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JEL Code: G11
2,617,361 Total downloads
Showing Papers 3,651 - 3,700 of 7,296
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The AFSCME vs. Mozilo...and 'Say on Pay' for All! (B) HBS Case No. 109-057
Fabrizio Ferri
and
James Weber
affiliation not provided to SSRN
Date Posted: June 04, 2009
Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting Swiss Finance Institute Research Paper No. 09-25
Enrico G. De Giorgi
and
Shane Legg
Date Posted: June 03, 2009Last Revised: June 21, 2012457 downloads
Outliers Detection, Correction of Financial Time-Series Anomalies and Distributional Timing for Robust Efficient Higher-Order Moment Asset Allocations
Bertrand B. Maillet and
Paul M. Merlin
Date Posted: June 03, 2009Last Revised: September 21, 2009209 downloads
Performance and Characteristics of Swedish Mutual Funds Journal of Financial and Quantitative Analysis, Vol. 35, pp. 409-423, 2000
Magnus Dahlquist ,
Stefan Engstrom
and
Paul Söderlind
Date Posted: June 02, 2009Last Revised: June 11, 2013172 downloads
An Interpretation of SDF Based Performance Measures European Finance Review, Vol. 3,pp. 233-237, 1999
Paul Söderlind
Date Posted: June 02, 2009Last Revised: June 11, 201339 downloads
Analytical Credit VAR with Stochastic Probabilities of Default and Recoveries Bloomberg Portfolio Research Paper No. 2009-05-FRONTIERS
Antonio Castagna ,
Fabio Mercurio and
Paola Mosconi
Date Posted: June 02, 2009Last Revised: August 28, 2009737 downloads
Ambiguity of Application of CAPM in Project Valuation [Ambiguità Nell’Applicazione Del CAPM Per La Valutazione Degli Investimenti] Analisi Finanziaria, Vol. 64, pp. 4-14, 2007
Carlo Alberto Magni
Date Posted: May 31, 200987 downloads
Rational Attention Allocation over the Business Cycle
Marcin T. Kacperczyk ,
Stijn Van Nieuwerburgh and
Laura Veldkamp
Date Posted: May 29, 2009Last Revised: August 15, 20121058 downloads
The Use of NPV and CAPM for Capital Budgeting is Not a Good Idea: A Reply to De Reyck (2005)
Carlo Alberto Magni
Date Posted: May 29, 2009Last Revised: July 14, 2009349 downloads
Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile
Pablo Castaneda
Date Posted: May 28, 2009Last Revised: November 18, 201016 downloads
The Combined Signal Approach to Technical Analysis: A Review & Commentary
Camillo Lento
Date Posted: May 28, 2009Last Revised: May 31, 2009373 downloads
The Optimal Liquidity Principle with Restricted Borrowing MPRA Paper No. 12549
Fernando Mierzejewski
Date Posted: May 27, 200938 downloads
Do Derivatives Enhance or Deter Mutual Fund Risk-Return Profiles? Evidence from Italy CAREFIN Research Paper No. 7/09
Emilia Garcia-Appendini
and
Thomas A. Rangel
Date Posted: May 25, 2009
Portfolio Optimization Under Generalized Hyperbolic Skew Student's t -Distribution and Exponential Utility
Luis Chavez-Bedoya
Date Posted: May 24, 2009Last Revised: September 22, 2009243 downloads
Investing in Mad Money: Price and Style Effects Financial Services Review, Forthcoming, Northeastern U. College of Business Administration Research Working Paper 001-09
Paul J. Bolster and
Emery A. Trahan
Date Posted: May 23, 2009230 downloads
AFSCME vs. Mozilo . . . and 'Say on Pay' for All! (A) (Abridged) HBS Case No. 309-101, Harvard Business School Accounting & Management Unit
Fabrizio Ferri
and
James Weber
affiliation not provided to SSRN
Date Posted: May 23, 2009
Closed-Form Solutions of Convexity and M-Square
Sanjay K. Nawalkha ,
Nelson Lacey and
Thomas Schneeweis
Date Posted: May 23, 2009113 downloads
Arbitraging Mispriced Assets with Separation Portfolios to Lessen Total Risk Serie Documentos de Trabajo, Documento Nro. 203
Rodolfo Apreda
Date Posted: May 22, 200915 downloads
The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds
Valeriy Zakamulin
Date Posted: May 22, 2009Last Revised: January 05, 2010348 downloads
Proximity-Structured Multivariate Volatility Models
Massimiliano Caporin and
Paolo Paruolo
Date Posted: May 21, 2009Last Revised: May 14, 201375 downloads
Active Risk Budgeting: Volatility is Not Standard Deviation
Matthieu Leblanc
Date Posted: May 21, 2009Last Revised: April 04, 2010182 downloads
Default Correlation and Optimal Portfolio with Corporate Bonds
Sheen Liu
Date Posted: May 21, 2009130 downloads
Exchange Traded Notes: An Introduction Journal of Investing, Vol. 19, No. 2 (Summer), 2010, 27-37 , Journal of Index Investing, Vol. 1, No. 1 (Summer), 2010, 164-175
Dean Diavatopoulos ,
James Felton
and
Colbrin Wright
Date Posted: May 21, 2009Last Revised: February 25, 2013486 downloads
Dynamic Mean-Variance Asset Allocation CEPR Discussion Paper No. DP7256
Suleyman Basak and
Georgy Chabakauri
Date Posted: May 19, 20092 downloads
Religion, Economic Attitudes, and Household Finance Oxford Economic Papers, Vol. 64, No. 1, 2012
