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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months: 		69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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  References: 		239,806
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G11
2,616,168 Total downloads
Showing Papers 421 - 470 of 7,294
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Incl. Electronic Paper Implications of Index Construction Methodologies for Price and Dividend Indices
Georg Cejnek and Otto Randl
WU Vienna University of Economics and Business and WU Vienna University of Economics and Business
Date Posted: January 16, 2013
Last Revised: May 04, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper Is Local Bias a Cross-Border Phenomenon? Evidence from Individual Investors’ International Asset Allocation
Journal of Banking and Finance, Vol. 37, No. 8, 2013
 Markus Baltzer , Oscar Anselm Stolper and Andreas Walter
Deutsche Bundesbank , University of Giessen - Department of Financial Services and University of Giessen - Department of Financial Services
Date Posted: January 16, 2013
Last Revised: May 17, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper Adjusted Betas under Reference-Day Risk
 Marcelo Mauricio Gonzalez , Arturo Rodriguez and Roberto Andres Stein
University of Chile - School of Economics and Business , Universidad de Chile and University of Chile - School of Economics and Business
Date Posted: January 15, 2013
Last Revised: January 17, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Beta vs. Characteristics: A Practitioner's Perspective
 Daehwan Kim
Konkuk University
Date Posted: January 15, 2013
Working Paper Series
103 downloads

Dynamic Portfolio Choices under Incomplete Information
 Wei Simi, Ph.D.
City University of New York
Date Posted: January 15, 2013
Working Paper Series

Incl. Electronic Paper Risk Parity Optimality
 Gregg S. Fisher , Philip Maymin and Zakhar Maymin
Gerstein Fisher , NYU Poly - Department of Finance and Risk Engineering and Gerstein Fisher
Date Posted: January 15, 2013
Last Revised: March 28, 2013
Working Paper Series
399 downloads

Incl. Electronic Paper Tail Risk in Energy Portfolios
 Carlos González-Pedraz , Manuel Moreno and Juan Ignacio Peña
Universidad Carlos III de Madrid , University of Castilla-La Mancha and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: January 15, 2013
Working Paper Series
227 downloads

Incl. Electronic Paper A Risk-Return Analysis of the Chinese Stock Market
 Mohan Nandha
Monash University - Department of Accounting and Finance
Date Posted: January 14, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Large Price Changes and Subsequent Returns
 Suresh Govindaraj , Joshua Livnat , Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , New York University , University of Pennsylvania - Finance Department and Rutgers University - Rutgers Business School - Newark and New Brunswick
Date Posted: January 14, 2013
Working Paper Series
475 downloads

Incl. Electronic Paper Illiquid Asset Investing
Columbia Business School Research Paper No. 13-2
 Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: January 13, 2013
Working Paper Series
776 downloads

Incl. Electronic Paper Subjective Life Horizon and Portfolio Choice
HEC Paris Research Paper No. FI-2013-985
 Christophe Spaenjers and Sven Michael Spira
HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Finance Department
Date Posted: January 12, 2013
Last Revised: June 11, 2013
Accepted Paper Series
53 downloads

Incl. Electronic Paper Cross-Correlation Dynamics in Financial Time Series
 Thomas Conlon , Heather J. Ruskin and Martin Crane
University College Dublin , Dublin City University and Dublin City University
Date Posted: January 11, 2013
Working Paper Series
90 downloads

Incl. Electronic Paper A Framework for Examining Asset Allocation Alpha
Journal of Index Investing, Forthcoming
 Jason C. Hsu and Omid Shakernia
Research Affiliates, LLC and Research Affiliates, LLC
Date Posted: January 11, 2013
Accepted Paper Series
253 downloads

