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228,711
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69,655
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JEL Code: G11
2,615,529 Total downloads
Showing Papers 4,301 - 4,350 of 7,292
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Trading Halts and Intraday Stock Return Volatility on the Indonesia Stock Exchange
Economics and Finance in Indonesia, 56, 261-274
Irwan Adi Ekaputra and
Sally Dwijayanti
Faculty of Economics and Business, Universitas Indonesia
and
affiliation not provided to SSRN
Date Posted: July 24, 2008
Last Revised: February 13, 2013
Accepted Paper Series
13 downloads
Investing over the Life Cycle with Long-Run Labor Income Risk
Luca Benzoni and
Olena Chyruk
Federal Reserve Bank of Chicago - Research Department
and
Federal Reserve Bank of Chicago
Date Posted: July 24, 2008
Last Revised: June 14, 2009
Working Paper Series
204 downloads
Manipulation-Proof Performance Evaluation of Brazilian Fixed Income and Multimarket Funds
Jose Renato Haas Ornelas ,
Aquiles Farias
and
Antonio F. A. Silva Jr. Jr.
Central Bank of Brazil
,
Government of the Federative Republic of Brazil - Central Bank of Brazil
and
Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: July 23, 2008
Working Paper Series
150 downloads
The Costs and Opportunities for Portfolio Diversification in Southern Africa's Smallest Equity Markets
South African Journal of Economics, Vol. 76, No. 3
Bruce Allen Hearn
University of Sussex
Date Posted: July 23, 2008
Last Revised: August 07, 2011
Accepted Paper Series
76 downloads
The Performance Persistence of Equity Long/Short Hedge Funds
Samuel Manser
and
Markus M. Schmid
Swiss Institute of Banking and Finance
and
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: July 22, 2008
Last Revised: June 15, 2013
Working Paper Series
661 downloads
Innovations in Credit Risk Transfer: Implications for Financial Stability
BIS Working Paper No. 255, Rock Center for Corporate Governance Working Paper No. 6
Darrell Duffie
Stanford University - Graduate School of Business
Date Posted: July 22, 2008
Last Revised: September 29, 2009
Working Paper Series
1618 downloads
Order Characteristics and the Sources of Commonality in Prices and Liquidity
Journal of Financial Markets, Forthcoming
Shane A. Corwin and
Marc L. Lipson
University of Notre Dame - Mendoza College of Business
and
University of Virginia (UVA) - Darden School of Business
Date Posted: July 22, 2008
Last Revised: March 31, 2011
Accepted Paper Series
123 downloads
Originate-to-Distribute Model and the Subprime Mortgage Crisis
AFA 2010 Atlanta Meetings Paper
Amiyatosh K. Purnanandam
University of Michigan - Stephen M. Ross School of Business
Date Posted: July 22, 2008
Last Revised: May 20, 2010
Working Paper Series
3605 downloads
Collaring the Cube: Protection Options for a QQQ ETF Portfolio
Edward Szado and
Hossein B. Kazemi
University of Massachusetts at Amherst - Isenberg School of Management
and
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: July 21, 2008
Last Revised: April 10, 2011
Working Paper Series
907 downloads
Optimality of Myopic Strategies for Discrete Time Market: The Case of Exponential Utility
Jianguang Liu
and
Nikolai Dokuchaev
Trent University
and
Curtin University of Technology
Date Posted: July 21, 2008
Working Paper Series
45 downloads
The European Union Portfolio-Diversification Opportunities in the New Members vs. the Candidate: Turkey
ISE Review, Vol. 9, No. 33
Ceylan Onay
and
Vedat Akgiray
Bogazici University
and
affiliation not provided to SSRN
Date Posted: July 21, 2008
Last Revised: March 05, 2009
Accepted Paper Series
52 downloads
The Intertemporal Mechanics of European Stock Price Momentum
