1.
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: 361
Posted: 13 Sep 2018
Last Revised: 16 Sep 2019
Accepted Paper Series
Quantigic Solutions LLC and University of CEMA
Downloads
42,935
2.
Is Bitcoin Really Un-Tethered?
Number of pages: 119
Posted: 25 Jun 2018
Last Revised: 05 Nov 2019
Working Paper Series
University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
Downloads
37,400
3.
How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper No. 06-14
Number of pages: 47
Posted: 21 Mar 2006
Last Revised: 09 Feb 2019
Accepted Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance
There are 2 versions of this paper
How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper No. 06-14
Number of pages: 47
Posted: 21 Mar 2006
Last Revised: 09 Feb 2019
Downloads
27,238
How Active is Your Fund Manager? A New Measure that Predicts Performance
The Review of Financial Studies, Vol. 22, Issue 9, pp. 3329-3365, 2009
Posted: 08 Sep 2009
Downloads
27,238
4.
Risk Management Lessons from Long-Term Capital Management
Number of pages: 27
Posted: 02 Aug 1999
Working Paper Series
University of California, Irvine - Paul Merage School of Business
Downloads
18,747
5.
The Worldwide Equity Premium: A Smaller Puzzle
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
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads
18,741
6.
Risk Management for Hedge Funds: Introduction and Overview
Number of pages: 36
Posted: 13 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Risk Management for Hedge Funds: Introduction and Overview
Number of pages: 36
Posted: 13 Sep 2001
Downloads
17,876
Downloads
17,876
7.
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
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads
16,169
8.
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
Harvard Law School, Duke University - Fuqua School of Business and Columbia Business School - Finance and Economics
There are 2 versions of this paper
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
Downloads
12,129
The Long-Term Effects of Hedge Fund Activism
NBER Working Paper No. w21227
Number of pages: 85
Posted: 08 Jun 2015
Last Revised: 14 Jun 2015
Downloads
86
Downloads
12,129
9.
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
University of Sussex Business School and University of Reading - ISMA Centre
Downloads
9,702
10.
Active Share and Mutual Fund Performance
Number of pages: 47
Posted: 02 Oct 2010
Last Revised: 17 Jan 2013
Working Paper Series
New York University (NYU) - Department of Finance
Downloads
9,431
11.
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
University of Cambridge - Judge Business School, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School
Downloads
9,333
12.
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
9,217
13.
High-Frequency Trading, Stock Volatility, and Price Discovery
Number of pages: 54
Posted: 14 Oct 2010
Last Revised: 27 Dec 2010
Working Paper Series
Yale School of Management
Downloads
8,927
14.
Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors
Number of pages: 61
Posted: 02 Jan 2019
Last Revised: 28 Sep 2019
Working Paper Series
University of Chicago - Booth School of Business, Inalytics Limited, University of Chicago - Booth School of Business and MIT Sloan School of Management
Downloads
8,921
15.
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
Independent and Independent
Downloads
8,395
16.
Best Ideas
Number of pages: 47
Posted: 23 Mar 2009
Last Revised: 02 Apr 2010
Working Paper Series
Harvard Business School - Finance Unit, London School of Economics and Goldman Sachs Group, Inc.
Downloads
7,932
17.
The Norway Model
Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81, https://doi.org/10.3905/jpm.2012.38.2.067
Number of pages: 17
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Accepted Paper Series
University of Cambridge - Judge Business School, University of Cambridge - Judge Business School and AQR Capital Management
Downloads
7,918
18.
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
Capco Institute, Aston Business School and Institute of Management Technology , Dubai
Downloads
7,544
19.
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
Stanford Law School and Northwestern University - Pritzker School of Law
There are 2 versions of this paper
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
Downloads
7,387
Venture Capital and the Structure of Capital Markets: Banks Versus Stock Markets
University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 17 Nov 2009
Downloads
7,387
20.
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
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
7,232
21.
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
University of Oxford - Said Business School, University of Oxford, Saïd Business School and University of Connecticut
Downloads
7,045
22.
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
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
6,892
23.
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
Ohio State University (OSU) - Department of Finance
Downloads
6,854
24.
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
Maastricht University, University of Muenster - Finance Center Muenster and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads
6,793
25.
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: 19 Dec 2019
Accepted Paper Series
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
6,722
26.
Equity Premia Around the World
Number of pages: 19
Posted: 08 Oct 2011
Last Revised: 19 Mar 2016
Working Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads
6,557
27.
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
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
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
Downloads
6,548
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Vol. 53, No. 1, 2015, Fox School of Business Research Paper No. 15-056
Posted: 03 Apr 2015
Last Revised: 16 Dec 2016
Downloads
6,548
28.
Performance Evaluation of Indian Mutual Funds
Number of pages: 24
Posted: 13 Oct 2003
Working Paper Series
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM) and Tata Power Company Ltd.
Downloads
6,370
29.
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
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit
There are 2 versions of this paper
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
Downloads
6,112
The Disintermediation of Financial Markets: Direct Investing in Private Equity
NBER Working Paper No. w19299
Number of pages: 52
Posted: 10 Aug 2013
Downloads
70
Downloads
6,112
30.
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Number of pages: 35
Posted: 17 Feb 2019
Last Revised: 11 Apr 2019
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads
6,012
31.
