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1,879,966 Total downloads
Showing Papers 881 - 930 of 8,575
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Multifactor Stochastic Variance Models in Risk Management: Maximum Entropy Approach and Levy Processes Bank of Montreal Working Paper No. 07/2002
Alex Levin and
Alexander Tchernitser
Date Posted: November 10, 2003409 downloads
Risk, Uncertainty, and Expected Returns Sixth Singapore International Conference on Finance 2012 Paper
Turan G. Bali and
Hao Zhou
Date Posted: July 30, 2011Last Revised: January 11, 2013409 downloads
A Simple Two-Component Model for the Distribution of Intra-Day Returns CORE Discussion Paper No. 2006/77
Laura Coroneo
and
David Veredas
Date Posted: November 19, 2006Last Revised: June 10, 2011407 downloads
Perpetuities, Taxes, and Asset Protection: An Empirical Assessment of the Jurisdictional Competition for Trust Funds ANNUAL HECKERLING INSTITUTE ON ESTATE PLANNING, Tina Portando, ed., Vol. 42, Chapter 12, 2008, Harvard Law and Economics Discussion Paper No. 609
Robert H. Sitkoff and
Max M. Schanzenbach
Date Posted: April 02, 2008Last Revised: June 19, 2008407 downloads
R&D Investments in Family and Founder Firms: An Agency Perspective Journal of Business Venturing, Vol. 27, No. 2, pp. 248-265, 2012
Joern Block
Date Posted: October 04, 2007Last Revised: January 29, 2012407 downloads
Portfolio Oversight: An Evolutionary Approach
Marcos Lopez de Prado
Date Posted: November 08, 2012Last Revised: April 22, 2013406 downloads
U.S. Venture Capital Meets Clean-Technology PIER Working Paper No. 09-043
Emanuel Shachmurove
and
Yochanan Shachmurove
Date Posted: December 03, 2009406 downloads
…and the Cross-Section of Expected Returns
Campbell R. Harvey ,
Yan Liu and
Heqing Zhu
Date Posted: April 17, 2013Last Revised: May 13, 2013406 downloads
Faculty Salary Compression: A Model for Response U of Akron Legal Studies Paper No. 04-09
Elizabeth A. Reilly
,
Chand Midha
,
Thomas Calderon
and
Richard Steiner
Date Posted: December 10, 2004405 downloads
Are Analysts Right? Macroeconomic Factors and Regime Switching in the Term Structure of Interest Rates AFA 2009 San Francisco Meetings Paper
Nina Boyarchenko
Date Posted: March 19, 2008Last Revised: March 14, 2010404 downloads
Investigating the Strategic Influence of Customer and Employee Satisfaction on Firm Financial Performance Fisher College of Business Working Paper No. 1154048
Jeffrey Dotson
and
Greg M. Allenby
Date Posted: July 02, 2008Last Revised: September 27, 2010404 downloads
Robust Performance Hypothesis Testing with the Sharpe Ratio ZEW - Center for European Economic Research Paper No. 320
Michael Wolf
Date Posted: May 14, 2007404 downloads
Comparison of Different Copula Assumptions and Their Application in Portfolio Construction Ekonomická revue - Central European Review of Economic Issues, Vol. 12, 2009,
Frantisek Stulajter
Date Posted: August 25, 2009Last Revised: November 06, 2009403 downloads
Estimating the Lognormal-Gamma Model of Operational Risk Using the MCMC Method
Bakhodir Ergashev
Date Posted: December 15, 2008Last Revised: March 01, 2009403 downloads
A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects
Tim Bollerslev ,
Uta Kretschmer
,
Christian Pigorsch
and
George Tauchen
Date Posted: August 24, 2005402 downloads
Assessing the Performance of Funds of Hedge Funds Midwest Finance Association 2012 Annual Meetings Paper
Benoit Dewaele
,
Hugues Pirotte ,
Nils Tuchschmid
and
Erik Wallerstein
Date Posted: September 19, 2011Last Revised: October 10, 2011402 downloads
Frailty Correlated Default Swiss Finance Institute Research Paper No. 08-44
Darrell Duffie ,
Guillaume Horel
,
Leandro Saita
and
Andreas Eckner
Date Posted: December 23, 2008402 downloads
Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework
Yongcheol Shin ,
Byungchul Yu
and
Matthew Greenwood-Nimmo
Date Posted: April 13, 2011Last Revised: March 27, 2013402 downloads
The Overcharge as a Measure for Antitrust Damages Amsterdam Center for Law & Economics Working Paper No. 2008-08
Martijn A. Han ,
Maarten Pieter Schinkel
and
Jan Tuinstra
Date Posted: April 16, 2009Last Revised: March 30, 2011400 downloads
A Re-examination of China's Share Issue Privatization: Does it Not Improve SOE Profitability?
