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Abstracts: 673,158
Full Text Papers: 563,826
Authors: 310,309
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66,888

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Last 12 months: 12,860,866
Last 30 days: 1,064,139

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91,673
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SSRN eLibrary Search Results
JEL Code: G11
3,989,136 Total downloads
Showing Papers 4,721 - 4,770 of 10,249
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1 2 3 4 ... 205 | Next >
   


Incl. Electronic Paper Adaptive Benchmarks Based on Stock and Market Performances in Repurchase Decisions
Peiran Jiao and Heinrich H. Nax
University of Oxford - Nuffield College and ETH Zurich
Date Posted: May 26, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Equity Valuation Cannot Outgrow the Economy Over the Long Run
Business Economics, Vol. 35, No. 3 (July 2000), pp. 53-58
JC Han
Independent
Date Posted: May 26, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Emerging Market Portfolio Flows: The Role of Benchmark-Driven Investors
IMF Working Paper No. 15/263
Serkan Arslanalp and Takahiro Tsuda
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: May 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy
Mei Choi Chiu , Chi Seng Pun and Hoi Ying Wong
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics , The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Resolution of Degeneracy in Merton's Portfolio Problem
Chi Seng Pun and Hoi Ying Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Trading VIX Futures Under Mean Reversion with Regime Switching
Jiao Li
Columbia University
Date Posted: May 25, 2016
Working Paper Series
64 downloads

Incl. Electronic Paper Which Measure of Aggregate Implied Cost of Capital Predicts Equity Market Returns?
Ian A. Cooper and Arkodipta Sarkar
London Business School and London Business School, Department of Finance, Students
Date Posted: May 24, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Flicking the Switch: How Fee and Return Disclosures Drive Retirement Plan Choice
Hazel Bateman , Loretti Dobrescu , Ben Newell , Andreas Ortmann and Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation , University of New South Wales, School of Economics , University of New South Wales (UNSW) , UNSW Australia Business School, School of Economics and University of Sydney Business School
Date Posted: May 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Information Asymmetry of Corporate Korean World: (Bid-Ask Spread)
Ndayishimiye Alexis and Tasoh Martin Toh
Daegu University and University of Buea - Finance
Date Posted: May 24, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A Mean-Variance Benchmark for Household Portfolios Over the Life Cycle
Claus Munk
Copenhagen Business School
Date Posted: May 24, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper An Econometric Analysis to Test the Causal Link between Foreign Institutional Investors and Indian Stock Market
Tripura C.U. Sundari and Rifash Shareef
Pondicherry University and Independent
Date Posted: May 24, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Abnormal Trading Behavior of Specific Types of Institutional Shareholders Before Firm Bankruptcy and Its Ramifications for Firm Bankruptcy Prediction
Christine Cheng and William J. Moser
Louisiana State University and Miami University
Date Posted: May 23, 2016
Last Revised: May 24, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Index Tracking with Utility Enhanced Weighting
Ephraim Clark , Nitin Deshmukh , Barkan Guran and Konstantinos Kassimatis
Middlesex University Business School , Middlesex University - Business School , Istanbul Technical University - Department of Management Engineering and Athens University of Economics and Business - Department of Business Administration
Date Posted: May 22, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Online Appendix: Portfolio Selection with Transaction Costs and Jump Diffusion Asset Dynamics I and II
Michal Czerwonko and Stylianos Perrakis
Concordia University and Concordia University, Quebec - John Molson School of Business
Date Posted: May 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Are US-Dollar-Hedged-ETF Investors Aggressive on Exchange Rates? A Panel VAR Approach
Corey A Shank and Andre C Vianna
University of Texas - Rio Grande Valley and Ministry of Finance, Brazil
Date Posted: May 21, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Journal of Economics Library, Vol 3, No 2, June 2016, Forthcoming
Jaydip Sen and Tamal Datta Chaudhuri
Calcutta Business School and Calcutta Business School
Date Posted: May 21, 2016
Accepted Paper Series
18 downloads

Incl. Electronic Paper Minimizing the Probability of Lifetime Drawdown Under Constant Consumption
Insurance: Mathematics and Economics, Forthcoming
Bahman Angoshtari , Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics , University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: May 21, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Enhancing the Toolbox of Fixed Income Active Portfolio Management
Procedia Economics and Finance 29 (2015) 96-121
Roberto Violi , Gioia Cellai , Francesco Potente Sr. and Alfonso Puorro
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: May 21, 2016
Last Revised: May 26, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Which Updates During an Equity Crowdfunding Campaign Increase Crowd Participation?
Jorn H. Block , Lars Hornuf and Alexandra Moritz
University of Trier - Faculty of Management , University of Trier and University of Trier - Faculty of Management
Date Posted: May 21, 2016
Last Revised: May 22, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Venture Capital Investment Strategies Under Financing Constraints: Evidence from the 2008 Financial Crisis
Annamaria Conti , Nishant Dass and Stuart J.H. Graham
Georgia Institute of Technology - Scheller College of Business , Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Date Posted: May 19, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Factors Loadings as Proxies for Equity Characteristics, Round 3
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Naive Diversification Isn't So Naive After All
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper Quantitative Style Investing
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
187 downloads

Incl. Electronic Paper Geographic Momentum
Christopher A. Parsons , Riccardo Sabbatucci and Sheridan Titman
University of California, San Diego (UCSD) - Rady School of Management , University of California, San Diego (UCSD) and University of Texas at Austin - Department of Finance
Date Posted: May 17, 2016
Working Paper Series
117 downloads

