ALL TIME HITS
SSRN Top Ten Downloads for Risk Management

January 2, 1997 to January 6, 2003



DownloadsPaper Title
1614An Empirical Comparison of Default Swap Pricing Models
PATRICK HOUWELING and TON VORST
Erasmus University Rotterdam & Rabobank International and Erasmus University Rotterdam & ABN Amro
Date posted to database: December 24, 2001
1614Sharpening Sharpe Ratios
WILLIAM N. GOETZMANN , JONATHAN E. INGERSOLL JR. , MATTHEW I. SPIEGEL and IVO WELCH
Yale School of Management, International Center for Finance , Yale School of Management, International Center for Finance , Yale School of Management, International Center for Finance and Yale School of Management
Date posted to database: March 22, 2002
1371Taxes and Corporate Finance: A Review
JOHN R. GRAHAM
Duke University
Date posted to database: April 10, 2001
962The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors
HARRY M. KAT and CHRIS BROOKS
University of Reading and University of Reading - ISMA Centre for Education & Research in Securities Markets
Date posted to database: November 6, 2001
955Enron Corporation's Weather Derivatives (A) & (B)
SAMUEL E. BODILY , ROBERT F. BRUNER and MARI CAPESTANY
University of Virginia - Darden Graduate School of Business Administration , University of Virginia - Darden Graduate School of Business Administration and Enron Corporation - General
Date posted to database: June 19, 2001
951Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation
RAFFAELE ZENTI and MASSIMILIANO PALLOTTA
Ras Asset Management SGR SpA, Ras Asset Management SGR , Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA - Risk Management
Date posted to database: January 12, 2001
897Risk Management in an Asset Management Company: A Practical Case
DARIO BRANDOLINI , MASSIMILIANO PALLOTTA and RAFFAELE ZENTI
Ras Asset Management SGR SpA - General , Ras Asset Management SGR SpA - Risk Management , Ras Asset Management SGR SpA, Ras Asset Management SGR and Ras Asset Management SGR SpA - Risk Management
Date posted to database: February 6, 2001
877Exotics and Electrons: Electric Power Crises and Financial Risk Management
SUMAN BANERJEE and THOMAS H. NOE
Tulane University - A.B. Freeman School of Business and Tulane University - A.B. Freeman School of Business
Date posted to database: January 15, 2002
856CEO Compensation, Diversification and Incentives
LI JIN
Harvard Business School
Date posted to database: January 10, 2001
809Estimating Structural Bond Pricing Models
JAN ERICSSON and JOEL RENEBY
McGill University - Faculty of Management and Stockholm School of Economics - Department of Finance
Date posted to database: May 15, 2001



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