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Abstracts: 608,343
Full Text Papers: 505,718
Authors: 281,388
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Last 12 months: 11,224,203
Last 30 days: 1,027,384

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SSRN eLibrary Search Results
JEL Code: G11
3,454,149 Total downloads
Showing Papers 581 - 630 of 9,159
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1 2 3 4 ... 184 | Next >
   


Incl. Electronic Paper The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns
Hilary Till
EDHEC Business School
Date Posted: May 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Challenges in Commodities Risk Management
Hilary Till
EDHEC Business School
Date Posted: May 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Style Consistency, Fund Flow and Performance: A Study on U.S. Mutual Funds
Russell B. Gregory-Allen , Liping Zou and Yiling Li
Massey University - Department of Commerce , School of Economics and Finance, Massey Univeristy, Albany and Independent
Date Posted: May 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Examining the Stability of Factor Exposures of Equity Indices in Bull and Bear Markets
Albena Emilova Georgieva
EDHEC Business School
Date Posted: May 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Accounting for Market Risk in Microfinance Investments
International Journal of Sustainable Economy, Forthcoming
Lieveke Lilian Helwig and Laurentius (Laurens) Adrianus Petrus Swinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)
Date Posted: May 27, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper R&D Intensity, Future Performance, and Operational Distress
Robert J. Resutek
University of Georgia - J.M. Tull School of Accounting
Date Posted: May 27, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Stock that Outperforms Not Only Minds But Also Markets: The Marijuana Stock.
Ajaz Ul Islam
Shri Mata Vaishno Devi University (SMVDU-India), Students
Date Posted: May 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Economics of Mutual Funds: Rewards and Risks
Chapter 2 in "Mutual Funds and Exchange-Traded Funds:Building Blocks to Wealth," Edited by H. Kent Baker, Greg Filbeck, and Halil Kiymaz, 2015
David M. Smith
State University of New York at Albany - School of Business
Date Posted: May 27, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper New Evidence of Household Investment Behavior
Chris Firth
EDHEC Risk Institute
Date Posted: May 27, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Crude Oil Price, Exchange Rate and Emerging Stock Market: Evidence from India
Jurnal Pengurusan; Vol. 42; pp. 75-87, 2015
Tarak Nath Sahu , Professor Kalpataru Bandopadyay and Debasish Mondal
Vidyasagar University - Department of Commerce with Farm Management , Vidyasagar University and Independent
Date Posted: May 27, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
CIRPEE Working Paper 15-08
Benoit Carmichael , Gilles Koumou and Kevin Moran
Laval University , Laval University - Département d'Économique and Laval University - Department of Economics
Date Posted: May 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Cognitive Abilities, Social Trust and Stock Market Participation
Yongwei Nian
Lingnan College, Sun Yat-sen University
Date Posted: May 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper An Introduction to Investment Mistakes
Chris Firth
EDHEC Risk Institute
Date Posted: May 25, 2015
Last Revised: May 26, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Structural Breaks and Portfolio Performance in Global Equity Markets
Quantitative Finance, Vol. 15, No. 6, June 2015, pp. 909-922.
Harry J. Turtle and Chengping Zhang
West Virginia University - College of Business & Economics and George Fox University
Date Posted: May 24, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity
Fisher College of Business Working Paper No. 2015-03-08, Charles A. Dice Center Working Paper No. 2015-08
Nicolas P. B. Bollen and Berk A. Sensoy
Vanderbilt University - Finance and Ohio State University - Fisher College of Business
Date Posted: May 22, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Anti-Speculation Cycle, Managing Commodity Risk, and Position Limits
Hilary Till
EDHEC Business School
Date Posted: May 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Stock Selection Skill, Manager Flexibility, and Performance: Evidence from Unit Investment Trusts
George Comer III and Javier Rodriguez
Georgetown University - Department of Finance and University of Puerto Rico
Date Posted: May 20, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Socioeconomic Status and Learning from Financial Information
Camelia M. Kuhnen and Andrei C. Miu
University of North Carolina Kenan-Flagler Business School and Babes-Bolyai University, Department of Psychology
Date Posted: May 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Return and Risk in Commodity Futures Programs
Hilary Till
EDHEC Business School
Date Posted: May 20, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Consumption and Investment Decisions Under Time-Varying Risk Attitudes
Felix Hentschel
University of Ulm - Department of Mathematics and Economics
Date Posted: May 20, 2015
Last Revised: May 21, 2015
Working Paper Series
8 downloads