Incl. Electronic Paper Portfolio Optimization in the Stochastic Portfolio Theory Framework
Vassilios Papathanakos
INTECH Investment Management, LLC
Date Posted: May 17, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper Trading-Profit Attribution for the Size Factor
Vassilios Papathanakos
INTECH Investment Management, LLC
Date Posted: May 17, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Amplification and Asymmetric Effects Without Collateral Constraints
Dan Cao and Guangyu Nie
Georgetown University - Department of Economics and Independent
Date Posted: May 17, 2016
Working Paper Series
14 downloads

Islamic Financial Markets and Global Crises: Contagion or Decoupling?
Economic Modelling, Vol. 57, No. 36, 2016
Dimitris Kenourgios , Nader Naifar and Dimitrios I. Dimitriou
University of Athens - Faculty of Economics , University of Sfax, Tunisia and University of Ioannina - Department of Economics
Date Posted: May 17, 2016
Accepted Paper Series

Incl. Electronic Paper Contrarian and Momentum Profits During Periods of High Trading Volume Preceded by Stock Prices Shocks
International Conference, "Risk in Contemporary Economy", (2016)
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: May 16, 2016
Last Revised: May 19, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper An Improvement of the Global Minimum Variance Portfolio Using a Black-Litterman Approach
Maximilian Adelmann
University of Zurich, Students
Date Posted: May 15, 2016
Working Paper Series
64 downloads

Incl. Electronic Paper Do the Rich Know Better? – University Endowment Return Inequality Revisited
American Economic Journal: Economic Policy, March 2016
Tuo Chen
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Students
Date Posted: May 15, 2016
Accepted Paper Series
234 downloads

Incl. Electronic Paper Investment and Consumption with Forward Criteria and Black's Inverse Investment Problem
Sigrid Kallblad
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Date Posted: May 13, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Portfolio Choices Over the Life-Cycle and the Cyclical Skewness of Labor Income Shocks
Sylvain Catherine
HEC Paris - Finance Department
Date Posted: May 13, 2016
Last Revised: May 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Volatility Risk Premia in the G9 Currencies
Athanasios Bolmatis and Stamatis Leontsinis
RWC Asset Management and RWC Asset Management
Date Posted: May 13, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper Information and Investment Under Uncertainty
Ariadna Dumitrescu and Javier Gil-Bazo
ESADE Business School and Universitat Pompeu Fabra
Date Posted: May 13, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Fundamental Indexation in European Emerging Markets
Tomasz Mizołek and Adam Zaremba
University of Lodz and Poznań University of Economics and Business
Date Posted: May 12, 2016
Working Paper Series
7 downloads

Banks’ Specialization Versus Diversification in the Loan Portfolio New Evidence from Germany
Schmalenbach Business Review (2016) 17:25–48,
Nadya Jahn , Christoph Memmel and Andreas Pfingsten
Institut für Kreditwesen , Deutsche Bundesbank and University of Münster - Finance Center Münster
Date Posted: May 12, 2016
Accepted Paper Series

Incl. Electronic Paper The January Seasonality and the Performance of Country-Level Value and Momentum Strategies
Copernican Journal of Finance & Accounting, volume 4, issue 2, pp.195-209, 2015
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Accepted Paper Series
24 downloads

Incl. Electronic Paper Investor Sentiment, Limits on Arbitrage, and the Performance of Cross-Country Stock Market Anomalies
Journal of Behavioral and Experimental Finance, Vol. 9, pp. 136-163, 2016
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Accepted Paper Series
28 downloads

Incl. Electronic Paper Country Risk and Expected Returns across Global Equity Markets
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Is There Momentum in Equity Anomalies? Evidence from an Emerging Market
Adam Zaremba and Adam Szyszka
Poznań University of Economics and Business and Warsaw School of Economics
Date Posted: May 12, 2016
Last Revised: May 18, 2016
Working Paper Series
43 downloads

Incl. Electronic Paper A Factor Model for Country-Level Equity Returns
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Trading Costs, Short Sale Constraints, and the Performance of Stock Market Anomalies in Emerging Europe
Adam Zaremba and Jerzy Nikorowski
Poznań University of Economics and Business and BGŻ BNP Paribas
Date Posted: May 12, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Demystifying Pairs Trading: The Role of Volatility and Correlation
Stephanie Sarah Riedinger
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Date Posted: May 11, 2016
Working Paper Series
152 downloads

Incl. Electronic Paper Entry, Risk Concentration, and Asset Prices
Paymon Rezvani Khorrami
University of Chicago, Department of Economics, Students
Date Posted: May 10, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Portfolio Model of Quantitative Easing
Peterson Institute for International Economics Working Paper No. 16-7
Jens Henrik Eggert Christensen and Signe Krogstrup
FRB of San Francisco - Financial Research and Swiss National Bank
Date Posted: May 09, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Stochastic Portfolio Theory: A Machine Learning Perspective
Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Yves-Laurent KOM SAMO and Alexander Vervuurt
University of Oxford and Mathematical Institute, University of Oxford
Date Posted: May 09, 2016
Accepted Paper Series
210 downloads

Incl. Electronic Paper Portfolio Selection in a Two-Regime World
European Journal of Operational Research, volume 242, (2015), 514-524
Moshe Levy and Guy Kaplanski
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Date Posted: May 07, 2016
Accepted Paper Series
91 downloads

Incl. Electronic Paper Lotto, How to Win? Skew Timing Strategies
Jian Chen , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Working Paper Series
62 downloads

Incl. Electronic Paper Asset Allocation in Chinese Stock Market: The Role of Return Predictability
Journal of Portfolio Management, Vol. 41, Chinese Special Issue, 2015
Jian Chen , Fuwei Jiang and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Accepted Paper Series
20 downloads


 

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