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484,509
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393,865
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226,776
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SSRN eLibrary Search Results
JEL Code: G11
2,580,014 Total downloads
Showing Papers 681 - 730 of 7,223
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Fund Analysis and Selection: An Approach Based on Distances and Similarities between Performance Measures
25th Australasian Finance and Banking Conference 2012
Hery Razafitombo
University of Metz - CEREFIGE
Date Posted: September 04, 2012
Working Paper Series
66 downloads
Portfolio Selection Using Fuzzy Analytic Hierarchy Process (FAHP)
European Business Research Conference 2012 Proceedings, August 2012
Zahra Lashgari
and
Kobra Safari II
Islamic Azad University (IAU) - Central Tehran Branch
and
Islamic Azad University (IAU) - Islamic Azad University Central Tehran Branch
Date Posted: September 04, 2012
Accepted Paper Series
90 downloads
Social Identification and Investment Decisions
Rob Bauer and
Paul Smeets
Maastricht University
and
Maastricht University
Date Posted: September 04, 2012
Last Revised: March 03, 2013
Working Paper Series
105 downloads
A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea ,
Anthony Dewayne Holder
and
Alex Petkevich
The University of Toledo - Department of Finance
,
University of Toledo - Department of Accounting
and
The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
20 downloads
A Quick Introduction to Quantitative Models That Discard Estimation of Expected Returns for Portfolio Construction
Stefano Colucci
Symphonia Sgr
Date Posted: September 03, 2012
Last Revised: February 20, 2013
Working Paper Series
347 downloads
Investment in Education and Strategic Asset Allocation
Midwest Finance Association 2013 Annual Meeting Paper
Joao Amaro de Matos
and
Bruno Funchal
Nova School of Business and Economics
and
FUCAPE Business School
Date Posted: September 03, 2012
Working Paper Series
21 downloads
On Models for Portfolio Selection with Short-Term Forecasting
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 03, 2012
Last Revised: January 07, 2013
Working Paper Series
86 downloads
On the Estimation of Systematic Downside Risk
Midwest Finance Association 2013 Annual Meeting Paper
Nikolaos T. Artavanis
Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
85 downloads
Commodity Exchange-Traded Funds: Observations on Risk Exposure and Performance
John P. Plamondon
and
Carl F. Luft
DePaul University - Department of Finance
and
DePaul University - Department of Finance
Date Posted: September 02, 2012
Working Paper Series
86 downloads
Our Benchmark is Better than Your Benchmark: The Case of the Municipal Bond Market
Haiwei Chen
,
Jim Estes and
Daniel Jubinski
University of Texas, Pan American
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 02, 2012
Last Revised: November 03, 2012
Working Paper Series
34 downloads
What Drives Risky Investments Lower at Retirement?
Midwest Finance Association 2013 Annual Meeting Paper
Revansiddha Basavaraj Khanapure
University of Delaware - Department of Finance
Date Posted: September 02, 2012
Last Revised: January 21, 2013
Working Paper Series
23 downloads
Testing Rebalancing Strategies for Stock-Bond Portfolios: What Is the Optimal Rebalancing Strategy?
Midwest Finance Association 2013 Annual Meeting Paper
Hubert Dichtl
,
Wolfgang Drobetz
and
Martin Wambach
Alpha Portfolio Advisors
,
University of Hamburg
and
University of Hamburg
Date Posted: September 01, 2012
Last Revised: January 21, 2013
Working Paper Series
28 downloads
Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule?
Huacheng Zhang
Southwestern University of Finance and Economics
Date Posted: September 01, 2012
Last Revised: March 29, 2013
Working Paper Series
166 downloads
Crisis Phenomena in the Process of Formation of a Market Portfolio
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration
Date Posted: September 01, 2012
Last Revised: September 04, 2012
Working Paper Series
47 downloads
Disappointment Events in Consumption Growth and the Cross-Section of Expected Stock Returns
Midwest Finance Association 2013 Annual Meeting Paper
Stefanos Delikouras
University of Michigan at Ann Arbor
Date Posted: September 01, 2012
Last Revised: March 12, 2013
Working Paper Series
10 downloads
Do Style and Sector Indexes Carry Momentum?
The Journal of Investment Strategies, vol1(3), Summer 2012, 67-89.
Linda H. Chen
,
George J. Jiang and
Xingnong Zhu
Washington State University
,
Washington State University
and
Ibbotson Associates
Date Posted: September 01, 2012
Last Revised: September 07, 2012
Accepted Paper Series
202 downloads
Hedge Fund Activists: Do They Take Cues from Institutional Exit?
Nickolay Gantchev
and
Pab Jotikasthira
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
University of North Carolina Kenan-Flagler Business School
Date Posted: September 01, 2012
Last Revised: February 16, 2013
Working Paper Series
268 downloads
Stocks with Extreme Past Returns: Lotteries or Insurance?
