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393,643
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226,678
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JEL Code: G11
2,578,142 Total downloads
Showing Papers 5,951 - 6,000 of 7,220
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High Quality Bond Funds: Market Timing Ability and Performance
George Comer III
,
Vaneesha Boney
and
Lynne Kelly
Georgetown University - Department of Finance
,
University of Denver
and
Towson University
Date Posted: March 10, 2005
Working Paper Series
378 downloads
Optimal Portfolio Balancing Under Conventional Preferences and Transaction Costs Explains the Equity Premium Puzzle
Peter L. Swan
University of New South Wales (UNSW)
Date Posted: March 10, 2005
Working Paper Series
134 downloads
The Performance of International Equity Portfolios
Darden Business School Working Paper No. 04-07, IIIS Discussion Paper No. 162
Francis E. Warnock ,
Charles P. Thomas and
Jon Wongswan
University of Virginia - Darden Business School
,
Federal Reserve Board
and
Phatra Securities
Date Posted: March 10, 2005
Working Paper Series
338 downloads
Mutual Fund Competition and Stock Market Liquidity
CEPR Discussion Paper No. 4787
Massimo Massa
INSEAD - Finance
Date Posted: March 08, 2005
Working Paper Series
27 downloads
Portfolio Diversification, Proximity Investment and City Agglomeration
CEPR Discussion Paper No. 4786
Massimo Massa ,
William N. Goetzmann and
Andrei Simonov
INSEAD - Finance
,
Yale School of Management - International Center for Finance
and
Michigan State University - Eli Broad Graduate School of Management
Date Posted: March 08, 2005
Working Paper Series
36 downloads
Asymmetric Risk Loadings in the Cross Section of Stock Returns
Li Gu
Columbia University
Date Posted: March 07, 2005
Working Paper Series
172 downloads
Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
Sutthisit Jamdee
and
Cornelis A. Los
Saint Cloud State University - Finance, Insurance and Real Estate
and
Alliant School of Management
Date Posted: March 07, 2005
Working Paper Series
266 downloads
Portfolio Concentration and the Performance of Individual Investors
AFA 2006 Boston Meetings, Journal of Financial and Quantitative Analysis, Forthcoming
Zoran Ivkovich ,
Clemens Sialm and
Scott J. Weisbenner
Michigan State University, Department of Finance
,
University of Texas at Austin - McCombs School of Business
and
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 07, 2005
Accepted Paper Series
1491 downloads
Selecting Copulas for Risk Management
Erik Kole
,
Marno Verbeek and
Kees C. G. Koedijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
Erasmus University - Rotterdam School of Management
and
Tilburg University - Department of Finance
Date Posted: March 07, 2005
Working Paper Series
686 downloads
Efficient Portfolios when Housing is a Hedge Against Rent Risk
EFA 2005 Moscow Meetings
Guglielmo Weber and
Loriana Pelizzon
University of Padua - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: March 06, 2005
Working Paper Series
169 downloads
Firm Characteristics, Industry, Horizon and Time Effects, in the Cross-Section of Expected Stock Returns
University of Maastricht, Limburg Institute of Financial Economics Working Paper No. 03-008
Rob Bauer ,
Bart F. Diris ,
Borislav Pavlov
and
Peter C. Schotman
Maastricht University
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
,
University of Maastricht, Limburg Institute of Financial Economics (LIFE)
and
Maastricht University
Date Posted: March 06, 2005
Last Revised: August 04, 2009
Working Paper Series
230 downloads
Inheriting Losers
EFA 2005 Moscow Meetings
Anna Scherbina and
Li Jin
University of California, Davis - Graduate School of Management
and
Harvard Business School - Finance Unit
Date Posted: March 06, 2005
Last Revised: January 22, 2009
Working Paper Series
546 downloads
Comovement and FTSE 100 Index Changes
EFMA 2004 BASEL MEETINGS; Essex Finance Centre Discussion Paper No. 04/13
Periklis Kougoulis
and
Jerry Coakley
London Metropolitan University, Department of Economics, Finance and International Business
and
University of Essex - Essex Business School
Date Posted: March 04, 2005
Working Paper Series
96 downloads
International Risk Sharing, Investment Restrictions and Asset Prices
Issouf Soumaré
and
Tan Wang
Laval University
and
University of British Columbia (UBC) - Division of Finance
Date Posted: March 04, 2005
Last Revised: September 16, 2009
Working Paper Series
54 downloads
Target Price Accuracy in Equity Research
Journal of Business, Finance and Accounting, Forthcoming
Stefano Bonini
,
Laura Zanetti
and
Roberto Bianchini
Bocconi University - Department of Finance
,
Bocconi University - Department of Finance
and
Bocconi University
Date Posted: March 04, 2005
Last Revised: January 11, 2011
Working Paper Series
887 downloads
How Inefficient are Simple Asset-Allocation Strategies?
