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JEL Code: G1

23,984,125 Total downloads

Viewing: 1 - 50 of 61,181 papers

1.

A Quantitative Approach to Tactical Asset Allocation

The Journal of Wealth Management, Spring 2007
Number of pages: 70 Posted: 11 Feb 2007 Last Revised: 03 Mar 2014
Accepted Paper Series
Meb Faber
Cambria Investment Management
Downloads 226,139
2.

Market Efficiency, Long-Term Returns, and Behavioral Finance

Number of pages: 31 Posted: 30 Apr 1997
Working Paper Series
Eugene F. Fama
University of Chicago - Finance
Downloads 90,374
3.

Relative Strength Strategies for Investing

Number of pages: 22 Posted: 06 Apr 2010 Last Revised: 20 Apr 2010
Working Paper Series
Meb Faber
Cambria Investment Management
Downloads 67,543
4.

Company Valuation Methods

Number of pages: 18 Posted: 22 Jul 2001 Last Revised: 26 May 2019
Working Paper Series
Pablo Fernandez
University of Navarra - IESE Business School
Downloads 62,406
5.

A Five-Factor Asset Pricing Model

Fama-Miller Working Paper
Number of pages: 52 Posted: 30 Jun 2013 Last Revised: 23 Sep 2014
Working Paper Series
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 50,748
6.

A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation

Number of pages: 68 Posted: 31 Mar 1997
Working Paper Series
Stephen H. Penman and Theodore Sougiannis
Columbia Business School - Department of Accounting and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 46,067
7.

Pulling the Goalie: Hockey and Investment Implications

Number of pages: 13 Posted: 08 Mar 2018 Last Revised: 08 Oct 2018
Working Paper Series
Clifford S. Asness and Aaron Brown
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 45,641
8.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Working Paper Series
Yuliya S. Demyanyk and Otto Van Hemert
University of Illinois at Chicago and Man AHL
Downloads 43,873
9.

Value Versus Growth: The International Evidence

Number of pages: 30 Posted: 01 May 1997
Working Paper Series
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 39,289
10.

The Capital Asset Pricing Model: Some Empirical Tests

Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Number of pages: 54 Posted: 13 Jun 2006
Accepted Paper Series
Michael C. Jensen, Fischer Black and Myron S. Scholes
Harvard Business School, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of Business
Downloads 38,281
11.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings
Number of pages: 16 Posted: 14 May 2004 Last Revised: 28 May 2019
Accepted Paper Series
Pablo Fernandez
University of Navarra - IESE Business School
Downloads 36,839
12.

Value Based Management: Economic Value Added or Cash Value Added?

FWC AB Study No. 1997:3
Number of pages: 42 Posted: 05 Apr 1999
Working Paper Series
Fredrik Weissenrieder
Weissenrieder & Co AB
Downloads 34,228
13.

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Yale ICF Working Paper No. 08-03
Number of pages: 47 Posted: 28 Dec 1998 Last Revised: 24 Jan 2008
Working Paper Series
Evan Gatev, William N. Goetzmann and K. Geert Rouwenhorst
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 33,435
14.

Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?

Number of pages: 46 Posted: 28 Apr 2014
Working Paper Series
Bradford Cornell and Aswath Damodaran
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads 32,288
15.

Risk Premia Harvesting Through Dual Momentum

Journal of Management & Entrepreneurship, vol.2, no.1 (Mar 2017), 27-55
Number of pages: 37 Posted: 19 Apr 2012 Last Revised: 23 May 2017
Accepted Paper Series
Gary Antonacci
Portfolio Management Consultants
Downloads 30,730
16.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Quantitative Research, No. 5, August 2012
Number of pages: 15 Posted: 21 Aug 2012 Last Revised: 13 Sep 2012
Accepted Paper Series
Meb Faber
Cambria Investment Management
Downloads 30,465
17.

