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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months:
68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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  References:
238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,578,136 Total downloads
Showing Papers 461 - 510 of 7,220
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Consumption & Savings Behavior in Pakistan
Salman Ahmed Shaikh
Institute of Business Administration
Date Posted: November 08, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper The Enhanced Risk Premium Factor Model & Expected Returns
Javier Estrada
IESE Business School
Date Posted: November 08, 2012
Working Paper Series
338 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper The Hedging Effect of Corporate Debt
Duccio M. Gasparri
affiliation not provided to SSRN
Date Posted: November 03, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper '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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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