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Abstracts:
483,932
Full Text Papers:
393,337
Authors:
226,553
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68,947
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Last 12 months:
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238,027
Total References:
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5,708,794
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JEL Code: G1
12,970,153 Total downloads
Showing Papers 9,941 - 9,990 of 36,679
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Dynamic Beta, Time-Varying Risk Premium, and Momentum
Yale ICF Working Paper No. 04-26
Hong Zhang
INSEAD - Finance
Date Posted: July 30, 2004
Working Paper Series
1314 downloads
Dynamic Beta: Getting Paid to Manage Risks
Journal of Investment Consulting, Vol. 12, No. 2, pp. 67-78, 2011
Timothy Barrett
,
Donald Pierce
,
James Perry
and
Arun Muralidhar
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
AlphaEngine Global Investment Solutions
Date Posted: February 15, 2012
Accepted Paper Series
6 downloads
Dynamic Capacity Choice, Dynamic Capital Structure, and Credit Risk
EFA 2009 Bergen Meetings Paper
Andrea Gamba ,
Mamen Aranda and
Alessio Saretto
Warwick Business School - University of Warwick
,
University of Navarra - Business
and
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: July 08, 2008
Last Revised: November 17, 2011
Working Paper Series
333 downloads
Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications
IMF Working Paper No. 91/115
Hamid Faruqee
International Monetary Fund (IMF) - Research Department
Date Posted: February 15, 2006
Working Paper Series
43 downloads
Dynamic Capital Structure and Stochastic Interest Rates
Ali Nejadmalayeri
Oklahoma State University - Department of Finance
Date Posted: October 29, 2002
Working Paper Series
332 downloads
Dynamic Capital Structure with Callable Debt and Debt Renegotiations
EFA 2000 London Meetings
Peter O. Christensen ,
David Lando ,
Christian Riis Flor and
Kristian R. Miltersen
Aarhus University - Department of Economics and Business
,
Copenhagen Business School - Department of Finance
,
University of Southern Denmark
and
Copenhagen Business School
Date Posted: July 24, 2002
Working Paper Series
618 downloads
Dynamic CDO Term Structure Modelling
Mathematical Finance, Forthcoming
Damir Filipovic ,
Ludger Overbeck
and
Thorsten Schmidt
Ecole Polytechnique Fédérale de Lausanne
,
University of Giessen
and
Chemnitz University of Technology
Date Posted: July 09, 2009
Accepted Paper Series
235 downloads
Dynamic Coherent Risk Measures
Frank Riedel
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: March 24, 2003
Working Paper Series
336 downloads
Dynamic Commodity Timing Strategies
Evert B. Vrugt
,
Rob Bauer ,
R. Molenaar and
Tom Steenkamp
VU University Amsterdam, PGO-IM
,
Maastricht University
,
Robeco Investments
and
ABP Investments - Research Department
Date Posted: August 25, 2004
Last Revised: November 27, 2009
Working Paper Series
2141 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
Fordham University - School of Business
Date Posted: June 23, 2012
Last Revised: October 08, 2012
Working Paper Series
526 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Georgetown McDonough School of Business Research Paper 2012-16
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
Fordham University - School of Business
Date Posted: July 24, 2012
Last Revised: November 01, 2012
Working Paper Series
214 downloads
Dynamic Conditional Correlation with Elliptical Distributions
Matteo M. Pelagatti
University of Milan, Bicocca - Department of Statistics
Date Posted: March 10, 2006
Working Paper Series
143 downloads
Dynamic Conditional Correlations for Asymmetric Processes
Manabu Asai and
Michael McAleer
Soka University - Faculty of Economics
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: September 02, 2009
Working Paper Series
398 downloads
Dynamic Conditioning and Credit Correlation Baskets
THE COMPLETE GUIDE TO CDOS - MARKET, APPLICATION, VALUATION, AND HEDGING, Risk Books, Forthcoming
Claudio Albanese and
Alicia Vidler
King's College London - Department of Mathematics
and
Merrill Lynch & Co.
