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12,992,292 Total downloads
Showing Papers 621 - 670 of 36,704
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A Krylov Subspace Approach to Large Portfolio Optimization
Isabelle G. Bajeux-Besnainou
,
Wachindra Bandara
and
Efstathia Bura
Date Posted: December 18, 201163 downloads
A Large-Market Rational Expectations Equilibrium Model CESifo Working Paper Series No. 3485
Xavier Vives
Date Posted: June 15, 201128 downloads
A Large-Market Rational Expectations Equilibrium Model CEPR Discussion Paper No. DP8426
Xavier Vives
Date Posted: June 16, 20112 downloads
A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility
Bastian Gribisch
Date Posted: May 04, 201311 downloads
A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements FAME Research Paper No. 159
Philippe Huber
,
O. Scaillet and
Maria-Pia Victoria-Feser
Date Posted: November 28, 2005224 downloads
A Latent Factor Model of Multivariate Conditional Heteroscedasticity Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 481-503, 2009
Mike Aguilar
Date Posted: October 09, 2009
A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns IMF Working Paper No. 05/52
Robin Brooks and
Marco Del Negro
Date Posted: January 12, 2006165 downloads
A Lattice Method for Lookback Options with Regime-Switching Volatility
Ji Hee Yoon
,
U. Jin Choi ,
Byung Hwa Lim
and
Bong-Gyu Jang
Date Posted: December 15, 2009Last Revised: January 15, 2012149 downloads
A Leading Indicators Approach to the Predictability of Currency Crises: The Case of Turkey Hazine Dergisi, Sayi Working Paper No. 1998/12
Bengi Kibritcioglu ,
Bulent Kose and
Gamze Ugur
Date Posted: September 13, 2001279 downloads
A League of Their Own? Financial Analysts' Responses to Restatements and Corrective Disclosures
Paul A. Griffin
Date Posted: October 11, 2002678 downloads
A League of Their Own? Financial Analysts' Responses to Restatements and Corrective Disclosures Journal of Accounting, Auditing, & Finance, Forthcoming
Paul A. Griffin
Date Posted: June 25, 2003
A Learning-Based Linear Replicator for Hedge Fund Indexes
Fei Pan
and
Kwei Tang
Date Posted: September 13, 2007Last Revised: February 15, 201066 downloads
A Least Squares Regression Realised Covariation Estimation Under MMS Noise and Non-Synchronous Trading
Ingmar Nolte
,
Michalis Vasios
and
Valeri Voev
Date Posted: January 23, 201330 downloads
A Leverage-Based Model of Speculative Bubbles FRB of Chicago Working Paper No. 2008-01
Gadi Barlevy
Date Posted: January 27, 2008196 downloads
A Leverage-Based Model of Speculative Bubbles (Revised) FRB of Chicago Working Paper No. 2011-07
Gadi Barlevy
Date Posted: November 17, 201151 downloads
A Leveraged Trading Strategy with Fibonacci Approach: Empirical Evidence for DJI 30 and ISE 100 Presented in the 13th Annual Conference of the Multinational Finance Society, Edinburgh, June 25-27, 2006
Oral Erdogan
and
Taner Doguc
affiliation not provided to SSRN
Date Posted: February 27, 2012220 downloads
A Levy Process-based Framework for the Fair Valuation of Participating Life Insurance Contracts Insurance: Mathematics and Economics, Vol. 37, No. 2, pp. 173-196, 2005, Cass Business School Research Paper
Laura Ballotta
Date Posted: November 01, 2005
A Liability-Relative Drawdown Approach to Pension Asset Liability Management Journal of Asset Management, Vol. 11, pp. 194-217, 2010
Arjan B. Berkelaar and
Roy Kouwenberg
Date Posted: April 13, 2011
A Libor Market Model with Default Risk
Philipp Schönbucher
Date Posted: February 21, 20012914 downloads
A LIBOR Market Model with Stochastic Basis
Fabio Mercurio
Date Posted: April 05, 2010935 downloads
A Life Cycle View of Enterprise Risk Management: The Case of Southwest Airlines Jet Fuel Hedging Journal of Financial Education, Vol. 38, No. 3/4, 2012.
