Search Results
JEL Code: C11

502,920 Total downloads

Viewing: 1 - 50 of 2,140 papers

1.

A Revealed Preference Ranking of U.S. Colleges and Universities

NBER Working Paper No. W10803
Number of pages: 52 Posted: 11 Oct 2004
Working Paper Series
Harvard University - Harvard Kennedy School (HKS), Harvard University - Department of Statistics, Stanford University and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 49,134
2.

The Black-Litterman Model in Detail

Number of pages: 65 Posted: 28 Jan 2009 Last Revised: 23 Jun 2014
Working Paper Series
Boston University - Metropolitan College - Department of Computer Science
Downloads 21,925
3.

The Intuition Behind Black-Litterman Model Portfolios

Number of pages: 27 Posted: 28 Oct 2002
Working Paper Series
Independent and Kepos Capital
Downloads 20,237
4.

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

Number of pages: 42 Posted: 12 Aug 2010 Last Revised: 22 May 2012
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads 9,271
5.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 301 Posted: 03 Sep 2013 Last Revised: 25 Mar 2019
Working Paper Series
RiskLab, ETH Zurich
Downloads 8,459
6.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads 7,906
7.

Empirical Asset Pricing via Machine Learning

Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018
Number of pages: 67 Posted: 09 Apr 2018 Last Revised: 29 Jul 2018
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 7,693
8.

Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets

Number of pages: 15 Posted: 29 Dec 2005
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 7,303
9.

Investing in Socially Responsible Mutual Funds

Number of pages: 56 Posted: 22 Jul 2003
Working Paper Series
University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 6,552
10.

Global Factor Premiums

Number of pages: 63 Posted: 06 Feb 2019
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Asset Management - Quantitative Investing
Downloads 5,191
11.

A Backtesting Protocol in the Era of Machine Learning

Number of pages: 18 Posted: 13 Nov 2018 Last Revised: 24 Nov 2018
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business and University of California at San Diego
Downloads 4,417
12.

Beyond Black-Litterman: Views on Non-Normal Markets

Number of pages: 19 Posted: 16 Nov 2005
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads 4,189
13.

Investing in Mutual Funds When Returns are Predictable

Number of pages: 58 Posted: 08 Jun 2004
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,097
14.

Portfolio Selection with Higher Moments

Number of pages: 50 Posted: 29 Dec 2004 Last Revised: 16 Mar 2010
Working Paper Series
Duke University - Fuqua School of Business, Pennsylvania State University, University Park, Drexel University - Department of Decision Sciences and The University of Texas M. D. Anderson Cancer Center
Downloads 3,972
15.

Cenni di Teoria dei Giochi - 1 (Elements of Game Theory - 1)

Number of pages: 21 Posted: 16 Apr 2013 Last Revised: 26 Apr 2018
Working Paper Series
University of Rome Sapienza
Downloads 3,689
16.

The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee

Number of pages: 74 Posted: 30 Jul 2004
Working Paper Series
Bank of Italy - Banking and Finance Supervision Department
Downloads 3,680
17.

Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes

Number of pages: 25 Posted: 19 Feb 2009 Last Revised: 17 Jul 2009
Working Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Investing

Multiple version iconThere are 2 versions of this paper

Downloads 3,551
18.

The Present and Future of Financial Risk Management

ISMA Centre Discussion Paper No. DP2003-12
Number of pages: 25 Posted: 26 Feb 2004
Working Paper Series
University of Sussex Business School
Downloads 3,357
19.

Technical Analysis and Theory of Finance

EFA 2007 Ljubljana Meetings Paper
Number of pages: 54 Posted: 05 Mar 2007
Working Paper Series
Tsinghua University - School of Economics & Management and Washington University in St. Louis - John M. Olin Business School
Downloads 3,334
20.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads 3,016
21.

Presidential Address: The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 22 Dec 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 2,609
22.

Reconstructing the Black-Litterman Model

Number of pages: 18 Posted: 25 Sep 2013 Last Revised: 29 Nov 2014
Working Paper Series
Boston University - Metropolitan College - Department of Computer Science
Downloads 2,363
23.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 54 Posted: 11 Aug 2015 Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,213
24.

Model Selection Using Database Characteristics: Developing a Classification Tree for Longitudinal Incidence Data

Number of pages: 50 Posted: 18 Jun 2012 Last Revised: 11 Jul 2013
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Downloads 2,197
25.

Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48 Posted: 09 Apr 2003 Last Revised: 14 Oct 2008
Working Paper Series
International Monetary Fund and USI Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 1,929
26.

An MCMC Approach to Classical Estimation

MIT Department of Economics Working Paper No. 03-21
Number of pages: 55 Posted: 15 Jul 2003
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 1,906
27.

Enhancing Risk Parity by Including Views

Journal of Investing, 2017
Number of pages: 34 Posted: 12 Aug 2014 Last Revised: 20 Sep 2016
Accepted Paper Series
Robeco Investment Research, Robeco Asset Management, Quantitative Investment Research, Robeco Asset Management and Robeco Asset Management
Downloads 1,852
28.

