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SSRN eLibrary Search Results
JEL Code: G11
3,311,766 Total downloads
Showing Papers 581 - 630 of 8,913
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CP-ALL and the Case of Value Web Creation
Bryane Michael , Christopher Andrew Hartwell and Vladimir Korovkin
University of Hong Kong Faculty of Law , CASE - Center for Social and Economic Research and Skolkovo Institute for Emerging Market Studies
Date Posted: February 26, 2015
Working Paper Series

Incl. Electronic Paper New Asset Pricing Factors and Expected Bond Returns
Benedikt Franke , Sebastian Müller and Sonja Müller
University of Mannheim - Department of Business Administration and Accounting , University of Mannheim - Department of Business Administration and Finance, Especially Banking and University of Mannheim - Department of Business Administration and Accounting
Date Posted: February 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Optimization-Based Guidelines to Retirement Planning and Pension Product Design
Ph.D. thesis, DTU Management Engineering
Agnieszka K. Konicz
Independent
Date Posted: February 26, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio
FRB International Finance Discussion Paper No. 1123
Carol C. Bertaut , Alexandra Tabova and Vivian Wong
Board of Governors of the Federal Reserve System , Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: February 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
Multinational Finance Journal, Forthcoming
Lorne N. Switzer and Alan Picard
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - Department of Finance
Date Posted: February 25, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices
Swiss Finance Institute Research Paper No. 15-06
Yuki Sato
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 24, 2015
Working Paper Series
9 downloads

Incl. Fee Electronic Paper The Dynamics of Financially Constrained Arbitrage
CEPR Discussion Paper No. DP10436
Denis Gromb and Dimitri Vayanos
INSEAD and London School of Economics
Date Posted: February 24, 2015
Working Paper Series

Incl. Fee Electronic Paper Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
CEPR Discussion Paper No. DP10437
Adrian Buss , Raman Uppal and Grigory Vilkov
INSEAD - Finance , Edhec Business School and Frankfurt School of Finance & Management
Date Posted: February 24, 2015
Working Paper Series

Incl. Electronic Paper Contour Map of Estimation Error for Expected Shortfall
Imre Kondor , Fabio Caccioli , Gabor Papp and Matteo Marsili
Parmenides Foundation , University College London - Financial Computing and Analytics Group, Department of Computer Science , Eötvös Loránd University and Abdus Salam International Centre Theoretical Physics (ICTP)
Date Posted: February 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Revisiting the Concept of Dollarization: The Global Financial Crisis and Dollarization in Low-Income Countries
IMF Working Paper No. 15/12
Nkunde Mwase and Francis Y. Kumah
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: February 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Impact of Earnings Smoothness on Stock Prices, Stock Returns and Future Earnings Changes - The Polish Experience
European Financial and Accounting Journal, 2014, vol. 9, no. 3, pp. 67-94.
Jacek Welc
Wroclaw University of Economics
Date Posted: February 23, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper APT - Evidencia Empírica En El Análisis Del ROA En Una Empresa De Servicios Públicos Domiciliarios De Acueducto Y Alcantarillado (APT - Empirical Evidence in the Analysis of the Return on Assets (ROA) in a Business of Residential Public Services of Aqueduct and Sewerage)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-25
Raul A. Cardona Montoya , Ermilson Velasquez , Tatiana María Vidal and Raúl Alberto Escobar
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT and Universidad EAFIT
Date Posted: February 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Asset Allocation with Business Cycle Dependent Return Predictability
Magnus Sander
University of Aarhus - CREATES
Date Posted: February 22, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper How to Stress Test Benchmark Relative Portfolios
Daniel Satchkov
RiXtrema Inc.
Date Posted: February 22, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Return Expectations and Risk Aversion Heterogeneity in Household Portfolios
Netspar Discussion Paper No. 12/2014-068
Alessandro Bucciol , Raffaele Miniaci and Sergio Pastorello
University of Verona - Department of Economics , University of Brescia - Department of Economics and Management and University of Bologna - Department of Economics
Date Posted: February 21, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper False Confidence, Stock Market Participation, and Wealth Accumulation of Households: An Examination
Swarn Chatterjee
University of Georgia
Date Posted: February 21, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Pricing CoCos with a Market Trigger
José Manuel Corcuera and Arturo Valdivia
University of Barcelona and University of Barcelona
Date Posted: February 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Arbitrage Trading: The Long and the Short of It
Yong Chen , Zhi Da and Dayong Huang
Texas A&M University (TAMU) - Department of Finance , University of Notre Dame - Mendoza College of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Date Posted: February 20, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Industry Interdependencies and Cross-Industry Return Predictability
David Rapach , Jack Strauss , Jun Tu and Guofu Zhou
Saint Louis University - John Cook School of Business , University of Denver - Reiman School of Finance , Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: February 19, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Country versus Region Effects in International Stock Returns
FRB Atlanta Working Paper No. 2002-20b
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Date Posted: February 18, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Nominal Prices Matter
Vijay Singal and Jitendra Tayal
Virginia Tech and Department of Finance, Virginia Tech
Date Posted: February 18, 2015
Working Paper Series
17 downloads

