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JEL Code: G11
2,577,530 Total downloads
Showing Papers 5,851 - 5,900 of 7,220
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Value at Risk for the Term Structure of Interest Rates: An Orthogonal Approach
Diego Nicolas Lopez
Date Posted: June 01, 2005738 downloads
The Instantaneous Capital Market Line
Lars Tyge Nielsen and
Maria Vassalou
affiliation not provided to SSRN
and
Centre for Economic Policy Research (CEPR)
Date Posted: May 30, 2005248 downloads
Trading Volume and Short-horizon Price Pattern: A Cross-country Test on Three Behavioral Models
Thomas H. McInish and
Udomsak Wongchoti
Date Posted: May 24, 2005
Risk-adjusted Long-term Contrarian Profits: Evidence from Non-S&P 500 High Volume Stocks Financial Review, Vol. 40, No. 3, August 2005
Udomsak Wongchoti
and
Chong Soo Pyun
Date Posted: May 23, 2005
Expanding the Frontier One Asset at a Time
Andrey Ukhov
Date Posted: May 20, 2005665 downloads
Financial Decision-making and Portfolio Choice under Behavioral Preferences: Implications for the Equity Home Bias Puzzle
Alessandro Magi
Date Posted: May 20, 2005280 downloads
Reward-risk Portfolio Selection and Stochastic Dominance Journal of Banking and Finance, Vol. 29, pp. 895-926, 2005
Enrico G. De Giorgi
Date Posted: May 19, 2005
How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
Holger Kraft
and
Mogens Steffensen
Date Posted: May 17, 2005327 downloads
The Limits of Financial Globalization ECGI - Finance Working Paper No. 75/2005, Dice Center Working Paper No. 2005-1
Rene M. Stulz
Date Posted: May 17, 20051664 downloads
A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 5, pp. 1103-1124, 2009
Thierry Post and
Milos Kopa
Date Posted: May 13, 2005Last Revised: April 28, 2011177 downloads
The Financial Risk Tolerance of Blacks, Hispanics and Whites Financial Counseling and Planning, Vol. 16, No. 1, pp. 51-62, 2005
Rui Yao ,
Michael S. Gutter and
Sherman D. Hanna
Date Posted: May 13, 2005424 downloads
Portfolios from Sorts
Neil A Chriss and
Robert Almgren
Date Posted: May 12, 2005732 downloads
Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence CEPR Discussion Paper No. 4853
Francisco Gomes and
Alexander Michaelides
Date Posted: May 11, 200531 downloads
Using Multi-Agent Simulation to Understand Trading Dynamics of a Derivatives Market Annals of Mathematics and Artificial Intelligence, Forthcoming
Alan King ,
Olga Streltchenko
and
Yelena Yesha
Date Posted: May 11, 2005172 downloads
Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts CEPR Discussion Paper No. 4852
Alexander Michaelides ,
Francisco Gomes and
Valery Polkovnichenko
Date Posted: May 11, 200522 downloads
Changes in Financial Risk Tolerance, 1983-2001 Financial Services Review, Vol. 13, No. 4, pp. 249-266, 2004
Rui Yao ,
Sherman D. Hanna and
Suzanne Lindamood
Date Posted: May 10, 2005416 downloads
Twenty Years of International Diversification from a German Perspective Schmalenbach Business Review, Vol. 57, April 2005
Wolfgang Gerke ,
Alex Röhrs
and
Ferdinand Mager
Date Posted: May 10, 2005202 downloads
Portfolio Diversification and Value At Risk Under Thick-Tailedness Yale ICF Working Paper No. 05-10, Harvard Institute of Economic Research Discussion Paper No. 2086
Rustam Ibragimov
Date Posted: May 09, 20051066 downloads
Uninsured Idiosyncratic Production Risk with Borrowing Constraints
Francisco Covas
Date Posted: May 05, 200571 downloads
Are High-Quality Firms Also High-Quality Investments? Current Issues in Economics and Finance, Vol. 6, No. 1, January 2000
Peter Antunovich ,
David Laster and
Scott Mitnick
Date Posted: May 04, 2005205 downloads
Corporate Governance and Mutual Fund Performance: A First Look at the Morningstar Stewardship Grades
Jay W. Wellman and
Jian Zhou
Date Posted: May 04, 2005720 downloads
Optimal Continuous-Time Hedging with Leptokurtic Returns Tanaka Business School Discussion Paper No. 04/33, Cass Business School Research Paper
Ales Cerny
Date Posted: May 04, 2005411 downloads
Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited? Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Miguel Villanueva
Date Posted: May 03, 2005588 downloads
Market Beta Dynamics and Portfolio Efficiency
Eric Ghysels and
Eric Jacquier
Date Posted: May 03, 2005938 downloads
On the Structure of General Mean-Variance Hedging Strategies Cass Business School Research Paper
Ales Cerny and
Jan Kallsen
Date Posted: May 03, 2005704 downloads
Risk Sensitive ICAPM, With Application to Fixed Income Management IEEE Transactions on Automatic Control, Vol. 49, No. 3, pp. 420-432, March 2004
Tomasz R. Bielecki and
Stanley R. Pliska
Date Posted: May 02, 2005
Wealth Shock and Stock Market Phenomena Hong Kong University of Science and Technology Business and Management Working Paper
Samuel Xin Liang
and
K. C. John Wei
Date Posted: May 01, 2005Last Revised: August 02, 2011246 downloads
Funds of Hedge Funds versus Portfolios of Hedge Funds - A Comparative Analysis
Daniel P.J. Capocci and
Valerie Nevolo
Date Posted: April 27, 2005
Geographic versus Industry Diversification: Constraints Matter ECB Working Paper No. 425
Paul Ehling
and
Sofia Brito Ramos
Date Posted: April 27, 2005178 downloads
Too Much of a Good Incentive? The Case of Executive Stock Options Journal of Banking and Finance, Vol. 28, pp. 1225-1245, June 2004
Yisong S. Tian
Date Posted: April 27, 2005210 downloads
When Security Analysts Talk, Who Listens?