Incl. Electronic Paper Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Tinbergen Institute Discussion Paper 13-001/III
 Simon A. Broda
University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: January 11, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US
De Nederlandsche Bank Working Paper No. 366
 Federica Teppa and Maarten Van Rooij
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: January 10, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
 Mehmet Balcilar , Riza Demirer , Shawkat M. Hammoudeh and Ahmed A.A. Khalifa
Eastern Mediterranean University , Southern Illinois University Edwardsville - Department of Economics & Finance , Drexel University - Lebow College of Business and King Fahd University of Petroleum & Minerals (KFUPM)
Date Posted: January 10, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Investor Sentiment and the Predictability of Asset Returns: Evidence from China
 Changsheng Hu , Yongfeng Wang and Yangchun Chi
Wuhan University - School of Economics and Management , Wuhan University - School of Economics and Management and Wuhan University - School of Economics and Management
Date Posted: January 10, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper Inefficient Diversification
Columbia Business School Research Paper No. 13-1
 Kostas Bimpikis and Alireza Tahbaz-Salehi
Massachusetts Institute of Technology (MIT) - Operations Research Center and Columbia Business School - Decision Risk and Operations
Date Posted: January 09, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper When Can Expected Utility Handle First-Order Risk Aversion?
 Georges Dionne and Jingyuan Li
HEC Montreal - Department of Finance and Lingnan University - Department of Finance and Insurance
Date Posted: January 09, 2013
Last Revised: April 04, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper The Best Gain-Loss Ratio is a Poor Performance Measure
 Sara Biagini and Mustafa Pinar
University of Pisa and Bilkent University - Department of Industrial Engineering
Date Posted: January 08, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Strategic Asset Allocation for Central Bank's Management of Foreign Reserves: A New Approach
 Zhichao Zhang , Frankie Chau and Li Xie
Durham University - Durham Business School , Durham University - Durham Business School and Durham University - Durham Business School
Date Posted: January 08, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper Dynamic Quasi Concave Performance Measures
 Sara Biagini and Jocelyne Bion-Nadal
University of Pisa and Ecole Polytechnique, Paris
Date Posted: January 08, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
Algorithms, 6(1), pp.169-196, 2013
 David H. Bailey and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory and Hess Energy Trading Company
Date Posted: January 08, 2013
Last Revised: March 25, 2013
Accepted Paper Series
883 downloads

Incl. Electronic Paper Price as a Choice Under Nonstochastic Randomness in Finance
Banque de France Working Paper No. 381
 Yaroslav Ivanenko and Bertrand Munier
Banque de France and IAE Sorbonne's Business School
Date Posted: January 08, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper An Examination of the Statistical Significance and Economic Implications of Model-Based and Analyst Earnings Forecasts
 Kevin Ow Yong , Mark E. Evans and Kenneth Njoroge
Singapore Management University - School of Accountancy , Indiana University Bloomington - Kelley School of Business and University of Oregon
Date Posted: January 07, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper On a Dynamic Adaptation of the Distribution Builder Approach to Investment Decisions
 Phillip Monin
University of Texas at Austin
Date Posted: January 06, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Portfolio Diversification and the Role of Global Financial Crisis: A Factor Analysis Approach
 Ghulam Ali , Melati Ahmad Anuar and Sayyed Mahdi Ziaei
Universiti Teknologi Malaysia (UTM) - Faculty of Management and Human Resource Development (FPPSM) , Universiti Teknologi Malaysia (UTM) and University Technology Malaysia
Date Posted: January 05, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper Persuasion and Persuasibility of Individual Investors by Scenarios
 Rainer Baule , Philip Blonski , Thomas Schilli and Arnd Wiedemann
University of Hagen , University of Hagen , University of Siegen and University of Siegen
Date Posted: January 03, 2013
Working Paper Series
48 downloads

Effects of Scheme Default Insurance on Decisions and Financial Outcomes in Defined Benefit Pension Schemes
Annals of Actuarial Science, Forthcoming
 Adam Butt
Australian National University (ANU)
Date Posted: January 02, 2013
Accepted Paper Series

Incl. Electronic Paper The Effect of Objective Functions on Investment and Contribution Decisions for Defined Benefit Pension Schemes
 Adam Butt and Huan Zhang
Australian National University (ANU) and Australian National University (ANU)
Date Posted: January 02, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Planning for Retirement
 Terrance Kieron Martin Jr. and Michael S. Finke
Texas Tech University and Texas Tech University
Date Posted: January 01, 2013
Working Paper Series
205 downloads

Incl. Electronic Paper Rational Speculators, Contrarians and Excess Volatility
Helsinki Center of Economic Research Discussion Paper No. 358
 Matthijs Lof
University of Helsinki - Department of Political and Economic Studies
Date Posted: December 30, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach
 Wouter J. Keller and Hugo S. van Putten
Flex Capital BV and Flex Capital BV
Date Posted: December 25, 2012
Last Revised: January 07, 2013
Working Paper Series
1119 downloads

Incl. Electronic Paper Return and Risk-Return Ratio Based Momentum Strategies: A Fresh Perspective
Journal of Finance and Investment Analysis, Vol. 2, No. 1, pp 1-13, 2013
 Chia Rui Ming Daryl , Lim Kai Jie Shawn and Chan Ho Yan Sabrina
University of Warwick - Department of Statistics , University College London - Department of Economics and University of Cambridge
Date Posted: December 24, 2012
Last Revised: February 20, 2013
Accepted Paper Series
281 downloads