Studies in Economics and Finance, Vol. 28, Issue 3, pp. 217-232, 2011
Philip A. Stork
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: July 21, 2008
Last Revised: August 15, 2011
Accepted Paper Series
117 downloads
Financial Risk Aversion and Household Asset Diversification
SOEPpaper No. 117, DIW Berlin Discussion Paper No. 807
Nataliya Barasinska
,
Dorothea Schäfer
and
Andreas Stephan
German Institute for Economic Research (DIW Berlin)
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 19, 2008
Last Revised: June 26, 2009
Working Paper Series
137 downloads
The Equity Risk Premium in 2008: Evidence from the Global CFO Outlook Survey
John R. Graham and
Campbell R. Harvey
Duke University - Fuqua School of Business
and
Duke University - Fuqua School of Business
Date Posted: July 19, 2008
Last Revised: July 25, 2008
Working Paper Series
978 downloads
Nominal Mortgage Contracts and the Effects of Inflation on Portfolio Allocation
FEDS Working Paper No. 2007-67
Joseph Nichols
Federal Reserve Board
Date Posted: July 17, 2008
Working Paper Series
21 downloads
Real Options: Applications in Public Economics
Mathew Thomas
affiliation not provided to SSRN
Date Posted: July 16, 2008
Working Paper Series
143 downloads
Existence and Computation of the Aumann-Serrano Index of Riskiness
Klaas Schulze
McMaster University
Date Posted: July 14, 2008
Last Revised: January 05, 2013
Working Paper Series
152 downloads
Bias, Stability and Predictive Ability in the Measurement of Systematic Risk
Accounting Research Journal, 2009, 22 (3), 220 – 236.,
Stephen Gray
,
Jason Hall ,
Drew Klease
and
Alan McCrystal
University of Queensland - Business School
,
University of Queensland - Business School
,
Queensland Investment Corporation
and
University of Queensland - Business School
Date Posted: July 10, 2008
Last Revised: March 13, 2013
Accepted Paper Series
273 downloads
Anomalous Returns in a Neural Network Equity-Ranking Predictor
Swiss Finance Institute Research Paper No. 08-15
Jeffrey Satinover and
Didier Sornette
University of Nice, CNRS
and
Swiss Finance Institute
Date Posted: July 09, 2008
Working Paper Series
320 downloads
Evaluation of an Option to Defer: Case of a Tunisian Oil Reserve
Ben Said Hatem Sr.
University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Date Posted: July 09, 2008
Working Paper Series
262 downloads
Nature of Interaction of Real Options: Validation Empirique on the Context Tunisien
Ben Said Hatem Sr.
University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Date Posted: July 09, 2008
Working Paper Series
130 downloads
CO2 Prices and Portfolio Management
Maria Mansanet Bataller
and
Ángel Pardo Tornero
University of Valencia - Faculty of Economics
and
University of Valencia - Department of Financial Economics
Date Posted: July 08, 2008
Working Paper Series
309 downloads
Distributed Optimisation of a Portfolio's Omega
Parallel Computing, Vol. 36, No. 7, pp. 381-389, 2010, Swiss Finance Institute Research Paper No. 08 - 17
Manfred Gilli and
Enrico Schumann
University of Geneva - Department of Economics
and
VIP Value Investment Professionals AG
Date Posted: July 08, 2008
Last Revised: July 22, 2011
Working Paper Series
474 downloads
The Emerging Market for European Corporate Governance: The Relationship between Governance and Capital Expenditures, 1997-2005
Journal of Economic Geography, Vol. 8, Issue 4, pp. 441-469, 2008
Robin Braun
and
Gordon L. Clark
Maastricht University
and
Oxford University - Smith School of Enterprise and the Environment
Date Posted: July 07, 2008
Accepted Paper Series
Another Look at Portfolio Optimization under Tracking-Error Constraints
GREQAM Discussion Paper
Philippe Bertrand