Robert Brooks
Date Posted: February 20, 2010Last Revised: November 03, 2012371 downloads
A Life Cycles Explanation of Market Index Risk
Joseph H. Anthony and
Robin Clement
Date Posted: May 04, 1998
A Link Mining Algorithm for Earnings Forecast and Trading Data Mining and Knowledge Discovery, Vol. 18, No. 3
Germán Creamer and
Salvatore Stolfo
Date Posted: October 17, 2006Last Revised: February 20, 2013345 downloads
A Liquidity Based Model of Security Design
Peter M. DeMarzo
and
Darrell Duffie
Date Posted: July 25, 1998
A Liquidity Motivated Algorithm for Discerning Trade Direction Multinational Finance Journal, Vol. 12, No. 1/2, 2008
David Michayluk
and
Laurie Prather
Date Posted: September 07, 2008Last Revised: September 09, 2008
A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks
T. C. Wong and
C. H. Hui
Date Posted: April 01, 2009Last Revised: May 05, 2009523 downloads
A Liquidity-Based Explanation of Convertible Arbitrage Alphas
George E. Batta
,
George Chacko
and
Bala G. Dharan
Date Posted: September 25, 2007Last Revised: June 03, 2010433 downloads
A Liquidity-Based Theory of Closed-End Funds EFA 2006 Zurich Meetings, Sixteenth Annual Utah Winter Finance Conference
Martin Cherkes ,
Richard Stanton and
Jacob S. Sagi
Date Posted: March 24, 2005579 downloads
A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues
Victor Ricciardi
Date Posted: May 25, 20074053 downloads
A Literature Review of the Size Effect
Michael A. Crain
Date Posted: November 17, 2010Last Revised: October 31, 20111286 downloads
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models LSE STICERD Research Paper No. EM456
Woocheol Kim and
Oliver B. Linton
affiliation not provided to SSRN
and
University of Cambridge
Date Posted: July 21, 200822 downloads
A Logical Umbrella for Firm Evaluation: The Fundamental Relation (Un ombrello logico per la valutazione d'azienda: la relazione fondamentale) La Valutazione delle Aziende, Vol. 54, pp. 26-33, September
Carlo Alberto Magni
Date Posted: July 26, 2009Last Revised: September 23, 2010115 downloads
A Long Run Risks Model of Asset Pricing with Fat Tails Review of Finance, Vol. 14, No. 3, pp. 409-449, 2009
Zhiguang Wang
and
Prasad V. Bidarkota
Date Posted: July 10, 2011
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market Journal of Financial and Quantitative Analysis, Vol. 45, No. 3, June 2010, pp. 763-789
Byoung Uk Kang
,
Francis Haeuck In
,
Gunky Kim
and
Tong Suk Kim
Date Posted: February 01, 2008Last Revised: November 03, 2012338 downloads
A Longitudinal Analysis of Asset Return, Volatility and Corporate News Network Business Intelligence Congress 3 Proceedings, December 2012, Howe School Research Paper No. 2013-4
Germán Creamer ,
Yong Ren
and
Jeffrey V. Nickerson
Date Posted: January 05, 2013Last Revised: March 19, 201349 downloads
A Longitudinal Analysis of Corporate Payout Policies EFA 0310
Oded Sarig
Date Posted: November 08, 1999632 downloads
A Macro and Rational Approach to Asset Price Bubbles: Definition and Early Identification in Real Time
Yuming Sheng
affiliation not provided to SSRN
Date Posted: August 25, 20097 downloads
A Macro Approach to the Asset Price for Principles
Jannett Highfill
and
Raymond Wojcikewych
Date Posted: July 05, 200579 downloads
A Macro Finance Term Structure Model with Stochastic Volatility
Linlin Niu
Date Posted: June 17, 201060 downloads
A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector
Francisco Vazquez
,
Benjamin M. Tabak and
Marcos Rietti Souto
affiliation not provided to SSRN
Date Posted: November 30, 2010168 downloads
A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: May 28, 2010202 downloads
A Macro-Finance Approach to Exchange Rate Determination HKIMR Working Paper No.01/2011
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: January 30, 201188 downloads
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
Glenn D. Rudebusch and
Tao Wu
Date Posted: March 02, 2004503 downloads
A Macroeconomic Foundation for the Equilibrium Term Structure of Interest Rates
Howard Kung
Date Posted: April 25, 201312 downloads
A Macroeconomic Framework for Quantifying Systemic Risk Chicago Booth Research Paper No. 12-37, Fama-Miller Working Paper
Zhiguo He and
Arvind Krishnamurthy
Date Posted: August 21, 2012Last Revised: March 08, 2013222 downloads
A Macroeconomic Framework for Quantifying Systemic Risk National Bank of Belgium Working Paper No. 233
Zhiguo He and
Arvind Krishnamurthy
Date Posted: October 13, 2012
A Market Based Approach to Inflation Expectations, Risk Premia and Real Interest Rates Banco de España Working Paper No. 0802,
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: March 24, 2008190 downloads
A Market for Intra-day Funds: Does it Have Implications for Monetary Policy? Bank of England Working Paper No. 46
Spencer Dale and
Marco Rossi
Date Posted: April 21, 1998
A Market Impact Comparison of the NASDAQ and the NYSE
Robert O. Edmister ,
A. Steven Graham and
Wendy L. Pirie
Date Posted: January 15, 1997
A Market Microstructure Analysis of Foreign Exchange Intervention CEPR Discussion Paper No. 5468
Paolo Vitale
Date Posted: May 03, 200619 downloads
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