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Abstracts: 605,129
Full Text Papers: 502,842
Authors: 280,065
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Last 12 months: 11,041,944
Last 30 days: 1,083,455

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SSRN eLibrary Search Results
JEL Code: G11
3,420,585 Total downloads
Showing Papers 4,851 - 4,900 of 9,091
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Incl. Electronic Paper Indian Stock Market: Functions and Importance
Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Mohd Naved
Noida International University
Date Posted: May 05, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Capital for Concentrated Credit Portfolios
Paul H. Kupiec
American Enterprise Institute
Date Posted: May 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Do Credit Constrained Firms in Africa Innovate Less? A Study Based on Nine African Nations
Edward Lorenz
French National Center for Scientific Research (CNRS)
Date Posted: May 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Sensitivity of CPPI Performance to the Choice of Weighting Scheme in the Equity Portfolio
David Ardia , Kris Boudt and Marjan Wauters
Laval University - Département de Finance et Assurance , Free University of Brussels (VUB) and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: May 05, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Effect of Regulatory Constraints on Fund Performance: New Evidence from Ucits Hedge Funds
CEPR Discussion Paper No. DP10577
Juha Joenväärä and Robert Kosowski
University of Oulu and Imperial College Business School
Date Posted: May 05, 2015
Working Paper Series

Incl. Electronic Paper Credit Rating and Pricing: Poles Apart
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Don't Cry for Me Germania? The Government Day-Bond vs. EONIA ETFs
Zeitschrift für betriebswirtschaftliche Forschung (zfbf), Vol. 65 December (2013), 688–706,
Sebastian Lobe and Christoph Schmidhammer
University of Leicester - School of Management and University of Regensburg - Faculty of Business, Economics & Information Systems
Date Posted: May 04, 2015
Accepted Paper Series

Incl. Electronic Paper European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
Peter Schwendner , Martin Schüle , Thomas Ott and Martin Hillebrand
Zurich University of Applied Sciences, Center for Alternative Investments and Risk Management , Zurich University of Applied Sciences, Institute for Applied Simulation , Zurich University of Applied Sciences, Institute for Applied Simulation and Frankfurt University of Applied Sciences
Date Posted: May 04, 2015
Working Paper Series
8 downloads

Vice versus Virtue Investing Around the World
Review of Managerial Science, Forthcoming
Sebastian Lobe and Christian Walkshäusl
University of Leicester - School of Management and University of Regensburg - Center of Finance
Date Posted: May 03, 2015
Accepted Paper Series

Incl. Electronic Paper Performance Evaluation of Ethical and Conventional Funds - A Study of Taurus Mutual Fund in India
Vanita Tripathi and Varun Bhandari
University of Delhi India - Delhi School of Economics - Department of Commerce and Department of Commerce, Delhi School Of Economics, University of Delhi
Date Posted: May 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Socially Responsible Investing - An Emerging Concept in Investment Management
FIIB Business Review, Vol. 03 No. 04, pp. 16-30, October - December 2014
Vanita Tripathi and Varun Bhandari
University of Delhi India - Delhi School of Economics - Department of Commerce and Department of Commerce, Delhi School Of Economics, University of Delhi
Date Posted: May 02, 2015
Accepted Paper Series
7 downloads

Does it Pay to Diversify - U.S. vs. International ETFs?
Financial Services Review, Forthcoming
Srinidhi Kanuri and Robert W. McLeod
University of Southern Mississippi and University of Alabama
Date Posted: May 01, 2015
Accepted Paper Series

Incl. Electronic Paper Smart Beta: Too Good to be True?
The Journal of Financial Perspectives, Volume 3, Issue 2, July 2015, Forthcoming
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: May 01, 2015
Accepted Paper Series
82 downloads

Incl. Electronic Paper Neural Evidence of Regret and its Implications for Investor Behavior
Cary Frydman and Colin Camerer
University of Southern California - Marshall School of Business and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: April 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Good Carry, Bad Carry
Geert Bekaert and George Panayotov
Columbia Business School - Finance and Economics and Hong Kong University of Science & Technology
Date Posted: April 30, 2015
Working Paper Series
170 downloads

Incl. Electronic Paper Seeking Alpha? It's a Bad Guideline for Portfolio Optimization
Moshe Levy and Richard Roll
Hebrew University of Jerusalem - Jerusalem School of Business Administration and California Institute of Technology
Date Posted: April 29, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Volatility Weighting Applied to Momentum Strategies
Johannes Paulus Du Plessis and Winfried G. Hallerbach
Independent and Robeco Asset Management, Quantitative Strategies
Date Posted: April 29, 2015
Working Paper Series
352 downloads