IAE Aix-en-Provence, Aix Marseille University, CERGAM
Date Posted: July 07, 2008
Last Revised: August 28, 2008
Working Paper Series
408 downloads
Comparing Risk Aversion when Outcomes are Random Vectors
Sudhir A. Shah
Delhi School of Economics, University of Delhi
Date Posted: July 07, 2008
Last Revised: August 26, 2012
Working Paper Series
32 downloads
Moral Behavior in Stock Markets: Islamic Finance and Socially Responsible Investment
ECONOMICS AND MORALITY: ANTHROPOLOGICAL APPROACHES, K. E. Browne, B. L. Milgram, eds., pp. 233-255, Lanham: AltaMira Press, Rowman & Littlefield Publishers, 2008
Aaron Z. Pitluck
Illinois State University - Sociology
Date Posted: July 07, 2008
Accepted Paper Series
1050 downloads
The Intergenerational Transfer of Public Pension Promises
Chicago GSB Research Paper No. 08-13
Robert Novy-Marx
and
Joshua D. Rauh
University of Rochester - Simon Graduate School of Business
and
Stanford Graduate School of Business
Date Posted: July 07, 2008
Last Revised: November 16, 2008
Working Paper Series
679 downloads
The Role of Beta and Size in the Cross-Section of European Stock Returns
European Financial Management Vol 4, pp. 9-28, 1999
Steven L. Heston ,
Roberto E. Wessels and
K. Geert Rouwenhorst
University of Maryland - Department of Finance
,
University of Texas at Austin - Red McCombs School of Businessuniversity of texas at austin
and
Yale School of Management - International Center for Finance
Date Posted: July 05, 2008
Accepted Paper Series
481 downloads
Evolutionary Finance
Swiss Finance Institute Research Paper No. 08-14
Igor V. Evstigneev ,
Thorsten Hens and
Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences
,
University of Zurich - Department of Banking and Finance
and
University of Leeds - Leeds University Business School
Date Posted: July 04, 2008
Last Revised: December 17, 2008
Working Paper Series
855 downloads
Global Versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index Change
Harald Hau
University of Geneva - Geneva Finance Research Institute
Date Posted: July 04, 2008
Working Paper Series
84 downloads
Better Safe than Sorry: Bulls, Bears, and Optimal International Portfolio Choice under Disappointment Aversion
Joni Kokkonen
Catolica-Lisbon School of Business and Economics
Date Posted: June 27, 2008
Last Revised: March 16, 2011
Working Paper Series
201 downloads
The Long-Term Price Effect of S&P 500 Index Addition and Earnings Quality
Financial Analysts Journal, Vol. 64, No. 5, 2008
Petya Platikanova
ESADE - Ramon Llull University
Date Posted: June 27, 2008
Last Revised: September 24, 2008
Accepted Paper Series
Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
The Review of Financial Studies, Vol. 21, Issue 1, pp. 415-448, 2008
Francisco Gomes and
Alexander Michaelides
London Business School
and
University of Cyprus - Department of Public and Business Administration
Date Posted: June 26, 2008
Accepted Paper Series
Relative Wealth Concerns and Financial Bubbles
The Review of Financial Studies, Vol. 21, No. 1, pp. 19-50, 2008
Peter M. DeMarzo
and
Ron Kaniel
Stanford Graduate School of Business
and
University of Rochester - Simon Graduate School of Business
Date Posted: June 26, 2008
Accepted Paper Series
Diversification and Value in Share Portfolio Risk
Cuadernos de Economía, Vol. 26, No. 47, 2007,
Jaime Villamil Sr.
affiliation not provided to SSRN
Date Posted: June 25, 2008
Accepted Paper Series
121 downloads
The Scale-Invariant Brownian Motion Equation and the Lognormal Cascade in the Stock Market
Stephen H.T. Lihn
affiliation not provided to SSRN
Date Posted: June 25, 2008
Working Paper Series
267 downloads
Can Exchange Traded Funds be Used to Exploit Country and Industry Momentum?