Luc Renneboog and
Christophe Spaenjers
Date Posted: May 19, 2009Last Revised: March 13, 2013472 downloads
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market Journal of Financial and Quantitative Analysis, Vol. 44, April 2009
Christopher J. Neely ,
Paul A. Weller and
Joshua Ulrich
affiliation not provided to SSRN
Date Posted: May 18, 2009
The Opportunity Cost of Capital of US Buyouts IESE Business School Working Paper No. 780
Alexander Peter Groh
and
Olivier Gottschalg
Date Posted: May 18, 2009Last Revised: July 28, 2009107 downloads
VIX Futures and Options - A Case Study of Portfolio Diversification during the 2008 Financial Crisis
Edward Szado
Date Posted: May 18, 2009Last Revised: September 10, 20091150 downloads
Asset Pricing and Asymmetric Reasoning Swiss Finance Institute Research Paper No. 09-20
Elena N. Asparouhova
,
Peter Bossaerts ,
Jon X. Eguia
and
William R. Zame
Date Posted: May 17, 2009Last Revised: March 06, 2013344 downloads
The Equity Risk Premium amid a Global Financial Crisis
John R. Graham and
Campbell R. Harvey
Date Posted: May 17, 20091884 downloads
An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Practically Useful
Pui-lam Leung
,
Hon-Yip Ng and
Wing-Keung Wong
Date Posted: May 16, 2009Last Revised: August 23, 2010268 downloads
On the Optimal Portfolio Policy for the Unemployment Insurance Funds in Chile
Pablo Castaneda
Date Posted: May 16, 200948 downloads
Portfolio Choice, Minimum Return Guarantees, and Competition in DC Pension Systems
Pablo Castaneda
and
Heinz Rudolph
Date Posted: May 16, 2009127 downloads
Stock Market Trading Volume THE HANDBOOK OF FINANCIAL ECONOMETRICS, Y. A¨ıt-Sahalia and L. Hansen, eds., New York: North-Holland, 2009,
Andrew W. Lo and
Jiang Wang
Date Posted: May 16, 20091340 downloads
Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck
Attilio Meucci
Date Posted: May 15, 2009Last Revised: December 06, 201010275 downloads
Closed-Form Solutions of Higher Order Duration Measures
Sanjay K. Nawalkha and
Nelson Lacey
Date Posted: May 14, 2009126 downloads
Convergence of EMU Equity Portfolios FIW Working Paper Series No. 28
Maela Giofré
Date Posted: May 14, 200920 downloads
EMU Effects on Stock Markets: From Home Bias to Euro Bias International Research Journal of Finance and Economics, Vol. 15, pp. 136-158, May 2008
Maela Giofré
Date Posted: May 14, 2009
Strategic Allocation: The Role of Corporate Bond Indices? AFA 2010 Atlanta Meetings Paper
Antonios A. Sangvinatsos
Date Posted: May 14, 2009614 downloads
The Role of Information Asymmetries and Inflation Hedging in International Equity Portfolios Journal of Multinational Financial Management, Forthcoming
Maela Giofré
Date Posted: May 14, 200934 downloads
Accounting for Skewness in Performance Evaluation of Brazilian Mutual Funds Banking and Finance Review, Vol. 1, pp. 119-132, 2009
Aquiles Farias
,
Jose Renato Haas Ornelas and
Antonio F. A. Silva Jr. Jr.
Date Posted: May 13, 2009Last Revised: June 20, 2011148 downloads
Dynamic Setting of Distribution Fees in the US Mutual Fund Industry
Lorenzo Casavecchia
and
Massimo Scotti
Date Posted: May 13, 2009
Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds
Jose Renato Haas Ornelas ,
Antonio F. A. Silva Jr. Jr.
and
Jose L. B. Fernandes
Date Posted: May 13, 2009Last Revised: December 18, 2009226 downloads
Investing in Hedge Funds When the Fund's Characteristics are Exploitable
Juha Joenväärä and
Hannu Kahra
Date Posted: May 11, 2009Last Revised: August 25, 2009212 downloads
Asset-Liability Management Under Time-Varying Investment Opportunities Journal of Banking and Finance, Vol. 35, No. 1, 2011
Robert Ferstl
and
Alex Weissensteiner
Date Posted: May 08, 2009Last Revised: November 06, 2010260 downloads
Computing VAR and AVaR in Infinitely Divisible Distributions Yale ICF Working Paper No. 09-07
Young Shin Kim
,
Svetlozar Rachev
,
Michele Leonardo Bianchi and
Frank J. Fabozzi
Date Posted: May 08, 2009225 downloads
Mean and Variance of Portfolio Return under Transaction Costs Defined by a Piecewise Affine Function
Yves Rakotondratsimba
Date Posted: May 07, 200959 downloads
What do Consumers Really Pay on Their Checking and Credit Card Accounts? Explicit, Implicit, and Avoidable Costs American Economic Review, Vol. 99, No. 2, 2009, UC Davis Graduate School of Management Research Paper No. 06-09
Victor Stango and
Jonathan Zinman
Date Posted: May 07, 2009Last Revised: July 17, 2009567 downloads
Long-Term Growth in Housing Prices and Stock Returns
Henock Louis and
Amy X. Sun
Date Posted: May 06, 2009Last Revised: July 14, 2011269 downloads
Too Big to Fail, Hidden Risks, and the Fallacy of Large Institutions
Charles S. Tapiero
and
Nassim Nicholas Taleb
Date Posted: May 05, 20094908 downloads
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