1.
Non-Life Insurance: Mathematics & Statistics
Number of pages: 295
Posted: 03 Sep 2013
Last Revised: 22 Dec 2017
Working Paper Series
RiskLab, ETH Zurich
Downloads
6,708
2.
Financial Econometrics
International Library of Financial Econometrics, Forthcoming
Number of pages: 31
Posted: 14 Jun 2007
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
4,186
3.
The Case of Gold and Silver: A New Algorithm for Pairs Trading
Number of pages: 7
Posted: 10 Apr 2013
Last Revised: 10 Apr 2013
Working Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads
2,420
4.
Facts About Factors
MIT Sloan Research Paper No. 5128-15
Number of pages: 24
Posted: 17 Apr 2015
Working Paper Series
State Street Corporation, State Street Corporation, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads
1,866
5.
How Eventful are Event Studies?
Number of pages: 42
Posted: 19 Feb 2001
Working Paper Series
University of Melbourne - School of Historical and Philosophical Studies and The University of Melbourne - Department of Finance
Downloads
1,752
6.
Back Door Links between Directors and Executive Compensation
Number of pages: 53
Posted: 26 Feb 2005
Working Paper Series
Stanford University - Graduate School of Business, AQR Capital Management, LLC, Simon Fraser University (SFU) - School of Communication and London Business School
Downloads
1,727
7.
A Quantitative Analysis of Cta Funds
Number of pages: 115
Posted: 26 Nov 2004
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
1,613
8.
Online Learning in Practice: An Introduction to Statistics Course
Number of pages: 3
Posted: 03 May 2013
Working Paper Series
City University of New York - Department of Business Management and Baruch College, CUNY - Zicklin School of Business
Downloads
1,583
9.
Hedging the Art Market: Creating Art Derivatives
Number of pages: 61
Posted: 21 Nov 2008
Last Revised: 25 Jan 2009
Working Paper Series
University of Edinburgh - Business School
Downloads
1,268
10.
Quantitative Selection of Long-Short Hedge Funds
FAME Research Paper No. 94
Number of pages: 57
Posted: 05 Jan 2005
Working Paper Series
Universite de Lausanne and International Center FAME
Downloads
1,245
11.
Art as an Alternative Asset Class
Maastricht University - LIFE Research Paper No. WP05-001
Number of pages: 34
Posted: 28 Feb 2005
Working Paper Series
Tilburg University - Department of Finance
Downloads
1,185
12.
Important of SPSS for Social Sciences Research
Number of pages: 4
Posted: 22 Sep 2015
Working Paper Series
Kopargaon Taluka Education Society
Downloads
1,147
13.
Mutual Fund Survivorship
USC working paper 97-1
Number of pages: 51
Posted: 18 Jun 1997
Working Paper Series
Kepos Capital LP
There are 4 versions of this paper
Downloads
1,141
Downloads
157
Downloads
73
Downloads
1,141
14.
Research Report on Pakistan's Textile Industry Analysis
Number of pages: 79
Posted: 01 Aug 2010
Last Revised: 19 Aug 2010
Working Paper Series
Virtual University of Pakistan
Downloads
1,088
15.
Qualitative and Quantitative Research: How to Choose the Best Design
Presented at Academic Business World International Conference. Nashville, Tennessee. May, 2007
Number of pages: 5
Posted: 20 Mar 2013
Accepted Paper Series
Pensacola Christian College
Downloads
1,086
16.
Risk Management of Hedge Funds Using Fuzzy Neural- and Genetic Algorithms
Number of pages: 14
Posted: 24 Aug 2004
Working Paper Series
Panathea Capital Partners
Downloads
1,081
17.
Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry
Number of pages: 22
Posted: 11 Apr 2017
Last Revised: 07 Jun 2017
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences and Zurich University of Applied Sciences
Downloads
1,049
18.
