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Authors: 226,776
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SSRN eLibrary Search Results
JEL Code: G11
2,581,110 Total downloads
Showing Papers 6,401 - 6,450 of 7,226
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Behavioral Biases and Portfolio Choice
EFA 2003 Annual Conference Paper No. 717
Massimo Massa and Andrei Simonov
INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management
Date Posted: July 26, 2003
Working Paper Series

Incl. Electronic Paper Timing Multiple Markets: Theory and Evidence
 George O. Aragon
Arizona State University (ASU) - Finance Department
Date Posted: July 24, 2003
Working Paper Series
248 downloads

Incl. Electronic Paper Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions
 Annette Vissing-Jorgensen
Northwestern University - Kellogg School of Management
Date Posted: July 23, 2003
Working Paper Series
1294 downloads

Incl. Electronic Paper Is Money Really 'Smart'? New Evidence on the Relation Between Mutual Fund Flows, Manager Behavior, and Performance Persistence
 Russ Wermers
University of Maryland - Robert H. Smith School of Business
Date Posted: July 23, 2003
Working Paper Series
4299 downloads

Incl. Electronic Paper Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions
EFA 2003 Annual Conference Paper No. 87
 Sonya S. Lim
DePaul University - Department of Finance
Date Posted: July 23, 2003
Working Paper Series
723 downloads

Incl. Electronic Paper Hedging, Speculation and Shareholder Value
EFA 2003 Annual Conference Paper No. 270
 Tim Adam and Chitru S. Fernando
Humboldt University and University of Oklahoma - Michael F. Price College of Business
Date Posted: July 23, 2003
Working Paper Series
967 downloads

Incl. Electronic Paper Arbitrage and the Tax Code
 Michael F. Gallmeyer and Sanjay Srivastava
University of Virginia (UVA) - McIntire School of Commerce and OS Financial Trading System
Date Posted: July 23, 2003
Last Revised: July 25, 2010
Working Paper Series
241 downloads

Incl. Electronic Paper The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited
FAME Research Paper No. 87
 Foort Hamelink and Martin Hoesli
Lombard Odier & Cie and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: July 22, 2003
Working Paper Series
603 downloads

Incl. Electronic Paper Evaluating Portfolio Policies: A Duality Approach
MIT Sloan Working Paper No. 4329-03
 Martin Haugh , Leonid Kogan and Jiang Wang
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 22, 2003
Working Paper Series
390 downloads

Incl. Electronic Paper Investing in Socially Responsible Mutual Funds
 Christopher Geczy , Robert F. Stambaugh and David Levin
University of Pennsylvania - The Wharton School, Finance Department , University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Date Posted: July 22, 2003
Working Paper Series
4100 downloads

Incl. Electronic Paper Domestic Versus International Portfolio Selection: A Statistical Examination of the Home Bias
Multinational Finance Journal, Vol. 6, No. 3 & 4
 Larry R. Gorman and Bjorn N. Jorgensen
California Polytechnic State University and University of Colorado at Boulder
Date Posted: July 21, 2003
Accepted Paper Series
698 downloads

Incl. Electronic Paper CVaR as a Measure of Risk: Implications for Portfolio Selection
EFA 2003 Annual Conference Paper No. 235
 Gordon J. Alexander and Alexandre M. Baptista
University of Minnesota - Twin Cities - Carlson School of Management and George Washington University - School of Business
Date Posted: July 21, 2003
Working Paper Series
1181 downloads

Incl. Electronic Paper CAPM Equilibria with Prospect Theory Preferences
 Enrico G. De Giorgi , Thorsten Hens and Haim Levy
University of Saint Gallen - SEPS: Economics and Political Sciences , Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: July 21, 2003
Last Revised: August 06, 2012
Working Paper Series
1073 downloads

Incl. Electronic Paper What Forces Generate High Asset Return Correlations and Long Term Financial Market Disequilibrium in Emerging Markets? The Evidence for Bank Portfolio Risk Management Errors in Turkey

 James Kurt Dew
Independent
Date Posted: July 20, 2003
Working Paper Series
278 downloads

Incl. Electronic Paper Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk
AFA 2004 San Diego Meetings
 Valery Polkovnichenko
Federal Reserve Board
Date Posted: July 19, 2003
Working Paper Series
426 downloads

Incl. Electronic Paper Are Household Portfolios Efficient? An Analysis Conditional on Housing
EFA 2003 Annual Conference Paper No. 617, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 55/06
 Guglielmo Weber and Loriana Pelizzon
University of Padua - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: July 18, 2003
Last Revised: May 02, 2012
Working Paper Series
157 downloads