International Financial Reporting Standards (IFRS): Pros and Cons for Investors

Accounting and Business Research, Forthcoming
Number of pages: 65 Posted: 13 Sep 2006
Accepted Paper Series
Ray Ball
University of Chicago - Booth School of Business
Downloads 29,891
18.

Fact, Fiction and Momentum Investing

Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of pages: 26 Posted: 12 May 2014 Last Revised: 03 Oct 2014
Working Paper Series
Clifford S. Asness, Andrea Frazzini, Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 28,742
19.

Facts and Fantasies About Commodity Futures

Yale ICF Working Paper No. 04-20
Number of pages: 41 Posted: 29 Jun 2004
Working Paper Series
Gary B. Gorton and K. Geert Rouwenhorst
Yale School of Management and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 27,262
20.

Corporate Governance and Equity Prices

Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67 Posted: 12 Sep 2001
Working Paper Series
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 27,101
21.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition

Number of pages: 114 Posted: 24 Mar 2013
Working Paper Series
Aswath Damodaran
New York University - Stern School of Business
Downloads 27,022
22.

Taxes, Financing Decisions, and Firm Value

Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34 Posted: 01 Feb 1997
Working Paper Series
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 26,652
23.

Métodos de valoración de empresas (Company Valuation Methods)

Number of pages: 28 Posted: 15 Sep 2008 Last Revised: 13 Oct 2019
Working Paper Series
Pablo Fernandez
University of Navarra - IESE Business School
Downloads 26,553
24.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 09 Feb 2019
Accepted Paper Series
Martijn Cremers and Antti Petajisto
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 26,469
25.

Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay

Number of pages: 33 Posted: 04 Apr 2013 Last Revised: 13 Jun 2015
Working Paper Series
Gary Antonacci
Portfolio Management Consultants
Downloads 26,381
26.

Exercises in Advanced Risk and Portfolio Management (ARPM) with Solutions and Code

Number of pages: 281 Posted: 11 Aug 2009 Last Revised: 08 Mar 2016
Working Paper Series
Attilio Meucci
ARPM - Advanced Risk and Portfolio Management
Downloads 25,711
27.

Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers

IESE Business School Working Paper No. WP-1059-E
Number of pages: 18 Posted: 16 Jun 2012 Last Revised: 12 Oct 2017
Working Paper Series
Pablo Fernandez, Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School, IESE Business School and IESE
Downloads 25,538
28.

An Analysis of the Financial Crisis of 2008: Causes and Solutions

Number of pages: 28 Posted: 04 Nov 2008 Last Revised: 16 Dec 2008
Working Paper Series
Austin Murphy
Oakland University - School of Business Administration
Downloads 25,135
29.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Accepted Paper Series
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 23,468
30.

WACC: Definition, Misconceptions and Errors

Number of pages: 8 Posted: 05 Jun 2010 Last Revised: 26 May 2019
Working Paper Series
Pablo Fernandez
University of Navarra - IESE Business School
Downloads 23,324
31.

Índice Libro Valoración de Empresas y Sensatez (Company Valuation and Common Sense)

Number of pages: 7 Posted: 28 Jan 2013 Last Revised: 14 Oct 2019
Working Paper Series
Pablo Fernandez
University of Navarra - IESE Business School
Downloads 23,058
32.

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002
Working Paper Series
Nicholas Barberis and Richard H. Thaler
Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 22,961
33.

Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research

Number of pages: 91 Posted: 13 Mar 2008 Last Revised: 07 May 2008
Working Paper Series
Christian Leuz and Peter D. Wysocki
University of Chicago - Booth School of Business and Boston University Questrom School of Business
Downloads 22,793
34.

Country Risk: Determinants, Measures and Implications - The 2015 Edition

Number of pages: 97 Posted: 15 Jul 2015 Last Revised: 01 Aug 2015
Working Paper Series
Aswath Damodaran
New York University - Stern School of Business
Downloads 22,435
35.

The Black-Litterman Model in Detail

Number of pages: 65 Posted: 28 Jan 2009 Last Revised: 23 Jun