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484,422
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393,787
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68,988
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JEL Code: G11
2,578,973 Total downloads
Showing Papers 3,451 - 3,500 of 7,222
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The Halloween Effect in US Sectors: Comment
Ronald Q. Doeswijk
Date Posted: August 19, 2009139 downloads
An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity Review of Finance, Vol. 13, No. 3, pp. 555-575, 2009
Richard Deaves ,
Erik Lüders and
Guo Ying Luo
affiliation not provided to SSRN
and
McMaster University
Date Posted: August 18, 2009
Applying a Global Optimisation Algorithm to Fund of Hedge Funds Portfolio Optimisation
Rishi Thapar ,
Bernard Minsky ,
Qi Tang and
Miodrag Obradovic
Date Posted: August 18, 2009Last Revised: September 02, 2009208 downloads
Dependence Structure of Risk Factors and Diversification Effects 22nd Australasian Finance and Banking Conference 2009
Chen Zhou
Date Posted: August 18, 200987 downloads
Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management ERIM Report Series Reference
Joop Huij
and
Jeroen Derwall
Date Posted: August 18, 2009Last Revised: May 25, 2010525 downloads
Violations of the Law of One Fee in the Mutual Fund Industry
Michael J. Cooper ,
Michael Halling
and
Michael L. Lemmon
Date Posted: August 18, 2009Last Revised: March 31, 2013171 downloads
Co-Insurance in Mutual Fund Families
Luis Goncalves-Pinto
and
Breno Schmidt
Date Posted: August 17, 2009Last Revised: May 10, 201373 downloads
Liquidity Risk Factors for Bonds
Giampaolo Gabbi and
Bastianina Salis
Date Posted: August 16, 2009263 downloads
A Hedging Strategy for New Zealand’S Exporters in Transaction Exposure to Currency Risk Multinational Finance Journal, Vol. 7, No. 1 & 2, 2003
Kam Fong Chan ,
Christopher Gan
and
Patricia A. McGraw
Date Posted: August 15, 2009
Tracking Down Distress Risk
Nishad Kapadia
Date Posted: August 15, 2009Last Revised: June 15, 2010234 downloads
Using Extreme Value Theory to Measure Value-at-Risk for Daily Electricity Spot Prices International Journal of Forecasting, Vol. 22, No. 2, 2006
Kam Fong Chan and
Philip Gray
Date Posted: August 15, 2009
A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds Australian School of Business Research Paper No. 2009ACTL07
Bernard Wong
and
Andrew Lim
Date Posted: August 14, 2009Last Revised: April 07, 2010391 downloads
Do Fund Flow-Return Relations Depend on the Type of Investor?
Jacquelyn Humphrey
,
Karen L. Benson and
Tim Brailsford
Date Posted: August 14, 2009113 downloads
Loss Aversion with Multiple Investment Goals
Enrico G. De Giorgi
Date Posted: August 14, 2009Last Revised: September 29, 2011376 downloads
Research on 'Responsible Investment': An Influential Literature Analysis Comprising a Rating, Characterisation, Categorisation and Investigation
Andreas G. F. Hoepner
and
David G. McMillan
Date Posted: August 14, 2009Last Revised: August 19, 20091033 downloads
National Culture and Household Finance
Wolfgang Breuer
and
Astrid Juliane Salzmann
Date Posted: August 13, 2009Last Revised: February 13, 2012355 downloads
The Efficiency of Sponsor and Participant Portfolio Choices in 401(k) Plans Pension Research Council Working Paper No. WP2009-08
Ning Tang
,
Olivia S. Mitchell ,
Gary R. Mottola
and
Stephen P. Utkus
Date Posted: August 12, 2009Last Revised: November 26, 201148 downloads
Do Investment Banks Listen to Their Own Analysts?
Bradford D. Jordan ,
Mark H. Liu and
Qun Wu
affiliation not provided to SSRN
Date Posted: August 11, 2009112 downloads
Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code
Attilio Meucci
Date Posted: August 11, 2009Last Revised: October 11, 201013368 downloads
Performance and Governance of Swiss Pension Funds
Manuel Ammann and
Andreas Zingg
Date Posted: August 11, 2009256 downloads
Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance? The Financial Review, Vol. 43, No. 1, pp. 27-49, February 2008
Travis Sapp and
Xuemin Sterling Yan
Date Posted: August 11, 200968 downloads
Optimal Close-to-Home Biases in Asset Allocation
Felipe Varas
and
Eduardo Walker
affiliation not provided to SSRN
and
School of Business Administration - Pontificia Universidad Catolica de Chile
Date Posted: August 10, 200977 downloads
Risk Premium Factor Valuation Model for Calculating the Equity Market Risk Premium and Estimating S&P 500 Market Values
Stephen D. Hassett
Date Posted: August 10, 2009Last Revised: June 10, 2011
Diversification, Rationality and the Asian Economic Crisis Pacific-Basin Finance Journal, Vol. 18, pp. 1-23, 2010
Robert G. Bowman ,
Kam Fong Chan and
Matthew R. Comer
Date Posted: August 09, 2009Last Revised: January 05, 2011
Ex Post: The Investment Performance of Collectible Stamps Journal of Financial Economics (JFE), Vol. 100, No. 2, 2011
Elroy Dimson and
Christophe Spaenjers
Date Posted: August 06, 2009Last Revised: March 13, 2013482 downloads
Better than Dynamic Mean-Variance: Time Inconsistency and Free Cash Flow Stream Mathematical Finance
Duan Li
Date Posted: August 06, 2009Last Revised: January 15, 2011
Market Beta (β) and Stock Returns - An Analysis of Select Gulf Companies
Dr. Rengasamy Elango and
Dr. Dayanand Pandey
Date Posted: August 06, 2009Last Revised: October 24, 2010211 downloads
The Cross-Sectional Dispersion of Stock Returns, Alpha and the Information Ratio Journal of Investing, Forthcoming
Larry R. Gorman ,
Steven G. Sapra and
Robert A. Weigand
Date Posted: August 06, 2009Last Revised: February 09, 20101079 downloads
Lessons of the Financial Crisis for the Design of National Pension Systems CESifo Working Paper Series No. 2735
Gary Burtless
Date Posted: August 05, 2009151 downloads
Time Cardinality Constrained Mean-Variance Dynamic Portfolio Selection
Jianjun Gao ,
Shouyang Wang
and
Duan Li
Date Posted: August 04, 2009159 downloads
Volatility Spreads and Expected Stock Returns Management Science, Forthcoming
Turan G. Bali and
Armen Hovakimian
Date Posted: August 04, 2009464 downloads
Optimal Options Pricing and Trading: A New Theory
Moawia Alghalith
Date Posted: August 03, 2009Last Revised: December 06, 201088 downloads
What Happened to Risk Management During the 2008-09 Financial Crisis?
