1.
The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)
Number of pages: 44
Posted: 06 Sep 2017
Last Revised: 04 Oct 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
19,897
2.
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
18,021
Downloads
18,021
3.
An Inconvenient Fact: Private Equity Returns & The Billionaire Factory
University of Oxford, Said Business School, Working Paper
Number of pages: 37
Posted: 15 Jun 2020
Last Revised: 15 Jul 2020
Working Paper Series
University of Oxford - Said Business School
Downloads
17,849
4.
Squaring Venture Capital Valuations with Reality
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 22 Apr 2017
Last Revised: 10 Dec 2019
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business
There are 2 versions of this paper
Squaring Venture Capital Valuations with Reality
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 22 Apr 2017
Last Revised: 10 Dec 2019
Downloads
17,752
Squaring Venture Capital Valuations with Reality
NBER Working Paper No. w23895
Number of pages: 59
Posted: 09 Oct 2017
Downloads
125
Downloads
17,752
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
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads
16,273
6.
Building Diversified Portfolios that Outperform Out-of-Sample
Journal of Portfolio Management, 2016; https://doi.org/10.3905/jpm.2016.42.4.059.
Number of pages: 31
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
15,803
7.
A Review of IPO Activity, Pricing and Allocations
Number of pages: 45
Posted: 09 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA) and University of Florida - Department of Finance, Insurance and Real Estate
There are 3 versions of this paper
A Review of IPO Activity, Pricing and Allocations
Number of pages: 45
Posted: 09 Jan 2002
Downloads
15,547
A Review of IPO Activity, Pricing, and Allocations
NBER Working Paper No. w8805
Number of pages: 45
Posted: 21 Feb 2002
Last Revised: 26 Oct 2010
Downloads
236
Downloads
15,547
8.
How Do Venture Capitalists Make Decisions?
Stanford University Graduate School of Business Research Paper No. 16-33, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 477/2016
Number of pages: 95
Posted: 29 Jun 2016
Last Revised: 10 May 2017
Working Paper Series
Harvard Business School - Finance Unit, University of British Columbia (UBC) - Sauder School of Business, University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
Downloads
14,416
9.
Understanding the Securitization of Subprime Mortgage Credit
Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82
Posted: 14 Dec 2007
Last Revised: 11 Mar 2008
Working Paper Series
Federal Reserve Bank of New York and Oliver Wyman
There are 2 versions of this paper
Understanding the Securitization of Subprime Mortgage Credit
Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82
Posted: 14 Dec 2007
Last Revised: 11 Mar 2008
Downloads
14,342
Understanding the Securitization of Subprime Mortgage Credit
Foundations and Trends in Finance, Vol. 2, No. 3, pp. 191-309, 2006
Number of pages: 119
Posted: 14 Jun 2010
Downloads
15
Downloads
14,342
10.
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of pages: 14
Posted: 12 Aug 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
Downloads
12,772
11.
Aggregate Confusion: The Divergence of ESG Ratings
Number of pages: 64
Posted: 20 Aug 2019
Last Revised: 18 May 2020
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Zurich, Department of Banking and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
11,798
12.
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
There are 2 versions of this paper
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Downloads
11,377
The Probability of Backtest Overfitting
Journal of Computational Finance, Forthcoming
Number of pages: 31
Posted: 21 Sep 2016
Downloads
1
Downloads
11,377
13.
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Number of pages: 43
Posted: 18 Mar 2003
Working Paper Series
Stockholm School of Economics and New York University (NYU) - Department of Finance
There are 7 versions of this paper
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Number of pages: 43
Posted: 18 Mar 2003
Downloads
11,097
The Cash Flow, Return and Risk Characteristics of Private Equity
NBER Working Paper No. w9454
Number of pages: 43
Posted: 30 Jan 2003
Last Revised: 18 May 2010
Downloads
243
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-FI-03-01
Number of pages: 43
Posted: 11 Nov 2008
Downloads
203
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. FIN-03-001
Number of pages: 44
Posted: 03 Nov 2008
Downloads
141
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-DRP-03-01
Number of pages: 44
Posted: 07 Nov 2008
Downloads
71
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. SC-AM-03-01
Number of pages: 43
Posted: 04 Nov 2008
Downloads
70
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU Working Paper No. S-CG-03-01
Number of pages: 44
Posted: 04 Nov 2008
Downloads
69
Downloads
11,097
14.
High-Frequency Trading
Number of pages: 86
Posted: 06 Jun 2011
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads
11,095
15.
Advances in Financial Machine Learning (Chapter 1)
Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61
Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
10,977
16.
