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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
Papers Received in
  Last 12 months:
68,898

Paper Downloads:
To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,575,394 Total downloads
Showing Papers 581 - 630 of 7,219
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Incl. Electronic Paper 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

Incl. Electronic Paper 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
904 downloads

Incl. Electronic Paper 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
87 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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
30 downloads

Incl. Electronic Paper 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
425 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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
61 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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
121 downloads

Incl. Electronic Paper Accessing Real Assets through Equities
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Commodity Investments: The Missing Piece of the Portfolio Puzzle?
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
253 downloads

Incl. Electronic Paper Evaluating Alternative Beta Strategies
Journal of Indexes Europe, March/April 2012
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Accepted Paper Series
434 downloads

Incl. Electronic Paper Mean Aversion in Fixed Income Returns: Evidence and Implications for Long Horizon Investors
Andrew C. Szakmary
University of Richmond
Date Posted: September 27, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Portfolio Performance Maximization with Generalized Kappa Ratio
29th International Conference of the French Finance Association (AFFI) 2012
Rania Hentati and Jean-Luc Prigent
University of Cergy-Pontoise and University of Cergy-Pontoise - ThEMA
Date Posted: September 26, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper An Efficient Frontier for Retirement Income
Wade Pfau
The American College
Date Posted: September 25, 2012
Working Paper Series
2073 downloads

Incl. Electronic Paper Portfolio Quality and Mutual Fund Performance
David R. Gallagher , Peter Gardner , Camille Schmidt and Terry S. Walter
Centre for International Finance and Regulation , Plato Investment Management , Macquarie Graduate School of Management and University of Technology, Sydney - School of Finance and Economics
Date Posted: September 25, 2012
Last Revised: May 07, 2013
Working Paper Series
110 downloads

Incl. Fee Electronic Paper What Matters in International Equity Diversification?
Journal of Investment Consulting, Vol. 13, No. 1, 15-24, 2012
Chun-Hung Chen and Wenling Lin
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Office of Comptroller of Currency
Date Posted: September 25, 2012
Accepted Paper Series

Incl. Electronic Paper Financial Applications of Random Matrix Theory – Covariance Matrix Filtering Techniques (Chapter 4)
Quantitative Finance Papers, Forthcoming
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 24, 2012
Accepted Paper Series
42 downloads

Incl. Electronic Paper Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
ECB Working Paper No. 1470
Stefano Corradin , Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB) , Federal Reserve Banks - Federal Reserve Bank of Boston and IESE Business School
Date Posted: September 24, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Automatic Trading Agent; RMT Based Portfolio Selection – Theoretical Aspects
Quantitative Finance Papers, January 2006
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 23, 2012
Accepted Paper Series
45 downloads

Incl. Electronic Paper Cash Flow Volatility and Corporate Bond Yield Spreads
Midwest Finance Association 2013 Annual Meeting Paper
Alan V. S. Douglas , Alan Guoming Huang and Kenneth R. Vetzal
University of Waterloo - School of Accounting and Finance , University of Waterloo and University of Waterloo
Date Posted: September 23, 2012
Last Revised: January 21, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Financial Applications of Random Matrix Theory – Dynamics of the Covariance Matrix
Ogólnopolskie Seminarium Naukowe, 4–6 wrzeœnia 2007 w Toruniu Katedra Ekonometrii i Statystyki, Uniwersytet Miko³aja Kopernika w Toruniu,
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 23, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Governance and Short Sales
Midwest Finance Association 2013 Annual Meeting Paper
Daniel Dupuis and Lawrence Kryzanowski
Concordia University - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: September 23, 2012
Last Revised: February 20, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Leverage Constraints, Profitability, and Risk-Shifting: Evidence from the Introduction of Dodd-Frank
Rawley Heimer
Brandeis University - International Business School
Date Posted: September 23, 2012
Last Revised: October 08, 2012
Working Paper Series
72 downloads

Incl. Electronic Paper Managing Risks in a Risk-On/Risk-Off Environment
Marcos Lopez de Prado
Hess Energy Trading Company
Date Posted: September 23, 2012
Last Revised: April 22, 2013
Working Paper Series
774 downloads

