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Abstracts: 581,616
Full Text Papers: 482,298
Authors: 269,321
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Last 12 months: 10,258,420
Last 30 days: 899,548

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  Footnotes:
94,592
Total Footnotes: 9,190,674


SSRN eLibrary Search Results
JEL Code: G11
3,252,180 Total downloads
Showing Papers 5,701 - 5,750 of 8,725
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1 2 3 4 ... 175 | Next >
   


'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 L.L.C. and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
42 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 L.L.C. and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 18, 2014
Accepted Paper Series
58 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
956 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
University of Edinburgh - Business School and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 21, 2005
Last Revised: December 19, 2009
Working Paper Series
434 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
523 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
1446 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
378 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
219 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
5508 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
53 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
1921 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 L.L.C. and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 21, 2014
Accepted Paper Series
36 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 L.L.C. and Market Memory Trading
Date Posted: January 16, 2014
Last Revised: January 24, 2014
Accepted Paper Series
33 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
1030 downloads

Incl. Electronic Paper 'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets
Francisco Henrique Figueiredo de Castro Junior and Tomasz Schabek
Universidade de São Paulo and University of Lodz - Faculty of Economics and Sociology
Date Posted: July 04, 2014
Working Paper Series
35 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
75 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
566 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
1356 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: May 19, 2014
Working Paper Series
286 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
390 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
665 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
1364 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
Reformation Technologies
Date Posted: May 02, 2010
Last Revised: June 07, 2010
Working Paper Series
1117 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Traditional Asset Classes
Mikhail Munenzon
Reformation Technologies
Date Posted: April 02, 2010
Last Revised: May 11, 2010
Working Paper Series
1614 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
176 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
31 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
73 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
281 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
150 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
55 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
52 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
46 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
71 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2013
EBRI Issue Brief, Number 408 (December 2014)
Jack VanDerhei , Sarah Holden , Luis Alonso , Steven Bass and AnnMarie Pino
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) , Investment Company Institute and Investment Company Institute
Date Posted: December 19, 2014
Accepted Paper Series
1 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
390 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
494 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
125 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


 

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