Lorenzo Garlappi ,
Victor DeMiguel and
Raman Uppal
University of British Columbia (UBC) - Sauder School of Business
,
London Business School
and
EDHEC Business School
Date Posted: March 03, 2005
Working Paper Series
852 downloads
Standardized versus Customized Portfolio: A Compensating Variation Approach
Andre DePalma
and
Jean-Luc Prigent
University of Cergy-Pontoise - THEMA
and
University of Cergy-Pontoise - ThEMA
Date Posted: March 03, 2005
Working Paper Series
73 downloads
The CAPM and the Risk Appetite Index: Theoretical Differences and Empirical Similarities
Bank of Italy Economic Research Paper No. 586
Marcello Pericoli and
Massimo Sbracia
Bank of Italy
and
Bank of Italy
Date Posted: March 03, 2005
Working Paper Series
267 downloads
A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management
EFA 2005 Moscow Meetings Paper
Andrea Roncoroni and
Stefano Galluccio
ESSEC Business School
and
BNP Paribas Fixed Income
Date Posted: March 02, 2005
Working Paper Series
391 downloads
Dynamic Asset Allocation with Stochastic Income and Interest Rates
EFA 2006 Zurich Meetings
Claus Munk and
Carsten Sørensen
Copenhagen Business School
and
Copenhagen Business School - Department of Finance
Date Posted: March 02, 2005
Last Revised: August 05, 2009
Working Paper Series
248 downloads
Risk-Return Preferences in the Pension Domain: Are People Able to Choose?
Journal of Public Economics, Vol. 91, pp. 701-722, DNB Working Paper No. 25
Maarten Van Rooij
,
Clemens J.M. Kool and
Henriëtte Prast
De Nederlandsche Bank
,
University of Utrecht - Utrecht University School of Economics
and
Bank of the Netherlands
Date Posted: March 02, 2005
Accepted Paper Series
128 downloads
The Optimal Use of Return Predictability: An Empirical Analysis
EFA 2005 Moscow Meetings Paper, Cass Business School Research Paper
Abhay Abhyankar ,
Devraj Basu and
Alexander Stremme
University of Exeter Business School, University of Exeter
,
Skema Business School
and
Warwick Business School
Date Posted: March 02, 2005
Working Paper Series
438 downloads
CPPI with Cushion Insurance
THEMA University of Cergy-Pontoise Working Paper
Jean-Luc Prigent
and
Fabrice Tahar
University of Cergy-Pontoise - ThEMA
and
University of Cergy-Pontoise - THEMA
Date Posted: March 01, 2005
Working Paper Series
1077 downloads
A General Model of Dynamic Asset Allocation with Incomplete
Information and Learning
Carsten Sørensen and
Anders B. Trolle
Copenhagen Business School - Department of Finance
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: February 28, 2005
Last Revised: January 20, 2011
Working Paper Series
144 downloads
Art as an Alternative Asset Class
Maastricht University - LIFE Research Paper No. WP05-001
Rachel A.J. Pownall
Tilburg University - Department of Finance
Date Posted: February 28, 2005
Working Paper Series
986 downloads
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
EFA 2005 Moscow Meetings Paper
Markus K. Brunnermeier and
Stefan Nagel
Princeton University - Department of Economics
and
Stanford Graduate School of Business
Date Posted: February 28, 2005
Working Paper Series
216 downloads
Strategic Asset Allocation With Liabilities: Beyond Stocks and Bonds
Roy P. M. M. Hoevenaars
,
R. Molenaar ,
Peter C. Schotman and
Tom Steenkamp
APG Asset Management
,
Robeco Investments
,
Maastricht University
and
ABP Investments - Research Department
Date Posted: February 28, 2005
Working Paper Series
1206 downloads
Uninsured Idiosyncratic Investment Risk and Aggregate Saving
MIT Department of Economics Working Paper No. 05-08
George-Marios Angeletos
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: February 28, 2005
Working Paper Series
146 downloads
Funds of Funds' Portfolio Composition and its Impact on Performance: Evidence from the Italian Market
Alessandro Carretta
and
Gianluca Mattarocci
University of Rome II - Faculty of Economics
and
University of Rome Tor Vergata
Date Posted: February 27, 2005
Working Paper Series
223 downloads
Neighbors Matter: The Geography of Stock Market Participation
Jeffrey R. Brown ,
Paul A. Smith
,
Zoran Ivkovich and
Scott J. Weisbenner
University of Illinois College of Law
,
Federal Reserve Board of Governors
,
Michigan State University, Department of Finance
and
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: February 26, 2005
Working Paper Series
140 downloads
Self-Interest on Mutual Fund Management: A Case Study
FEP Working Paper No. 162
Carlos F. Alves and
Victor Mendes
University of Porto - Faculty of Economics
and
CMVM - Comissao do Mercado de Valores Mobiliarios
Date Posted: February 26, 2005
Working Paper Series
139 downloads
A Dynamic Spreadsheet Model for Determining the Portfolio Frontier
Pitabas Mohanty
XLRI Jamshedpur
Date Posted: February 25, 2005
Working Paper Series
668 downloads
Competition in the German Banking Sector: An Empirical Analysis of the Concentration of Commercial Loan Origination
Kai Rudolph and
Andreas Pfingsten