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
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
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
Downloads
5,954
Downloads
5,954
32.
Madoff: A Riot of Red Flags
Number of pages: 24
Posted: 02 Feb 2009
Last Revised: 24 Jan 2012
Working Paper Series
SUNY College at Plattsburgh and Kedge Capital Fund Management
Downloads
5,906
33.
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
AQR Capital Management, LLC
Downloads
5,892
34.
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
Published in Journal of Finance, February 2010, 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: 27 Oct 2019
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads
5,785
35.
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
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
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
Downloads
5,763
Hedge Funds: Performance, Risk and Capital Formation
CEPR Discussion Paper No. 5565
Number of pages: 33
Posted: 27 Jun 2006
Downloads
54
Downloads
5,763
36.
A Century of Evidence on Trend-Following Investing
Number of pages: 26
Posted: 28 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads
5,616
37.
Buffett's Alpha
Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34
Posted: 30 Jun 2018
Last Revised: 10 Jan 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
There are 2 versions of this paper
Downloads
8,354
Buffett's Alpha
Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34
Posted: 30 Jun 2018
Last Revised: 10 Jan 2019
Downloads
5,531
Downloads
5,531
38.
Pension Fund Asset Allocation and Liability Discount Rates
Number of pages: 53
Posted: 29 May 2012
Last Revised: 22 Feb 2017
Working Paper Series
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads
5,471
39.
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
University of Cambridge - Judge Business School, Cambridge Judge Business School - Finance Subject Group and London School of Economics
Downloads
5,459
40.
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
Independent
Downloads
5,431
41.
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
London School of Economics, Swedish House of Finance and Ohio State University (OSU) - Department of Finance
Downloads
5,395
42.
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
London Business School, New York University (NYU) - Department of Finance and INSEAD
There are 9 versions of this paper
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
Downloads
5,353
Risk Management with Benchmarking
NYU Working Paper No. FIN-03-048
Number of pages: 41
Posted: 11 Nov 2008
Downloads
173
Risk Management with Benchmarking
NYU Working Paper No. SC-AM-03-16
Number of pages: 41
Posted: 04 Nov 2008
Downloads
147
Risk Management with Benchmarking
NYU Working Paper No. S-AM-01-01
Number of pages: 38
Posted: 13 Nov 2008
Downloads
109
Risk Management with Benchmarking
NYU Working Paper No. FIN-01-015
Number of pages: 38
Posted: 03 Nov 2008
Downloads
96
Risk Management with Benchmarking
NYU Working Paper No. S-CDM-01-04
Number of pages: 38
Posted: 05 Nov 2008
Downloads
82
Risk Management with Benchmarking
NYU Working Paper No. S-DRP-01-15
Number of pages: 38
Posted: 07 Nov 2008
Downloads
79
Risk Management with Benchmarking
CEPR Discussion Paper No. 5187
Number of pages: 31
Posted: 01 Sep 2005
Downloads
35
Downloads
5,353
43.
Reports of Value’s Death May Be Greatly Exaggerated
Number of pages: 43
Posted: 02 Dec 2019
Last Revised: 24 Jul 2020
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads
5,123
44.
Corporate Culture: Evidence from the Field
27th Annual Conference on Financial Economics and Accounting Paper, Duke I&E Research Paper No. 2016-33, Columbia Business School Research Paper No. 16-49
Number of pages: 101
Posted: 09 Jul 2016
Last Revised: 27 Jun 2019
Working Paper Series
Duke University, Duke University - Fuqua School of Business, Duke University - Fuqua School of Business and Columbia Business School
There are 2 versions of this paper
Corporate Culture: Evidence from the Field
27th Annual Conference on Financial Economics and Accounting Paper, Duke I&E Research Paper No. 2016-33, Columbia Business School Research Paper No. 16-49
Number of pages: 101
Posted: 09 Jul 2016
Last Revised: 27 Jun 2019
Downloads
5,048
Corporate Culture: Evidence from the Field
NBER Working Paper No. w23255
Number of pages: 79
Posted: 20 Mar 2017
Downloads
116
Downloads
5,048
45.
On the Performance of Hedge Funds
Number of pages: 41
Posted: 17 Jun 1998
Working Paper Series
University of Massachusetts Amherst - Department of Finance
Downloads
5,040
46.
Crypto-Securities Regulation: ICOs, Token Sales and Cryptocurrencies under EU Financial Law
15 European Company and Financial Law Review 645-696 (2018)
Number of pages: 45
Posted: 30 Nov 2017
Last Revised: 17 Apr 2019
Accepted Paper Series
Humboldt University of Berlin and Ruprecht-Karls Universität Heidelberg
Downloads
4,987
47.
Risk Management in an Asset Management Company: A Practical Case
Number of pages: 14
Posted: 06 Feb 2001
Case and Teaching Paper Series
Ras Asset Management SGR SpA, Ras Asset Management SGR SpA - Risk Management and Ras Asset Management SGR SpA
Downloads
4,979
48.
Machine Learning Risk Models
Journal of Risk & Control 6(1) (2019) 37-64
Number of pages: 26
Posted: 08 Jan 2019
Last Revised: 10 Apr 2019
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads
4,834
49.
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
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
4,714
50.
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
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
4,700
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