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484,422
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393,787
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226,737
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68,988
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65,953,402
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JEL Code: G11
2,578,825 Total downloads
Showing Papers 551 - 600 of 7,221
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Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy
William T. Ziemba
University of British Columbia (UBC) - Sauder School of Business
Date Posted: October 13, 2012
Working Paper Series
82 downloads
Trading as Gambling
Anne Jones Dorn
,
Daniel Dorn
and
Paul Sengmueller
affiliation not provided to SSRN
,
Drexel University - Department of Finance
and
Tilburg University
Date Posted: October 12, 2012
Working Paper Series
42 downloads
Composite Liquidity: Characteristics and Risk
Wolfgang Schoepf
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: October 12, 2012
Working Paper Series
118 downloads
Management Decisions During the Economic Crisis
Camelia Stefan
Academy of Economic Studies Bucharest
Date Posted: October 12, 2012
Working Paper Series
19 downloads
Sometimes Less is More – The Influence of Information Aggregation on Investment Decisions
Christine Kaufmann
and
Martin Weber
University of Mannheim - Department of Banking and Finance
and
University of Mannheim - Department of Banking and Finance
Date Posted: October 12, 2012
Last Revised: May 15, 2013
Working Paper Series
41 downloads
Institutional Trading During a Wave of Corporate Scandals: 'Perfect Payday'?
Gennaro Bernile
,
Johan Sulaeman
and
Qin Wang
University of Miami - School of Business Administration
,
Southern Methodist University (SMU) - Edwin L. Cox School of Business
and
University of Michigan - Dearborn
Date Posted: October 11, 2012
Last Revised: May 14, 2013
Working Paper Series
Ambiguity Attitudes and Economic Behavior
Pension Research Council WP 2012-20
Stephen G. Dimmock
,
Roy Kouwenberg ,
Olivia S. Mitchell and
Kim Peijnenburg
Nanyang Technological University - Division of Finance
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
University of Pennsylvania - The Wharton School
and
Bocconi University - Department of Finance
Date Posted: October 11, 2012
Last Revised: January 22, 2013
Working Paper Series
30 downloads
An Asset Allocation Model with Inequalities Constraints and Coherent Risk Measure: An Application to Brazilian Equities
Betina Dodsworth Fernandes
PUC-Rio Electrical Engineering
Date Posted: October 10, 2012
Last Revised: October 17, 2012
Working Paper Series
65 downloads
The Risk Parity Approach to Asset Allocation - Climbing the Wall of Worries?
1741 Asset Management, Research Note Series 3/2012
Fabian Dori
,
Frank Haeusler
,
Manuel Krieger
,
Urs Schubiger
and
David Stefanovits
1741 Asset Management Ltd.
,
affiliation not provided to SSRN
,
Independent
,
1741 Asset Management AG
and
affiliation not provided to SSRN
Date Posted: October 10, 2012
Working Paper Series
442 downloads
Call-Option Compensation and the Manager's Intertemporal Risk-Taking Behavior
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: October 09, 2012
Working Paper Series
21 downloads
Does Surplus Sharing Increase Risk-Taking in a Corporate Defined Benefit Pension Plan?
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: October 09, 2012
Working Paper Series
13 downloads
On the (Mis)Use of Conditional Value-at-Risk and Spectral Risk Measures for Portfolio Selection - A Comparison with Mean-Variance Analysis
29th International Conference of the French Finance Association (AFFI) 2012
Mario Brandtner
University of Jena
Date Posted: October 09, 2012
Working Paper Series
49 downloads
Optimal Corporate Pension Policy for Defined Benefit Plans in the Presence of PBGC Insurance
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: October 09, 2012
Working Paper Series
50 downloads
Positive Weights on the Efficient Frontier
Phelim P. Boyle
Wilfrid Laurier University - School of Business & Economics
Date Posted: October 09, 2012
Working Paper Series
59 downloads
The Effects Review of Earning Per Share and Dividend Per Share on the Manufacturing Companies Stock Price Changes in Compare with Accepted Non-Manufacturing Companies in the Tehran Stock Exchange
Mahmoud Mudi Nazemi
affiliation not provided to SSRN
Date Posted: October 08, 2012
Working Paper Series
An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion
IZA Discussion Paper No. 6877
Denis Conniffe and
Donal O'Neill
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
and
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: October 07, 2012
Working Paper Series
7 downloads
Empirical Properties of Straddle Returns
Journal of Derivatives, Vol. 17, No. 1, 2009
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Accepted Paper Series
Faith Matters? A Closer Look at the Performance of Belief-Based Equity Investments
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Working Paper Series
Portfolio Choice in Markets with Contagion
Yacine Ait-Sahalia and
Thomas R. Hurd
Princeton University - Department of Economics
and
McMaster University - Department of Mathematics and Statistics
Date Posted: October 05, 2012
Last Revised: November 18, 2012
Working Paper Series
137 downloads
Relative Numeraire Risk and the Currency Allocation of Sovereign Portfolios
Poomjai Nacaskul
Siam Commercial Bank PLC
Date Posted: October 05, 2012
Working Paper Series
10 downloads
Does Academic Research Destroy Stock Return Predictability?
