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JEL Code: G24

2,237,438 Total downloads

Viewing: 1 - 50 of 5,468 papers

1.

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

Multiple version iconThere are 2 versions of this paper

Downloads 17,341
2.

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 15,647
3.

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
AQR Capital Management, LLC
Downloads 15,323
4.

A Review of IPO Activity, Pricing and Allocations

Yale ICF Working Paper No. 02-01
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

Multiple version iconThere are 3 versions of this paper

Downloads 14,933
5.

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

Multiple version iconThere are 2 versions of this paper

Downloads 14,126
6.

Squaring Venture Capital Valuations with Reality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 22 Apr 2017 Last Revised: 09 May 2018
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 13,444
7.

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 11,471
8.

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), AQR Capital Management, LLC and Western Michigan University
Downloads 11,237
9.

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
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 7 versions of this paper

Downloads 10,745
10.

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 10,566
11.

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

Multiple version iconThere are 2 versions of this paper

Downloads 9,749
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), AQR Capital Management, LLC and Western Michigan University

Multiple version iconThere are 2 versions of this paper

Downloads 9,599
13.

Building Diversified Portfolios that Outperform Out-of-Sample

Journal of Portfolio Management, 2016, Forthcoming
Number of pages: 31 Posted: 28 Dec 2015 Last Revised: 24 May 2016
Accepted Paper Series
AQR Capital Management, LLC
Downloads 9,533
14.

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 8,324
15.

The Risk Profile of Private Equity

Number of pages: 33 Posted: 07 Feb 2004
Working Paper Series
QuantExperts and European Investment Fund
Downloads 8,279
16.

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 8,198
17.

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 Business School, University of Texas at Austin - Department of Finance and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 8,080
18.

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
AQR Capital Management, LLC
Downloads 7,938
19.

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
USC Gould School of Law
Downloads 6,867
20.

Capital Structure and Stock Returns

Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35 Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)

Multiple version iconThere are 2 versions of this paper

Downloads 6,805
21.

Measuring Loss Potential of Hedge Fund Strategies

Journal of Alternative Investments, Vol. 7, No. 1, pp. 7-31, Summer 2004
Number of pages: 25 Posted: 04 Jan 2005
Accepted Paper Series
AQR Capital Management, LLC and UBS Wealth Managment Research
Downloads 6,301
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
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

Multiple version iconThere are 2 versions of this paper

Downloads 6,281
23.

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
AQR Capital Management, LLC
Downloads 5,825
24.

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 5,595
25.

Coin-Operated Capitalism

Columbia Law Review, Forthcoming, U of Penn, Inst for Law & Econ Research Paper No. 18-37
Number of pages: 105 Posted: 18 Jul 2018 Last Revised: 02 Mar 2019
Accepted Paper Series
University of Pennsylvania, School of Engineering & Applied Science, University of Pennsylvania Law School, University of Pennsylvania Law School - Student/Alumni/Adjunct and University of Pennsylvania - Center for Technology, Innovation & Competition
Downloads 5,579
26.

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 5,439
27.

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 5,347
28.

The Value of Synergy

Number of pages: 47 Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads 5,262
29.

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 - Australian School of Business and BI Norwegian Business School - Department of Financial Economics
Downloads 5,149
30.

Does Venture Capital Require an Active Stock Market?

As published in Journal of Applied Corporate Finance, pp. 36-48, Winter 1999
Number of pages: 30 Posted: 23 Mar 2000
Accepted Paper Series
Downloads 5,042
31.

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 4,938
32.

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 4,875
33.

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

Multiple version iconThere are 2 versions of this paper

Downloads 4,813
34.

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
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
35.

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

Multiple version iconThere are 2 versions of this paper

Downloads 4,745
36.

Hot Markets, Investor Sentiment, and IPO Pricing

AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 51 Posted: 02 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

Multiple version iconThere are 3 versions of this paper

Downloads 4,636
37.

Stock Price Clustering on Option Expiration Dates

AFA 2005 Philadelphia Meetings
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 4,632
38.

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 4,576
39.

The New Financial Deal: Understanding the Dodd-Frank Act and its (Unintended) Consequences

THE NEW FINANCIAL DEAL: UNDERSTANDING THE DODD-FRANK ACT AND ITS (UNINTENDED) CONSEQUENCES, Wiley, November 2010 , U of Penn, Inst for Law & Econ Research Paper No. 10-21
Number of pages: 14 Posted: 13 Oct 2010 Last Revised: 28 Oct 2010
Accepted Paper Series
University of Pennsylvania Law School
Downloads 4,482
40.

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 4,478
41.

Hedge Funds, Insiders, and the Decoupling of Economic and Voting Ownership: Empty Voting and Hidden (Morphable) Ownership

Journal of Corporate Finance, vol. 13, pp. 343-367, 2007, ECGI - Law Working Paper No. 56/2006, McCombs Research Paper Series No. FIN-02-06, U of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 31 Posted: 10 Jan 2006
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads 4,468
42.

ABS, MBS and CDO Compared: An Empirical Analysis

The Journal of Structured Finance, Vol. 14, 2008, pp. 27-45
Number of pages: 39 Posted: 27 Sep 2007 Last Revised: 04 Oct 2012
Accepted Paper Series
Nyenrode Business University and Vlerick Business School
Downloads 4,378
43.

The Geography of Crowdfunding

NET Institute Working Paper No. 10-08
Number of pages: 57 Posted: 20 Oct 2010 Last Revised: 07 Sep 2014
Working Paper Series
University of Toronto - Rotman School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Toronto - Rotman School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,357
44.

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 4,336
45.

Automated Trading with Boosting and Expert Weighting

Quantitative Finance, Vol. 4, No. 10, pp. 401–420 ,
Number of pages: 18 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 4,327
46.

All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 20 Jun 2005
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,323
47.

Bankruptcy or Bailouts?

Journal of Corporation Law, Vol. 35, p. 469, 2010, U of Penn, Inst for Law & Econ Research Paper No. 09-11, Northwestern Law & Econ Research Paper No. 09-05
Number of pages: 30 Posted: 18 Mar 2009 Last Revised: 09 Jun 2010
Working Paper Series
University of California, Berkeley - School of Law and University of Pennsylvania Law School
Downloads 4,160
48.

Public and Private Enforcement of Securities Laws: Resource-Based Evidence

Journal of Financial Economics (JFE), Vol. 93, 2009, Harvard Public Law Working Paper No. 0-28, Harvard Law and Economics Discussion Paper No. 638
Number of pages: 55 Posted: 11 Jul 2007 Last Revised: 13 Jan 2015
Accepted Paper Series
Harvard Law School and Harvard Law School
Downloads 4,118
49.

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
Baylor University - Department of Finance, Insurance & Real Estate
Downloads 4,096
50.

What Drives Venture Capital Fundraising?

Number of pages: 48 Posted: 08 Feb 1998
Working Paper Series
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 4,035