Investing at Home and Abroad: Different Costs, Different People?
Journal of Banking and Finance, Vol. 37, 2013
Dimitris Christelis and Dimitris Georgarakos
Centre for Studies in Economics and Finance (CSEF), University of Naples Federico II and Deutsche Bundesbank - Economic Research Centre
Date Posted: May 20, 2015
Accepted Paper Series

Incl. Electronic Paper Worst-Case Approach to Strategic Optimal Portfolio Selection Under Transaction Costs and Trading Limits
Higher School of Economics Research Paper No. WP BRP 45/FE/2015
Nikolay A Andreev
National Research University Higher School of Economics
Date Posted: May 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Framing Effects and Risk Perception: Testing Graphical Representations of Risk for the KIID
Remo Stössel and Anna Meier
University of Zurich - Department of Banking and Finance and FINREG
Date Posted: May 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Simple Robust Methodology for Incorporating Views into Portfolio Construction
Alexey Medvedev
Lombard Odier & Cie
Date Posted: May 19, 2015
Working Paper Series
26 downloads

Incl. Fee Electronic Paper A Multivariate Model of Strategic Asset Allocation with Longevity Risk
CEPR Discussion Paper No. DP10595
Emilio Bisetti , Carlo A. Favero , Giacomo Nocera and Claudio Tebaldi
Carnegie Mellon University - David A. Tepper School of Business , Bocconi University - Department of Finance , Audencia Nantes School of Management and Bocconi University, IGIER and CAREFIN
Date Posted: May 19, 2015
Working Paper Series

Incl. Electronic Paper Should Retail Clients Be Licensed?
Chris Firth
EDHEC Risk Institute
Date Posted: May 18, 2015
Last Revised: May 22, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Combined Estimation-Optimization (CEO) Approach for High Dimensional Portfolio Selection
Chi Seng Pun and Hoi Ying Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 18, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Sovereign Wealth Funds, Globalization of Capital Markets, and Internationalization Strategies
Samuele Murtinu and Vittoria Giada Scalera
Università Cattolica del Sacro Cuore and Politecnico di Milano - Department of Management, Economics and Industrial Engineering
Date Posted: May 17, 2015
Working Paper Series
14 downloads

Performance of Risk-Based Portfolios Under Different Market Conditions: Evidence from India
Sharma, P. (2015). Performance of risk-based portfolios under different market conditions: Evidence from India. Research in International Business and Finance, 34, 397-411.
Prateek Sharma and Vipul
Indian Institute of Management, Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: May 17, 2015
Accepted Paper Series

Incl. Electronic Paper Momentum and Markowitz: A Golden Combination
Wouter J. Keller , Adam Butler and Ilya Kipnis
Flex Capital BV , BPG and Associates and QuantStrat TradeR
Date Posted: May 16, 2015
Last Revised: May 22, 2015
Working Paper Series
549 downloads

Measuring Diversification and Its Effect on Portfolio Performance
Prateek Sharma and Vipul
Indian Institute of Management, Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: May 16, 2015
Working Paper Series

Incl. Electronic Paper The Design of a Commodity Futures Trading Program
Hilary Till and Joseph Eagleeye
EDHEC Business School and Premia Research LLC
Date Posted: May 16, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Quality Investing in CEE Emerging Markets
Business, Management and Education, vol. 12, no. 2, pp. 159-180.
Adam Zaremba
Poznań University of Economics
Date Posted: May 15, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices
Adam Zaremba
Poznań University of Economics
Date Posted: May 15, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Skewness Preference Across Countries
Adam Zaremba and Andrzej Nowak
Poznań University of Economics and Poznan University of Economics
Date Posted: May 15, 2015
Working Paper Series
19 downloads