Alexander Barinov
University of Georgia - Terry College of Business
Date Posted: September 01, 2012
Working Paper Series
66 downloads
The Cost of Funding Flow Correlation
Roland Umlauft
Universitat Pompeu Fabra
Date Posted: September 01, 2012
Last Revised: February 14, 2013
Working Paper Series
39 downloads
The Impact of Financial Advisors on the Stock Portfolios of Retail Investors
Midwest Finance Association 2013 Annual Meeting Paper
Marc Kramer
and
Robert Lensink
University of Groningen - Faculty of Economics and Business - Department of Economics, Econometrics & Finance
and
University of Groningen - Department of Economics, Econometrics and Finance
Date Posted: September 01, 2012
Last Revised: January 22, 2013
Working Paper Series
84 downloads
ESG-Persistence in Socially Responsible Mutual Funds
Maximilian Wimmer
University of Regensburg
Date Posted: August 30, 2012
Last Revised: September 20, 2012
Working Paper Series
58 downloads
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance
Bradford Case ,
Massimo Guidolin and
Yildiray Yildirim
National Association of Real Estate Investment Trusts
,
Bocconi University - Department of Finance
and
Syracuse University - Whitman School of Management
Date Posted: August 30, 2012
Working Paper Series
175 downloads
The Credit Risk Premium: Should Investors Overweight Credit, When, and by How Much?
Journal of Investing, Vol. 20, No. 4, Winter 2011, DOI:10.3905/joi.2011.20.4.132
Bac Van Luu
and
Peiyi Yu
Norges Bank Investment Management
and
affiliation not provided to SSRN
Date Posted: August 30, 2012
Accepted Paper Series
The Effects of Environmental Regulation on Corporate Performance: A Chinese Perspective
Midwest Finance Association 2013 Annual Meeting Paper
Vikash Ramiah
,
Jacopo Pichelli
and
Imad Moosa
RMIT University - School of Economics, Finance and Marketing
,
Politecnico di Milano
and
RMIT University
Date Posted: August 30, 2012
Working Paper Series
29 downloads
Transaction-Based and Appraisal-Based Capitalization Rate Determinants
Swiss Finance Institute Research Paper No. 12-28
Alain Chaney
and
Martin Hoesli
Universitiy of Geneva
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 30, 2012
Working Paper Series
168 downloads
Which Anomalies are More Popular? And Why?
Byoung-Hyoun Hwang and
Baixiao Liu
Purdue University - Krannert School of Management
and
Florida State University
Date Posted: August 30, 2012
Last Revised: March 31, 2013
Working Paper Series
331 downloads
Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Jian Yang
,
Yinggang Zhou
and
Wai Kin Leung
University of Colorado Denver - The Business School
,
The Chinese University of Hong Kong
and
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
Date Posted: August 29, 2012
Accepted Paper Series
Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements
Financial Management Association (FMA), European Conference 2011, Porto, Portugal
Michael Liebmann
,
Michael Hagenau
,
Matthias Häußler
and
Dirk Neumann
University of Freiburg (Germany)
,
University of Freiburg
,
University of Rostock
and
University of Freiburg (Germany) - University of Freiburg (Germany)
Date Posted: August 29, 2012
Working Paper Series
70 downloads
Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China
Financial Management, 2012
Shu Lin ,
Shu Tian and
Eliza Wu
Nanjing University - Department of Accounting, School of Business
,
Fudan University - School of Management
and
University of Technology, Sydney - UTS Business School
Date Posted: August 29, 2012
Accepted Paper Series
Momentum in Style Portfolios: Risk or Inefficiency?
Midwest Finance Association 2013 Annual Meeting Paper
Paul Docherty
and
H. Chan
University of Newcastle (Australia)
and
University of Melbourne - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
68 downloads
The Impact of Greed and Experience on Investors’ Returns and Banks’ Margins: Evidence from Short-Term Exchange-Traded Retail Products
Oliver Entrop
,
Alexander Schober
and
Marco Wilkens
University of Passau
,
University of Augsburg
and
University of Augsburg
Date Posted: August 29, 2012
Working Paper Series
71 downloads
Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia
Cristian Voicu
and
Michael Joseph Seiler
Investment Technology Group
and
Old Dominion University - Finance
Date Posted: August 28, 2012
Working Paper Series
22 downloads
Do Fund Investors Know that Risk is Sometimes Not Priced?
