institutions and Money, Vol. 19, pp. 850-861, 2009
Lalith P. Samarakoon
University of St. Thomas
Date Posted: July 26, 2010
Accepted Paper Series
138 downloads
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