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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 542,860
Full Text Papers: 445,337
Authors: 252,176
Papers Received in
  Last 12 months:
65,910

Paper Downloads:
To date: 74,890,252
Last 12 months: 10,141,466
Last 30 days: 863,300

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  Resolved
  References:
254,687
Total References: 8,920,295
Papers with Cites: 240,003
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,013,447


SSRN eLibrary Search Results
JEL Code: G11
2,956,683 Total downloads
Showing Papers 5,701 - 5,750 of 8,095
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'Efficient Portfolio Management' - A Guide to Effective Investment Supervision Processes
Sharath M. Sury
Santa Clara University
Date Posted: March 07, 2010
Working Paper Series

Incl. Electronic Paper 'Extraordinary Stability of Noise-Filtered Correlation Matrices': Paper 4 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper 'Filtering Noise from Volatility': Paper 5 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
37 downloads

Incl. Electronic Paper 'Hot Hands' in Bond Funds
ERIM Research Paper Series
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Date Posted: August 26, 2005
Working Paper Series
938 downloads

'Hot Hands' in Bond Funds
Journal of Banking and Finance, Vol. 32, pp. 559-572, 2008
Jeroen Derwall and Joop Huij
Maastricht University - European Centre for Corporate Engagement and Erasmus University - Rotterdam School of Management
Date Posted: April 19, 2007
Last Revised: April 24, 2008
Accepted Paper Series

Incl. Electronic Paper 'Is it the Weather?'
ERIM Report Series Reference No. ERS-2004-100-F&A
Ben Jacobsen and Wessel Marquering
New Zealand Institute of Advanced Study and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 21, 2005
Last Revised: December 19, 2009
Working Paper Series
424 downloads

Incl. Electronic Paper 'Ito's Lemma' and the Bellman Equation for Poisson Processes: An Applied View
CESifo Working Paper Series No. 1684
Ken Sennewald and Klaus Wälde
Ifo Institute for Economic Research and University of Mainz
Date Posted: March 31, 2006
Working Paper Series
508 downloads

Incl. Electronic Paper 'Maximal' Convenience Yield Model Implied by Commodity Futures
EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Jaime Casassus and Pierre Collin-Dufresne
Pontificia Universidad Catolica de Chile and Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Date Posted: February 27, 2002
Working Paper Series
1433 downloads

Incl. Electronic Paper 'Old' Money Matters: The Sensitivity of Mutual Fund Redemption Decisions to Past Performance
EFA 2006 Zurich Meetings Paper
Zoran Ivkovich and Scott J. Weisbenner
Michigan State University, Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: May 22, 2006
Working Paper Series
368 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
209 downloads

Incl. Electronic Paper 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance
GARP Risk Professional, pp. 47-50, February 2011
Attilio Meucci
SYMMYS
Date Posted: January 23, 2011
Accepted Paper Series
4345 downloads

Incl. Electronic Paper 'Rational' or 'Intuitive': Are Behavioral Biases Correlated Across Stock Market Investors?
Contemporary Economics, Vol. 7, No. 2, pp. 31-53, 2013
Andrey Kudryavtsev , Gil Cohen and Shlomit Hon-Snir
Max Stern Academic College of Emek Yezreel - Economics and Management Department , Max Stern Academic College of Emek Yezreel and Max Stern Academic College of Emek Yezreel
Date Posted: June 28, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper 'Real' Assets
Columbia Business School Research Paper No. 12-60
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2012
Working Paper Series
1635 downloads

Incl. Electronic Paper 'Robustness of a Noise Filtering Procedure for Correlation Matrices: A. Filtering of Deliberately Introduced Noise from Empirical Correlation Matrices'; Paper 8 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 21, 2014
Accepted Paper Series
27 downloads

