SSRN JEL Code: G23

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,

Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016

Accepted Paper Series

Elroy Dimson, Paul Marsh and Mike Staunton

University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Downloads 18,266

4.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001

Working Paper Series

Andrew W. Lo

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

There are 2 versions of this paper

Downloads 17,341

5.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings

Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008

Working Paper Series

Ludovic Phalippou and Oliver Gottschalg

University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy

Downloads 15,647

6.

The Long-Term Effects of Hedge Fund Activism

Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66

Number of pages: 77 Posted: 07 Aug 2013 Last Revised: 02 Jul 2015

Accepted Paper Series

Lucian A. Bebchuk, Alon Brav and Wei Jiang

Harvard Law School, Duke University - Fuqua School of Business and Columbia Business School - Finance and Economics

There are 2 versions of this paper

Downloads 11,215

7.

151 Trading Strategies

Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9

Number of pages: 271 Posted: 13 Sep 2018 Last Revised: 19 Dec 2018

Accepted Paper Series

Zura Kakushadze and Juan A. Serur

Quantigic Solutions LLC and University of CEMA

Downloads 9,560

8.

The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies

ISMA Finance Discussion Paper No. 2002-08

Number of pages: 55 Posted: 05 Aug 2002

Working Paper Series

Carol Alexander and Anca Dimitriu

University of Sussex - School of Business, Management and Economics and University of Reading - ISMA Centre

Downloads 9,313

9.

Active Share and Mutual Fund Performance

Number of pages: 47 Posted: 02 Oct 2010 Last Revised: 17 Jan 2013

Working Paper Series

Antti Petajisto

New York University (NYU) - Department of Finance

Downloads 9,005

10.

Keynes the Stock Market Investor: A Quantitative Analysis

Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449,

Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 19 Mar 2016

Accepted Paper Series

David Chambers, Elroy Dimson and Justin Foo

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School

Downloads 8,750

11.

Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

Alternative Investment Research Centre Working Paper No. 27, Cass Business School Research Paper

Number of pages: 52 Posted: 30 Nov 2005

Working Paper Series

Harry M. Kat and Helder P. Palaro

Independent and Independent

Downloads 8,299

12.

High-Frequency Trading, Stock Volatility, and Price Discovery

Number of pages: 54 Posted: 14 Oct 2010 Last Revised: 27 Dec 2010

Working Paper Series

Frank Zhang

Yale School of Management

Downloads 8,128

13.

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

Number of pages: 8 Posted: 25 Oct 2016

Working Paper Series

Victor Haghani and Richard Dewey

Elm Partners and Royal Bridge Capital

Downloads 7,793

14.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,

Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016

Accepted Paper Series

David Chambers, Elroy Dimson and Antti Ilmanen

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management

Downloads 7,532

15.

Economists’ Hubris – The Case of Equity Asset Management

Journal of Financial Transformation, Vol. 29, pp. 9-16

Number of pages: 10 Posted: 02 May 2010 Last Revised: 07 Jan 2011

Accepted Paper Series

Shahin Shojai, George Feiger and Rajesh Kumar

Capco Institute, Aston Business School and Institute of Management Technology , Dubai

Downloads 7,512

16.

Best Ideas

Number of pages: 47 Posted: 23 Mar 2009 Last Revised: 02 Apr 2010

Working Paper Series

Randolph B. Cohen, Christopher Polk and Bernhard Silli

Harvard Business School - Finance Unit, London School of Economics and Goldman Sachs Group, Inc.

Downloads 7,355

17.

Venture Capital and the Structure of Capital Markets: Banks Versus Stock Markets

Journal of Financial Economics, Vol. 47, pp. 243-277, 1998

Number of pages: 52 Posted: 11 Sep 1996

Accepted Paper Series

Ronald J. Gilson and Bernard S. Black

Stanford Law School and Northwestern University - Pritzker School of Law

There are 2 versions of this paper

Downloads 7,089

18.

Picking Winners? Investment Consultants' Recommendations of Fund Managers

Journal of Finance, Forthcoming

Number of pages: 51 Posted: 18 Sep 2013 Last Revised: 08 Oct 2014

Accepted Paper Series

Tim Jenkinson, Howard Jones and Jose Vicente Martinez

University of Oxford - Said Business School, University of Oxford, Saïd Business School and University of Connecticut

Downloads 6,907

19.

Empirical Evidence on Corporate Governance in Europe. The Effect on Stock Returns, Firm Value and Performance

EFMA 2004 Basel Meetings Paper

Number of pages: 24 Posted: 29 Oct 2003

Working Paper Series

Rob Bauer, Nadja Guenster and Rogér Otten

Maastricht University, University of Muenster - Finance Center Muenster and Maastricht University - Limburg Institute of Financial Economics (LIFE)

Downloads 6,621

20.

