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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 693,870
Full Text Papers: 583,147
Authors: 319,855
Papers Received in
  Last 12 months:
67,318

Paper Downloads:
To date: 103,284,076
Last 12 months: 13,091,891
Last 30 days: 1,004,480

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  Resolved
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307,393
Total References: 8,989,005
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Total Citation
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5,805,370
Papers with
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  Footnotes:
91,657
Total Footnotes: 8,994,137


SSRN eLibrary Search Results
JEL Code: G11
4,144,203 Total downloads
Showing Papers 3,801 - 3,850 of 10,567
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1 2 3 4 ... 212 | Next >
   

Incl. Electronic Paper A Latent Mechanism for Generating Wealth Inequality in 401(k) Retirement Plans
Adam Hayes
University of Wisconsin - Madison - Department of Sociology
Date Posted: September 24, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Information Aggregation for Stock Return Predictability
Wayne Chang
University of Southern California, Marshall School of Business, Students
Date Posted: September 24, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Optimal Mean-Reversion Strategy in the Presence of Bid-Ask Spread and Delays in Capital Allocations
Sergey Isaenko
Concordia University, Quebec - Department of Finance
Date Posted: September 23, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Russia's Wealth Possessors Study 2015
Ruslan Yusufov
SKOLKOVO Wealth Transformation Centre
Date Posted: September 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
Benjamin Bruder, Nazar Kostyuchyk and Thierry Roncalli
Lyxor Asset Management, Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: September 23, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Pricing and Liquidity in Decentralized Asset Markets
Semih Uslu
Johns Hopkins Carey Business School
Date Posted: September 22, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Corporate Disclosure and Research Opportunities in China
China Journal of Accounting Studies, (2016), Vol. 4, No. 1, 1-14
Jenny Wu Tucker and Xinmin Zhang
University of Florida - Warrington College of Business Administration and University of International Business and Economics (UIBE) - Business School
Date Posted: September 22, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Curious Case of Negative Volatility
Christoph Merkle
University of Mannheim - Department of Banking and Finance
Date Posted: September 22, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Analysis of Herding in Reits of an Emerging Market: The Case of Turkey
University of Pretoria, Department of Economics Working Paper Series, 2016-66, September, 2016
Omokolade Akinsomi, Yener Coskun and Rangan Gupta
University of the Witwatersrand, Capital Markets Board of Turkey and University of Pretoria - Department of Economics
Date Posted: September 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper W-MPS Risk Aversion and the Shadow CAPM: Theory and Empirical Evidence
Lin Huang, Chenghu Ma and Hiroyuki Nakata
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Fudan University - School of Management and University of Tokyo - Faculty of Economics
Date Posted: September 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Relationship between VIX Futures Term Structure and S&P500 Returns
Athanasios Fassas
University of Patras - Business Administration
Date Posted: September 21, 2016
Working Paper Series
83 downloads

Incl. Electronic Paper Market Power in the Portfolio: Product Market Competition and Mutual Fund Performance
Stefan Jaspersen
University of Cologne - Centre for Financial Research (CFR)
Date Posted: September 21, 2016
Working Paper Series
17 downloads

Portfolio Enhancement Via Credit Default Swap Indices - Evidence from North America and Europe
Benjamin Hippert and Sascha Tobias Wengerek
University of Paderborn and University of Paderborn
Date Posted: September 21, 2016
Working Paper Series

Incl. Electronic Paper The Winner's Curse on Art Markets
Roman Kräussl and Elizaveta Mirgorodskaya
Luxembourg School of Finance and VU University Amsterdam
Date Posted: September 21, 2016
Working Paper Series
8 downloads

Desirable Properties of Coherent Measures of Diversification in Portfolio Theory
Gilles Koumou
Laval University - Département d'Économique
Date Posted: September 21, 2016
Working Paper Series

Incl. Electronic Paper The Role of Asset Allocation Decisions in Planning for a Private Pension: The Case of Slovenia
Economic and Business Review, Vol. 15, No. 2, 2013
Ales S. Berk, Mitja Cok, Marko Kosak and Joze Sambt
University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: September 21, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation
Czech Journal of Economics and Finance, Vol. 63, No. 4, 2013
Ales S. Berk, Mitja Cok, Marko Kosak and Joze Sambt
University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: September 21, 2016
Accepted Paper Series
1 downloads

Value Investing within the Universe of S&P500 Equities
Gasper Smolic and Ales S. Berk
Independent and University of Ljubljana - Faculty of Economics
Date Posted: September 20, 2016
Working Paper Series