Michael B. Mikhail ,
Beverly R. Walther and
Richard H. Willis
Date Posted: April 26, 2005787 downloads
Determinants of Returns and Volatility of Chinese ADRs at NYSE Journal of Multinational Financial Management, Vol. 16, No. 1, pp. 1-15, February 2006
Ali M. Kutan and
Haigang Zhou
Date Posted: April 26, 2005231 downloads
Multilpe Analysis of Hedge Fund Return Persistence
Daniel P.J. Capocci
Date Posted: April 26, 2005269 downloads
Another Look at the Determinants of Portfolio Performance: Return Attribution for the Individual Investor
Craig W. French
Date Posted: April 25, 20051568 downloads
Comparing Different Methods of Calculating Value at Risk
Tapen Sinha and
Francisco Chamu
Date Posted: April 25, 20051787 downloads
Liquidity Risk, Leverage and Long-Run IPO Returns CEPR Discussion Paper No. 4832
B. Espen Eckbo and
Oyvind Norli
Date Posted: April 22, 200519 downloads
Socially Responsible Indexes: Composition and Performance
Meir Statman
Date Posted: April 22, 20051015 downloads
The Importance of Industry and Country Effects in the EMU Equity Markets European Financial Management Journal, Forthcoming
Miguel A. Ferreira and
Miguel Angelo Ferreira
Date Posted: April 20, 2005
Heterogenous Preferences and Equilibrium Trading Volume Swiss Finance Institute Research Paper
Tony Berrada
,
Julien N. Hugonnier and
Marcel Rindisbacher
Date Posted: April 19, 2005Last Revised: October 28, 2008195 downloads
The Performance of Real Estate Portfolios: A Simulation Approach Yale ICF Working Paper No. 05-07
Jeffrey D. Fisher and
William N. Goetzmann
Date Posted: April 19, 20051816 downloads
Are Economists More Likely to Hold Stocks? EFA 2006 Zurich Meetings Paper, Aarhus University Economics Paper No. 2005-06
Charlotte Christiansen ,
Jesper Rangvid and
Juanna Schröter Joensen
Date Posted: April 18, 2005188 downloads
Funds of Hedge Funds or Investible Hedge Funds Indices: Which is the Best Investment Tool?
Daniel P.J. Capocci and
David C. D. Capocci
Date Posted: April 17, 2005
Mean-reverting Market Model: Speculative Opportunities and Non-arbitrage
Nikolai Dokuchaev
Date Posted: April 17, 2005281 downloads
A New Integral for Capacities Tel Aviv University Mathematical Sciences Working Paper
Ehud Lehrer
Date Posted: April 14, 200550 downloads
Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954-2002) Journal of Business, Forthcoming
Puneet Handa and
Ashish Tiwari
Date Posted: April 14, 2005
The Impact of US GAAP Reconciliation Requirements on Choice of Foreign Stock Exchange for Firms from Common Law and Code Law Countries European Accounting Review, Forthcoming
Robert B. Durand and
Ann Tarca
Date Posted: April 14, 2005
An Empirical Analysis of U.S. Aggregate Portfolio Allocations CIRPEE Working Paper No. 05-03
Michel Normandin and
Pascal St-Amour
Date Posted: April 13, 200577 downloads
Monetary Policy Uncertainty and the Stock Market CEPR Discussion Paper No. 4828
Massimo Massa and
Alberto Locarno
Date Posted: April 13, 200531 downloads
History and the Equity Risk Premium Yale ICF Working Paper No. 05-04
Roger G. Ibbotson and
William N. Goetzmann
Date Posted: April 12, 20056368 downloads
Stocks in the Household Portfolio: A Look Back at the 1990s Current Issues in Economics and Finance, Vol. 7, No. 4, April 2001
Joseph S. Tracy and
Henry S. Schneider
Date Posted: April 12, 2005117 downloads
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