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SSRN eLibrary Statistics:
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484,173
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393,564
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226,645
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68,973
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JEL Code: G11
2,575,940 Total downloads
Showing Papers 2,801 - 2,850 of 7,219
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Asset Allocation for Retirement: Simple Heuristics and Target Date Funds
Journal of Financial Planning, March 2010
Steven D. Dolvin ,
William J. Rieber
and
William K. Templeton
Butler University
,
Butler University
and
Butler University - College of Business Administration
Date Posted: May 20, 2010
Accepted Paper Series
Asymmetric Momentum Effects Under Uncertainty
David Kelsey
,
Roman Kozhan
and
Wei Pang
University of Exeter Business School - Department of Economics
,
University of Warwick, Warwick Business School
and
Kingston University
Date Posted: May 20, 2010
Working Paper Series
508 downloads
Staying Close to Home? Foreign Bank Participation in Syndicated Loans
Glenn Boyle and
Roger D. Stover
University of Canterbury - Economics and Finance
and
Iowa State University - Department of Accounting and Finance
Date Posted: May 20, 2010
Working Paper Series
72 downloads
On the Dynamics of Hedge Fund Risk Exposures
CEPR Discussion Paper No. DP7780
Andrew J. Patton and
Tarun Ramadorai
Duke University - Department of Economics
and
University of Oxford - Said Business School
Date Posted: May 19, 2010
Working Paper Series
8 downloads
Co-movement of Fundamentals: Structural Changes in the Business Cycle
Cologne Graduate School Working Paper 01-01
Stefan Erdorf and
Nicolas Heinrichs
University of Cologne - Graduate School of Risk Management
and
University of Cologne - Graduate School of Risk Management
Date Posted: May 19, 2010
Last Revised: November 22, 2011
Working Paper Series
818 downloads
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
Swiss Finance Institute Research Paper No. 10-21
Felix Kubler and
Karl H. Schmedders
University of Zurich
and
Swiss Finance Institute
Date Posted: May 19, 2010
Last Revised: March 23, 2013
Working Paper Series
237 downloads
Alternative Overlay for a Traditional Managed Equity Portfolio
Bruce Cameron Greig
Altin Holdings
Date Posted: May 17, 2010
Working Paper Series
96 downloads
Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
Economic Research Initiatives at Duke (ERID) Working Paper No. 33
Cosmin L. Ilut
Duke University
Date Posted: May 17, 2010
Last Revised: May 19, 2010
Accepted Paper Series
118 downloads
Diversification, Volatilities, and the Supercurrency: The FX Markets Since Bretton Woods
Maxim Golts
and
Gregory C. Jones
Fidelity Asset Management
and
GMO
Date Posted: May 16, 2010
Working Paper Series
354 downloads
Exploring the Sensitivity of Corporate Bond Yield Spreads to Changes in the Yield Curve
Moahmed Lotfi Boulkeroua
and
Andrew Stark
affiliation not provided to SSRN
and
University of Manchester - Manchester Business School
Date Posted: May 16, 2010
Last Revised: May 24, 2010
Working Paper Series
84 downloads
Reversion to the Mean, Taken to the Extreme
Jan H. Timmer
affiliation not provided to SSRN
Date Posted: May 16, 2010
Working Paper Series
384 downloads
Structural Properties of Commodity Futures Term Structures and Their Implications for Basic Trading Strategies
Rolf Dürr
and
Matthias Voegeli
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 16, 2010
Working Paper Series
1053 downloads
Another Look at Trading Costs and Short-Term Reversal Profits
Wilma de Groot
,
Joop Huij
and
Weili Zhou
Robeco Asset Management
,
Erasmus University - Rotterdam School of Management
and
Robeco Asset Management
Date Posted: May 15, 2010
Last Revised: July 26, 2011
Working Paper Series
898 downloads
Fundamental Analysis and the Modelling of Normal Returns in the UK
Maria Michou
and
Andrew Stark
University of Edinburgh Business School
and
University of Manchester - Manchester Business School
Date Posted: May 15, 2010
Working Paper Series
179 downloads
Value Averaging and the Automated Bias of Performance Measures
Simon Hayley
Cass Business School
Date Posted: May 15, 2010
Last Revised: January 21, 2012
Working Paper Series
334 downloads
Finance and Efficiency: Do Bank Branching Regulations Matter?
Review of Finance, Forthcoming
Viral V. Acharya ,
Jean M. Imbs and
Jason Sturgess
New York University - Leonard N. Stern School of Business
,
Paris School of Economics (PSE)
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: May 14, 2010
Accepted Paper Series
30 downloads
The Benefits of International Portfolio Diversification
Jose Renato Haas Ornelas and
Jose L. B. Fernandes
Central Bank of Brazil
and
Universidade Católica de Brasília
Date Posted: May 14, 2010
Working Paper Series
230 downloads
Challenging the Efficient Frontier Portfolio
Matjaz Steinbacher
,
Matej Steinbacher
and
Mitja Steinbacher
University of Donja Gorica
,
Free Society Institute
and
Free Society Institute - Faculty of Business Studies
Date Posted: May 13, 2010
Last Revised: June 30, 2010
Working Paper Series
82 downloads
Risk Measurement from Theory to Practice: Is Your Risk Metric Coherent and Empirically Justified?