Incl. Electronic Paper Testing the Profitability of a Volume-Augmented Momentum Strategy in the Philippines Equity Market
Journal of Applied Finance and Banking, Vol. 3, No. 1, 2012, pp 1 - 12
 Lim Kai Jie Shawn , Darius Lim Dawei , Mak Weijie and Poh Zi En Benjamin
University College London - Department of Economics , University of Nottingham , University of Nottingham and Independent
Date Posted: December 24, 2012
Last Revised: January 16, 2013
Accepted Paper Series
101 downloads

Effects of Election Results on Stock Price Performance: Evidence from 1976 to 2008
 Andreas Oehler , Thomas John Walker and Stefan Wendt
Bamberg University , Concordia University, Quebec - Department of Finance and Bamberg University
Date Posted: December 22, 2012
Working Paper Series

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2011
EBRI Issue Brief, Number 380, December 2012
 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: December 22, 2012
Accepted Paper Series
33 downloads

Incl. Electronic Paper Does Sophistication Affect Long-Term Return Expectations? Evidence from Financial Advisers’ Exam Scores
 Markku Kaustia , Antti Lehtoranta and Vesa Puttonen
Aalto University School of Economics , Aalto University and Aalto University - School of Business
Date Posted: December 21, 2012
Last Revised: January 18, 2013
Working Paper Series
68 downloads

Incl. Electronic Paper Reinforcement Learning for Automatic Financial Trading: Introduction and Some Applications
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 33/WP/2012
 Francesco Bertoluzzo and Marco Corazza
Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: December 21, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Hedging with Swaps Under a Parallel Shift of the Yield Curve
 Hanan Jaffal , Yves Rakotondratsimba and Adnan Yassine
Université du Havre , ECE Paris- Graduate School of Engineering and Université du Havre
Date Posted: December 21, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Investor Sentiment: Rational or Irrational — Evidence from China
 Changsheng Hu and Yangchun Chi
Wuhan University - School of Economics and Management and Wuhan University - School of Economics and Management
Date Posted: December 21, 2012
Working Paper Series
46 downloads

The Efficient Market Theory and Mergers and Acquisitions (M&As) Puzzle: Evidence from Italy
Journal of Modern Accounting and Auditing, November 2012, Vol. 8, No. 11, pp. 1704-1711
 Fabrizio Rossi and Domenico Celenza
University of Cassino and Southern Lazio and University of Cassino and Southern Lazio
Date Posted: December 19, 2012
Accepted Paper Series

Incl. Electronic Paper Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment Futures
 Leonidas Rompolis and Elias Tzavalis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics
Date Posted: December 19, 2012
Last Revised: April 13, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper The Creation of Value for Shareholders in Tender Offers: An Empirical Investigation on the Italian Stock Market
China-USA Business Review, October 2012, Vol. 11, No. 10, pp. 1330-1343
 Fabrizio Rossi
University of Cassino and Southern Lazio
Date Posted: December 19, 2012
Last Revised: May 03, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Social Security: Getting What You Deserve
 David A. Levine
Sanford C. Bernstein & Co. (Retired)
Date Posted: December 19, 2012
Working Paper Series
127 downloads

Incl. Electronic Paper Dynamic Asset Allocation with Regime Shifts and Long Horizon CVaR-Constraints
 Huy Thanh Vo and Raimond Maurer
Goethe University Frankfurt, Finance Department and Goethe University Frankfurt - Finance Department
Date Posted: December 19, 2012
Last Revised: March 28, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper The Post-Merger Performance: Evidence from Italy
Chinese Business Review, November 2012, Vol. 11, No. 11, pp. 931-945
 Fabrizio Rossi
University of Cassino and Southern Lazio
Date Posted: December 19, 2012
Last Revised: May 07, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Choice between a Stock and a Corporate Bond: Risk Aversion or Downside Risk Aversion?
 James Huang and Richard Stapleton
Lancaster University - Department of Accounting and Finance and University of Manchester - Division of Accounting and Finance
Date Posted: December 19, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper A Note on the Negishi Approach to Equilibrium
 James Huang
Lancaster University - Department of Accounting and Finance
Date Posted: December 19, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Does Volatility Allow for Style Rotation? Evidence from International Stock Market Returns
 Fabian Dori
1741 Asset Management Ltd.
Date Posted: December 18, 2012
Working Paper Series
73 downloads


 

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