Three Quant Lessons from COVID-19 (Presentation Slides)
Number of pages: 19
Posted: 31 Mar 2020
Last Revised: 08 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering and Hebrew University of Jerusalem
Downloads
10,824
17.
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Number of pages: 54
Posted: 27 Aug 2006
Working Paper Series
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Number of pages: 54
Posted: 27 Aug 2006
Downloads
10,111
Can Hedge-Fund Returns Be Replicated?: The Linear Case
Journal of Investment Management, Vol. 5, No. 2, Second Quarter 2007
Posted: 30 May 2007
Downloads
10,111
18.
Differences and Similarities in Islamic and Conventional Banking
International Journal of Business and Social Sciences, Vol. 2, No. 2
Number of pages: 25
Posted: 21 Nov 2010
Last Revised: 28 Apr 2014
Accepted Paper Series
National University of Computer and Emerging Sciences (NUCES or FAST-NU) - FAST School of Business
Downloads
9,783
19.
The 10 Reasons Most Machine Learning Funds Fail
Journalof Portfolio Management, Forthcoming
Number of pages: 21
Posted: 18 Jan 2018
Last Revised: 01 Jul 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
9,210
20.
The Market for Financial Adviser Misconduct
Journal of Political Economy, Forthcoming
Number of pages: 78
Posted: 29 Feb 2016
Last Revised: 29 Aug 2018
Accepted Paper Series
Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance and Stanford University
There are 2 versions of this paper
The Market for Financial Adviser Misconduct
Journal of Political Economy, Forthcoming
Number of pages: 78
Posted: 29 Feb 2016
Last Revised: 29 Aug 2018
Downloads
8,825
The Market for Financial Adviser Misconduct
NBER Working Paper No. w22050
Number of pages: 79
Posted: 01 Mar 2016
Downloads
58
Downloads
8,825
21.
The Risk Profile of Private Equity
Number of pages: 33
Posted: 07 Feb 2004
Working Paper Series
QuantExperts and European Investment Fund
Downloads
8,668
22.
Economists' Hubris - The Case of Risk Management
Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010
Number of pages: 10
Posted: 16 Feb 2010
Last Revised: 17 Mar 2010
Accepted Paper Series
Capco Institute and Aston Business School
Downloads
8,380
23.
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
7,708
24.
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
7,374
25.
Crowdfunding und Crowdinvesting: State-of-the-Art der wissenschaftlichen Literatur (Crowdfunding and Crowdinvesting: A Review of the Literature)
Zeitschrift für KMU und Entrepreneurship, Vol. 62, No. 1, pp. 57-89, 2014
Number of pages: 32
Posted: 06 Jun 2013
Last Revised: 20 Jun 2015
Accepted Paper Series
University of Trier - Faculty of Management and University of Trier - Faculty of Management
Downloads
7,234
26.
Secret Liens and the Financial Crisis of 2008
American Bankruptcy Law Journal, Vol. 83, p. 253, 2009
Number of pages: 44
Posted: 05 Jan 2009
Last Revised: 16 Oct 2009
Accepted Paper Series
University of Southern California Gould School of Law
Downloads
7,038
27.
Capital Structure and Stock Returns
Number of pages: 35
Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Downloads
6,933
28.
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
6,627
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
6,627
29.
Measuring Loss Potential of Hedge Fund Strategies
Number of pages: 25
Posted: 04 Jan 2005
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and UBS Wealth Managment Research
Downloads
6,549
30.
A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies
Number of pages: 32
Posted: 09 Mar 2020
Last Revised: 24 Mar 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial Engineering
Downloads
6,485
31.
Advances in Financial Machine Learning: Lecture 1/10 (seminar slides)
Number of pages: 57
Posted: 21 Oct 2018
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
6,360
32.
The Value of Synergy
Number of pages: 47
Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads
6,359
33.
Coin-Operated Capitalism
Columbia Law Review, Vol. 119, p. 591, 2019, U of Penn, Inst for Law & Econ Research Paper No. 18-37
Number of pages: 104
Posted: 18 Jul 2018
Last Revised: 31 May 2019
Accepted Paper Series
Princeton University - Center for Information Technology Policy, University of Pennsylvania Carey Law School, University of Pennsylvania Law School - Student/Alumni/Adjunct and University of Pennsylvania - Center for Technology, Innovation & Competition
Downloads
6,349
34.
How Do Private Equity Investments Perform Compared to Public Equity?
Darden Business School Working Paper No. 2597259
Number of pages: 37
Posted: 23 Apr 2015
Last Revised: 19 Jun 2015
Working Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business
Downloads
6,257
35.
