SSRN JEL Code: C40

1.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 289 Posted: 03 Sep 2013 Last Revised: 15 Mar 2017

Working Paper Series

Mario V. Wuthrich

RiskLab, ETH Zurich

Downloads 5,477

2.

Financial Econometrics

International Library of Financial Econometrics, Forthcoming

Number of pages: 31 Posted: 14 Jun 2007

Accepted Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 4,111

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

Dr.Jay Desai, Arti Trivedi and Nisarg A Joshi

B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research

Downloads 2,323

4.

Facts About Factors

MIT Sloan Research Paper No. 5128-15

Number of pages: 24 Posted: 17 Apr 2015

Working Paper Series

Paula Cocoma, Megan Czasonis, Mark Kritzman and David Turkington

State Street Corporation, State Street Corporation, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates

Downloads 1,776

5.

How Eventful are Event Studies?

Number of pages: 42 Posted: 19 Feb 2001

Working Paper Series

Kim R. Sawyer and André Gygax

University of Melbourne - School of Historical and Philosophical Studies and University of Melbourne - Department of Finance

Downloads 1,741

6.

Back Door Links Between Directors and Executive Compensation

Number of pages: 53 Posted: 26 Feb 2005

Working Paper Series

David F. Larcker, Scott A. Richardson, Andrew Seary and A. Irem Tuna

Stanford University - Graduate School of Business, AQR Capital Management, LLC, Simon Fraser University (SFU) - School of Communication and London Business School

Downloads 1,699

7.

A Quantitative Analysis of CTA Funds

Number of pages: 115 Posted: 26 Nov 2004

Working Paper Series

Simon Vuille and Corneliu Crisan

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Downloads 1,576

8.

Online Learning in Practice: An Introduction to Statistics Course

Number of pages: 3 Posted: 03 May 2013

Working Paper Series

Hershey H. Friedman and Linda Weiser Friedman

City University of New York (CUNY) - Department of Business Management and Baruch College, CUNY - Zicklin School of Business

Downloads 1,547

9.

Quantitative Selection of Long-Short Hedge Funds

FAME Research Paper No. 94

Number of pages: 57 Posted: 05 Jan 2005

Working Paper Series

Kaifeng Kevin Chen and Alexander Passow

Universite de Lausanne and International Center FAME

Downloads 1,229

10.

Hedging the Art Market: Creating Art Derivatives

Number of pages: 61 Posted: 21 Nov 2008 Last Revised: 25 Jan 2009

Working Paper Series

Olivia Ralevski

University of Edinburgh - Business School

Downloads 1,174

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

Rachel A.J. Pownall

Tilburg University - Department of Finance

Downloads 1,163

12.

Mutual Fund Survivorship

USC working paper 97-1

Number of pages: 51 Posted: 18 Jun 1997

Working Paper Series

Mark M. Carhart

Kepos Capital LP

There are 4 versions of this paper

Downloads 1,124

13.

Risk Management of Hedge Funds using Fuzzy Neural- and Genetic Algorithms

Number of pages: 14 Posted: 24 Aug 2004

Working Paper Series

Clemens Glaffig

Panathea Capital Partners

Downloads 1,076

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

Zameer Ahmad

Virtual University of Pakistan

Downloads 1,029

15.

On the Volatility of Volatility

Number of pages: 15 Posted: 24 Aug 2006

Working Paper Series

Stephen D. H. Hsu and Brian Murray

University of Oregon - Department of Physics and University of Oregon

Downloads 957

16.

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

David H. Kaye

Pennsylvania State University, Penn State Law

Downloads 929

17.

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

Greg L. Lowhorn

Pensacola Christian College

Downloads 923

18.

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

Xinxin Li and Lorin M. Hitt

University of Connecticut - School of Business and University of Pennsylvania - Operations & Information Management Department

Downloads 863

19.

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

Marco Caliendo and Sabine Kopeinig

University of Potsdam and University of Cologne

There are 2 versions of this paper

Downloads 863

20.

Fat Tails in Small Sample

Number of pages: 38 Posted: 06 Jan 1998

Working Paper Series

Ronald Huisman, Kees C. G. Koedijk, Clemens J.M. Kool and Franz C. Palm

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 831

21.

Autoregressive Conditional Skewness

Fuqua School of Business Working Paper No. 9604

Number of pages: 34 Posted: 08 May 2000

Working Paper Series

Akhtar R. Siddique and Campbell R. Harvey

Government of the United States of America - Risk Analysis Division and Duke University - Fuqua School of Business

Downloads 823

22.

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

Alessandro Casati and Serge Tabachnik

Antares Technologies and Antares Technologies

Downloads 800

23.

Important of SPSS for Social Sciences Research

Number of pages: 4 Posted: 22 Sep 2015

Working Paper Series

Devare Suresh

Kopargaon Taluka Education Society

Downloads 788

24.

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

Christoph M. Schmidt

RWI - Leibniz-Insitut für Wirtschaftsforschung (RWI Essen)

There are 2 versions of this paper

Downloads 783

25.