Hedge Fund Activism, Corporate Governance, and Firm Performance

Journal of Finance, Vol. 63, p. 1729, 2008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 139/2006, Vanderbilt Law and Economics Research Paper No. 07-28, FDIC Center for Financial Research Working Paper No. 2008-06

Number of pages: 62 Posted: 05 Apr 2007 Last Revised: 09 Nov 2018

Accepted Paper Series

Alon Brav, Wei Jiang, Randall S. Thomas and Frank Partnoy

Duke University - Fuqua School of Business, Columbia Business School - Finance and Economics, Vanderbilt University - Law School and University of California, Berkeley - School of Law

Downloads 6,607

21.

Hedge Funds: Past, Present and Future

Fisher College of Business Working Paper No. 2007-03-003, Charles A Dice Center WP No. 2007-3

Number of pages: 39 Posted: 11 Feb 2007

Working Paper Series

René M. Stulz

Ohio State University (OSU) - Department of Finance

Downloads 6,585

22.

Inside the 'Black Box' of Sell-Side Financial Analysts

Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042

Number of pages: 63 Posted: 04 Mar 2013 Last Revised: 24 Jan 2015

Working Paper Series

Lawrence D. Brown, Andrew C. Call, Michael B. Clement and Nathan Y. Sharp

Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting

There are 2 versions of this paper

Downloads 6,281

23.

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors

Number of pages: 49 Posted: 02 Jan 2019 Last Revised: 21 Feb 2019

Working Paper Series

Klakow Akepanidtaworn, Rick Di Mascio, Alex Imas and Lawrence Schmidt

University of Chicago - Booth School of Business, Inalytics Limited, Carnegie Mellon University - Department of Social and Decision Sciences and MIT Sloan School of Management

Downloads 6,099

24.

Equity Premia Around the World

Number of pages: 19 Posted: 08 Oct 2011 Last Revised: 19 Mar 2016

Working Paper Series

Elroy Dimson, Paul Marsh and Mike Staunton

University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Downloads 6,029

25.

The Disintermediation of Financial Markets: Direct Investing in Private Equity

Journal of Financial Economics (JFE), 116 (1), 160-178, 2015

Number of pages: 49 Posted: 09 Oct 2012 Last Revised: 15 Feb 2018

Accepted Paper Series

Lily H. Fang, Victoria Ivashina and Josh Lerner

INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

There are 2 versions of this paper

Downloads 5,835

26.

Irrational Optimism

Financial Analysts Journal, Vol. 60, No. 1, 2004, pages 16–25, LBS Accounting Subject Area Working Paper No. IFA397,

Number of pages: 18 Posted: 21 Dec 2003 Last Revised: 20 Mar 2016

Working Paper Series

Elroy Dimson, Paul Marsh and Mike Staunton

University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

There are 2 versions of this paper

Downloads 5,831

27.

Performance Evaluation of Indian Mutual Funds

Number of pages: 24 Posted: 13 Oct 2003

Working Paper Series

Narayan Rao Sapar and Ravindran Madava

Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM) and Tata Power Company Ltd.

Downloads 5,803

28.

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008

Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011

Accepted Paper Series

William Fung, David A. Hsieh, Tarun Ramadorai and Narayan Y. Naik

PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

There are 2 versions of this paper

Downloads 5,641

29.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043

Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 03 Feb 2011

Accepted Paper Series

Laurent Barras, O. Scaillet and Russ Wermers

McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business

Downloads 5,638

30.

Madoff: A Riot of Red Flags

Number of pages: 24 Posted: 02 Feb 2009 Last Revised: 24 Jan 2012

Working Paper Series

Greg N. Gregoriou and Francois Lhabitant

SUNY College at Plattsburgh and Kedge Capital Fund Management

Downloads 5,487

31.

Sharpening the Arithmetic of Active Management

Financial Analysts Journal, 2018, 74 (1): 21-36

Number of pages: 23 Posted: 07 Oct 2016 Last Revised: 23 Feb 2018

Working Paper Series

Lasse Heje Pedersen

AQR Capital Management, LLC

Downloads 5,458

32.

The ICO Gold Rush: It's a Scam, It's a Bubble, It's a Super Challenge for Regulators

University of Luxembourg Law Working Paper No. 11/2017, UNSW Law Research Paper No. 17-83, University of Hong Kong Faculty of Law Research Paper No. 2017/035, European Banking Institute Working Paper Series 18/2018, Harvard International Law Journal, Vol. 63, No. 2, 2019

Number of pages: 43 Posted: 19 Nov 2017 Last Revised: 18 Aug 2018

Working Paper Series

Dirk A. Zetzsche, Ross P. Buckley, Douglas W. Arner and Linus Föhr

Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of Law and Research Assistant @ ADA Chair in Financial Law (inclusive finance)

Downloads 5,439

33.

