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484,272
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226,678
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JEL Code: G11
2,578,136 Total downloads
Showing Papers 461 - 510 of 7,220
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Exchange-Traded Funds: Sector Performance and Diversification
Carl F. Luft
and
John P. Plamondon
DePaul University - Department of Finance
and
DePaul University - Department of Finance
Date Posted: November 14, 2012
Working Paper Series
70 downloads
Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns
Georgetown McDonough School of Business Research Paper
Turan G. Bali and
Scott Murray
Georgetown University - Robert Emmett McDonough School of Business
and
University of Nebraska - Lincoln
Date Posted: November 14, 2012
Last Revised: April 19, 2013
Working Paper Series
107 downloads
No-Arbitrage Taylor Rules with Switching Regimes
Management Science, Forthcoming
Haitao Li ,
Tao Li
and
Cindy Yu
University of Michigan - Stephen M. Ross School of Business
,
City University of Hong Kong (CityUHK) - Department of Economics & Finance
and
Iowa State University
Date Posted: November 13, 2012
Last Revised: December 11, 2012
Accepted Paper Series
24 downloads
International Diversification and Dependence Structure of Equity Portfolios during Market Crashes: The Archimedean Copula Approach
Proceedings of 19th International Business Research Conference 2012
John Weirstrastrass Muteba Mwamba
and
Paula Mokwena
University of Johannesburg
and
affiliation not provided to SSRN
Date Posted: November 13, 2012
Working Paper Series
An Examination of the Value Relevance of Intellectual Capital: The Case of Banking Industry
Proceedings of 19th International Business Research Conference 2012
Sampath Kehelwalatenna
and
Gamini Premaratne
University of Brunei Darussalam - Universiti Brunei Darussalam
and
University of Brunei Darussalam - Universiti Brunei Darussalam
Date Posted: November 12, 2012
Working Paper Series
89 downloads
Dynamic Leverage as a Generalization of Traditional Value-at-Risk Measures and its Use in Portfolio Construction
Mikhail Smirnov
Columbia University
Date Posted: November 11, 2012
Last Revised: November 18, 2012
Working Paper Series
180 downloads
Product Market Competition and Industry Returns
Maria Cecilia Bustamante
and
Andres Donangelo
London School of Economics & Political Science (LSE)
and
University of Texas at Austin - Department of Finance
Date Posted: November 11, 2012
Last Revised: December 05, 2012
Working Paper Series
124 downloads
The Internal-Rate-Of-Return Approach and the AIRR Paradigm: A Refutation and a Corroboration
The Engineering Economist, Forthcoming
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: November 10, 2012
Last Revised: January 09, 2013
Accepted Paper Series
38 downloads
Portfolio Management under Constraints on Ex-Ante and Ex-Post Tracking-Errors
Bankers, Markets & Investors, n°79, November-December 2005,
Riadh Belhaj
,
Didier Maillard
and
Roland Portait
Conservatoire National des Arts et Metiers (CNAM)
,
Conservatoire National des Arts et Métiers (CNAM)
and
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: November 10, 2012
Last Revised: April 05, 2013
Accepted Paper Series
74 downloads
Multi-Alpha Equity Portfolios: An Integrated Risk Budgeting Approach for Robust Constrained Portfolios
Raul Leote de Carvalho
,
Lu Xiao
and
Pierre Moulin
BNP Paribas Investment Partners
,
BNP Paribas Investment Partners
and
BNP Paribas Investment Partners
Date Posted: November 10, 2012
Working Paper Series
305 downloads
Equities (Still) for the Long Run: A New Look at the Future Equity Premium
Michael W. Crook
and
Brian Nick
UBS
and
affiliation not provided to SSRN
Date Posted: November 10, 2012
Working Paper Series
140 downloads
State Variable Hedging and Individual Stocks: New Evidence for the ICAPM
Martijn Boons
Tilburg University - Department of Finance