Incl. Electronic Paper Risk and Return in the Chinese Stock Market: Does Equity Return Dispersion Proxy Risk?
Pacific-Basin Finance Journal, Vol. 33, 2015
Chun-Da Chen , Riza Demirer and Shrikant Jategaonkar
Tennessee State University , Southern Illinois University Edwardsville - Department of Economics & Finance and Southern Illinois University at Edwardsville
Date Posted: April 28, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Oil Price Risk Exposure and the Cross-Section of Stock Returns: The Case of Net Exporting Countries
Energy Economics, Vol. 49, 2015
Riza Demirer , Shrikant Jategaonkar and Ahmed A.A. Khalifa
Southern Illinois University Edwardsville - Department of Economics & Finance , Southern Illinois University at Edwardsville and King Fahd University of Petroleum & Minerals (KFUPM)
Date Posted: April 28, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Is There a Role for Islamic Bonds in Global Diversification Strategies? An Empirical Analysis of Risk Transmissions and Dynamic Correlations
Mehmet Balcilar , Gözde Çerçi and Riza Demirer
Eastern Mediterranean University , Çukurova University and Southern Illinois University Edwardsville - Department of Economics & Finance
Date Posted: April 28, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper The Valuation Channel of International Adjustment
CEPR Discussion Paper No. DP10564
Fabio Pietro Ghironi , Jaewoo Lee and Alessandro Rebucci
University of Washington , International Monetary Fund (IMF) - Research Department and Johns Hopkins University Carey School of Business
Date Posted: April 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Application of the Heston's Stochastic Volatility Model on the Greek Stock Market
Dimosthenis Karaflos
Athens University of Economics and Business
Date Posted: April 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Capital and Funding
Claudio Albanese , Simone Caenazzo and Stefano Iabichino
Global Valuation , Global Valuation Ltd and Global Valuation Ltd.
Date Posted: April 26, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper The Time Contradiction in Asset Pricing and Asset Management
Arun Muralidhar
AlphaEngine Global Investment Solutions/George Washington Univ
Date Posted: April 25, 2015
Working Paper Series
22 downloads

Ambiguity and Delegated Portfolio Management
Columbia Business School Research Paper No. 15-47
Ye Li
Columbia Business School
Date Posted: April 25, 2015
Last Revised: April 30, 2015
Working Paper Series

Incl. Electronic Paper Bond Market Completeness Under Stochastic Strings with Distribution-Valued Strategies
Alberto Bueno-Guerrero , Manuel Moreno and Javier F. Navas
IES Francisco Ayala , University of Castilla-La Mancha and Universidad Pablo de Olavide
Date Posted: April 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
Juha Joenväärä and Robert Kosowski
University of Oulu and Imperial College Business School
Date Posted: April 24, 2015
Last Revised: May 05, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Using Exchange Options in the Valuation of Convertible Preferred Shares
Vigen Babkenovich Minasyan and Alexander Tai
Russian Presidential Academy of National Economy and Public Administration and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Date Posted: April 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Immunization and Hedging of Longevity Risk
UNSW Business School Research Paper No. 2015ACTL12
Changyu Estelle Liu and Michael Sherris
School of Risk & Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 23, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Decomposing Funding Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures
Erik Kroon , Anton Wouters and Raul Leote de Carvalho
BNP Paribas Investment Partners , BNP Paribas Investment Partners and BNP Paribas Investment Partners
Date Posted: April 21, 2015
Last Revised: April 23, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Decomposing Fundamental Indexation
Gregg S. Fisher , Ronnie Shah and Sheridan Titman
Gerstein Fisher , Gerstein Fisher and University of Texas at Austin - Department of Finance
Date Posted: April 21, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper The Impact of Abnormal News Sentiment on Financial Markets
Steve Y. Yang , Qiang Song , Sheung Yin K. Mo , Kaushik Datta and Anil Deane
University of Virginia , Stevens Institute of Technology , Stevens Institute of Technology , Northrop Grumman Corporation and Northrop Grumman Corporation
Date Posted: April 21, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper Multivariate Lévy Models by Linear Combination: Estimation
Angela Loregian , Laura Ballotta and Gianluca Fusai
SYMMYS , City University London - Sir John Cass Business School and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Date Posted: April 21, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Individual Wealth Accumulation: Why Does Dining Together as a Family Matter?
Chatterjee, S., Palmer, L., & Goetz, J. (2012). Individual wealth accumulation: Why does dining together as a family matter? Applied Economics Research Bulletin, 8 (2), 1-22
Swarn Chatterjee , Lance Palmer and Joseph W. Goetz
University of Georgia , University of Georgia and University of Georgia
Date Posted: April 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Relation between Bank Credit-Risk Management Procedures and Originate-to-Distribute Mortgage Quality During the Financial Crisis
Gauri Bhat
Southern Methodist University (SMU)
Date Posted: April 21, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Household Portfolio Choice and Human Capital: The Importance of the Persistence of Labor Income Shocks
Kyung Hwan Shim
University of New South Wales (UNSW)
Date Posted: April 21, 2015
Last Revised: April 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Entrepreneurial Business Plan Under Undiversifiable Idiosyncratic Risk
Bong-Gyu Jang , Hyun-Tak Lee and Seyoung Park
Pohang University of Science and Technology (POSTECH) , Pohang University of Science and Technology (POSTECH) and The Credit Finance Association of Korea (CREFIA) - The Credit Finance Research Institute
Date Posted: April 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Mutual Fund Liquidity Costs
Jon A. Fulkerson and Timothy B. Riley
Loyola University Maryland - Sellinger School of Business & Management and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Date Posted: April 19, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Fact, Fiction, and Value Investing
Clifford S. Asness , Andrea Frazzini , Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC and University of Chicago - Booth School of Business
Date Posted: April 19, 2015
Working Paper Series
2702 downloads