Probability, Individualization, and Uniqueness in Forensic Science Evidence: Listening to the Academies
Brooklyn Law Review, Vol. 75, No. 4, pp. 1163-1185, Summer 2010
Number of pages: 23
Posted: 19 Sep 2008
Last Revised: 20 Nov 2010
Accepted Paper Series
Pennsylvania State University, Penn State Law
Downloads
966
19.
On the Volatility of Volatility
Number of pages: 15
Posted: 24 Aug 2006
Working Paper Series
University of Oregon - Department of Physics and University of Oregon
Downloads
957
20.
Price Effects in Online Product Reviews: An Analytical Model and Empirical Analysis
MIS Quarterly, Vol. 34, No. 4, pp. 809-831
Number of pages: 53
Posted: 12 Oct 2008
Last Revised: 05 Aug 2014
Working Paper Series
University of Connecticut - Department of Operations & Information Management and University of Pennsylvania - Operations & Information Management Department
Downloads
904
21.
Stress Testing for Cyber Risks: Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era
National Association of Insurance Commissioners (NAIC) Expert Paper: Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR to Pre-Empt and Prevent the Forthcoming Global Cyber Insurance Crisis (June 24, 2017)
Number of pages: 189
Posted: 23 Jan 2015
Last Revised: 12 Dec 2017
Accepted Paper Series
Global Risk Management Network, LLC
Downloads
877
22.
Some Practical Guidance for the Implementation of Propensity Score Matching
IZA Discussion Paper No. 1588
Number of pages: 32
Posted: 11 May 2005
Working Paper Series
University of Potsdam and University of Cologne
There are 2 versions of this paper
Some Practical Guidance for the Implementation of Propensity Score Matching
IZA Discussion Paper No. 1588
Number of pages: 32
Posted: 11 May 2005
Downloads
873
Some Practical Guidance for the Implementation of Propensity Score Matching
Journal of Economic Surveys, Vol. 22, Issue 1, pp. 31-72, February 2008
Number of pages: 42
Posted: 31 Jan 2008
Downloads
9
Downloads
873
23.
The Statistical Properties of the Maximum Drawdown in Financial Time Series
Number of pages: 10
Posted: 02 May 2012
Last Revised: 15 May 2013
Working Paper Series
Antares Technologies and Antares Technologies
Downloads
855
24.
Fat Tails in Small Sample
Number of pages: 38
Posted: 06 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Utrecht University - Utrecht University School of Economics and University of Maastricht - Department of Economics
Downloads
848
25.
Autoregressive Conditional Skewness
Fuqua School of Business Working Paper No. 9604
Number of pages: 34
Posted: 08 May 2000
Working Paper Series
Government of the United States of America - Risk Analysis Division and Duke University - Fuqua School of Business
Downloads
845
26.
Self Selection and Information Role of Online Product Reviews
Information Systems Research, Vol. 19, No. 4, pp. 456-474, 2008
Number of pages: 38
Posted: 23 Oct 2007
Last Revised: 03 Aug 2014
Accepted Paper Series
University of Connecticut - Department of Operations & Information Management and University of Pennsylvania - Operations & Information Management Department
Downloads
801
27.
Knowing What Works: The Case for Rigorous Program Evaluation
IZA Discussion Paper No. 77
Number of pages: 41
Posted: 16 Aug 2000
Working Paper Series
RWI - Leibniz-Insitut für Wirtschaftsforschung (RWI Essen)
There are 2 versions of this paper
Knowing What Works: The Case for Rigorous Program Evaluation
IZA Discussion Paper No. 77
Number of pages: 41
Posted: 16 Aug 2000
Downloads
791
Knowing What Works: The Case for Rigorous Program Evaluation
CEPR Discussion Paper No. 2826
Number of pages: 49
Posted: 16 Jul 2001
Downloads
30
Downloads
791
28.
