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JEL Code: G11
2,580,995 Total downloads
Showing Papers 981 - 1,030 of 7,225
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Monetary Policy and the Flow of Funds in the Euro Area Bank of Italy Temi di Discussione (Working Paper) No. 861
Riccardo Bonci
Date Posted: April 26, 201215 downloads
Is Consumption Growth merely a Sideshow in Asset Pricing?
Thomas Andreas Maurer
Date Posted: April 25, 2012Last Revised: February 12, 201350 downloads
On the Sensitivity of the Black's Capital Asset Pricing Model to the Market Portfolio Risk and Decision Analysis, Forthcoming.
Winston Buckley
,
Oneil Harris and
Sandun Perera
Date Posted: April 24, 2012Last Revised: May 06, 201264 downloads
Equilibrium Solutions of Optimal Portfolios and Asset Prices
David P. Brown
Date Posted: April 22, 201244 downloads
The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns Johnson School Research Paper Series No. 12-2012
George Andrew Karolyi and
Ying Wu
Date Posted: April 22, 2012Last Revised: June 15, 2012150 downloads
Understanding ETNs on VIX Futures
Carol Alexander and
Dimitris Korovilas
Date Posted: April 22, 2012Last Revised: May 20, 20121452 downloads
Mortgage Delivery to the Secondary Market When Interest Rates are Falling Financial Review, Vol. 47, Issue 2, pp. 219-246, 2012
Andrea J. Heuson and
Tie Su
Date Posted: April 21, 2012
The Corporate Governance Premium, Returns, and Mutual Funds Financial Review, Vol. 47, Issue 2, pp. 299-326, 2012
Julia Chou and
William G. Hardin III
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 21, 20123 downloads
The Accrual Anomaly: Australian Evidence Accounting & Finance, Vol. 52, Issue 2, pp. 377-394, 2012
Greg Clinch ,
Damian Fuller
,
Brett J. Govendir
and
Peter Alfred Wells
Date Posted: April 21, 2012
Investors' Horizons and the Amplification of Market Shocks Review of Financial Studies, Forthcoming
Cristina Cella
,
Andrew Ellul
and
Mariassunta Giannetti
Date Posted: April 21, 2012Last Revised: February 15, 2013166 downloads
Value Investing: Investing for Grown Ups?
Aswath Damodaran
Date Posted: April 20, 2012Last Revised: June 27, 20127459 downloads
An Option Value Problem from Seinfeld Economic Inquiry, Vol. 50, Issue 2, pp. 563-565, 2012
Avinash Dixit
Date Posted: April 19, 2012
A Note on 'Discrete Time Hedging Errors for Options with Irregular Payoffs'
Ales Cerny and
Juraj Spilda
Date Posted: April 19, 2012Last Revised: April 26, 201233 downloads
Portfolio Selection with Commodities Under Conditional Copulas and Skew Preferences
Carlos González-Pedraz
,
Manuel Moreno and
Juan Ignacio Peña
Date Posted: April 19, 2012Last Revised: November 19, 2012215 downloads
Risk Premia Harvesting Through Dual Momentum
Gary Antonacci
Date Posted: April 19, 2012Last Revised: May 09, 20134586 downloads
Teaching Theory Versus Practical Use: The Case of the Modern Portfolio Theory Journal of Utah Academy of Arts and Sciences, Forthcoming
Leo H. Chan
Date Posted: April 19, 2012
Momentum Has Its Moments
Pedro Barroso and
Pedro Santa-Clara
Date Posted: April 18, 2012Last Revised: April 10, 20131916 downloads
Beyond the Carry Trade: Optimal Currency Portfolios
Pedro Barroso and
Pedro Santa-Clara
Date Posted: April 18, 2012Last Revised: June 25, 2012788 downloads
Tailing Tail Risk in the Hedge Fund Industry
Walter Distaso
,
Marcelo Fernandes and
Filip Zikes
Date Posted: April 18, 2012102 downloads
Valuing Private Equity
Morten Sorensen ,
Neng Wang
and
Jinqiang Yang
Date Posted: April 18, 2012156 downloads
Investing with Brain or Heart? A Field Experiment on Responsible Investment
Trond Doskeland
and
Lars Jacob Tynes Pedersen
Date Posted: April 17, 2012Last Revised: March 05, 2013125 downloads
The Efficiency of Linear Value Models for Stock Selection Across Regions and Sectors
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: April 17, 201283 downloads
Optimal High-Frequency Trading in a Pro-Rata Microstructure with Predictive Information
Fabien Guilbaud
and
Huyên Pham
Date Posted: April 16, 2012Last Revised: May 07, 2012216 downloads
A New Light on Old Insight: Optimal Risk Taking with Quadratic Utility
Jung Lim Koo
,
Se Ryoong Ahn ,
Byung Lim Koo
,
Hyeng Keun Koo and
Yong Hyun Shin
Date Posted: April 15, 201223 downloads
A Simplex Rotation Algorithm for the Factor Approach to Generate Financial Scenarios
Alois Geyer ,
Michael Hanke
and
Alex Weissensteiner
Date Posted: April 15, 2012Last Revised: November 12, 201270 downloads
Mental Health and Retirement Savings: Confounding Issues with Compounding Interest
Vicki L. Bogan
and
Angela R. Fertig
Date Posted: April 15, 2012Last Revised: May 03, 201324 downloads
Testing CAPM with a Large Number of Assets IZA Discussion Paper No. 6469