AFFI/EUROFIDAI, Paris December 2012 Finance Meetings Paper
R. David McLean and
Jeffrey Pontiff
University of Alberta - Department of Finance and Statistical Analysis
and
Boston College - Department of Finance
Date Posted: October 04, 2012
Last Revised: May 16, 2013
Working Paper Series
3323 downloads
A Model-Independent Replicating Approach for Variance Swaps
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: October 04, 2012
Working Paper Series
113 downloads
Commonalities in Investment Strategy and the Determinants of Performance in Mutual Fund Mergers
Journal of Banking & Finance, Volume 37, Issue 2, February 2013, Pages 625-635
Ethan Namvar
and
Blake Phillips
University California, Berkeley
and
University of Waterloo
Date Posted: October 04, 2012
Last Revised: February 20, 2013
Accepted Paper Series
41 downloads
Rating Mutual Funds Through an Integrated DEA-Based Multicriteria Performance Model: Design and Information Content
Technical University of Crete, Financial Engineering Laboratory, Working Paper 2012.06
Vassilios Babalos
,
Michael Doumpos ,
Nikolaos Philippas
and
C. Zopounidis
University of Piraeus - Department of Banking and Financial Management
,
Technical University of Crete (TUC) - Department of Production Engineering and Management
,
University of Piraeus - Department of Business Administration
and
Technical University of Crete (TUC) - Department of Production Engineering and Management
Date Posted: October 04, 2012
Working Paper Series
48 downloads
Pricing Electricity Derivatives under Future Information
Markus Hess
Independent
Date Posted: October 03, 2012
Last Revised: May 03, 2013
Working Paper Series
110 downloads
Dynamic Trading Volume
Boston U. School of Management Research Paper No. 2012-28
Paolo Guasoni and
Marko Weber
Boston University - Department of Mathematics and Statistics
and
Dublin City University - School of Mathematical Sciences
Date Posted: October 03, 2012
Last Revised: October 16, 2012
Working Paper Series
97 downloads
Are Investors Ever Rational?
Saptarshi Mukherjee
and
Sankar De
Indian School of Business
and
Indian School of Business
Date Posted: October 03, 2012
Working Paper Series
34 downloads
Davids, Goliaths, and Business Cycles
Jefferson Duarte
and
Nishad Kapadia
Rice University
and
Rice University
Date Posted: October 03, 2012
Last Revised: April 17, 2013
Working Paper Series
208 downloads
Do Mutual Funds Supply or Demand Immediacy?
Kalle Rinne
and
Matti Suominen
Luxembourg School of Finance
and
Aalto University, Department of Finance
Date Posted: October 03, 2012
Last Revised: March 11, 2013
Working Paper Series
34 downloads
Emerging Stock Premia: Do Industries Matter?
Ca’ Foscari University of Venice Department of Economics Working Paper No. 22/WP/2012,
Michael Donadelli
and
Marcella Lucchetta
LUISS Guido Carli University
and
Ca Foscari University of Venice
Date Posted: October 03, 2012
Working Paper Series
15 downloads
Financialization and Stagnant Corporate Investment in Korea Since the Asian Financial Crisis
Hee-Young Shin
The New School for Social Research
Date Posted: October 03, 2012
Last Revised: October 05, 2012
Working Paper Series
36 downloads
Forecasting Corporate Financial Performance from Utilization of Capital Expenditure, R&D, Goodwill and Intangible Assets
James Gilloon
City University of New York, Baruch College, Solaris Asset Management LLC
Date Posted: October 03, 2012
Working Paper Series
Investment Style of Jordanian Mutual Funds
International Journal of Economic Sciences and Applied Research, Volume 5, Issue 2, pp. 113-127
Ishaq Lakhdar Hacini Sr.
