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Full Text Papers: 560,725
Authors: 308,766
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SSRN eLibrary Search Results
JEL Code: G11
3,957,013 Total downloads
Showing Papers 261 - 310 of 10,197
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1 2 3 4 ... 204 | Next >
   


Incl. Electronic Paper Lotto, How to Win? Skew Timing Strategies
Jian Chen , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Asset Allocation in Chinese Stock Market: The Role of Return Predictability
Journalof Portfolio Management, Vol. 41, Chinese Special Issue, 2015
Jian Chen , Fuwei Jiang and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Chinese Stock Market Volatility and the Role of U.S. Economic Variables
Pacific-Basin Finance Journal, Forthcoming
Jian Chen , Fuwei Jiang , Hongyi Li and Weidong Xu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , The Chinese University of Hong Kong and Zhejiang University - School of Management
Date Posted: May 04, 2016
Accepted Paper Series
1 downloads

A Primer on Alternative Risk Premia
Rayann Hamdan , Fabien Pavlowsky , Thierry Roncalli and Ban Zheng
Lyxor Asset Management , Lyxor Asset Management , Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE) and Lyxor Asset Management
Date Posted: May 04, 2016
Working Paper Series

Incl. Electronic Paper Competitive Off-Equilibrium: Theory and Experiment
Elena N. Asparouhova , Peter Bossaerts and John O. Ledyard
University of Utah - David Eccles School of Business , California Institute of Technology and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: May 04, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Independent Directors and Favoritism: When Multiple Board Affiliations Prevail in Mutual Fund Families
Financial Management (Forthcoming)
Christine W. Lai
National Taiwan Normal University
Date Posted: May 03, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Skewness Preference and IPO Anomalies in China
Lirong Shi , Wei Tang , Tianhao Wu and Liheng Xu
NUS Business School, National University of Singapore , Fudan University - School of Economics , Yale University and Fudan University - China Center for Economic Studies (CCES)
Date Posted: May 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Structure of Firms and Access to Financial Markets: The EU Case
Javier Villar Burke , Mari-Cruz Manzano and Raluca Maran
European Commission , Banco de España and European Central Bank (ECB)
Date Posted: May 03, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Predictive Power vs Empirical Performance: An Evidence from GARCH Volatility in Financialized Commodity Markets
Rangga Handika and Dony Abdul Chalid
University of Indonesia (UI) and University of Indonesia (UI)
Date Posted: May 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper CEO Power, Levels of Institutional Discretion, and CSR Choice
Wolfgang Breuer and David Johannes Rosenbach
Aachen University - Department of Finance and RWTH Aachen University - Department of Finance
Date Posted: May 02, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Internet Appendix to Beyond the Carry Trade: Optimal Currency Portfolios
Journal of Financial and Quantitative Analysis, 50, October 2015
Pedro Barroso and Pedro Santa-Clara
UNSW Australia Business School, School of Banking and Finance and New University of Lisbon - Nova School of Business and Economics
Date Posted: May 01, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Are Stock Markets Efficient? (Price-Earnings Ratio Approach): Korean Stock Market Proxy
Tasoh Martin Toh
University of Buea - Finance
Date Posted: May 01, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Moral Hazard in VC Finance: More Expensive than You Thought
Hans-Peter Burghof , Marie Lambert and Julius Tennert
University of Hohenheim , University of Liege - HEC Management School and University of Hohenheim
Date Posted: May 01, 2016
Working Paper Series
14 downloads

What Drives Real Estate Private Equity Fundraising Success? And How to Pick Top-Performing Funds
Sebastian Krautz and Joachim Zietz
EBS Universität für Wirtschaft und Recht and Middle Tennessee State University - Jennings A. Jones College of Business
Date Posted: May 01, 2016
Working Paper Series