Stress Testing for Cyber Risks: Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era

Number of pages: 189 Posted: 23 Jan 2015 Last Revised: 25 Jan 2017

Working Paper Series

Yogesh Malhotra

Global Risk Management Network, LLC

Downloads 750

26.

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

Harvey S. James Jr.

University of Missouri

Downloads 743

27.

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

Xinxin Li and Lorin M. Hitt

University of Connecticut - School of Business and University of Pennsylvania - Operations & Information Management Department

Downloads 741

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

Rajendra Kulkarni, Kingsley E. Haynes, Roger R. Stough and Jean H. P. Paelinck

Schar School of Policy & Government, George Mason University - School of Policy, Government, and International Affairs, George Mason University - School of Policy, Government, and International Affairs and Erasmus University Rotterdam (EUR) - Department of Economics

Downloads 707

29.

Forecasting Portfolio Risk in Normal and Stressed Markets

Number of pages: 15 Posted: 28 Nov 2001

Working Paper Series

Vineer Bhansali and Mark B. Wise

Pacific Investment Management Company (PIMCO) and California Institute of Technology

There are 2 versions of this paper

Downloads 696

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

Wenjing Duan, Bin Gu and Andrew B. Whinston

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 695

31.

Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence

Number of pages: 23 Posted: 27 Jan 2007

Working Paper Series

Ramazan Gencay and Nikola Gradojevic

Simon Fraser University and University of Guelph, Department of Economics and Finance

Downloads 659

32.

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

Hershey H. Friedman, Linda Weiser Friedman and William Hampton-Sosa

City University of New York (CUNY) - Department of Business Management, Baruch College, CUNY - Zicklin School of Business and City University of New York (CUNY) - Department of Finance

Downloads 650

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

Edgardo Buscaglia, Samuel Gonzalez Ruiz and William Ratliff

International Law and Economic Development Center, University of Seville and Stanford University - The Hoover Institution on War, Revolution and Peace

Downloads 637

34.

Common Factors in International Bond Returns Revisited: A Common Principal Component Approach

Number of pages: 41 Posted: 04 Mar 2002

Working Paper Series

Franck Moraux, Christophe Perignon and Christophe Villa

Université de Rennes I and CREM, HEC Paris - Finance Department and Audencia Nantes School of Management

Downloads 603

35.

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

Andre Guettler and Walter Kraemer

University of Ulm - Department of Mathematics and Economics and University of Dortmund - Department of Statistics

There are 2 versions of this paper

Downloads 581

36.

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

Alexander F. Izmailov and Brian Shay

Market Memory Trading L.L.C. and Market Memory Trading, LLC

Downloads 571

37.

A.I.R.A.P. - Alternative Views on Alternative Investments

Number of pages: 36 Posted: 09 Feb 2004

Working Paper Series

Milind Sharma

QuantZ Capital Management LLC

There are 2 versions of this paper

Downloads 567

38.

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

Nadi Serhan Aydin and Martin Rainer

Institute of Applied Mathematics, Middle East Technical University and ENAMEC Institute

Downloads 567

39.

Construction of Multivariate Copulas and the Compatibility Problem

Number of pages: 8 Posted: 10 Jan 2007

Working Paper Series

Christophe Laforge

Bank for International Settlements (BIS)

Downloads 553

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

Ludovic Dubrana

Ecole Nationale des Ponts et Chaussées (ENPC)

Downloads 536

41.

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

Ana-Maria Fuertes and Jerry Coakley

Cass Business School, City, University of London and University of Essex - Essex Business School

Downloads 533

42.

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

Kenton K. Yee

Mellon Capital Management

Downloads 520

43.

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

David P. Coady, Moataz El Said, Robert Gillingham, Kangni Kpodar, Paulo A. Medas and David Locke Newhouse

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 517

44.

Evaluating Pricing Strategy Using eCommerce Data: Evidence and Estimation Challenges

Number of pages: 28 Posted: 07 Apr 2006

Working Paper Series

Anindya Ghose and Arun Sundararajan

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 477

45.

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

Janick Rohrbach, Silvan Suremann and Joerg Osterrieder

Zurich University of Applied Sciences, Zurich University of Applied Sciences and Zurich University of Applied Sciences

Downloads 471

46.

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

Andreas Graefe, J. Scott Armstrong, Randall J. Jones and Alfred G. Cuzan

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 469

47.

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

Lona Fowdur, Vrinda Kadiyali and Vishal Narayan

affiliation not provided to SSRN, Cornell University - Samuel Curtis Johnson Graduate School of Management and NUS Business School

Downloads 430

48.

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

Hershey H. Friedman and Taiwo Amoo

City University of New York (CUNY) - Department of Business Management and City University of New York (CUNY) - Department of Finance

Downloads 427

49.

From Skews to a Skewed-T

ERIM Report Series Reference No. ERS-2000-12-F&A

Number of pages: 14 Posted: 20 Jan 2003

Working Paper Series

Cyriel de Jong and Ronald Huisman

Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 414

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

Jonathan D. Kahn

Mitchell Hamline School of Law

Downloads 413

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