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Fabian Irek
and
Thorsten Lehnert
Luxembourg School of Finance
and
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: August 28, 2012
Last Revised: March 12, 2013
Working Paper Series
105 downloads
Modelling and Replicating Hedge Fund Returns
The University of Melbourne, Centre for Actuarial Studies, Research Paper Series No. 203
Wang Chun Wei
University of Sydney - Discipline of Finance
Date Posted: August 28, 2012
Last Revised: August 31, 2012
Working Paper Series
56 downloads
Information Differential and Compensation of Active Fund Managers
Chekib Ezzili
and
Patrice Poncet
ESSEC Business School
and
ESSEC Business School
Date Posted: August 27, 2012
Working Paper Series
16 downloads
Exploring Diversification Benefits from Asia Pacific Equity Markets
Jones Odei Mensah and
Gamini Premaratne
University of Brunei Darussalam
and
University of Brunei Darussalam - Universiti Brunei Darussalam
Date Posted: August 26, 2012
Working Paper Series
On the Shape of Risk Aversion and Asset Allocation
29th International Conference of the French Finance Association (AFFI) 2012
Pierre Six
Rouen Business School
Date Posted: August 26, 2012
Working Paper Series
49 downloads
Betas and Liquidity: Differences in Systematic Price Risk Due to Asymmetric Asset Liquidity and Correlated Funding Shocks
Roland Umlauft
Universitat Pompeu Fabra
Date Posted: August 25, 2012
Last Revised: February 25, 2013
Working Paper Series
56 downloads
Self‐Directed Pensions: Gender, Risk, and Portfolio Choices
The Scandinavian Journal of Economics, Vol. 114, Issue 3, pp. 705-728, 2012
Jenny Säve‐Söderbergh
affiliation not provided to SSRN
Date Posted: August 23, 2012
Accepted Paper Series
Does Social Interaction Destablise Financial Markets?
Frederik König
Goethe University Frankfurt
Date Posted: August 23, 2012
Working Paper Series
32 downloads
High-Water Marks and Separation of Private Investments
Paolo Guasoni and
Gu Wang
Boston University - Department of Mathematics and Statistics
and
Boston University - Department of Mathematics and Statistics
Date Posted: August 23, 2012
Working Paper Series
59 downloads
Market Timing with Moving Averages
Midwest Finance Association 2013 Annual Meeting Paper
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: August 23, 2012
Last Revised: January 24, 2013
Working Paper Series
250 downloads
Predictability in the Short and Long Legs of Carry Trades
25th Australasian Finance and Banking Conference 2012
Helen Lu
and
Ben Jacobsen
University of Otago
and
New Zealand Institute of Advanced Study
Date Posted: August 23, 2012
Last Revised: November 22, 2012
Working Paper Series
29 downloads
The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data
Georges Dionne
HEC Montreal - Department of Finance
Date Posted: August 23, 2012
Last Revised: September 17, 2012
Working Paper Series
27 downloads
The PIIGS Stock Markets Before and After the 2008 Financial Crisis: A Dynamic Cointegration and Causality Analysis
International Journal of Banking, Accounting and Finance, Forthcoming
Andreas S. Chouliaras
,
Apostolos G. Christopoulos
,
Dimitris Kenourgios
and
Petros Kalantonis
Luxembourg School of Finance
,
University of Athens - Department of Economics
,
University of Athens - Faculty of Economics
and
Technological Educational Institute (TEI) of Piraeus
Date Posted: August 23, 2012
Accepted Paper Series
Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements
Alex Frino ,
Tina Viljoen
,
George H. K. Wang
,
P. Joakim Westerholm
and
Hui Zheng
University of Sydney - Discipline of Finance
,
The University of Sydney Business School
,
George Mason University - Finance Area
,
The University of Sydney Business School
and
Discipline of Finance, The University of Sydney
Date Posted: August 22, 2012
Last Revised: November 02, 2012
Working Paper Series
176 downloads
Residual Equity Momentum for Corporate Bonds
Daniel Haesen
,
Patrick Houweling and
Jeroen van Zundert
Robeco Quantitative Strategies
,
Robeco Quantitative Strategies
and
Robeco Quantitative Strategies
Date Posted: August 22, 2012
Last Revised: August 28, 2012
Working Paper Series
223 downloads
Value-at-Risk Forecasting Ability of Filtered Historical Simulation for Non-Normal GARCH Returns
Midwest Finance Association 2013 Annual Meeting Paper
Christopher J. Adcock
,
Nelson Areal and
Benilde Oliveira
University of Sheffield - School of Management
,
University of Minho - School of Economics and Management
and
University of Minho - School of Economics and Management
Date Posted: August 22, 2012
Last Revised: January 22, 2013
Working Paper Series
76 downloads
Does Firm-Level Information Still Predict Stock Returns? A Re-Examination of Market Anomalies
Samuel Xin Liang
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: August 21, 2012
Last Revised: February 20, 2013
Working Paper Series
103 downloads
Hedge Funds and Stock Market Efficiency
Joni Kokkonen
and
Matti Suominen
Catolica-Lisbon School of Business and Economics
and
Aalto University, Department of Finance
Date Posted: August 21, 2012
Working Paper Series
61 downloads
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