Date Posted: November 10, 2012
Working Paper Series
75 downloads
Income Hedging and Portfolio Decisions
Yosef Bonaparte
,
George M. Korniotis
and
Alok Kumar
University of British Columbia
,
University of Miami
and
University of Miami - School of Business Administration
Date Posted: November 09, 2012
Last Revised: December 04, 2012
Working Paper Series
117 downloads
Decisions, Stocks, and Time Diversification
Dennis W. McLeavey and
Sebastien Lleo
CFA Institute
and
Reims Management School (RMS)
Date Posted: November 09, 2012
Last Revised: November 26, 2012
Working Paper Series
115 downloads
Market Risk of Real Estate
Felix Schlumpf ,
Genene Tessera
and
Catalina Martínez Gutiérrez
Zurich Insurance Company Ltd
,
Zurich Insurance Company Ltd
and
Centre for Finance and Development - The Graduate Institute, Geneva
Date Posted: November 09, 2012
Last Revised: December 20, 2012
Working Paper Series
A Portfolio Insurance Strategy for Commodity Futures
International Journal of Financial Engineering and Risk Management
Special Issue on: "Commodities Financial Management"
Updated paper version to appear in Jan 2013
Chia Chun Lo
and
Konstantinos Skindilias
University of Macau - Department of Finance and Business Economics
and
London Metropolitan Business School
Date Posted: November 08, 2012
Last Revised: January 16, 2013
Accepted Paper Series
79 downloads
Asset Class Dimensions: Exploring Contractual Fulfillment, Influence, and Liquidity as Asset Class Attributes
Justin N. Bezis
Independent
Date Posted: November 08, 2012
Last Revised: November 14, 2012
Working Paper Series
51 downloads
Analysis of Islamic Mutual Funds Operations in Pakistan
Journal of Islamic Banking & Finance, Vol. 29, No. 3, 2012
Salman Ahmed Shaikh
Institute of Business Administration
Date Posted: November 08, 2012
Accepted Paper Series
52 downloads
Better Portfolios with Options
Gerda Cabej
,
Manfred Gilli and
Enrico Schumann
University of Geneva
,
University of Geneva - Department of Economics
and
VIP Value Investment Professionals AG
Date Posted: November 08, 2012
Last Revised: November 12, 2012
Working Paper Series
201 downloads
Consumption & Savings Behavior in Pakistan
Salman Ahmed Shaikh
Institute of Business Administration
Date Posted: November 08, 2012
Working Paper Series
38 downloads
The Enhanced Risk Premium Factor Model & Expected Returns
Javier Estrada
IESE Business School
Date Posted: November 08, 2012
Working Paper Series
338 downloads
Corporate Taxes, Strategic Default, and the Cost of Debt
Journal of Banking and Finance, Vol. 36, 2012
Ali Nejadmalayeri
and
Manohar Singh
Oklahoma State University - Department of Finance
and
Willamette University - Atkinson Graduate School of Management
Date Posted: November 07, 2012
Accepted Paper Series
18 downloads
Heuristic Portfolio Trading Rules with Capital Gain Taxes
Marcel Fischer
and
Michael F. Gallmeyer
Copenhagen Business School
and
University of Virginia (UVA) - McIntire School of Commerce
Date Posted: November 07, 2012
Last Revised: May 19, 2013
Working Paper Series
66 downloads
A Survey of Day of the Month Effect in World Stock Markets
Jay Desai and
Arti Trivedi
Shri Chimanbhai Patel Institute of Management & Research
and
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: November 07, 2012
Working Paper Series
434 downloads
Home-Field Advantage or a Matter of Ambiguity Aversion? Local Bias Among German Individual Investors
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: November 06, 2012
Working Paper Series
37 downloads
Banks Information Policies, Financial Literacy and Household Wealth
Quaderni DSE Working Paper No. 852
Margherita Fort
,
Francesco Manaresi
and
Serena Trucchi
University of Bologna
,
Bank of Italy
and
University of Bologna
Date Posted: November 06, 2012
Working Paper Series
8 downloads
The Impact of Credit Rating Announcements on Corporates' Credit Default Swap Spreads - Are There Intra-Industry Effects Observable?