Incl. Electronic Paper Has Local Informational Advantage Disappeared?
Gennaro Bernile , Alok Kumar , Johan Sulaeman and Qin (Emma) Wang
Singapore Management University - Lee Kong Chian School of Business , University of Miami - School of Business Administration , National University of Singapore (NUS) - Department of Finance and Oklahoma State University - Tulsa
Date Posted: April 30, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Valuation of American Options: Monte-Carlo Simulation and Mathematical Approximation Methods
David Animante
Imperial College London
Date Posted: April 30, 2016
Working Paper Series
50 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2014
EBRI Issue Brief, Number 423 (April 2016)
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: April 30, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Dynamic Black-Litterman Approach to Asset Allocation
Bank of England Working Paper No. 596
Richard D. F. Harris , Evarist Stoja and Linzhi Tan
University of Exeter - Business School , University of Bristol and Nottingham Trent University - Department of Accounting and Finance
Date Posted: April 30, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Adaptive Time Series Momentum – Benchmark for Trend-Following Funds
Peter Erdos and Gert Elaut
RPM Risk and Portfolio Management AB and Ghent University
Date Posted: April 30, 2016
Working Paper Series
89 downloads

Incl. Electronic Paper Factor Investing with Smart Beta Indices
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: April 29, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper 한국 가계의 주식시장 참가 결정요인 분석 (Determinants of Stock Market Participation Decision: The Case of Korean Households)
KDI Journal of Economic Policy 2004, 26(1) 35-69
Kyung-Mook Lim
Korea Development Institute (KDI) - Money and Finance Division
Date Posted: April 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Using Out-Of-Sample Errors in Portfolio Optimization
Pedro Barroso
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 29, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper Momentum: An Economic View
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: April 29, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper What is the Expected Return on a Stock?
Ian Martin and Christian Wagner
London School of Economics & Political Science (LSE) - Department of Finance and Copenhagen Business School
Date Posted: April 28, 2016
Working Paper Series
98 downloads

Incl. Electronic Paper Asset Allocation: A Recommendation for Resolving the Collision between Theory and Practice
Larry J. Prather , James Ross McCown and Ron Shaw
Southeastern Oklahoma State University , Toltec Group and Oklahoma City University
Date Posted: April 27, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper The Dynamics of Value Comovement Across Global Equity Markets
CERGE-EI Working Paper Series No. 560
Mayank Gupta and Jan Novotny
Cass Business School City University London and City University London - Faculty of Finance
Date Posted: April 27, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
ECB Working Paper No. 1896
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: April 27, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Sovereign Investment in a Stochastic Volatility Jump-Diffusion Model
David Animante
Imperial College London
Date Posted: April 27, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper When is Money Smart? Mutual Fund Flows, Energy Prices, and Household Disposable Income
Swasti Gupta-Mukherjee
Loyola University Chicago - Department of Finance
Date Posted: April 26, 2016
Working Paper Series
10 downloads

Dynamics Among Global Asset Portfolios: Investors’ Benefits from Advanced vs. Emerging Markets
Theodore D. Bratis , Nikiforos T. Laopodis and Georgios P. Kouretas
Athens University of Economics and Business , Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business
Date Posted: April 26, 2016
Working Paper Series

Incl. Electronic Paper Optimal Granularity for Portfolio Choice
Nicole Branger , Katarina Lucivjanska and Alex Weissensteiner
University of Muenster - Finance Center Muenster , Free University, Amsterdam and Free University of Bolzano/Bozen
Date Posted: April 25, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Certainty of Lifestyle: Contrasting a Simulation Over a Fixed Period versus Multiple Period Models
Larry R. Frank Sr. and Shawn Brayman
Academy of Financial Services and PlanPlus Inc.
Date Posted: April 25, 2016
Last Revised: May 01, 2016
Working Paper Series
9 downloads

Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
Forthcoming in Management Science
Michael Haliassos , Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - House of Finance , Sveriges Riksbank - Research Division and Rotterdam School of Management, Erasmus University (RSM)
Date Posted: April 25, 2016
Accepted Paper Series

Incl. Electronic Paper A Test of Graham's and Lynch's Stock Screening Criteria on Shares Traded on the Indonesian Stock Exchange (IDX)
Journal of Indonesian Economy and Business Volume 31, Number 1, 2016, 23–34,
Dwi Kartikasari
Politeknik Negeri Batam
Date Posted: April 24, 2016
Accepted Paper Series
18 downloads