Financial Markets and Portfolio Management, Forthcoming
Laura Andreu
,
Laurens A. P. Swinkels and
Liam Tjong-A-Tjoe
University of Zaragoza - Faculty of Business and Economics
,
Erasmus University Rotterdam (EUR)
and
Erasmus University Rotterdam (EUR)
Date Posted: June 24, 2008
Last Revised: October 07, 2012
Working Paper Series
600 downloads
Performance of Time-Varying Correlation Estimation Methods
Ahmet Karagozoglu
and
Michael Jacobs Jr.
Hofstra University - Frank G. Zarb School of Business
and
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 23, 2008
Last Revised: February 15, 2010
Working Paper Series
71 downloads
Uninsurable Risk and Financial Market Puzzles
Parantap Basu ,
Andrei Semenov
and
Kenji Wada
Durham University - Department of Economics and Finance
,
York University - Department of Economics
and
Keio University - Faculty of Business & Commerce
Date Posted: June 23, 2008
Working Paper Series
55 downloads
Risk Measures Respecting Comparative Risk Aversion
Klaas Schulze
McMaster University
Date Posted: June 22, 2008
Last Revised: February 10, 2013
Working Paper Series
90 downloads
What Does Equity Sector Orderflow Tell Us About the Economy?
Alessandro Beber
,
Michael W. Brandt and
Kenneth A. Kavajecz
Cass Business School
,
Duke University - Fuqua School of Business
and
University of Wisconsin, Madison - Department of Finance, Investment and Banking
Date Posted: June 21, 2008
Working Paper Series
412 downloads
How Does Marriage Affect the Allocation of Assets in Women's Defined Contribution Plans?
CRR Working Paper No. 2004-28
Angela C. Lyons and
Tansel Yilmazer
University of Illinois at Urbana-Champaign
and
Ohio State University
Date Posted: June 20, 2008
Working Paper Series
64 downloads
Portfolio Selection with Monotone Mean-Variance Preferences
Bank of Italy Temi di Discussione (Working Paper) No. 664
Fabio Maccheroni ,
Massimo Marinacci ,
Aldo Rustichini and
Marco Taboga
Bocconi University - Department of Decision Sciences
,
University of Turin - Department of Statistics and Applied Mathematics
,
University of Minnesota - Twin Cities - Department of Economics
and
Bank of Italy
Date Posted: June 20, 2008
Working Paper Series
114 downloads
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
Chiaki Hara
,
James Huang and
Christoph Kuzmics
Kyoto University - Institute of Economic Research
,
Lancaster University - Department of Accounting and Finance
and
Bielefeld University
Date Posted: June 17, 2008
Working Paper Series
69 downloads
Relative Factor Endowments and International Portfolio Choice
CEPR Discussion Paper No. DP6870
Alejandro Cunat and
Christian Fons-Rosen
London School of Economics & Political Science (LSE) - Department of Economics
and
Universitat Pompeu Fabra
Date Posted: June 17, 2008
Working Paper Series
3 downloads
Disagreement, Portfolio Optimization, and Excess Volatility
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Ran Duchin and
Moshe Levy
University of Washington - Michael G. Foster School of Business
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: June 16, 2008
Last Revised: October 27, 2009
Accepted Paper Series
236 downloads
Federations, Coalitions, and Risk Diversification
Public Choice, Forthcoming
Shin-Hwan Chiang and
Ahmed Saber Mahmud
York University - Department of Economics
and
Cornell University
Date Posted: June 16, 2008
Last Revised: July 21, 2008
Accepted Paper Series
Implied Measures of Relative Fund Performance
Financial Markets and Portfolio Management, Vol. 22, No. 1, pp. 47-66, 2008
Steve Hogan
and
Mitch Warachka
affiliation not provided to SSRN
and
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: June 16, 2008
Accepted Paper Series
Incorporating Uncertainty About Alternative Assets in Strategic Pension Fund Asset Allocation
Wilma de Groot
and
Laurens A. P. Swinkels
Robeco Asset Management
and
Erasmus University Rotterdam (EUR)
Date Posted: June 16, 2008
Working Paper Series
368 downloads
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