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484,272
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JEL Code: G1
12,984,544 Total downloads
Showing Papers 301 - 350 of 36,691
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A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model
Management Science, Vol. 50, No. 9, pp. 1261-1273, September 2004
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: October 12, 2006
Accepted Paper Series
A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market
CAEPR Working Paper No. 2006-015
Bidisha Chakrabarty
,
Konstantin Tyurin ,
Zhaohui Han
and
Xiaoyong Zheng
Saint Louis University - John Cook School of Business
,
ITG Inc., Financial Engineering
,
Financial Engineering Group, ITG Inc.
and
North Carolina State University
Date Posted: October 04, 2006
Working Paper Series
309 downloads
A Comprehensive Analysis of the Short-Term Interest Rate Dynamics
Turan G. Bali and
Liuren Wu
Georgetown University - Robert Emmett McDonough School of Business
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: April 15, 2005
Working Paper Series
599 downloads
A Comprehensive Comparison of Nonparametric Tests for Jumps in Asset Prices
Marina G Theodosiou
and
Filip Zikes
Central Bank of Cyprus
and
Imperial College London
Date Posted: July 26, 2011
Last Revised: December 28, 2011
Working Paper Series
79 downloads
A Comprehensive Evaluation of Portfolio Insurance Strategies
Jacques Pezier
and
Johanna Scheller
University of Reading - ICMA Centre
and
ICMA Centre, Henley Business School at Reading
Date Posted: June 14, 2011
Last Revised: June 25, 2011
Working Paper Series
314 downloads
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
Charlotte Christiansen ,
Maik Schmeling
and
Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 10, 2011
Last Revised: March 06, 2012
Working Paper Series
726 downloads
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
BIS Working Paper No. 374
Charlotte Christiansen ,
Maik Schmeling
and
Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 06, 2012
Working Paper Series
156 downloads
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
Yale ICF Working Paper No. 04-11
Amit Goyal and
Ivo Welch
University of Lausanne
and
University of California, Los Angeles (UCLA)
Date Posted: April 30, 2004
Working Paper Series
2746 downloads
A Comprehensive Review on Capital Structure Theories
The Romanian Economic Journal, 2012, Vol XV(45):3-26, ISSN: 14544296
Hamed Ahmadinia
,
Javad Afrasiabishani
and
Elham Hesami
Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
,
Islamic Azad University, Tehran Central Branch - Management Faculty
and
Management and Economic Faculty, Industrial Management Department, Tehran Sought Branch, Islamic Azad University,Tehran, Iran
Date Posted: June 11, 2012
Last Revised: October 05, 2012
Accepted Paper Series
267 downloads
A Comprehensive Review on International Capital Asset Pricing Models
Science Series Data Report,4(8);4-19, 2012
Masoumeh Naderi
,
Zahra Amirhosseni
and
Hamed Ahmadinia
Islamic Azad University (IAU) - Department of Accounting
,
Islamic Azad University (IAU) - Faculty of Management, Qods Branch
and
Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
Date Posted: June 09, 2012
Last Revised: August 18, 2012
Accepted Paper Series
30 downloads
A Comprehensive Risk Management Framework for Investment Funds
Journal of Investment Consulting, Vol. 8, No. 2, pp. 55-67, Summer 2007
Bruce Curwood
Russell Investments - Canada
Date Posted: October 14, 2010
Accepted Paper Series
4 downloads
A Comprehensive Study of the Chinese Warrants Bubble
Tao L. Wu
Illinois Institute of Technology
Date Posted: January 24, 2011
Working Paper Series
59 downloads
A Comprehensive Study of the Chinese Warrants Bubble
AFA 2012 Chicago Meetings Paper
Tao L. Wu
Illinois Institute of Technology
Date Posted: March 18, 2011
Working Paper Series
114 downloads
A Comprehensive Study on the Seasonality of Greek Equity Funds Performance
Gerasimos Georgiou Rompotis
University of Athens - Faculty of Economics
Date Posted: May 17, 2007
Working Paper Series
75 downloads
A Computational Scheme for the Optimal Strategy in an Incomplete Market
Jussi Keppo ,
Xu Meng
and
Michael G. Sullivan
NUS Business School, National University of Singapore
,
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
and
University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: January 11, 2002
Working Paper Series
477 downloads
A Computational Scheme for the Optimal Strategy in an Incomplete Market
Journal of Economic Dynamics and Control, Forthcoming
Jussi Keppo ,
Xu Meng
and
Michael G. Sullivan
NUS Business School, National University of Singapore