Incl. Electronic Paper 'Robustness of a Noise Filtering Procedure for Correlation Matrices: B. Filtering of Deliberately Introduced Noise from 'True' Correlation Matrices'; Paper 9 in a Series 'Uncovering Hidden Dependencies'
REVOLUTION IN UNCOVERING HIDDEN DEPENDENCIES, Forthcoming
Alexander F. Izmailov and Brian Shay
Market Memory Trading and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 24, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper 'Sell in May and Go Away' Just Won't Go Away
Financial Analysts Journal, Forthcoming
Sandro C. Andrade , Vidhi Chhaochharia and Michael E. Fuerst
University of Miami - Department of Finance , University of Miami and University of Miami
Date Posted: July 23, 2012
Last Revised: March 18, 2013
Working Paper Series
804 downloads

Incl. Electronic Paper 'The Plan Sponsor’s Goal' Revisited
Dimitry Mindlin
CDI Advisors
Date Posted: December 15, 2009
Working Paper Series
36 downloads

'The Weighted Average Cost of Capital is Not Quite Right': A Comment
Quarterly Review of Economics and Finance, Vol. 49, No. 3, 2009
Axel Pierru
King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: December 05, 2009
Accepted Paper Series

'The Weighted Average Cost of Capital is Not Quite Right': A Rejoinder
Quarterly Review of Economics and Finance, Vol. 49, No. 4, 2009
Axel Pierru
King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: December 04, 2009
Accepted Paper Series

Incl. Electronic Paper (Ir)rational Exuberance: Optimism, Ambiguity, and Risk
Cowles Foundation Discussion Paper No. 1898
Anat Bracha and Donald Brown
The Federal Reserve Bank of Boston and Yale University - Cowles Foundation
Date Posted: June 20, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper (R)Evolution of Asset Allocation
Fabian Dori , Frank Haeusler and David Stefanovits
1741 Asset Management , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 08, 2011
Last Revised: February 11, 2012
Working Paper Series
521 downloads

Incl. Electronic Paper 1/N
EFA 2006 Zurich Meetings
Victor DeMiguel , Lorenzo Garlappi and Raman Uppal
London Business School - Department of Management Science and Operations , University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Date Posted: June 23, 2006
Working Paper Series
1310 downloads

Incl. Electronic Paper 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
Carolina Fugazza , Massimo Guidolin and Giovanna Nicodano
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , Bocconi University - Department of Finance and University of Turin - Department of Economics and Statistics
Date Posted: January 09, 2010
Last Revised: August 13, 2013
Working Paper Series
278 downloads

Incl. Electronic Paper 10 Years Later: Where in the World is Equal Weight Indexing Now?
Liyu Zeng and Frank Luo
Standard & Poor's and Standard & Poor's
Date Posted: April 28, 2013
Working Paper Series
361 downloads

Incl. Electronic Paper 130/30 Investing: Just Another Hype or Here to Stay?
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: May 14, 2008
Working Paper Series
653 downloads

Incl. Electronic Paper 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors
FIN Working Paper No. 99-074
Richard M. Levich , Gregory S. Hayt and Beth A. Ripston
New York University - Stern School of Business , Rutter Associates LLC and KPMG LLP, Montvale
Date Posted: March 01, 2000
Working Paper Series
1350 downloads

Incl. Electronic Paper 1999 Pricing Performance of Market Advisory Services for Corn and Soybeans
AgMas Report No. 2000-04
Scott H. Irwin , Darrel L. Good and João Martines-Filho
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics , University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: February 04, 2001
Working Paper Series
50 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Alternative Investment Strategies
Mikhail Munenzon
The Observatory
Date Posted: May 02, 2010
Last Revised: June 07, 2010
Working Paper Series
1086 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Traditional Asset Classes
Mikhail Munenzon
The Observatory
Date Posted: April 02, 2010
Last Revised: May 11, 2010
Working Paper Series
1556 downloads

Incl. Electronic Paper 401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers
Jeffrey R. Brown , Nellie Liang and Scott J. Weisbenner
University of Illinois at Urbana-Champaign - Department of Finance , Federal Reserve Board and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 30, 2004
Working Paper Series
174 downloads