M. Hashem Pesaran and
Takashi Yamagata
Date Posted: April 14, 201258 downloads
A Friedman-Savage Consumer Almost Gambles: A Continuous Time Model of Consumption and Investment with Non-Concave Utility
Byung Lim Koo
,
Jung Lim Koo
and
Hyeng Keun Koo
Date Posted: April 14, 201243 downloads
Asset and Liability Management of Short Term Life Insurance Contracts Under Correlated Default Risk of Assets
Nikolaos Georgiopoulos
affiliation not provided to SSRN
Date Posted: April 14, 2012Last Revised: June 08, 201253 downloads
Approximate Hedging of Contingent Claims Under Transaction Costs Applied Mathematical Finance, Vol. 17, No. 6, 2010
Emmanuel Lepinette-Denis
Date Posted: April 13, 201225 downloads
Arbitrage Pricing Under Transaction Costs: Continuous Time Recent Advances in Financial Engineering, World Scientific, Forthcoming
Emmanuel Lepinette-Denis
Date Posted: April 13, 201214 downloads
Asymptotic Arbitrage in Large Financial Markets with Friction
Emmanuel Lepinette-Denis
and
Lavinia Ostafe
Date Posted: April 13, 201225 downloads
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a
Constant Transaction Costs Coefficient THE MUSIELA'S FESTSCHRIFT, Yu. Kabanov, ed., Springer, 2011
Sebastien Darses
and
Emmanuel Lepinette-Denis
affiliation not provided to SSRN
and
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 201218 downloads
Mean Square Error for the Leland-Lott Hedging Strategy: Convex Pay-Off Finance Stochastics, Vol. 14, No. 4, 2010
Emmanuel Lepinette-Denis
and
Youri Kabanov
Date Posted: April 13, 201219 downloads
Modified Leland’s Strategy for a Constant Transaction Costs Rate Mathematical Finance, Forthcoming
Emmanuel Lepinette-Denis
Date Posted: April 13, 201231 downloads
Perturbative Expansion Technique for Non-Linear FBSDEs With Interacting Particle Method
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: April 13, 2012Last Revised: April 23, 201249 downloads
Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs Recent Advances in Financial Engineering, World Scientist, Forthcoming
Emmanuel Lepinette-Denis
Date Posted: April 13, 201222 downloads
A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Turan G. Bali ,
Nusret Cakici and
Fousseni Chabi-Yo
Date Posted: April 12, 2012Last Revised: May 01, 2013112 downloads
Taming Animal Spirits: Risk Management with Behavioural Factors
Mark Davis
,
Sebastien Lleo
and
Grzegorz Andruszkiewicz
Date Posted: April 12, 2012288 downloads
Cross-Sectional Stock Return Predictability in China
Nusret Cakici ,
Kalok Chan and
Kudret Topyan
Date Posted: April 11, 2012148 downloads
Return Predictability of Turkish Stocks: An Empirical Investigation
Nusret Cakici and
Kudret Topyan
Date Posted: April 11, 201229 downloads
Does Risk Reduction Mitigate the Costs of Going Green? - An Empirical Study of Sustainable Investing PUBLISHED VERSION CITATION: Benson, C., Gupta, N., and Mateti, R. (2010). “Does Risk Reduction Mitigate the Costs of Going Green?
An Empirical Study of Sustainable Investing.” Southern Journal of Business and Ethics, Vol. 2, 2010, 7-25.
,
Christina C. Benson ,
Neeraj J. Gupta
and
Ravi Mateti
affiliation not provided to SSRN
Date Posted: April 10, 2012118 downloads
Capital Requirements and Optimal Investment with Solvency Probability Constraints
Vali Alexandru Asimit
,
Alex Badescu
,
Tak-Kuen Siu
and
Yuriy Zinchenko
Date Posted: April 09, 2012Last Revised: December 19, 201257 downloads
Emerging Market Betas and the Cross Section of Hedge Fund Returns
Mustafa O. Caglayan
and
Sevan Ulutas
Date Posted: April 09, 2012Last Revised: April 17, 2012115 downloads
Equities' Exposures to Currencies: Beyond the Loglinear Model
Kris Boudt
Date Posted: April 08, 2012Last Revised: February 04, 201368 downloads
Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements Forthcoming, Journal of Finance and Investment Analysis 2012
Geng Deng
,
Tim Dulaney
and
Craig J. McCann
Date Posted: April 07, 2012Last Revised: December 26, 201260 downloads
An Anatomy of Fundamental Indexing
Lieven De Moor and
Tom Vinaimont
Date Posted: April 06, 201252 downloads
Are REITs Real Estate? Evidence from International Sector Level Data Swiss Finance Institute Research Paper No. 12-15
Martin Hoesli and
Elias Oikarinen
Date Posted: April 05, 2012365 downloads
Capital Rationing and Managerial Retention: The Role of External Capital Journal of Management Accounting Research, Forthcoming
Ying-Ju Chen
and
Mingcherng Deng
Date Posted: April 05, 2012Last Revised: April 08, 2012
KiwiSaver Investor Behaviour - A Quantitative Approach
Callum David Thomas
affiliation not provided to SSRN
Date Posted: April 05, 201249 downloads
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