,
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
and
University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: March 28, 2007
Accepted Paper Series
A Computational Study on General Equilibrium Pricing of Derivative Securities
Jacco Thijssen
University of York (UK) - Department of Mathematics
Date Posted: August 01, 2007
Working Paper Series
65 downloads
A Computing Bias in Estimating the Probability of Informed Trading - Supplement
Hsiou-Wei William Lin
and
Wen-Chyan Ke
National Taiwan University - Department of International Business
and
National Taiwan University - Department of International Business
Date Posted: November 08, 2009
Last Revised: May 14, 2011
Working Paper Series
63 downloads
A Concave Security Market Line
Enrico G. De Giorgi
,
Thierry Post and
Atakan Yalcin
University of Saint Gallen - SEPS: Economics and Political Sciences
,
Koc University - Graduate School of Business
and
Ozyegin University
Date Posted: April 04, 2011
Last Revised: June 22, 2012
Working Paper Series
172 downloads
A Concept of Multiple-Entity Accounting for Capital Distribution
George Bijak
GB Capital
Date Posted: October 13, 2005
Last Revised: May 04, 2011
Working Paper Series
403 downloads
A Conceptual Framework for Analyzing the Financial Environment
WP#95-062
Zvi Bodie and
Robert C. Merton
Boston University - Department of Finance & Economics
and
MIT Sloan School of Management
Date Posted: August 25, 1998
Working Paper Series
A Conditional Assessment of the Relationships Between the Major World Bond Markets
EFMA 2004 Basel Meetings Paper
Delroy M. Hunter
and
David P. Simon
University of South Florida
and
Bentley University - Department of Finance
Date Posted: May 06, 2004
Working Paper Series
173 downloads
A Conditional Assessment of the Relationships Between the Major World Bond Markets
EFMA 2004 Basel Meetings Paper
Delroy M. Hunter
and
David P. Simon
University of South Florida
and
Bentley University - Department of Finance
Date Posted: February 04, 2005
Working Paper Series
89 downloads
A Conditional Capital Asset Pricing Model for Maritime Firms: Empirical Evidence from the Us Stock Market
10th World Conference on Transportation Research, Istanbul, Turkey, 2004
Oral Erdogan
Istanbul Bilgi University Department of Business Administration
Date Posted: May 31, 2012
Accepted Paper Series
59 downloads
A Conditional CAPM Model with Local Covariates for Detecting and Evaluating Active Management
Massimiliano Caporin and
Francesco Lisi
University of Padova - Department of Economics and Management "Marco Fanno"
and
University of Padua - Department of Statistical Sciences
Date Posted: September 27, 2009
Working Paper Series
101 downloads
A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns
Journal of Economic Dynamics and Control, Forthcoming
Turan G. Bali and
David Weinbaum
Georgetown University - Robert Emmett McDonough School of Business
and
Syracuse University
Date Posted: January 22, 2007
Accepted Paper Series
897 downloads
A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk
Lorenzo Cappiello
European Central Bank (ECB)
Date Posted: November 21, 2000
Working Paper Series
525 downloads
A Conditional Multifactor Analysis of Return Momentum
City U of HK, Dept. of Economics and Finance Working Paper No. 114
Xueping Wu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: February 15, 2001
Working Paper Series
714 downloads
A Conditional Multifactor Analysis of Return Momentum
Journal of Banking and Finance, Vol. 26, No. 8, 2002
Xueping Wu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: August 20, 2002
Accepted Paper Series
A Conditional Valuation Approach for Path-Dependent Instruments
Steven H. Zhu
and
Dante Lomibao
Morgan Stanley
and
Morgan Stanley
Date Posted: September 26, 2005
Working Paper Series
932 downloads
A Conditional Valuation Approach for Path-Dependent Instruments
Journal of Credit Risk, 2005
Steven H. Zhu
and
Dante Lomibao
Morgan Stanley
and
Morgan Stanley
Date Posted: January 16, 2008
Accepted Paper Series
A Consistent Methodology for the Calculation of the Cost of Capital in Emerging Markets
Julio E. Villarreal
and
María J. Córdoba
Universidad de los Andes, Colombia
and
Universidad de los Andes, Colombia
Date Posted: August 24, 2010
Working Paper Series
1616 downloads
A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
Swiss Finance Institute Research Paper No. 09-14
Li Lin ,
Ruoen Ren
and
Didier Sornette
China Academy of Financial Research (CAFR)
,
Beihang University (BUAA)
and
Swiss Finance Institute
Date Posted: July 12, 2009
Working Paper Series
370 downloads
A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