Incl. Electronic Paper Do Investors Buy Lotteries in China's Stock Market?
Yu Liang and Weiqiang Zhang
Tsinghua University - School of Economics & Management and Tsinghua University - School of Economics & Management
Date Posted: April 24, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Review of Financial Economics, Forthcoming
Cliff R. Moll and Stephen P. Huffman
University of Wisconsin - Oshkosh and University of Wisconsin Oshkosh
Date Posted: April 23, 2016
Accepted Paper Series
21 downloads

Incl. Electronic Paper Absolute Alpha with Moving Averages: A Consistent Trading Strategy
Yiqiao Yin
University of Rochester, Students
Date Posted: April 22, 2016
Last Revised: April 25, 2016
Working Paper Series
216 downloads

Incl. Electronic Paper A Global Macroeconomic Risk Explanation for Momentum and Value
Ilan Cooper , Andreea Mitrache and Richard Priestley
BI Norwegian Business School , Toulouse Business School and Norwegian Business School
Date Posted: April 22, 2016
Working Paper Series
75 downloads

Incl. Electronic Paper Full-Scale Optimization: A Flexible Framework for Hedge Design
Peregrine Securities, 2014
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Historical Analysis of Exotic Options: A General Framework
Peregrine Securities, 2013
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Investment Under Uncertainty When Interest Rates Are at the Zero Lower Bound
George Dotsis
Athens University of Economics and Business - Department of Management Science and Technology
Date Posted: April 21, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Reduction of Interim Risk Through Options: An Analysis of Maximum Drawdown
Peregrine Securities, 2012
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 21, 2016
Last Revised: April 28, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Regularization of Portfolio Allocation
Benjamin Bruder , Nicolas Gaussel , Jean-Charles Richard and Thierry Roncalli
Lyxor Asset Management , Lyxor Asset Management , Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: April 21, 2016
Working Paper Series
120 downloads

Incl. Electronic Paper Minimum Entropy as a Measure of Effective Dimensionality
Boris Gnedenko and Igor Yelnik
ADG Capital Management LLP and ADG Capital Management LLP
Date Posted: April 21, 2016
Last Revised: April 22, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Understanding Investors' Exposure to Climate Stranded Assets to Inform the Post-Carbon Policy Transition in the Eurozone
Irene Monasterolo , Stefano Battiston , Anthony Janetos and Zoey Zheng
Boston University , University of Zurich - Department of Banking and Finance , Boston University and Boston University
Date Posted: April 20, 2016
Working Paper Series
18 downloads

Linear Factor Models and the Estimation of Expected Returns
Netspar Discussion Paper No. 03/2016-020
Cisil Sarisoy , Peter de Goeij and Bas J. M. Werker
Northwestern University-Kellogg School of Management , CentER, Tilburg Law and Economics Center (TILEC), Tilburg University and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 20, 2016
Working Paper Series

Incl. Electronic Paper A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
Zhao Li and Kebin Ma
Universitat Pompeu Fabra - Department of Economics and Business and University of Warwick - Finance Group
Date Posted: April 20, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Pension Fund Asset Allocation in Low Interest Rate Environment
Netspar Discussion Paper No. 03/2016-017
Dennis Bams , Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance , Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Date Posted: April 20, 2016
Working Paper Series
50 downloads

Incl. Electronic Paper Asset Allocation Dynamics of Pension Funds
Netspar Discussion Paper No. 03/2016-016
Dennis Bams , Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance , Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Date Posted: April 20, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Do Banks Shift Asset Portfolios in Compliance to Global Capital Adequacy Regulations?: Evidence from India
Gaurav Seth , Naval Bharti Verma , B.V. Phani and Supriya Katti
Indian Institute of Technology (IIT), Kanpur - Department of Industrial & Management Engineering , Industrial Management & Engineering Dept, Indian Institute of Technology, Kanpur India , Indian Institute of Technology Kanpur and Indian Institute of Technology, Kanpur
Date Posted: April 20, 2016
Last Revised: April 24, 2016
Working Paper Series
16 downloads


 

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