affiliation not provided to SSRN
and
University of Münster - Finance Center Münster
Date Posted: February 25, 2005
Working Paper Series
135 downloads
The Foregone Gains of Incomplete Portfolios
Institute of Fiscal Studies Working Paper No. 01-06, EFA 2005 Moscow Meetings Paper
Monica Paiella
University of Naples Federico II
Date Posted: February 25, 2005
Working Paper Series
44 downloads
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Lorenzo Garlappi ,
Tan Wang and
Raman Uppal
University of British Columbia (UBC) - Sauder School of Business
,
University of British Columbia (UBC) - Division of Finance
and
EDHEC Business School
Date Posted: February 24, 2005
Working Paper Series
449 downloads
Countries versus Industries in Europe: A Normative Portfolio Approach
Javier Estrada ,
Mark Kritzman ,
Sebastien Page and
Simon Myrgren
IESE Business School
,
Windham Capital Management
,
State Street Associates
and
State Street Associates
Date Posted: February 23, 2005
Working Paper Series
190 downloads
Loyal Lenders or Fickle Financiers: Foreign Banks in Latin America
Arturo José Galindo ,
Alejandro Micco
and
Andrew Powell
Inter-American Development Bank
,
University of Chile
and
Universidad Torcuato Di Tella - School of Business
Date Posted: February 22, 2005
Working Paper Series
129 downloads
Market Efficiency and Diversification: An Experiential Approach Using the Wall Street Journal's Dartboard Portfolio
Journal of Applied Finance, Vol. 14, No. 2, Fall/Winter 2004
John C. Adams
and
Ken B. Cyree
University of Texas at Arlington
and
University of Mississippi - School of Business Administration
Date Posted: February 22, 2005
Accepted Paper Series
14 downloads
The Long-Term Value of Analysts' Advice in the Wall Street Journal's
Investment Dartboard Contest
Journal of Applied Finance, Vol. 14, Issue 2, Fall/Winter 2004
Gary E. Porter
John Carroll University - Boler School of Business
Date Posted: February 22, 2005
Accepted Paper Series
7 downloads
Which Investors Fear Expropriation? Evidence from Investors' Portfolio Choices
Journal of Finance, Forthcoming
Mariassunta Giannetti
and
Andrei Simonov
Stockholm School of Economics
and
Michigan State University - Eli Broad Graduate School of Management
Date Posted: February 21, 2005
Accepted Paper Series
Liquidity Risk and Stock Returns Around the World
Journal of Banking and Finance, 2012, Vol. 36, No. 12, pp. 3274-3288
Samuel Xin Liang
and
K. C. John Wei
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: February 17, 2005
Last Revised: October 29, 2012
Accepted Paper Series
256 downloads
Exposed to the J-Curve: Understanding and Managing Private Equity Fund Investments
Euromoney Books, February 2005
Uli Grabenwarter
and
Tom Weidig
European Investment Fund
and
QuantExperts
Date Posted: February 16, 2005
Accepted Paper Series
Mutual Fund Performance: Skill or Luck?
Cass Business School Research Paper
Keith Cuthbertson
,
Dirk Nitzsche
and
Niall O'Sullivan
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
University College Cork (UCC) - Department of Economics
Date Posted: February 15, 2005
Working Paper Series
1708 downloads
On the Role of Arbitrageurs in Rational Markets
CEPR Discussion Paper No. 4768
Benjamin Croitoru and
Suleyman Basak
McGill University - Desautels Faculty of Management
and
London Business School
Date Posted: February 15, 2005
Working Paper Series
23 downloads
Continuous-time Delegated Portfolio Management with Homogeneous Expectations: Can an Agency Conflict be Avoided?
Holger Kraft
and
Ralf Korn
Goethe University Frankfurt
and
University of Kaiserslautern - Department of Mathematics
Date Posted: February 14, 2005
Working Paper Series
209 downloads
Optimal Portfolios and Heston's Stochastic Volatility Model
Holger Kraft
Goethe University Frankfurt
Date Posted: February 14, 2005
Working Paper Series
Optimal Portfolios with Stochastic Short Rate: Pitfalls when the Short Rate is Non-Gaussian or the Market Price of Risk is Unbounded
Holger Kraft
Goethe University Frankfurt
Date Posted: February 14, 2005
Working Paper Series
252 downloads
A Note on Melnikov-Petrachenko Option Pricing in Binomial Market with Transaction Costs
Alet Roux
and
Tomasz Zastawniak
University of York (UK) - Department of Mathematics
and
University of York (UK)
Date Posted: February 11, 2005
Working Paper Series
118 downloads
Do the Diversification Choices of Individual Investors Influence Stock Returns?
McCombs Research Paper Series No. FIN-06-06
Alok Kumar
University of Miami - School of Business Administration
Date Posted: February 10, 2005
Last Revised: July 21, 2008
Working Paper Series
1383 downloads
Implied Measures of Relative Fund Performance
EFA 2005 Moscow Meetings
Steve Hogan
and
Mitch Warachka
Credit Suisse First Boston
and
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: February 07, 2005
Working Paper Series
175 downloads
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