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment
Wing-Keung Wong
Hong Kong Baptist University (HKBU)
Date Posted: February 18, 2015
Working Paper Series

Incl. Electronic Paper Going Viral: Portfolio Performance of Social Media Stocks
Heather S Knewtson , Wan-Jiun Paul Chiou and John R. Nofsinger
Michigan Technological University , Central Michigan University - Department of Finance and Law and University of Alaska Anchorage
Date Posted: February 18, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper European Natural Gas Seasonal Effects on Futures Hedging
FEEM Working Paper No. 10.2015
Beatriz Martínez and Hipòlit Torró
University of Valencia and University of Valencia
Date Posted: February 18, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Good Volatility, Bad Volatility and the Expected Stock Returns
Bingzhi Zhao
Duke University
Date Posted: February 17, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Active Allocation of Smart Beta Indices Based on Factor Timing and Regime Switching
Georgios-Xanthakis Gkatzilakis and Sivagaminathan Sivasubramanian
EDHEC Business School (EDHEC), Students and EDHEC Business School (EDHEC), Students
Date Posted: February 17, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper International Asset Allocations and Capital Flows: The Benchmark Effect
HKIMR Working Paper No.04/2015
Claudio E. Raddatz , Sergio L. Schmukler and Tomás Williams
Central Bank of Chile , World Bank - Development Research Group (DECRG) and Universitat Pompeu Fabra
Date Posted: February 17, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Chinese Stock Market: The Role of International Volatility Risk
Jian Chen , Fuwei Jiang , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , School of Management, Xiamen University and Singapore Management University - Lee Kong Chian School of Business
Date Posted: February 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Time-Varying Linkage of the Possible Safe-Haven Assets: A Cross-Market and Cross-Asset Analysis
Phong Minh Nguyen and Wei-Han Liu
La Trobe University - Faculty of Business, Economics and Law and Alfaisal University
Date Posted: February 17, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Information Environment and the Geography of Firms and Investors
Gennaro Bernile , Shimon Kogan and Johan Sulaeman
Singapore Management University - Lee Kong Chian School of Business , University of Texas at Austin and National University of Singapore (NUS) - Department of Finance
Date Posted: February 16, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Momentum Life Cycle Around the World
Weikai Li and K. C. John Wei
Hong Kong University of Science and Technology and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: February 16, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Are There Exploitable Trends in Commodity Future Prices?
Yufeng Han and Ting Hu
University of Colorado at Denver - Business School and Wuhan University - School of Economics and Management
Date Posted: February 16, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper On the Optimal Design of Insurance Contracts with the Restriction of Equity Risk
Wujun Sun and Dan-Dan Dong
Nanjing University and Nanjing University
Date Posted: February 16, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Metodología Contable De Registro Inicial Y Valoración Posterior De Instrumentos Financieros De Renta Fija Y Renta Variable Para Empresas De Seguros Y Reaseguros En Ecuador En Base a Normas Internacionales De Información Financiera Niif (Accountant Methodology for Initial Recognition and Posterior Valuation of Financial Instruments of Fixed Income and Equity for Insurance and Reinsurance Companies from Ecuador under International Financial Reporting Standards IFRS)
Fernando Romero
Instituto de Desarrollo Profesional IDEPRO
Date Posted: February 16, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Building a Carbon-Free Equity Portfolio
Patrick Geddes , Lisa R. Goldberg , Robert Tymoczko and Michael Branch
Aperio Group , University of California, Berkeley , Aperio Group and Aperio Group
Date Posted: February 16, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Shortfall Aversion
Paolo Guasoni , Gur Huberman and Dan Ren