Incl. Electronic Paper Hierarchical Clustering Based Asset Allocation
Thomas Raffinot
Millesime-IS
Date Posted: September 20, 2016
Working Paper Series
78 downloads

Incl. Electronic Paper Shrinking the Coskewness Matrix: Bias Corrected Shrinkage Intensity and Extension to Multiple Targets
Kris Boudt, Dries Cornilly and Tim Verdonck
Free University of Brussels (VUB), Free University of Brussels (VUB) and Department of Mathematics, KU Leuven
Date Posted: September 20, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper The Consequences of REIT Index Membership for Return Patterns
Andrey D. Pavlov, Eva Steiner and Susan M. Wachter
Simon Fraser University (SFU) - Finance Area, School of Hotel Administration, Cornell University and University of Pennsylvania - Wharton School, Department of Real Estate
Date Posted: September 20, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Industry Rotation Using Momentum Strategy: Evidence from the Stock Exchange of Thailand
Nopphon Tangjitprom
Assumption University of Thailand
Date Posted: September 20, 2016
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Banks Interconnectivity and Leverage
CEPR Discussion Paper No. DP11502
Alessandro Barattieri, Laura Moretti and Vincenzo Quadrini
Collegio Carlo Alberto, Central Bank of Ireland and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Date Posted: September 20, 2016
Working Paper Series

Incl. Fee Electronic Paper Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking
CEPR Discussion Paper No. DP11504
Steffen Andersen, Tobin Hanspal and Kasper Meisner Nielsen
Copenhagen Business School - Department of Finance, Copenhagen Business School - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: September 20, 2016
Working Paper Series

Incl. Electronic Paper Leveraged Funds: Robust Replication and Performance Evaluation
Paolo Guasoni and Eberhard Mayerhofer
Boston University - Department of Mathematics and Statistics and University of Limerick - Department of Mathematics and Statistics
Date Posted: September 19, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Trader Lead-Lag Networks and Order Flow Prediction
Damien Challet, Rémy Chicheportiche, Mehdi Lallouache and Serge Kassibrakis
CentraleSupélec, Ecole Centrale Paris, Ecole Centrale Paris and Swissquote Bank
Date Posted: September 18, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Peer Pressure: Social Interaction and the Disposition Effect
FRB of Cleveland Working Paper No. 16-18
Rawley Heimer
Federal Reserve Bank of Cleveland
Date Posted: September 18, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Revealing Exchange Rate Fundamentals by Bootstrap
Pinho J. Ribeiro
University of Glasgow - Adam Smith Business School
Date Posted: September 17, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Internet Appendix: Optimal Factor Strategy in FX Markets
Thomas Andreas Maurer, Thuy Duong To and Ngoc-Khanh Tran
Washington University in Saint Louis - John M. Olin Business School, University of New South Wales, Sydney and Washington University in Saint Louis - John M. Olin Business School
Date Posted: September 17, 2016
Working Paper Series
34 downloads

Strategy for Lenders by Modelling Competitions: Mortgage Default vs. Restructuring and Prepayment vs. Defeasance
Lok Man Tong
Independent
Date Posted: September 16, 2016
Working Paper Series

Incl. Electronic Paper On the Sources of Uncertainty in Exchange Rate Predictability: Supplementary Appendix
Joseph P. Byrne, Pinho J. Ribeiro and Dimitris Korobilis
Heriot-Watt University - Economics, University of Glasgow - Adam Smith Business School and University of Essex - Essex Business School
Date Posted: September 16, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Theory of Portfolio Choice and Partial Default
Kieran James Walsh
University of Virginia - Darden School of Business
Date Posted: September 15, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper If You Have Said A, You Must Also Say B: Calculating Diversified Asset Returns
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Investment Research
Date Posted: September 15, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Deep Learning for Finance: Deep Portfolios
J.B. Heaton, Nick Polson and Jan Hendrik Witte
Bartlit Beck Herman Palenchar & Scott LLP, University of Chicago - Booth School of Business and University of Oxford - Mathematical Institute
Date Posted: September 14, 2016
Working Paper Series
259 downloads

Incl. Electronic Paper Cognitive Biases and Entrepreneurial Under-Diversification
Quaderni - Working Paper DSE N° 1076,
Enrico Maria Cervellati, Pierpaolo Pattitoni and Marco Savioli
University of Bologna - Department of Management, University of Bologna - Department of Management and University of Bologna
Date Posted: September 14, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Measuring Portfolio Performance: Sharpe, Alpha, or the Geometric Mean?
Moshe Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: September 13, 2016
Working Paper Series
81 downloads