Date Posted: March 26, 2008
Last Revised: April 23, 2008
Accepted Paper Series
132 downloads
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
CEPR Discussion Paper No. 4913
George Chacko and
Luis M. Viceira
Harvard Business School
and
Harvard Business School - Finance Unit
Date Posted: June 14, 2005
Working Paper Series
40 downloads
Dynamic Consumption-Portfolio Choice and Asset Pricing
Suleyman Basak
London Business School
Date Posted: September 01, 1999
Working Paper Series
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents
Center for Financial Research Working Paper No. 7-95
Suleyman Basak
London Business School
Date Posted: August 26, 1999
Working Paper Series
Dynamic Copula Modelling for Value at Risk
Frontiers in Finance and Economics, Forthcoming
Date Posted: November 11, 2006
Accepted Paper Series
1579 downloads
Dynamic Copula Modelling for Value at Risk
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 72-108, 2008
Date Posted: January 27, 2010
Accepted Paper Series
327 downloads
Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes
and
Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica
and
University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads
Dynamic Corporate Capital Stocks: Cross-sectional and Inter-temporal Stock Return Patterns
AFA 2011 Denver Meetings Paper
Jacob S. Sagi ,
Matthew I. Spiegel and
Masahiro Watanabe
Vanderbilt University - Finance
,
Yale University - Yale School of Management, International Center for Finance
and
University of Alberta - School of Business
Date Posted: July 26, 2009
Last Revised: January 27, 2013
Working Paper Series
198 downloads
Dynamic Correlation Analysis of Asian Stock Markets
International Advances in Economic Research, Vol. 18, No. 2, 2012
Jae-Kwang Hwang
Virginia State University - Department of Economics & Finance
Date Posted: March 20, 2013
Accepted Paper Series
Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Countries
Journal of International Money and Finance, Vol. 26, No. 7, 2007
Thomas Chinan Chiang ,
Bang Nam Jeon and
Humin Li
Drexel University - Department of Finance
,
Drexel University - Department of Economics & International Business
and
West Chester University of Pennsylvania - School of Business and Public Affairs - Department of Economics and Finance
Date Posted: November 23, 2008
Accepted Paper Series
250 downloads
Dynamic Correlation Hedging in Copula Models for Portfolio Selection
Paris December 2009 Finance International Meeting
Denitsa Stefanova
and
Redouane Elkamhi
VU University Amsterdam
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: October 26, 2009
Working Paper Series
234 downloads
Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
AFA 2012 Chicago Meetings Paper
Denitsa Stefanova
and
Redouane Elkamhi
VU University Amsterdam
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: March 15, 2011
Working Paper Series
125 downloads
Dynamic Credit Portfolio Management: Linking Credit Risk Systems, Securitization and Standardised Credit Indices
Joao Garcia ,
Serge Goossens and
Jeroen Lamoot
Fitch Solutions
,
affiliation not provided to SSRN
and
Banking, Finance and Insurance Commission (CBFA)
Date Posted: September 29, 2008
Working Paper Series
539 downloads
Dynamic Deception
Axel Anderson and
Lones Smith
Georgetown University - Department of Economics
and
University of Wisconsin at Madison - Department of Economics
Date Posted: January 10, 2012
Last Revised: November 27, 2012
Working Paper Series
59 downloads
Dynamic Density Forecasts for Multivariate Asset Returns
Arnold Polanski and
Evarist Stoja
University of East Anglia
and
University of Bristol
Date Posted: August 09, 2010
Working Paper Series
33 downloads
Dynamic Dynamic-Programming Solutions for the Portfolio of Risky Assets
Mark S. Tenney
Independent
Date Posted: August 09, 2005
Working Paper Series
162 downloads
Dynamic Effects of Financial Stress on the U.S. Real Estate Market Performance
Vichet Sum and
Kate Brown
University of Maryland, Eastern Shore
and
University of Maryland, Eastern Shore
Date Posted: January 04, 2013
Last Revised: May 10, 2013
Working Paper Series
1 downloads
Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads
Journal of Banking and Finance, Forthcoming
Madhu Kalimipalli ,
Subhankar Nayak and
Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics
,
Wilfrid Laurier University - Clarica Financial Services Research Centre
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: August 01, 2011
Last Revised: April 17, 2013
Accepted Paper Series
91 downloads
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