Incl. Electronic Paper 401(k) Participants in the Wake of the Financial Crisis: Changes in Account Balances, 2007-2011
EBRI Issue Brief, Number 391 (October 2013)
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: October 22, 2013
Accepted Paper Series
28 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity
EBRI Issue Brief, No. 205, January 1999
Jack VanDerhei , Russell Galer , John David Rea and Carol Quick
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: July 21, 2009
Last Revised: August 17, 2009
Working Paper Series
72 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2001
EBRI Issue Brief, No. 255, March 2003
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: April 08, 2003
Accepted Paper Series
55 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2002
EBRI Issue Brief, No. 261, September 2003
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 06, 2003
Accepted Paper Series
43 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2003
EBRI Issue Brief, No. 272, August 2004
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 18, 2004
Accepted Paper Series
104 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2004
EBRI Issue Brief, No. 285, September 2005
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 28, 2005
Accepted Paper Series
150 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2005
EBRI Issue Brief, No. 296, August 2006
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 24, 2006
Accepted Paper Series
280 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2006
EBRI Issue Brief, No. 308, August 2007
Jack VanDerhei , Sarah Holden , Craig Copeland and Luis Alonso
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Employee Benefit Research Institute (EBRI)
Date Posted: August 10, 2007
Accepted Paper Series
148 downloads

Incl. Electronic Paper 401(K) Plan Asset Allocation, Account Balances, and Loan Activity in 2007
EBRI Issue Brief, No. 324, December 2008
Jack VanDerhei , Sarah Holden , Luis Alonso and Craig Copeland
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Employee Benefit Research Institute (EBRI)
Date Posted: December 22, 2008
Accepted Paper Series
77 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2008
EBRI Issue Brief, No. 335, October 2009
Jack VanDerhei , Sarah Holden and Luis Alonso
Employee Benefit Research Institute (EBRI) , Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 13, 2009
Accepted Paper Series
54 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2009
EBRI Issue Brief, No. 350, November 2010
Jack VanDerhei , Sarah Holden and Luis Alonso
Employee Benefit Research Institute (EBRI) , Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: November 23, 2010
Accepted Paper Series
48 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2010
EBRI Issue Brief, No. 366, December 2011
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: December 24, 2011
Accepted Paper Series
51 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2011
EBRI Issue Brief, Number 380, December 2012
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: December 22, 2012
Accepted Paper Series
45 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2012
EBRI Issue Brief, No. 394 (December 2013)
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: December 26, 2013
Accepted Paper Series
47 downloads

Incl. Electronic Paper A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting
Doina Chichernea , Anthony Dewayne Holder and Alex Petkevich
The University of Toledo - Department of Finance , University of Toledo - Department of Accounting and The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: October 21, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Dimitrios S. Giannikis and Ioannis D. Vrontos
Athens University of Economics and Business and Athens University of Economics and Business
Date Posted: May 27, 2008
Working Paper Series
386 downloads

Incl. Electronic Paper A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Kenton K. Yee
Mellon Capital Management
Date Posted: July 19, 2007
Last Revised: November 06, 2008
Accepted Paper Series
488 downloads

Incl. Electronic Paper A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Massimo Guidolin , Francesco Ravazzolo and Andrea Donato Tortora
Bocconi University - Department of Finance , Norges Bank and Bocconi University
Date Posted: January 20, 2011
Working Paper Series
122 downloads

Incl. Fee Electronic Paper A Behavioral Finance Approach to Strategic Asset Allocation: A Case Study
Journal of Investment Consulting, Vol. 7, No. 3, pp. 61-69, Winter 2005-2006
Jean L. P. Brunel
affiliation not provided to SSRN
Date Posted: November 05, 2010
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle
EFA 2006 Zurich Meetings Paper
Enrico G. De Giorgi , Thorsten Hens and Janos Mayer
University of Saint Gallen - SEPS: Economics and Political Sciences , University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration
Date Posted: May 03, 2006
Last Revised: June 11, 2008
Working Paper Series
1076 downloads


 

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