The Euro and International Capital Markets
International Finance, Vol. 3, No. 1, pp. 53-94, April 2000
 Carsten Detken and Philipp Hartmann
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: July 15, 2003
Accepted Paper Series

Incl. Electronic Paper Was Bank Risk Management Difficult in Turkey During the Banking Crisis There? Why Value at Risk Methods Won't Fix the Problems of Turkey's Banks
 James Kurt Dew
Independent
Date Posted: July 15, 2003
Working Paper Series
683 downloads

Sharpe Ratios and Alphas in Continuous Time
Journal of Financial and Quantitative Analysis, Vol. 39, No. 1, pp. 103-114, March 2004
 Lars Tyge Nielsen and Maria Vassalou
affiliation not provided to SSRN and Centre for Economic Policy Research (CEPR)
Date Posted: July 15, 2003
Last Revised: August 31, 2009
Accepted Paper Series

Incl. Electronic Paper Sharpe Ratios and Alphas in Continuous Time

 Lars Tyge Nielsen and Maria Vassalou
affiliation not provided to SSRN and Centre for Economic Policy Research (CEPR)
Date Posted: July 15, 2003
Working Paper Series
652 downloads

A Modigliani-Miller Theory of Altruistic Corporate Social Responsibility
Topics in Economic Analysis & Policy, Vol. 5, No. 1, 2005
Arthur A. Small III and Joshua Graff Zivin
Venti Risk Management and Columbia University - Department of Health Policy and Management
Date Posted: June 30, 2003
Accepted Paper Series

Incl. Electronic Paper When do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation Strategies
EFMA 2003 Helinski Meetings
 Yul W. Lee and Zhiyi Song
University of Rhode Island - College of Business Administration and Bear, Stearns & Co., Inc.
Date Posted: June 27, 2003
Working Paper Series
2055 downloads

CEO Compensation, Diversification and Incentives
Journal of Financial Economics, 2002
 Li Jin
Harvard Business School - Finance Unit
Date Posted: June 27, 2003
Accepted Paper Series

Incl. Electronic Paper International Evidence on Real Estate as a Portfolio Diversifier
FAME Research Paper No. 70
 Martin Hoesli , Jon Lekander and Witold Witkiewicz
University of Geneva - Graduate School of Business (HEC-Geneva) , Aberdeen Property Investors Nordic Region and Aberdeen Property Investors Nordic Region
Date Posted: June 24, 2003
Working Paper Series
873 downloads

Incl. Electronic Paper Generalizing the Affine Framework to HJM and Random Field Models
 Pierre Collin-Dufresne and Robert S. Goldstein
Columbia Business School - Finance and Economics and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: June 23, 2003
Working Paper Series
611 downloads

Incl. Fee Electronic Paper Are Household Portfolios Efficient? An Analysis Conditional on Housing
CEPR Discussion Paper No. 3890
 Guglielmo Weber and Loriana Pelizzon
University of Padua - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: June 20, 2003
Working Paper Series
12 downloads

Incl. Electronic Paper Real and Inflationary Macroeconomic Risk in the Fama and French Size and Book-to-Market Portfolios
EFMA 2003 Helsinki Meetings
 Patrick J. Kelly
New Economic School, Moscow
Date Posted: June 18, 2003
Working Paper Series
507 downloads

Incl. Electronic Paper Investor Protection and the Demand for Equity
European Corporate Governance Institute (ECGI) Research Paper No. 64/2004
 Mariassunta Giannetti and Yrjo Koskinen
Stockholm School of Economics and Boston University - School of Management
Date Posted: June 13, 2003
Working Paper Series
829 downloads

Incl. Electronic Paper Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach
McCombs Research Paper No. FIN-03-08
 Jennifer C. Huang
University of Texas at Austin - Department of Finance
Date Posted: June 13, 2003
Last Revised: July 17, 2008
Working Paper Series
417 downloads

Incl. Electronic Paper Confidence in the Familiar: An International Perspective
Sauder School of Business Working Paper
 Kai Li
University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 12, 2003
Working Paper Series
196 downloads

Confidence in the Familiar: An International Perspective
Journal of Financial and Quantitative Analysis, Forthcoming
 Kai Li
University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 12, 2003
Accepted Paper Series

Incl. Electronic Paper U.S. Workers' Investment Decisions for Participant-Directed Defined Contribution Pension Assets
Levy Economics Institute Working Paper No. 375
 Thomas L. Hungerford
Economic Policy Institute
Date Posted: June 10, 2003
Working Paper Series
127 downloads

Incl. Electronic Paper Dynamic Hedging with Stochastic Differential Utility
EFMA 2003 Helsinki Meetings
 Rodrigo De-Losso
University of Sao Paulo (USP) - Department of Economics
Date Posted: June 08, 2003
Working Paper Series
214 downloads