An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets
North American Journal of Economics and Finance, Forthcoming
Fearghal Kearney , Finbarr Murphy and Mark Cummins
Queen's University Management School , University of Limerick - Kemmy Business School and Dublin City University Business School
Date Posted: April 19, 2015
Accepted Paper Series

Incl. Electronic Paper Smart Beta: Managing Diversification of Minimum Variance Portfolios
Jean-Charles Richard and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date Posted: April 18, 2015
Last Revised: April 20, 2015
Working Paper Series
137 downloads

Incl. Electronic Paper Access to Credit and Stock Market Participation
Serhiy Kozak and Denis Sosyura
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: April 17, 2015
Last Revised: April 20, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Timing
Denys Glushkov
The Wharton School, Wharton Research Data Services (WRDS), University of Pennsylvania
Date Posted: April 17, 2015
Last Revised: April 23, 2015
Working Paper Series
393 downloads

Incl. Electronic Paper Facts About Factors
MIT Sloan Research Paper No. 5128-15
Paula Cocoma , Megan Czasonis , Mark Kritzman and David Turkington
State Street Corporation , State Street Corporation , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: April 17, 2015
Working Paper Series
496 downloads

Incl. Electronic Paper Multiples, Forecasting, and Asset Allocation
Javier Estrada
IESE Business School
Date Posted: April 16, 2015
Working Paper Series
167 downloads

Incl. Electronic Paper La Hiérarchisation De L’Endettement Dans Un Contexte D’Asymétrie D’Information (The Pecking Order of Debt in a Context of Asymmetric Information)
Souad Brinette and Sabrina KHEMIRI
Ecole des Dirigeants et Créateurs d'entreprise (EDC) and Pole Universitaire Leonard de Vinci
Date Posted: April 15, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Can Implied Volatility Predict Returns on the Currency Carry Trade?
Journal of Banking and Finance, Forthcoming
Tom Egbers and Laurentius (Laurens) Adrianus Petrus Swinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)
Date Posted: April 13, 2015
Accepted Paper Series
69 downloads

Incl. Fee Electronic Paper Personal Pensions with Risk Sharing: Affordable, Adequate and Stable Private Pensions in Europe
CEPR Discussion Paper No. DP10538
A. Lans Bovenberg and Theo Nijman
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper The Effects of Contingent Convertible (CoCo) Bonds on Insurers' Capital Requirements Under Solvency II
SAFE Working Paper No. 98
Tobias Niedrig and Helmut Gründl
Goethe University Frankfurt, Chair for Insurance and Regulation and Goethe University Frankfurt - House of Finance
Date Posted: April 12, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Optimal Asset Allocation for Interconnected Life Insurers in the Low Interest Rate Environment Under Solvency Regulation
SAFE Working Paper No. 97
Tobias Niedrig
Goethe University Frankfurt, Chair for Insurance and Regulation
Date Posted: April 12, 2015
Working Paper Series
24 downloads


 

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