Testing the Skill of Mutual Fund Managers: Evidence from India
Sharma, P. and Paul, S., “Testing the skill of mutual fund managers: Evidence from India”, Managerial Finance, Forthcoming,
Prateek Sharma and Samit Paul
Indian Institute of Management, Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: May 15, 2015
Last Revised: May 23, 2015
Accepted Paper Series

Incl. Electronic Paper Is It a Low or High Price Anomaly? The Curious Case of the Polish Stock Market
Adam Zaremba , Szymon Okoń , Andrzej Nowak and Przemyslaw Konieczka
Poznań University of Economics , Poznan University of Economics , Poznan University of Economics and Warsaw School of Economics (SGH)
Date Posted: May 15, 2015
Last Revised: May 25, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper A Brief Examination of Returns-Based Analyses of Hedge Funds
Hilary Till
EDHEC Business School
Date Posted: May 15, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Do Quantitative Country Selection Strategies Really Work?
Adam Zaremba and Przemyslaw Konieczka
Poznań University of Economics and Warsaw School of Economics (SGH)
Date Posted: May 15, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper The Relation between Disclosure Quality and Reporting Quality: A Discussion of Cassell, Myers, and Seidel (2015)
Accounting, Organizations and Society, Forthcoming
Jenny Wu Tucker
University of Florida - Warrington College of Business Administration
Date Posted: May 15, 2015
Accepted Paper Series
67 downloads

Incl. Electronic Paper Liquidity and Equity Returns in Borsa Istanbul
Yigit Atilgan , K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University , Sabanci University and Sabanci University
Date Posted: May 14, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Thermodynamic Properties of the U.S. Banking System
Bakhodir Ergashev
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: May 13, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Asymmetries and Portfolio Choice
Magnus Dahlquist , Adam Farago and Roméo Tédongap
Stockholm School of Economics , Göteborg University - Center For Finance and Swedish House of Finance
Date Posted: May 13, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Impact of Firm Size on Stock Returns at Karachi Stock Exchange
Saqib Sharif
Iqra University
Date Posted: May 13, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach
Robeco Asset Management and Robeco Asset Management, Quantitative Strategies
Date Posted: May 12, 2015
Working Paper Series
530 downloads

Incl. Electronic Paper Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test
Christian de Peretti , Chia-Ying Chan , Wing-Keung Wong and Carole Siani
University Claude Bernard Lyon 1 , Yuan-Ze University - Department of Finance , Hong Kong Baptist University (HKBU) and University of Lyon 1
Date Posted: May 12, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Risk Measurement of Hedge Funds: Traditional versus Alternative Approaches
Till, H., 2005, Chapter 10, in Core-Satellite Portfolio Management, J.C. Singleton (ed.), McGraw-Hill, NY, pp. 253-296., Till, H., 2004, "Risk Measurement of Investments in the Satellite Ring of a Core-Satellite Portfolio," Singapore Economic Review, Vol. 49, No. 1, pp. 1-26
Hilary Till
EDHEC Business School
Date Posted: May 11, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper Optimal Dynamic Portfolio Diversification Across Assets and Over Time
Valeriy Zakamulin
University of Agder - School of Business and Law
Date Posted: May 11, 2015
Last Revised: May 22, 2015
Working Paper Series
61 downloads

Incl. Electronic Paper Lumber: Worth It's Weight in Gold: Offense and Defense in Active Portfolio Management
2015 NAAIM Wagner Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 11, 2015
Last Revised: May 12, 2015
Working Paper Series
911 downloads

Incl. Electronic Paper Ambiguity and Financial Uncertainty in a Real Business Cycle Model
Hening Liu and Yuzhao Zhang
University of Manchester and Rutgers, The State University of New Jersey - Department of Finance
Date Posted: May 10, 2015
Last Revised: May 27, 2015
Working Paper Series
17 downloads


 

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