Michael McAleer ,
Juan-Angel Jiménez-Martin
and
Teodosio Perez Amaral
Date Posted: August 03, 2009985 downloads
IQ and Stock Market Participation AEA 2010 Atlanta Meetings Paper, CRSP Working Paper, Western Finance Association 2010 Meetings Paper, Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 09-27
Mark Grinblatt ,
Matti Keloharju and
Juhani T. Linnainmaa
Date Posted: August 02, 2009Last Revised: January 23, 20112528 downloads
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns Handbooks in Operations Research and Management Science, Vol. 9
Gregory Connor and
Robert A. Korajczyk
Date Posted: August 02, 2009718 downloads
Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value Bulletin of Economic Research, Vol. 55, No. 2, pp.149-176, 2003
Carlo Alberto Magni
Date Posted: August 01, 2009149 downloads
Who Takes Risks When and Why: Determinants of Changes in Investor Risk Taking Review of Finance, Forthcoming, Columbia Business School Research Paper No. 12/29
Martin Weber ,
Elke U. Weber and
Alen Nosic
affiliation not provided to SSRN
Date Posted: August 01, 2009Last Revised: May 17, 2012616 downloads
A Note on Heterogeneous Beliefs with CRRA Utilities
A. A. Brown
Date Posted: July 31, 200945 downloads
Heterogeneous Beliefs with Partial Observations
A. A. Brown
Date Posted: July 31, 200933 downloads
Markowitz Meets Kahneman: Portfolio Selection Under Divided Attention Finance Research Letters, Vol. 3, No. 2, pp. 106-113, June 2006
Diego Nocetti
Date Posted: July 31, 2009
Geometric Mean Maximization: An Overlooked Portfolio Approach?
Javier Estrada
Date Posted: July 30, 2009399 downloads
Risk Management in Asset Management The Growth of Risk Management: A History, 2003
Gregory Connor and
Robert A. Korajczyk
Date Posted: July 30, 2009232 downloads
Calendar Spreads, Risk Premium and the Convenience Yield
Sami Attaoui
,
Constantin Mellios
and
Pierre Six
Date Posted: July 29, 2009440 downloads
Heterogeneous Beliefs with Finite-Lived Agents
L. C. G. Rogers and
A. A. Brown
Date Posted: July 29, 200934 downloads
Modelling Excess Profit Economic Modelling, Vol. 21, No. 3, pp. 595-617, May 2004
Carlo Alberto Magni
Date Posted: July 27, 2009Last Revised: July 29, 2009157 downloads
Relative Risk Aversion: Increasing or Decreasing? Journal of Financial and Quantitative Analysis (JFQA), Vol. 14, No. 2, 1979
Philip E. Graves
Date Posted: July 27, 2009Last Revised: August 04, 201044 downloads
Wealth and the Cash Asset Proportion Journal of Money, Credit, and Banking, Vol. 8, No. 4, 1976
Philip E. Graves
Date Posted: July 27, 2009Last Revised: August 04, 201034 downloads
A Logical Umbrella for Firm Evaluation: The Fundamental Relation (Un ombrello logico per la valutazione d'azienda: la relazione fondamentale) La Valutazione delle Aziende, Vol. 54, pp. 26-33, September
Carlo Alberto Magni
Date Posted: July 26, 2009Last Revised: September 23, 2010115 downloads
A Reverse Engineering Approach to Price Credit Spreads in the Qualitative Rating Process
Giampaolo Gabbi ,
Massimo Matthias
and
Marco De Lerma
Date Posted: July 26, 2009Last Revised: July 27, 2009167 downloads
Economic Value Added and Systemic Value Added: Symmetry, Additive Coherence and Differences in Performance Applied Financial Economics Letters, Vol. 2, No. 3, pp. 151-154, May 2006
Roberto Ghiselli Ricci
and
Carlo Alberto Magni
Date Posted: July 26, 2009288 downloads
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