Mikhail Munenzon
The Observatory
Date Posted: May 13, 2010
Working Paper Series
1112 downloads
The Cross-Section of Stock Returns in Frontier Emerging Markets
Journal of Empirical Finance, Vol. 19, Issue 5, pp. 796-818.
Wilma de Groot
,
Juan Pang
and
Laurens A. P. Swinkels
Robeco Asset Management
,
Shell Asset Management Company
and
Erasmus University Rotterdam (EUR)
Date Posted: May 13, 2010
Last Revised: October 07, 2012
Accepted Paper Series
913 downloads
A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms
Yu-Min Yen
Institute of Economics, Academia Sinica
Date Posted: May 12, 2010
Last Revised: April 15, 2011
Working Paper Series
82 downloads
Liquidity Commonality in Commodities
23rd Australasian Finance and Banking Conference 2010 Paper
Ben R. Marshall
and
Nhut H. Nguyen
Massey University - Department of Economics and Finance
and
The University of Auckland
Date Posted: May 12, 2010
Last Revised: July 27, 2011
Working Paper Series
259 downloads
Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?
Schmalenbach Business Review, Vol. 62, pp. 126-153, April 2010
Sebastian Müller
and
Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking
and
University of Mannheim - Department of Banking and Finance
Date Posted: May 11, 2010
Accepted Paper Series
75 downloads
Replicating Hedge Fund Indices with Optimization Heuristics
Manfred Gilli ,
Enrico Schumann
,
Gerda Cabej
and
Jonela Lula
University of Geneva - Department of Economics
,
VIP Value Investment Professionals AG
,
University of Geneva
and
University of Geneva
Date Posted: May 11, 2010
Working Paper Series
294 downloads
CAViaR and the Australian Stock Markets: An Appetiser
David E. Allen and
Abhay Kumar Singh
Edith Cowan University - School of Finance and Business Economics
and
Edith Cowan University
Date Posted: May 10, 2010
Last Revised: August 23, 2010
Working Paper Series
51 downloads
Time-Varying Performance of International Mutual Funds
Harry J. Turtle and
Chengping Zhang
West Virginia University
and
George Fox University
Date Posted: May 10, 2010
Last Revised: May 05, 2012
Working Paper Series
134 downloads
Total Individual Account Retirement Plan Assets, by Demographics, 2007, With Market Adjustments to March 2010
EBRI Notes, Vol. 31, No. 5, May 2010
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: May 10, 2010
Accepted Paper Series
52 downloads
Tax Incentives, Bequest Motives, and the Demand for Life Insurance: Evidence from Two Natural Experiments in Germany
CESifo Working Paper Series No. 3040
Nicolas Sauter
,
Jan Walliser and
Joachim K. Winter
European Central Bank (ECB)
,
Congressional Budget Office
and
University of Munich
Date Posted: May 09, 2010
Working Paper Series
79 downloads
The Economic Value of Nonlinear Predictions in Asset Allocation
Friedrich Kruse and
Markus Rudolf
WHU - Otto Beisheim School of Management
and
WHU Otto Beisheim Graduate School of Management
Date Posted: May 09, 2010
Last Revised: January 30, 2012
Working Paper Series
113 downloads
Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan
Marina Di Giacinto
,
Salvatore Federico
,
Fausto Gozzi
and
Elena Vigna
University of Cassino - Faculty of Economics
,
LUISS Guido Carli University
,
Luiss
and
University of Turin - Faculty of Economics
Date Posted: May 08, 2010
Working Paper Series
59 downloads
Explaining Returns in Private Equity Investments
CAREFIN Research Paper No. 15/09
Stefano Caselli
,
Emilia Garcia-Appendini
and
Filippo Ippolito
Bocconi University - Department of Finance
,
University of St. Gallen
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: May 08, 2010
Working Paper Series
Investors’ Distraction and Strategic Re-Pricing Decisions
CAREFIN Research Paper No. 21/09
Marco A. Navone
Finance Discipline Group - UTS Business School
Date Posted: May 08, 2010
Working Paper Series
Loads and Investment Decisions
CAREFIN Research Paper No. 2/09
Marco A. Navone and
Marco Pagani
Finance Discipline Group - UTS Business School
and
San Jose State University
Date Posted: May 08, 2010
Working Paper Series
70 downloads
Optimal Time of Annuitization in the Decumulation Phase of a Defined Contribution Pension Scheme
CAREFIN Research Paper No. 01/10
Marina Di Giacinto
,
Bjarne Hojgaard and
Elena Vigna
University of Cassino - Faculty of Economics
,
Aalborg University
and
University of Turin - Faculty of Economics
Date Posted: May 08, 2010
Working Paper Series
Accounting for Non-Annuitization
Svetlana Pashchenko
Uppsala University - Department of Economics