Forecasting Housing Prices with Google Econometrics
GMU School of Public Policy Research Paper No. 2009-10
Number of pages: 38
Posted: 25 Jul 2009
Last Revised: 25 May 2015
Working Paper Series
Schar School of Policy & Government, Schar School of Policy and Government, George Mason University, George Mason University - School of Policy, Government, and International Affairs and Erasmus University Rotterdam (EUR) - Department of Economics
Downloads
778
29.
Correcting for Self-Selection Bias in Business Ethics Research
CORI Working Paper No. 2004-08
Number of pages: 24
Posted: 27 Sep 2004
Working Paper Series
University of Missouri at Columbia - Division of Applied Social Sciences
Downloads
753
30.
Informational Cascades and Software Adoption on the Internet: An Empirical Investigation
MIS Quarterly, Vol. 33, No. 1, pp. 23-48, March 2009
Number of pages: 58
Posted: 07 Apr 2008
Last Revised: 31 Jul 2012
Accepted Paper Series
George Washington University - School of Business, Arizona State University (ASU) - Department of Information Systems and University of Texas at Austin - Department of Information, Risk and Operations Management
Downloads
733
31.
Forecasting Portfolio Risk in Normal and Stressed Markets
Number of pages: 15
Posted: 28 Nov 2001
Working Paper Series
LongTail Alpha, LLC and California Institute of Technology
There are 2 versions of this paper
Forecasting Portfolio Risk in Normal and Stressed Markets
Number of pages: 15
Posted: 28 Nov 2001
Downloads
710
Forecasting Portfolio Risk in Normal and Stressed Markets
Journal of Risk, Vol. 4, No. 1, Fall 2001
Posted: 17 Jan 2002
Downloads
710
32.
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence
Number of pages: 23
Posted: 27 Jan 2007
Working Paper Series
Simon Fraser University and University of Guelph, Department of Economics and Finance
Downloads
706
33.
Undermining the Foundations of Organized Crime and Public Sector Corruption
Essays in Public Policy, Vol. 114, 2005
Number of pages: 31
Posted: 19 Sep 2006
Accepted Paper Series
International Law and Economic Development Center, University of Seville and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads
660
34.
Selecting the Right College Major in the Age of Chaos, the Global Internet Age
Number of pages: 8
Posted: 11 Aug 2013
Working Paper Series
City University of New York - Department of Business Management, Baruch College, CUNY - Zicklin School of Business and City University of New York - Department of Finance
Downloads
658
35.
Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Number of pages: 12
Posted: 14 Jan 2015
Last Revised: 06 Jun 2015
Working Paper Series
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads
623
36.
Common Factors in International Bond Returns Revisited: A Common Principal Component Approach
Number of pages: 41
Posted: 04 Mar 2002
Working Paper Series
Université de Rennes I and CREM, HEC Paris and Audencia Nantes School of Management
Downloads
612
37.
Concept and Mathematics of Islamic Financial Engineering
8th International Conference on Islamic Economics and Finance,
20 December 2011, Doha, Qatar
Number of pages: 21
Posted: 06 Aug 2012
Last Revised: 08 Aug 2012
Working Paper Series
Institute of Applied Mathematics, Middle East Technical University and ENAMEC Institute
Downloads
592
38.
On Comparing the Accuracy of Default Predictions in the Rating Industry
Empirical Economics, Vol. 34, No. 2, pp. 343-356, March 2008
Number of pages: 26
Posted: 21 Oct 2003
Last Revised: 17 Sep 2009
Accepted Paper Series
University of Ulm - Department of Mathematics and Economics and University of Dortmund - Department of Statistics
There are 2 versions of this paper
On Comparing the Accuracy of Default Predictions in the Rating Industry
Empirical Economics, Vol. 34, No. 2, pp. 343-356, March 2008
Number of pages: 26
Posted: 21 Oct 2003
Last Revised: 17 Sep 2009
Downloads
587
On Comparing the Accuracy of Default Predictions in the Rating Industry
CESifo Working Paper Series No. 2202
Number of pages: 28
Posted: 08 Feb 2008
Downloads
126
Downloads
587
39.