Multiperiod Portfolio Selection and Bayesian Dynamic Models

Risk, Vol. 28, Issue 3, p 50-54, March 2015
Number of pages: 8 Posted: 28 Jul 2014 Last Revised: 04 Dec 2017
Accepted Paper Series
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 1,820
29.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,802
30.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads 1,795
31.

Skill and Luck in Private Equity Performance

Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Number of pages: 69 Posted: 03 Apr 2014 Last Revised: 16 Dec 2015
Working Paper Series
University of Southern California - Marshall School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,695
32.

Which Team Will Win the 2014 FIFA World Cup? A Bayesian Approach for Dummies

Number of pages: 31 Posted: 15 Feb 2014
Working Paper Series
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidade Federal do Rio de Janeiro (UFRJ)
Downloads 1,683
33.

Market Efficiency, Rational Expectations, and Estimation Risk

Number of pages: 47 Posted: 16 Aug 1998
Working Paper Series
Dartmouth College - Tuck School of Business and Emory University - Goizueta Business School
Downloads 1,667
34.

What's Past is Not Prologue

Number of pages: 5 Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads 1,602
35.

A Primer and Frequently Asked Questions for 'Surprised by the Gamblers and Hot Hand Fallacies? A Truth in the Law of Small Numbers' (Miller and Sanjurjo 2015)

Number of pages: 41 Posted: 05 Feb 2016 Last Revised: 09 Feb 2016
Working Paper Series
Fundamentos del Análisis Económico (FAE), Universidad de Alicante and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 1,593
36.

Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

Number of pages: 4 Posted: 02 Dec 2016 Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads 1,589
37.

Many Risks, One (Optimal) Portfolio

Number of pages: 217 Posted: 30 Jul 2014
Working Paper Series
Independent
Downloads 1,513
38.

Dynamic Demand for New and Used Durable Goods without Physical Depreciation: The Case of Japanese Video Games

Rotman School of Management Working Paper No. 2189871
Number of pages: 51 Posted: 16 Dec 2012 Last Revised: 02 Jul 2018
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Johns Hopkins University - Carey Business School
Downloads 1,494
39.

It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification

Number of pages: 43 Posted: 01 Jan 2010 Last Revised: 13 May 2010
Working Paper Series
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,411
40.

Estimation Risk, Market Efficiency, and the Predictability of Returns

Simon School of Business Working Paper No. FR 00-16
Number of pages: 49 Posted: 19 Dec 2000
Working Paper Series
Emory University - Goizueta Business School and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,364
41.

Investing in Equity Mutual Funds

CRSP Working Paper No. 532
Number of pages: 37 Posted: 20 Sep 2001
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 1,324
42.

Stock Return Predictability and Asset Pricing Models

EFA 2001 Barcelona Meetings
Number of pages: 62 Posted: 19 Feb 2001
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah

Multiple version iconThere are 2 versions of this paper

Downloads 1,318
43.

Stochastic Claims Reserving Manual: Advances in Dynamic Modeling

Swiss Finance Institute Research Paper No. 15-34
Number of pages: 322 Posted: 23 Aug 2015
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads 1,289
44.

How is the Mobile Internet Different?

Number of pages: 37 Posted: 31 Dec 2010 Last Revised: 23 Dec 2016
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, University of Toronto - Rotman School of Management and Arizona State University, W.P.Carey School of Business
Downloads 1,284
45.

Análisis de regresión básica con Excel (Basic Regression Analysis with Excel)

Number of pages: 34 Posted: 23 Feb 2006 Last Revised: 01 Jul 2012
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,277
46.

A Bridge from Monty Hall to the Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice

IGIER Working Paper
Number of pages: 33 Posted: 02 Jan 2016 Last Revised: 29 Oct 2017
Working Paper Series
Fundamentos del Análisis Económico (FAE), Universidad de Alicante and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 1,259
47.

Tail Risk Protection in Asset Management

Number of pages: 42 Posted: 16 Nov 2014
Working Paper Series
Independent
Downloads 1,219
48.

Using Economic Theory to Build Optimal Portfolios

Number of pages: 39 Posted: 30 Apr 2008
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,219
49.

Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach

Ross School of Business Paper No. 1229
Number of pages: 51 Posted: 16 Mar 2014 Last Revised: 10 Nov 2016
Working Paper Series
Hong Kong University of Science and Technology - Department of Accounting, University of Michigan, Stephen M. Ross School of Business, Hong Kong University of Science and Technology - Department of Accounting and Hong Kong University of Science and Technology - Business School - Department of Information Systems, Business Statistics and Operations Management
Downloads 1,216
50.

Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means

Boston College Working Paper
Number of pages: 33 Posted: 17 Dec 2002
Working Paper Series
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 1,215