Incl. Electronic Paper Mutual Fund Performance with Learning Across Funds
 Christopher S. Jones and Jay A. Shanken
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Emory University - Goizueta Business School
Date Posted: June 06, 2003
Working Paper Series
405 downloads

Performance Hypothesis Testing with the Sharpe Ratio
Finance Letters, Vol. 1, No. 1, 2003
 Christoph Memmel
Deutsche Bundesbank
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper Conditional Dependency of Financial Series: The Copula-GARCH Model
FAME Research Paper No. 69
 Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 06, 2003
Working Paper Series
970 downloads

Diversification Benefits of Emerging Markets Subject to Portfolio Constraints
Journal of Empirical Finance, Vol. 10
 Kai Li , Asani Sarkar and Zhenyu Wang
University of British Columbia (UBC) - Sauder School of Business , Federal Reserve Bank of New York and University of Texas at Austin - Department of Finance
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper Liquidity and Conditional Portfolio Choice: A Nonparametric Investigation
 Eric Ghysels and João Pedro Pereira
University of North Carolina (UNC) at Chapel Hill - Department of Economics and ISCTE-IUL Business School - Lisbon
Date Posted: June 06, 2003
Working Paper Series
258 downloads

Momentum and Turnover: Evidence from the German Stock Market
Schmalenbach Business Review, Vol. 55, pp. 108-135, 2003
 Markus Glaser and Martin Weber
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Date Posted: June 06, 2003
Last Revised: April 18, 2011
Accepted Paper Series

Incl. Fee Electronic Paper Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk
CEPR Discussion Paper No. 3868
 Francisco Gomes and Alexander Michaelides
London Business School and University of Cyprus - Department of Public and Business Administration
Date Posted: June 05, 2003
Working Paper Series
22 downloads

Incl. Electronic Paper A Decomposition of Conditional Correlations in US Equities
 R. Brian Balyeat and Jayaram Muthuswamy
Xavier University - Department of Finance and Kent State University
Date Posted: June 03, 2003
Working Paper Series
159 downloads

Incl. Electronic Paper Firm-level Evidence on International Stock Market Comovement
FRB of Atlanta Working Paper No. 2003-8
 Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Date Posted: May 30, 2003
Working Paper Series
147 downloads

Incl. Electronic Paper Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
FAME Research Paper No. 66
 Paolo Battocchio , Francesco Menoncin and O. Scaillet
Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) , University of Brescia - Department of Economics and University of Geneva - HEC
Date Posted: May 30, 2003
Working Paper Series
415 downloads

Incl. Electronic Paper Utility Maximization in Imperfected Markets

 Thanh Long Nguyen
Warsaw School of Economics (SGH) - Department of Finance and Management
Date Posted: May 29, 2003
Working Paper Series
57 downloads

Incl. Electronic Paper The Importance of Industry and Country Effects in the EMU Equity Markets
 Miguel A. Ferreira and Miguel Angelo Ferreira
Nova School of Business and Economics and Banco Comercial Portugues
Date Posted: May 27, 2003
Working Paper Series
201 downloads

Weather, Stock Returns, and the Impact of Localized Trading
Journal of Financial and Quantitative Analysis, Forthcoming
 Tim Loughran and Paul H. Schultz
University of Notre Dame and University of Notre Dame - Department of Finance
Date Posted: May 26, 2003
Accepted Paper Series

Incl. Electronic Paper Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
 Francisco Gomes and Alexander Michaelides
London Business School and University of Cyprus - Department of Public and Business Administration
Date Posted: May 26, 2003
Working Paper Series
444 downloads

Incl. Electronic Paper Un-intimidating Portfolio Theory and Statistics
 Tom Arnold and Lance A. Nail
University of Richmond - E. Claiborne Robins School of Business and University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods
Date Posted: May 26, 2003
Working Paper Series
519 downloads

Incl. Electronic Paper Credit Risk Models: An Application to Deposit Insurance Pricing
SDA BOCCONI Research Division Working Paper No. 03-84
 Andrea Sironi , Aurelio Maccario and Cristiano Zazzara Sr.
Bocconi University - Department of Finance , UniCredit Banca Mobiliare - Research & Strategy Unit and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Date Posted: May 25, 2003
Working Paper Series
834 downloads

Hedging Options under Transaction Costs and Stochastic Volatility
Journal of Economic Dynamics & Control, Vol. 27, No. 6, February 2003
 Roy Kouwenberg , Jacek Gondzio and Ton Vorst
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , University of Edinburgh - School of Mathematics and VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: May 23, 2003
Accepted Paper Series


 

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