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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Resolved
  References:
238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Alternative Overlay for a Traditional Managed Equity Portfolio
Bruce Cameron Greig
Altin Holdings
Date Posted: May 17, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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