29th International Conference of the French Finance Association (AFFI) 2012
Hans-Peter Burghof ,
Philipp Johannes Schneider
and
Andreas Wengner
University of Hohenheim
,
affiliation not provided to SSRN
and
University of Hohenheim
Date Posted: November 05, 2012
Working Paper Series
72 downloads
Portfolio Diversification Dynamics of Individual Investors: A New Measure of Investor Sentiment
29th International Conference of the French Finance Association (AFFI) 2012
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Date Posted: November 05, 2012
Working Paper Series
39 downloads
Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios
29th International Conference of the French Finance Association (AFFI) 2012
Charles-Olivier Amédée-Manesme
,
Michel Baroni
,
Fabrice Barthelemy
and
Etienne Dupuy
University of Cergy-Pontoise
,
Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)
,
affiliation not provided to SSRN
and
BNP Paribas
Date Posted: November 05, 2012
Working Paper Series
54 downloads
Investment Policy for Private Foundations: Seeking Compliance and Survival in the New Normal
The Journal of Wealth Management, Spring 2012, Vol. 14, No. 4: pp. 41-50, DOI: 10.3905/jwm.2012.14.4.041
Michael W. Crook
UBS
Date Posted: November 05, 2012
Accepted Paper Series
62 downloads
Front-Running of Mutual Fund Fire-Sales
Teodor Dyakov
and
Marno Verbeek
Rotterdam School of Management
and
Erasmus University - Rotterdam School of Management
Date Posted: November 04, 2012
Working Paper Series
89 downloads
Bank Consolidation and Bank Risk Taking Behaviour: A Panel Study of Commercial Banks in Nigeria
Research Journal of Finance and Accounting, Vol. 3, No. 9, November 2012
Emmanuel O. Nwosu
,
Peter N. Mba
and
Francis Nwabueze Amadi
University of Nigeria - Department of Economics
,
University of Calabar - Department of Economics
and
University of Nigeria - Department of Economics
Date Posted: November 04, 2012
Accepted Paper Series
31 downloads
The Hedging Effect of Corporate Debt
Duccio M. Gasparri
affiliation not provided to SSRN
Date Posted: November 03, 2012
Working Paper Series
23 downloads
Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2011
Ronald Q. Doeswijk ,
Trevin W. Lam
and
Laurens A. P. Swinkels
Robeco
,
Rabobank Nederland
and
Erasmus University Rotterdam (EUR)
Date Posted: November 03, 2012
Working Paper Series
2144 downloads
What Makes the VIX Tick?
HKIMR Working Paper No.22/2012
Warren Bailey ,
Lin Zheng
and
Yinggang Zhou
Cornell University
,
City University of New York, CUNY City College of New York - Department of Economics and Business
and
The Chinese University of Hong Kong
Date Posted: November 03, 2012
Accepted Paper Series
75 downloads
'Loss Probability Aversion': The Importance of the Probability of Loss in Investment Decisions
Stefan Zeisberger
University of Zurich - Department of Banking and Finance
Date Posted: November 03, 2012
Last Revised: March 28, 2013
Working Paper Series
141 downloads
Constructing Optimal Sparse Portfolios Using Regularization Methods
Bjoern Fastrich
,
Sandra Paterlini
and
Peter Winker
University of Giessen - Department of Economics
,
EBS Universität für Wirtschaft und Recht
and
University of Giessen - Department of Economics
Date Posted: November 02, 2012
Last Revised: January 07, 2013
Working Paper Series
117 downloads
Risk Profiling and Current Suitability Practices: What Can Be Learned from a Sample of Italian Householders
Nicoletta Marinelli
and
Camilla Mazzoli
University of Macerata
and
Università Politecnica delle Marche
Date Posted: November 02, 2012
Working Paper Series
28 downloads
Run, Walk, or Buy? Financial Literacy, Dual-Process Theory, and Investment Behavior
Markus Glaser
and
Torsten Walther
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
and
