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JEL Code: C40

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Viewing: 1 - 50 of 382 papers

1.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 289 Posted: 03 Sep 2013 Last Revised: 15 Mar 2017
Working Paper Series
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
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
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
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
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
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
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
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
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
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
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
Kepos Capital LP

Multiple version iconThere 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
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
Virtual University of Pakistan
Downloads 1,029
15.

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
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
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
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
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
University of Potsdam and University of Cologne

Multiple version iconThere 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
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
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
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
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
RWI - Leibniz-Insitut für Wirtschaftsforschung (RWI Essen)

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

Multiple version iconThere 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
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
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
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
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
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
University of Ulm - Department of Mathematics and Economics and University of Dortmund - Department of Statistics

Multiple version iconThere 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
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
QuantZ Capital Management LLC

Multiple version iconThere 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
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
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
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
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
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
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
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
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
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
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
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
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
Mitchell Hamline School of Law
Downloads 413