Incl. Electronic Paper The Sharp Razor: Deflating the Sharpe Ratio by Asking for a Minimum Track Record Length
Marcos Lopez de Prado
Hess Energy Trading Company
Date Posted: September 23, 2012
Last Revised: April 22, 2013
Working Paper Series
482 downloads

Incl. Electronic Paper Can Advanced Markets Help Diversify Risks in Frontier Stock Markets? Evidence from Gulf Arab Stock Markets
Research in International Business and Finance, Forthcoming
Riza Demirer
Department of Economics & Finance, Southern Illinois University Edwardsville
Date Posted: September 22, 2012
Last Revised: April 11, 2013
Accepted Paper Series
31 downloads

Incl. Fee Electronic Paper Does the Stock Market’s Equity Risk Premium Respond to Consumer Confidence or is It the Other Way Around?
Journal of Investment Consulting, Vol. 13, No. 1, 39-44, 2012
Abdur Chowdhury and Barry K. Mendelson
United Nations - Economic Commission for Europe and affiliation not provided to SSRN
Date Posted: September 22, 2012
Accepted Paper Series

Incl. Electronic Paper Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Midwest Finance Association 2013 Annual Meeting Paper
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: September 22, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Market Regimes and Herding Behavior in Chinese A and B Shares
Mehmet Balcilar , Riza Demirer and Shawkat M. Hammoudeh
Eastern Mediterranean University , Department of Economics & Finance, Southern Illinois University Edwardsville and Drexel University - Lebow College of Business
Date Posted: September 22, 2012
Working Paper Series
47 downloads

Incl. Fee Electronic Paper Measuring the Risk Impact of Social Screening
Journal of Investment Consulting, Vol. 13, No. 1, 45-53, 2012
Patrick Geddes
Independent
Date Posted: September 22, 2012
Accepted Paper Series

Portfolio Optimization for Hedge Funds Through Time-Varying Coefficients
Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: September 22, 2012
Working Paper Series

Incl. Fee Electronic Paper Predictability and Hedge Fund Investing
Journal of Investment Consulting, Vol. 13, No. 1, 30-39, 2012
Li Cai
Illinois Institute of Technology - Stuart School of Business
Date Posted: September 22, 2012
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Questionnaires of Risk Tolerance, Regret, Overconfidence, and Other Investor Propensities
Journal of Investment Consulting, Vol. 13, No. 1, 54-63, 2012
Carrie Pan and Meir Statman
Santa Clara University - Department of Finance and Santa Clara University - Department of Finance
Date Posted: September 22, 2012
Accepted Paper Series

Incl. Electronic Paper The Human Side of Decision Making: Thinking Things Through with Daniel Kahneman, PhD
Journal of Investment Consulting, Vol. 13, No. 1, 5-14, 2012
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: September 22, 2012
Accepted Paper Series
1028 downloads

Incl. Electronic Paper The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1
Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: September 22, 2012
Working Paper Series
28 downloads

Incl. Fee Electronic Paper Value Stocks And the Macro Cycle: Understanding the Value Cycle
Journal of Investment Consulting, Vol. 13, No. 1, 25-29, 2012
David T. Owyong
MSCI Inc.
Date Posted: September 22, 2012
Accepted Paper Series

Incl. Electronic Paper Index Option Returns and Generalized Entropy Bounds
Yan Liu
Duke University
Date Posted: September 21, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Leverage Aversion, Efficient Frontiers, and the Efficient Region
Forthcoming, The Journal of Portfolio Management, Vol. 39, No. 3, Spring 2013
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: September 21, 2012
Last Revised: February 01, 2013
Accepted Paper Series
119 downloads

Incl. Electronic Paper Modelling the Time Varying Determinants of Portfolio Flows to Emerging Markets
ECB Working Paper No. 1468
Marco Lo Duca
European Central Bank (ECB)
Date Posted: September 21, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Analysis of Stock Indices and Their Impact on Market Index
Piyush Kumar Singh and Keyur B. Thaker
Indian Institute of Management (IIM), Indore and Indian Institute of Management Indore
Date Posted: September 20, 2012
Last Revised: October 22, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Cowles Foundation Discussion Paper No. 1877
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: September 20, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Leverage Aversion and Portfolio Optimality
Financial Analysts Journal, Volume 68, No 5, September/October 2012
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: September 20, 2012
Accepted Paper Series
129 downloads


 

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