Alternative Routes to Hedge Fund Return Replication: Extended Version

Cass Business School Research Paper No. 0037

Number of pages: 29 Posted: 24 Oct 2006

Working Paper Series

Harry M. Kat

Independent

Downloads 5,409

34.

Risk Management with Benchmarking

AFA 2003 Washington, DC Meetings; NYU Finance Working Paper; EFA 2002 Berlin; LBS Working Paper

Number of pages: 29 Posted: 03 Mar 2002

Working Paper Series

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

There are 9 versions of this paper

Downloads 5,307

35.

Why are Buyouts Levered? The Financial Structure of Private Equity Funds

Charles A. Dice Center Working Paper No. 2008-15; Fisher College of Business Working Paper No. 2008-03-014, Journal of Finance, Forthcoming

Number of pages: 83 Posted: 12 Mar 2005 Last Revised: 28 Oct 2008

Accepted Paper Series

Ulf Axelson, Per Strömberg and Michael S. Weisbach

London School of Economics, Swedish House of Finance and Ohio State University (OSU) - Department of Finance

Downloads 5,287

36.

Pension Fund Asset Allocation and Liability Discount Rates

Number of pages: 53 Posted: 29 May 2012 Last Revised: 22 Feb 2017

Working Paper Series

Aleksandar Andonov, Rob Bauer and Martijn Cremers

University of Amsterdam, Maastricht University and University of Notre Dame

Downloads 5,258

37.

On the Performance of Hedge Funds

Number of pages: 41 Posted: 17 Jun 1998

Working Paper Series

Bing Liang

University of Massachusetts Amherst - Department of Finance

Downloads 4,953

38.

Active Ownership

Review of Financial Studies (RFS), Volume 28, Issue 12, pp. 3225-3268, 2015., Fox School of Business Research Paper No. 16-009

Number of pages: 55 Posted: 01 Oct 2012 Last Revised: 19 Mar 2016

Accepted Paper Series

Elroy Dimson, Oğuzhan Karakaş and Xi Li

University of Cambridge - Judge Business School, Cambridge Judge Business School - Finance Subject Group and London School of Economics

Downloads 4,783

39.

From FinTech to TechFin: The Regulatory Challenges of Data-Driven Finance

New York University Journal of Law and Business, Forthcoming, European Banking Institute Working Paper Series 2017 - No. 6, University of Hong Kong Faculty of Law Research Paper No. 2017/007, University of Luxembourg Law Working Paper No. 2017-001

Number of pages: 41 Posted: 29 Apr 2017 Last Revised: 04 Sep 2017

Accepted Paper Series

Dirk A. Zetzsche, Ross P. Buckley, Douglas W. Arner and Janos Nathan Barberis

Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of Law and The University of Hong Kong - Faculty of Law

Downloads 4,776

40.

Risk Management in an Asset Management Company: A Practical Case

Number of pages: 14 Posted: 06 Feb 2001

Case and Teaching Paper Series

Dario Brandolini, Massimiliano Pallotta and Raffaele Zenti

Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA

Downloads 4,764

41.

Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis

Number of pages: 37 Posted: 17 Jan 2013

Working Paper Series

David M. Smith, Christophe Faugère and Ying Wang

State University of New York at Albany - School of Business, Kedge Business School Bordeaux and State University of New York at Albany - School of Business

Downloads 4,459

42.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming

Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018

Accepted Paper Series

Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo

New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business

Downloads 4,445

43.

Real World Index Annuity Returns

Number of pages: 16 Posted: 07 Oct 2009 Last Revised: 06 Jan 2011

Working Paper Series

David F. Babbel, Geoffrey VanderPal and Jack Marrion

University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Webster University and affiliation not provided to SSRN

Downloads 4,408

44.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017

Working Paper Series

Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen

AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Downloads 4,199

45.

A Primer on the Role of Securitization in the Credit Market Crisis of 2007

Number of pages: 18 Posted: 08 Jan 2009 Last Revised: 17 Feb 2009

Working Paper Series

John D. Martin

Baylor University - Department of Finance, Insurance & Real Estate

Downloads 4,096

46.

European Mutual Fund Performance

European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings

Number of pages: 42 Posted: 14 Apr 2000

Accepted Paper Series

Rogér Otten and Dennis Bams

Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)

There are 2 versions of this paper