A.I.R.A.P. - Alternative Views on Alternative Investments
Number of pages: 36
Posted: 09 Feb 2004
Working Paper Series
QuantZ Capital Management LLC
There are 2 versions of this paper
A.I.R.A.P. - Alternative Views on Alternative Investments
Number of pages: 36
Posted: 09 Feb 2004
Downloads
577
A.I.R.A.P. - Alternative Views on Alternative Investments
INTELLIGENT HEDGE FUND INVESTING, Barry Schachter, ed., Risk Books, 2004
Posted: 07 Jul 2004
Downloads
577
40.
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Number of pages: 117
Posted: 13 Jun 2012
Last Revised: 16 Jun 2012
Working Paper Series
Ecole Nationale des Ponts et Chaussées (ENPC)
Downloads
570
41.
Construction of Multivariate Copulas and the Compatibility Problem
Number of pages: 8
Posted: 10 Jan 2007
Working Paper Series
Bank for International Settlements (BIS)
Downloads
556
42.
The Magnitude and Distribution of Fuel Subsidies: Evidence from Bolivia, Ghana, Jordan, Mali, and Sri Lanka
IMF Working Paper No. 06/247
Number of pages: 39
Posted: 13 Nov 2006
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF) - Fiscal Affairs Department, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and World Bank
Downloads
540
43.
Continuation and Reversal in Us Valuation Ratios
Essex Finance Centre Discussion Paper 04/12; EFA 2003 Annual Conference Paper No. 840, Cass Business School Research Paper
Number of pages: 34
Posted: 26 Jul 2003
Accepted Paper Series
City University London - Faculty of Finance and University of Essex - Essex Business School
Downloads
537
44.
Rating the Rating Scales
Friedman, Hershey H. and Amoo, Taiwo (1999). "Rating the Rating Scales." Journal of Marketing Management, Winter, 114-123
Number of pages: 10
Posted: 30 Sep 2013
Accepted Paper Series
City University of New York - Department of Business Management and City University of New York - Department of Finance
Downloads
534
45.
A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Number of pages: 28
Posted: 19 Jul 2007
Last Revised: 06 Nov 2008
Accepted Paper Series
Mellon Capital Management
Downloads
526
46.
Evaluating Pricing Strategy Using Ecommerce Data: Evidence and Estimation Challenges
Number of pages: 28
Posted: 07 Apr 2006
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU): Stern School of Business and Center for Urban Science+Progress
Downloads
486
47.
Combining Forecasts: An Application to Elections
International Journal of Forecasting, 30(1), 43-54, Revised and extended version of a paper presented at the American Political Science Association (APSA) 2011 Annual Meeting
Number of pages: 27
Posted: 01 Aug 2011
Last Revised: 30 Aug 2014
Accepted Paper Series
Ludwig Maximilians University of Munich - Department of Communication Science and Media Research, University of Pennsylvania - Marketing Department, University of Central Oklahoma and University of West Florida
Downloads
476
48.
Mhbounds - Sensitivity Analysis for Average Treatment Effects
IZA Discussion Paper No. 2542
Number of pages: 15
Posted: 23 Jan 2007
Working Paper Series
University of Warwick and University of Potsdam
Downloads
458
49.
The Impact of Emotional Product Attributes on Consumer Demand: An Application to the U.S. Motion Picture Industry
Johnson School Research Paper Series No. #22-09
Number of pages: 42
Posted: 21 May 2009
Last Revised: 04 Jun 2009
Working Paper Series
affiliation not provided to SSRN, Cornell University - Samuel Curtis Johnson Graduate School of Management and NUS Business School
Downloads
447
50.
From Disparity to Difference: How Race-Specific Medicines May Undermine Policies to Address Inequalities in Health Care
Southern California Interdisciplinary Law Journal, Vol. 15, p. 105, 2005
Number of pages: 26
Posted: 16 May 2006
Accepted Paper Series
Mitchell Hamline School of Law
Downloads
417
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