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484,096
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JEL Code: G11
2,575,394 Total downloads
Showing Papers 581 - 630 of 7,219
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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
904 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
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
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
30 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
425 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
61 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
121 downloads
Accessing Real Assets through Equities
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
50 downloads
Commodity Investments: The Missing Piece of the Portfolio Puzzle?
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
253 downloads
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
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
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
An Efficient Frontier for Retirement Income
Wade Pfau
The American College
Date Posted: September 25, 2012
Working Paper Series
2073 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Index Option Returns and Generalized Entropy Bounds
Yan Liu
Duke University
Date Posted: September 21, 2012
Working Paper Series
36 downloads
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
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
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
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
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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