Economic Research Initiatives at Duke (ERID) Working Paper Series No. 57
A. Ronald Gallant ,
Han Hong and
Ahmed Khwaja
Duke University - Fuqua School of Business, Economics Group
,
Duke University - Department of Economics
and
Yale School of Management
Date Posted: September 09, 2010
Working Paper Series
100 downloads
Dynamic Equicorrelation with Non-Gaussian Innovations
Gregorio A. Vargas III
affiliation not provided to SSRN
Date Posted: July 26, 2009
Working Paper Series
75 downloads
Dynamic Equilibrium and Volatility in Financial Asset Markets
Yacine Ait-Sahalia
Princeton University - Department of Economics
Date Posted: August 30, 1999
Working Paper Series
Dynamic Equilibrium Correction Modelling of Credit Spreads. The Case of Yen Eurobonds
Seppo Pynnonen
,
Jonathan A. Batten and
Warren P. Hogan
University of Vaasa - Department of Mathematics and Statistics
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Technology, Sydney - School of Finance and Economics
Date Posted: January 27, 2004
Working Paper Series
114 downloads
Dynamic Equilibrium Valuation of Electricity Futures
Wolfgang Bühler and
Jens Müller-Merbach
University of New South Wales, Australian Business School
and
BHF-Bank AG
Date Posted: May 02, 2007
Working Paper Series
297 downloads
Dynamic Equilibrium with Heterogeneous Agents and Risk Constraints
Rodolfo Prieto
Boston University - School of Management
Date Posted: September 15, 2010
Last Revised: October 17, 2011
Working Paper Series
122 downloads
Dynamic Equilibrium with Overpriced Put Options
Sergey Isaenko
Concordia University, Quebec - Department of Finance
Date Posted: April 04, 2006
Working Paper Series
221 downloads
Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: February 19, 2013
Working Paper Series
26 downloads
Dynamic Estimation of Credit Rating Transition Probabilities
Arthur M. Berd
General Quantitative, LLC
Date Posted: November 07, 2005
Working Paper Series
394 downloads
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
Tim Bollerslev ,
Michael S. Gibson and
Hao Zhou
Duke University - Finance
,
Federal Reserve Board
and
PBC School of Finance, Tsinghua University
Date Posted: January 25, 2005
Last Revised: March 13, 2009
Accepted Paper Series
2102 downloads
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
CREATES Research Paper 2007-16
Tim Bollerslev ,
Michael S. Gibson and
Hao Zhou
Duke University - Finance
,
Federal Reserve Board
and
PBC School of Finance, Tsinghua University
Date Posted: June 23, 2008
Last Revised: September 25, 2009
Working Paper Series
262 downloads
Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors
Midwest Finance Association 2013 Annual Meeting Paper
Sangheon Shin ,
Jan Smolarski
and
Gokce Soydemir
South University-Montgomery
,
University of Texas-Pan American - College of Business Administration
and
California State University, Stanislaus
Date Posted: September 30, 2012
Last Revised: January 22, 2013
Working Paper Series
60 downloads
Dynamic Extensions and Probabilistic Expansions of the SABR Model
Karl Larsson
Lund University - Department of Economics
Date Posted: January 17, 2010
Working Paper Series
253 downloads
Dynamic Factors and Asset Pricing
Zhongzhi (Lawrence) He
,
Sahn-Wook Huh
and
Bong-Soo Lee
Brock University
,
State University of New York at Buffalo
and
Florida State University
Date Posted: September 11, 2007
Last Revised: October 04, 2008
Working Paper Series
456 downloads
Dynamic Factors and the Source of Momentum Profits
Tong Yao
University of Iowa - Henry B. Tippie College of Business
Date Posted: May 19, 2006
Working Paper Series
607 downloads
Dynamic Federalism and Consumer Financial Protection: How the Dodd-Frank Act Changes the Preemption Debate
North Carolina Law Review, Vol. 89, p. 1273, 2011
Jared Elosta
University of North Carolina (UNC) at Chapel Hill - School of Law
Date Posted: November 20, 2011
Accepted Paper Series
44 downloads
Dynamic Financial Market Model and Its Consequences
Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: May 19, 2012
Working Paper Series
31 downloads
Dynamic General Equilibrium and T-Period Fund Separation
Anke Gerber ,
Thorsten Hens and
Peter Woehrmann
University of Hamburg
,
Department of Banking and Finance
and
University of Zurich
Date Posted: February 22, 2006
Working Paper Series
89 downloads
Dynamic Growth Equity Returns
George Blazenko and
Yufen Fu
Simon Fraser University (SFU) - Finance Area
and
Tunghai University
Date Posted: March 06, 2011
Working Paper Series
40 downloads
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