Date Posted: May 07, 2010
Last Revised: November 20, 2012
Working Paper Series
82 downloads
Financial Investors and Commodity Markets
BIS Quarterly Review, March 2007
Dietrich Domanski
and
Alexandra Heath
Bank for International Settlements (BIS)
and
Reserve Bank of Australia - Economic Research
Date Posted: May 07, 2010
Accepted Paper Series
592 downloads
Liquidity Risk Management and Credit Supply in the Financial Crisis
Marcia Millon Cornett ,
Jamie John McNutt
,
Philip E. Strahan and
Hassan Tehranian
Bentley University - Department of Finance
,
Southern Illinois University at Carbondale - Department of Finance
,
Boston College - Department of Finance
and
Boston College - Department of Finance
Date Posted: May 07, 2010
Working Paper Series
695 downloads
Estimation of Optimal Portfolio Weights Using Shrinkage Technique
Takuya Kinkawa
Keio University - School of Science for Open and Environmental Systems
Date Posted: May 06, 2010
Last Revised: July 08, 2010
Working Paper Series
182 downloads
Ambiguous Information, Portfolio Inertia, and Excess Volatility
Journal of Finance, Forthcoming
Philipp K. Illeditsch
University of Pennsylvania - Finance Department
Date Posted: May 05, 2010
Last Revised: December 07, 2011
Accepted Paper Series
444 downloads
The Covered Bond Market
BIS Quarterly Review, September 2007
Frank Packer ,
Ryan Stever and
Christian Upper
Bank for International Settlements (BIS)
,
Acadian Asset Management
and
Bank for International Settlements (BIS)
Date Posted: May 05, 2010
Accepted Paper Series
476 downloads
Optimal Portfolios with Minimum Capital Requirements
Journal of Banking and Finance, Vol. 36, No. 7, 2012
Andre A. P. Santos
,
Francisco J. Nogales
,
Esther Ruiz
and
Dick J. C. van Dijk
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
,
Universidad Carlos III de Madrid - Department of Statistics
,
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: May 04, 2010
Last Revised: July 17, 2012
Accepted Paper Series
255 downloads
Portfolio Diversification and Environmental, Social or Governance Criteria: Must Responsible Investments Really Be Poorly Diversified?
Andreas G. F. Hoepner
University of Saint Andrews - School of Management
Date Posted: May 04, 2010
Working Paper Series
330 downloads
20 Years of VIX: Fear, Greed and Implications for Alternative Investment Strategies
Mikhail Munenzon
The Observatory
Date Posted: May 02, 2010
Last Revised: June 07, 2010
Working Paper Series
1060 downloads
Behavioralizing Finance
Foundations and Trends in Finance, Vol. 4, Nos. 1-2, pp. 1-184, 2010, SCU Leavey School of Business Research Paper No. 10-01
Hersh Shefrin
Santa Clara University - Leavey School of Business
Date Posted: May 02, 2010
Accepted Paper Series
1917 downloads
Economists’ Hubris – The Case of Equity Asset Management
Journal of Financial Transformation, Vol. 29, pp. 9-16
Shahin Shojai
,
George Feiger and
Rajesh Kumar
Ernst & Young LLP
,
Contango Capital Advisors
and
Institute of Management Technology , Dubai
Date Posted: May 02, 2010
Last Revised: January 07, 2011
Accepted Paper Series
6417 downloads
Portfolio Reallocation and Exchange Rate Dynamics
Liang Ding
and
Jun Ma
Macalester College - Department of Economics
and
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: April 30, 2010
Last Revised: June 01, 2010
Working Paper Series
108 downloads
Volatility Trading: What is the Role of the Long-Run Volatility Component?
Guofu Zhou and
Yingzi Zhu
Washington University in St. Louis - Olin School of Business
and
Tsinghua University - School of Economics & Management
Date Posted: April 28, 2010
Last Revised: December 14, 2010
Working Paper Series
308 downloads
Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 27, 2010
Working Paper Series
142 downloads
Persistence Analysis of Hedge Fund Returns
Serge Patrick Amvella
,
Iwan Meier and
Nicolas A. Papageorgiou
HEC Montreal - Department of Finance
,
HEC Montreal - Department of Finance
and
HEC Montreal - Department of Finance
Date Posted: April 27, 2010
Last Revised: June 08, 2010
Working Paper Series
169 downloads
Smooth Transition Patterns in the Realized Stock Bond Correlation
CREATES Research Paper 2010-15
Nektarios Aslanidis
and
Charlotte Christiansen
Universitat Rovira Virgili
and
University of Aarhus - School of Economics and Management - CREATES
Date Posted: April 27, 2010
Last Revised: April 16, 2012
Working Paper Series
42 downloads
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