,
Khadra Dahou
and
Mohamed Benbouziane
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
University of Tlemcen
Date Posted: October 03, 2012
Accepted Paper Series
11 downloads
Risk Parity Portfolios with Risk Factors
Thierry Roncalli
and
Guillaume Weisang
Universite d'Evry
and
Clark University - Graduate School of Management
Date Posted: October 03, 2012
Last Revised: October 06, 2012
Working Paper Series
910 downloads
Testing Hubris Hypothesis of Mergers and Acquisitions: Evidence from India
Business and Management Quarterly Review, Vol. 3, No. 2, 2012
Aasif Shah M. and
Malabika Deo
Pondicherry University
and
Pondicherry University - Department of Commerce
Date Posted: October 03, 2012
Accepted Paper Series
88 downloads
Time-Varying Style Analysis and the Leverage of Funds of Hedge Funds
Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: October 03, 2012
Last Revised: March 18, 2013
Working Paper Series
Valuing Private Equity
Morten Sorensen ,
Neng Wang and
Jinqiang Yang
Columbia Business School
,
Columbia Business School - Finance and Economics
and
Shanghai University of Finance and Economics
Date Posted: October 03, 2012
Working Paper Series
100 downloads
Impacts of the Stock Market Liberalization in China: Evidence from the Foreign Institutional Investor Scheme
Midwest Finance Association 2013 Annual Meeting Paper
Chun-Da Chen ,
Chih-Chun Chen
and
Chiao-Ming Cheng
Tennessee State University
,
Fo Guang University
and
Yuan Ze University
Date Posted: October 02, 2012
Working Paper Series
31 downloads
Optimal Order Placement in Limit Order Markets
Rama Cont and
Arseniy Kukanov
Imperial College London
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: October 02, 2012
Last Revised: May 03, 2013
Working Paper Series
428 downloads
Asset Prices in an Economy Where Volatility Comes with the Intensity of Rare Disaster
Soohun Kim
Northwestern University, Kellogg School of Management, Department of Finance
Date Posted: October 01, 2012
Working Paper Series
35 downloads
Equilibrium of Financial Derivative Markets and Compensating Variations Under Portfolio Insurance Constraints
29th International Conference of the French Finance Association (AFFI) 2012
Philippe Bertrand and
Jean-Luc Prigent
IAE Aix-en-Provence, Aix Marseille University, CERGAM
and
University of Cergy-Pontoise - ThEMA
Date Posted: October 01, 2012
Working Paper Series
18 downloads
Fed Funds Target Rate Surprise & Equity Duration
Niranjan Tripathy
University of North Texas
Date Posted: September 30, 2012
Last Revised: February 04, 2013
Working Paper Series
21 downloads
Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors
Midwest Finance Association 2013 Annual Meeting Paper
Sangheon Shin ,
Jan Smolarski
and
Gokce Soydemir
South University-Montgomery
,
University of Texas-Pan American - College of Business Administration
and
California State University, Stanislaus
Date Posted: September 30, 2012
Last Revised: January 22, 2013
Working Paper Series
63 downloads
For Whom Hurdle Rate and High-Watermark Exist?
Sangheon Shin ,
Jan Smolarski
and
Gokce Soydemir
South University-Montgomery
,
University of Texas-Pan American - College of Business Administration
and
California State University, Stanislaus
Date Posted: September 30, 2012
Working Paper Series
34 downloads
Mean-Variance Optimal Portfolios in the Presence of a Benchmark with
Applications to Fraud Detection
Carole Bernard
and
Steven Vanduffel
University of Waterloo
and
Vrije Universiteit Brussel (VUB)
Date Posted: September 30, 2012
Working Paper Series
83 downloads
Is it Money or Brains? The Determinants of Intra-Family Decision Power
CEPR Discussion Paper No. DP9017
Graziella Bertocchi ,
Marianna Brunetti
and
Costanza Torricelli
Università di Modena; Centre for Economic Policy Research (CEPR)
,
University of Rome Tor Vergata
and
University of Modena and Reggio Emilia - Department of Economics
Date Posted: September 28, 2012
Working Paper Series
3 downloads
Time-Varying Fund Manager Skill
CEPR Discussion Paper No. DP9025
Marcin T. Kacperczyk ,
Stijn Van Nieuwerburgh and
Laura Veldkamp
New York University (NYU) - Leonard N. Stern School of Business
,
New York University Stern School of Business, Department of Finance
and
New York University - Stern School of Business
Date Posted: September 28, 2012
Working Paper Series
1 downloads
Efficiency of Accounts Receivable Management in Polish Institutions
European Financial Systems, 2012
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: September 28, 2012
Last Revised: December 25, 2012
Working Paper Series
122 downloads
Accessing Real Assets through Equities
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
52 downloads
Commodity Investments: The Missing Piece of the Portfolio Puzzle?
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
254 downloads
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