Incl. Electronic Paper The IRA Investor Profile: Roth IRA Investors’ Activity, 2007–2014
Holden, Sarah, and Daniel Schrass. 2016. “The IRA Investor Profile: Roth IRA Investors’ Activity, 2007–2014.” ICI Research Report (August),
Sarah Holden and Daniel Schrass
Investment Company Institute and Investment Company Institute
Date Posted: September 13, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Application of Machine Learning to Systematic Allocation Strategies
Kevin Noel
Tokyo
Date Posted: September 12, 2016
Working Paper Series
192 downloads

Incl. Electronic Paper Pengaruh Penerbitan Sukuk Negara Sebagai Pembiayaan Defisit Fiskal dan Kondisi Ekonomi Makro Terhadap Perkembangan Perbankan Syariah di Indonesia (The Effect of Sovereign Sukuk Issuance as State Fiscal Funding and Macroeconomics on The Islamic Banking Growth in Indonesia)
Jurnal of Info Artha Sekolah Tinggi Akuntansi Negara (STAN), p. 1-21, Vol.II/XII/2014, ISSN 0852-6737
Azwar Iskandar
Ministry of Finance - Indonesia
Date Posted: September 12, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The IRA Investor Profile: Traditional IRA Investors’ Activity, 2007-2014
Sarah Holden and Steven Bass
Investment Company Institute and Investment Company Institute
Date Posted: September 11, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper What Does Consistent Participation in 401(k) Plans Generate? Changes in 401(k) Plan Account Balances, 2010-2014
EBRI Issue Brief, Number 426 (September 8, 2016)
Jack VanDerhei, Sarah Holden, Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI), Investment Company Institute, Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: September 11, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Risk Parity Principle Applied on a Corporate Bond Index Using Duration Times Spread
Lauren Stagnol
Université Paris Ouest - Nanterre, La Défense - EconomiX
Date Posted: September 10, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper The Long and Short of Trend Followers
Jarkko Peltomäki, Joakim Agerback and Tor Gudmundsen-Sinclair
Stockholm University, Romanesco Capital Management AB and Romanesco Capital Management AB
Date Posted: September 09, 2016
Working Paper Series
82 downloads

Incl. Electronic Paper Does Corporate Governance Matter? Evidence from the AGR Governance Rating
Swiss Finance Institute Research Paper No. 16-54
Alberto Plazzi and Walter N. Torous
USI-Lugano and Massachusetts Institute of Technology
Date Posted: September 09, 2016
Last Revised: September 21, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Ability to Capture Up Market Returns and Avoid Down Market Losses: The Upside and Downside Capture Ratios
Tim Marlo and Jeffrey R. Stark
Southern Illinois University at Carbondale - Department of Finance and Bridgewater State University
Date Posted: September 09, 2016
Working Paper Series
25 downloads

Incl. Fee Electronic Paper 'Fair Go' for All? Wealth and Risk Aversion of Australian Households
Australian Economic Papers, Vol. 55, Issue 3, pp. 274-300, 2016
Stamatios Tsigos and Kevin Daly
University of Western Sydney and University of Western Sydney - School of Business
Date Posted: September 09, 2016
Accepted Paper Series

Incl. Electronic Paper Generalized Financial Ratios to Predict the Monthly Equity Market Premium
Andres Algaba and Kris Boudt
Free University of Brussels (VUB) and Free University of Brussels (VUB)
Date Posted: September 08, 2016
Working Paper Series
73 downloads

Incl. Electronic Paper Tractable Robust Drawdown Management
Alexey Medvedev
Lombard Odier & Cie
Date Posted: September 08, 2016
Last Revised: September 21, 2016
Working Paper Series
89 downloads

Incl. Electronic Paper Re-Vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound
DIW Berlin Discussion Paper No. 1606
Christian Dreger, Dieter Gerdesmeier and Barbara Roffia
German Institute for Economic Research (DIW Berlin), European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 07, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Theory of Unconventional Monetary Policy
Bank of England Working Paper No. 613
Roger E. A. Farmer and Pawel Zabczyk
University of California, Los Angeles (UCLA) - Department of Economics and Bank of England
Date Posted: September 07, 2016
Working Paper Series
13 downloads


 

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