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: November 02, 2012
Last Revised: March 20, 2013
Working Paper Series
207 downloads
Sovereign Risk and Asset and Liability Management-Conceptual Issues
IMF Working Paper No. 12/241
Udaibir Das ,
Yinqiu Lu ,
Michael G. Papaioannou and
Iva K. Petrova
International Monetary Fund (IMF)
,
International Monetary Fund
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: November 01, 2012
Working Paper Series
65 downloads
Barriers to Household Risk Management: Evidence from India
IMF Working Paper No. 12/195
Shawn Allen Cole
,
Xavier Giné ,
Jeremy Tobacman ,
Petia B. Topalova
,
Robert M. Townsend and
James I. Vickery
Harvard Business School
,
World Bank - Development Economics Research Group and Bureau for Research and Economic Analysis of Development (BREAD)
,
University of Pennsylvania
,
International Monetary Fund (IMF)
,
Massachusetts Institute of Technology (MIT)
and
Federal Reserve Bank of New York
Date Posted: November 01, 2012
Working Paper Series
22 downloads
Default Enrolment and Optimal Allocation in Retirement Portfolios
Fotini Thomaidou
UADPhiEcon, University of Athens - School of Law, Economics & Political Science
Date Posted: October 31, 2012
Working Paper Series
18 downloads
Do Hedge Fund Managers Manage Beta Risk?
Ethan Namvar
,
Blake Phillips ,
Kuntara Pukthuanthong and
Raghavendra Rau
University California, Berkeley
,
University of Waterloo
,
San Diego State University - College of Business Administration
and
University of Cambridge
Date Posted: October 30, 2012
Last Revised: May 07, 2013
Working Paper Series
171 downloads
The Numeraire Property and Long-Term Growth Optimality for Drawdown-Constrained Investments
Constantinos Kardaras
,
Jan K. Obloj
and
Eckhard Platen
Boston University
,
University of Oxford
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: October 30, 2012
Working Paper Series
19 downloads
Currency Carry Trades and Funding Risk
Sara Ferreira Filipe
and
Matti Suominen
Luxembourg School of Finance
and
Aalto University, Department of Finance
Date Posted: October 28, 2012
Last Revised: November 19, 2012
Working Paper Series
106 downloads
Conditional Value-at-Risk: An Alternative Measure for Low-Risk Strategies?
Sessi Tokpavi
and
Benoit Vaucher
affiliation not provided to SSRN
and
Unigestion
Date Posted: October 27, 2012
Working Paper Series
82 downloads
Cautiousness in the Small and in the Large
James Huang and
Richard Stapleton
Lancaster University - Department of Accounting and Finance
and
University of Manchester - Division of Accounting and Finance
Date Posted: October 27, 2012
Last Revised: December 17, 2012
Working Paper Series
40 downloads
Reducing Agency Conflicts with Target Debt Ratios
Journal of Economics and Finance, Forthcoming
Unyong Pyo ,
Yong Jae Shin
and
Howard E. Thompson
Brock University
,
Soongeui Women’s College
and
University of Wisconsin - Madison - School of Business
Date Posted: October 26, 2012
Last Revised: March 05, 2013
Accepted Paper Series
24 downloads
Inter Linkages of Indian Stock Market with Advanced Emerging Markets
Asia-Pacific Finance and Accounting Review, Vol. I, No. 1, pp. 34-51, October-December 2012
Vanita Tripathi
and
Shruti Sethi
University of Delhi India - Delhi School of Economics - Department of Commerce
and
University of Delhi - Shri Ram College of Commerce
Date Posted: October 26, 2012
Accepted Paper Series
23 downloads
Factor Reversal in the Euro Zone Stock Returns: Evidence from the Crisis Period
Hsin-I Chou
,
Jing Zhao
and
Sandy Suardi
La Trobe University - Department of Finance, La Trobe Business School
,
La Trobe University - Department of Finance
and
La Trobe University
Date Posted: October 26, 2012
Working Paper Series
16 downloads
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