Boston University - Department of Mathematics and Statistics , Columbia Business School - Finance and Economics and University of Dayton
Date Posted: February 15, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Rebalancing Multiple Assets with Mutual Price Impact
Paolo Guasoni and Marko Weber
Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences
Date Posted: February 15, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Stepwise Investment and Capacity Sizing Under Uncertainty
NHH Dept. of Business and Management Science Discussion Paper No. 2015/10
Michail Chronopoulos , Verena Hagspiel and Stein-Erik Fleten
Norwegian School of Economics (NHH) - Department of Business and Management Science , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU)
Date Posted: February 15, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Margin Requirements and Portfolio Optimization: A Geometric Approach
Journal of Asset Management, 15(3), June 2014, pp.191-204
Sheng Guo
Florida International University
Date Posted: February 15, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper A Note on Portfolio Performance Attribution: Taking Risk into Account
Philippe Bertrand
IAE Aix-en-Provence, Aix Marseille University, CERGAM
Date Posted: February 15, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Liquidation Shocks and Transaction Costs
Bong-Gyu Jang , Hyeng Keun Koo and Seungkyu Lee
Pohang University of Science and Technology (POSTECH) , Ajou University - Department of Business Administration and Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Date Posted: February 14, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Credit Risk Premium: Its Existence and Implications for Asset Allocation
Attakrit Asvanunt
AQR Capital Management, LLC
Date Posted: February 14, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Netspar Discussion Paper No. 08/2014-063
Sally Shen , Antoon Pelsser and Peter C. Schotman
Maastricht University , Maastricht University and Maastricht University
Date Posted: February 14, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Stock Market Mean Reversion and Portfolio Choice Over the Life Cycle
Alexander Michaelides and Yuxin Zhang
Imperial College Business School and Imperial College London
Date Posted: February 14, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper A Certainty Equivalent Valuation of Social Security Entitlements
Sylvain Catherine
HEC Paris (Groupe HEC) - Finance Department
Date Posted: February 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Commitment to Change or Greenwashing? Mutual Funds’ Response to Environmental, Social and Governance Initiatives
Jacquelyn Humphrey and Yong Li
University of Queensland - Business School and University of Queensland
Date Posted: February 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Cumulative Prospect Theory and the Variance Premium
Netspar Discussion Paper No. 12/2014-067
Lieven Baele , Joost Driessen , Juan M. Londono and Oliver G. Spalt
Tilburg University - Department of Finance , Tilburg University - Department of Finance , Federal Reserve Board of Governors and Tilburg University - Department of Finance
Date Posted: February 14, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Ephemeral Experiences, Long Lived Impact: Disasters and Portfolio Choice
Sreedhar T. Bharath and DuckKi Cho
Arizona State University - W.P. Carey School of Business and Arizona State University (ASU) - W. P. Carey School of Business
Date Posted: February 13, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Indonesia Fund Market Crisis 2005: Butterfly Effects Hypothesis of Investors Behavior
Hermeindito
Universitas Ciputra - Graduate School
Date Posted: February 12, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Designing Guarantee Options in Defined Contribution Pension Plans
The Wharton Financial Institutions Center, Working Paper 15-03
Andrea Consiglio , Michele Tumminello and Stavros A. Zenios
University of Palermo , Carnegie Mellon University - Department of Social and Decision Sciences and University of Cyprus
Date Posted: February 12, 2015
Last Revised: February 13, 2015
Working Paper Series
36 downloads


 

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