CCSS Working Paper No. CCSS-09-002
Lin li
,
Ruoen Ren
and
Didier Sornette
ETH Zürich
,
Beihang University (BUAA)
and
Swiss Finance Institute
Date Posted: April 27, 2010
Working Paper Series
223 downloads
A Consistent Pricing Framework with Counterparty Risk and Collateral Agreements
Ahmed El Alaoui
Ecole Polytechnique, Paris
Date Posted: January 23, 2013
Last Revised: January 25, 2013
Working Paper Series
60 downloads
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and
Thomas Kokholm
Imperial College London
and
School of Business and Social Sciences, Aarhus University
Date Posted: September 19, 2009
Last Revised: December 26, 2010
Working Paper Series
1452 downloads
A Contingent Claims Analysis of the Interest Rate Risk Characteristics of Corporate Liabilities
Financial Management Association International Annual Meeting, October 1995, New York
Sanjay K. Nawalkha
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: April 30, 2007
Working Paper Series
215 downloads
A Continuous Time Approximation of an Evolutionary Stock Market Model
Stefan Weber and
Boris Buchmann
ORIE, Cornell University
and
Munich University of Technology
Date Posted: February 19, 2004
Working Paper Series
139 downloads
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
University of Copenhagen Finance Working Paper No. 2004/03
Nikolaus Hautsch and
Tony Hall
Humboldt-Universität zu Berlin
and
University of Technology, Sydney
Date Posted: June 14, 2005
Working Paper Series
527 downloads
A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions
Bank of Finland Research Discussion Paper No. 25/2008
Massimiliano Marzo ,
Silvia Romagnoli and
Paolo Zagaglia
University of Bologna - Department of Economics
,
University of Bologna - Department of Mathematics for Economic and Social Sciences
and
Stockholm University
Date Posted: November 17, 2008
Working Paper Series
49 downloads
A Continuous-Time Re-examination of the Inefficiency of Dollar-Cost Averaging
SSBFIN-9901
Moshe A. Milevsky and
Steven E. Posner
York University - Schulich School of Business
and
Morgan Stanley - United Kingdom Office
Date Posted: February 19, 1999
Working Paper Series
541 downloads
A Contribution to the Theory of Financial Fragility and Crisis
Levy Economics Institute, Working Papers Series
Amit Bhaduri
Jawaharlal Nehru University
Date Posted: May 15, 2010
Working Paper Series
106 downloads
A Control Variate Method For Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Quantitative Finance Research Centre Research Paper Number No. 167
Carl Chiarella
,
Christina Nikitipoulos Sklibosios and
Erik Schlogl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
,
University of Technology, Sydney - Faculty of Business
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: May 02, 2006
Working Paper Series
153 downloads
A Conversation with Nobel Laureate Myron S. Scholes, PhD
Journal of Investment Consulting, Vol. 11, No. 1, pp. 6-17, 2010
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 01, 2010
Accepted Paper Series
111 downloads
A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
Cody Blaine Hyndman
and
Polynice Oyono Ngou
Concordia University, Quebec - Department of Mathematics and Statistics
and
Concordia University, Quebec - Department of Mathematics & Statistics
Date Posted: April 09, 2013
Working Paper Series
15 downloads
A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio
Journal of Futures Markets, Forthcoming
Massimiliano Barbi
and
Silvia Romagnoli
University of Bologna - Department of Management
and
University of Bologna - Department of Mathematics for Economic and Social Sciences
Date Posted: February 10, 2013
Accepted Paper Series
A Corporate Governance Explanation of the A-B Share Discount in China
Wilson H.S. Tong and
Wayne Yu
Hong Kong Polytechnic University - School of Accounting and Finance
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: April 22, 2009
Working Paper Series
156 downloads
A Corporate Governance Index for Large Listed Companies in India
Jayati Sarkar ,
Subrata Sarkar
and
Kaustav Sen
Indira Gandhi Institute of Development Research (IGIDR)
,
Indira Gandhi Institue of Development Research
and
Pace University - Lubin School of Business
Date Posted: May 11, 2012
Working Paper Series
233 downloads
A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series
A Correction for Classic Performance Measures
21st Australasian Finance and Banking Conference 2008 Paper, Chinese Business Review, Forthcoming
Hayette Gatfaoui
Rouen Business School - Economics & Finance Department
Date Posted: August 20, 2008
Last Revised: October 26, 2011
Working Paper Series
138 downloads
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