The 7 Reasons Most Econometric Investments Fail (Presentation Slides)
Number of pages: 39
Posted: 23 Apr 2019
Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
6,066
36.
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Journal of Portfolio Management, 40 (5), pp. 94-107. 2014 (40th Anniversary Special Issue)
Number of pages: 22
Posted: 21 May 2019
Last Revised: 30 May 2019
Working Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
5,524
37.
The Dark Side of Universal Banking: Financial Conglomerates and the Origins of the Subprime Financial Crisis
Connecticut Law Review, Vol. 41, No. 4, 2009, GWU Law School Public Law Research Paper No. 468, GWU Legal Studies Research Paper No. 468
Number of pages: 89
Posted: 13 May 2009
Accepted Paper Series
George Washington University Law School
Downloads
5,488
38.
Employee Stock Options (Esops) and Restricted Stock: Valuation Effects and Consequences
Number of pages: 52
Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads
5,326
39.
Security Offerings
HANDBOOK OF CORPORATE FINANCE: EMPIRICAL CORPORATE FINANCE, Vol. 1, B. E. Eckbo, ed., Chapter 6, pp. 233-373, Elsevier/North-Holland Handbook of Finance Series, 2007, Tuck School of Business Working Paper No. 2005-28
Number of pages: 168
Posted: 06 Dec 2005
Last Revised: 03 May 2009
Accepted Paper Series
Tuck School of Business at Dartmouth, University of New South Wales, Sydney and BI Norwegian Business School - Department of Financial Economics
Downloads
5,307
40.
Detection of False Investment Strategies Using Unsupervised Learning Methods
Number of pages: 25
Posted: 23 Apr 2018
Last Revised: 07 May 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
5,251
41.
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 University of Vienna, Faculty of Law
Downloads
5,244
42.
Skill vs. Luck in Entrepreneurship and Venture Capital: Evidence from Serial Entrepreneurs
Number of pages: 41
Posted: 02 Oct 2006
Working Paper Series
Harvard Business School - Finance Unit, Federal Reserve Bank of New York, Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
There are 2 versions of this paper
Skill vs. Luck in Entrepreneurship and Venture Capital: Evidence from Serial Entrepreneurs
Number of pages: 41
Posted: 02 Oct 2006
Downloads
5,231
Skill vs. Luck in Entrepreneurship and Venture Capital: Evidence from Serial Entrepreneurs
NBER Working Paper No. w12592
Number of pages: 42
Posted: 20 Oct 2006
Last Revised: 29 Oct 2014
Downloads
219
Downloads
5,231
43.
Does Venture Capital Require an Active Stock Market?
Number of pages: 30
Posted: 23 Mar 2000
Accepted Paper Series
Stanford Law School and Northwestern University - Pritzker School of Law
Downloads
5,186
44.
The New Vote Buying: Empty Voting and Hidden (Morphable) Ownership
As published in Southern California Law Review, Vol. 79, pp. 811-908, 2006, University of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 99
Posted: 05 Jun 2006
Last Revised: 10 Mar 2008
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads
5,161
45.
Venture Capital and Private Equity: A Course Overview (2001 Update)
Number of pages: 36
Posted: 19 Aug 2001
Working Paper Series
Harvard Business School - Finance Unit
Downloads
4,999
46.
Initial Coin Offerings
PLOS ONE
Number of pages: 30
Posted: 22 Apr 2018
Last Revised: 22 May 2020
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads
4,966
47.
Is Portfolio Theory Harming Your Portfolio?
Number of pages: 14
Posted: 15 May 2011
Last Revised: 10 Jun 2011
Working Paper Series
Green River Asset Management
There are 2 versions of this paper
Is Portfolio Theory Harming Your Portfolio?
Number of pages: 14
Posted: 15 May 2011
Last Revised: 10 Jun 2011
Downloads
4,960
Is Portfolio Theory Harming Your Portfolio?
Journal of Applied Research in Accounting and Finance (JARAF), Vol. 6, No. 1, pp. 2-13, 2011
Number of pages: 19
Posted: 10 Nov 2011
Downloads
301
Downloads
4,960
48.
Stock Price Clustering on Option Expiration Dates
Number of pages: 53
Posted: 22 Mar 2004
Working Paper Series
Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
4,895
49.
Tactical Investment Algorithms
Number of pages: 11
Posted: 30 Sep 2019
Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
4,844
50.
Scale Effects in Mutual Fund Performance: The Role of Trading Costs
Number of pages: 41
Posted: 13 Dec 2006
Last Revised: 08 Jul 2009
Working Paper Series
Virginia Tech, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads
4,811
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