Guohua Jiang ,
Heng Yue
and
Longkai Zhao
Date Posted: February 22, 2006398 downloads
High-Order Moments and Cumulants of Multivariate Weibull Asset Returns Distributions: Analytical Theory and Empirical Tests: II Finance Letters, Vol. 3, No. 1, pp. 54-63, 2005
Yannick Malevergne and
Didier Sornette
Date Posted: May 04, 2005398 downloads
Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study
Michael A. Hauser
Date Posted: November 18, 1998398 downloads
Overreaction Diamonds: Precursors and Aftershocks for Significant Price Changes Quantitative Finance, 7(3), 2007, pp. 321-342
Ahmet Duran
and
Gunduz Caginalp
Date Posted: September 26, 2006Last Revised: March 30, 2009398 downloads
Testing the Sequential Logit Model Against the Nested Logit Model
Masahito Kobayashi
Date Posted: January 16, 2007Last Revised: October 28, 2007398 downloads
A Wavelet Analysis of Scaling Laws and Long-Memory in Stock Market Volatility Bank of Finland Research Discussion Paper No. 27/2005
Tommi A. Vuorenmaa
Date Posted: October 16, 2007397 downloads
Calculating the Extended Gini Coefficient from Grouped Data - a Covariance Presentation
Edna Schechtman
and
Shlomo Yitzhaki
Date Posted: April 18, 2006Last Revised: October 01, 2010397 downloads
Credit Ratings Transition in Structured Finance Journal of Financial Transformation, No. 22, June 2008
Roberto Violi
Date Posted: September 18, 2008397 downloads
Stable Monte-Carlo Sensitivities of Bermudan Callable Products
Christian P. Fries
Date Posted: April 17, 2009Last Revised: April 22, 2009397 downloads
Testing Conditional Factor Models AFA 2010 Atlanta Meetings Paper
Andrew Ang and
Dennis Kristensen
Date Posted: March 04, 2009397 downloads
Comparative Study of Non Interest Income of the Indian Banking Sector
Gaurav Sharma
affiliation not provided to SSRN
Date Posted: July 09, 2009396 downloads
Profitability and Royalty Rates Across Industries: Some Preliminary Evidence KPMG Global Valuation Institute, November, 2012
Jonathan E. Kemmerer
and
Jiaqing "Jack" Lu
Date Posted: March 10, 2009Last Revised: February 20, 2013396 downloads
Why are Banks Highly Interconnected?
Alexander David and
Alfred Lehar
Date Posted: March 25, 2008Last Revised: May 31, 2012396 downloads
Calculating Delta Greeks of Callable Exotics in the LMM: A New Approach
Ahsan Amin
Date Posted: November 28, 2009Last Revised: February 24, 2010395 downloads
Challenges of Trending Time Series Econometrics Cowles Foundation Discussion Paper No. 1472
Peter C. B. Phillips
Date Posted: July 27, 2004394 downloads
Dynamic Estimation of Credit Rating Transition Probabilities
Arthur M. Berd
Date Posted: November 07, 2005394 downloads
Ignorance is Bliss: A Study on How and Why Humans Depend on Recognition Heuristics in Social Relationships, the Equity Markets and the Brand Market-place, Thereby Making Successful Decisions
Karan Khemani
Date Posted: January 13, 2005394 downloads
No-Arbitrage Taylor Rules
Andrew Ang ,
Sen Dong
and
Monika Piazzesi
Date Posted: November 21, 2004394 downloads
On Maximum Likelihood Estimation of Operational Loss Distributions University of Trento Department of Economics Working Paper No. 2005-03
Marco Bee
Date Posted: March 23, 2005394 downloads
On the Prediction of Credit Ratings
Albert D. Metz
Date Posted: August 31, 2007394 downloads
Posterior Evaluation of Cross-Border Mergers & Acquisitions: Financial Review of Three Select Cases from Automobile, Energy & IT Sectors 22nd Australasian Finance and Banking Conference 2009
M. R. Suryanarayana Murthy and
Ullas Rao
Date Posted: August 31, 2009394 downloads
Regulatory Exposure of Deceptive Marketing and its Impact on Firm Value Journal of Marketing, 2009
Martha Tipton
,
Sundar Bharadwaj
and
Diana Robertson
Date Posted: September 11, 2009394 downloads
Venture Capital Meets Industrial Sector and Location PIER Working Paper No. 09-042
Emanuel Shachmurove
and
Yochanan Shachmurove
Date Posted: December 03, 2009393 downloads
A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods
Tammo H.A. Bijmolt and
Michel Wedel
Date Posted: December 10, 1996392 downloads
General Diagnostic Tests for Cross Section Dependence in Panels CESifo Working Paper Series No. 1229; IZA Discussion Paper No. 1240
M. Hashem Pesaran
Date Posted: August 04, 2004392 downloads
Optimal Solution of the Nearest Correlation Matrix Problem by Minimization of the Maximum Norm
Sudhanshu K. Mishra
Date Posted: August 09, 2004Last Revised: October 14, 2010392 downloads
Default, Credit Growth, and Asset Prices IMF Working Paper No. 06/223
Miguel Segoviano Basurto ,
Boris Hofmann and
Charles Goodhart
Date Posted: October 31, 2006391 downloads
Return Reversals, Idiosyncratic Risk, and Expected Returns Review of Financial Studies, Forthcoming
Wei Huang
,
Qianqiu Liu
,
S. Ghon Rhee and
Liang Zhang
Date Posted: January 13, 2009391 downloads
Tail Dependence of Factor Models
Yannick Malevergne and
Didier Sornette
Date Posted: February 23, 2002391 downloads
Dynamic Hedge Fund Style Analysis with Errors-in-Variables
Laurent Bodson
,
Alain Coen
and
Georges Hubner
Date Posted: May 01, 2008390 downloads
Evaluating the Performance of Chinese Investment Funds
Xiaoqing Cao and
Esman Martijn
Date Posted: February 16, 2002390 downloads
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