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
Cambria Investment Management
Downloads
219,539
2.
Market Efficiency, Long-Term Returns, and Behavioral Finance
Number of pages: 31
Posted: 30 Apr 1997
Working Paper Series
University of Chicago - Finance
Downloads
89,474
3.
Relative Strength Strategies for Investing
Number of pages: 22
Posted: 06 Apr 2010
Last Revised: 20 Apr 2010
Working Paper Series
Cambria Investment Management
Downloads
65,866
4.
Company Valuation Methods
Number of pages: 18
Posted: 22 Jul 2001
Last Revised: 19 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads
61,212
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
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads
47,680
6.
A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation
Number of pages: 68
Posted: 31 Mar 1997
Working Paper Series
Columbia Business School - Department of Accounting and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads
45,830
7.
Understanding the Subprime Mortgage Crisis
Number of pages: 40
Posted: 10 Oct 2007
Last Revised: 20 Jun 2009
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads
43,649
8.
Value Versus Growth: The International Evidence
Number of pages: 30
Posted: 01 May 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads
38,846
9.
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
Harvard Business School, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of Business
Downloads
37,736
10.
Pulling the Goalie: Hockey and Investment Implications
Number of pages: 13
Posted: 08 Mar 2018
Last Revised: 08 Oct 2018
Working Paper Series
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
37,435
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: 12 Oct 2017
Accepted Paper Series
University of Navarra - IESE Business School
Downloads
36,179
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
Weissenrieder & Co AB
Downloads
34,060
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
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
There are 2 versions of this paper
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
Downloads
32,684
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
The Review of Financial Studies, Vol. 19, Issue 3, pp. 797-827, 2006
Posted: 29 Feb 2008
Downloads
32,684
14.
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
Cambria Investment Management
Downloads
30,072
15.
Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?
Number of pages: 46
Posted: 28 Apr 2014
Working Paper Series
California Institute of Technology and New York University - Stern School of Business
Downloads
29,625
16.
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
University of Chicago - Booth School of Business
Downloads
29,458
17.
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
Portfolio Management Consultants
Downloads
29,323
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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads
27,625
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
Yale School of Management and Yale School of Management - International Center for Finance
There are 3 versions of this paper
Facts and Fantasies About Commodity Futures
Yale ICF Working Paper No. 04-20
Number of pages: 41
Posted: 29 Jun 2004
Downloads
27,132
Facts and Fantasies About Commodity Futures
NBER Working Paper No. w10595
Number of pages: 41
Posted: 25 May 2006
Downloads
737
Facts and Fantasies About Commodity Futures
Financial Analysts Journal, Vol. 62, No. 2, pp. 47-68, April 2006
Posted: 23 May 2006
Downloads
27,132
20.
Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition
Number of pages: 114
Posted: 24 Mar 2013
Working Paper Series
New York University - Stern School of Business
Downloads
26,865
21.
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
University of Chicago - Finance and Dartmouth College - Tuck School of Business
There are 2 versions of this paper
Taxes, Financing Decisions, and Firm Value
Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34
Posted: 01 Feb 1997
Downloads
26,520
Taxes, Financing Decisions, and Firm Value
Journal of Finance, Vol. 53 No. 3, June 1998
Posted: 28 Jul 1998
Downloads
26,520
22.
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
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
There are 3 versions of this paper
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
Downloads
26,424
Corporate Governance and Equity Prices
NBER Working Paper No. w8449
Number of pages: 70
Posted: 26 Aug 2001
Last Revised: 23 Oct 2010
Downloads
436
Corporate Governance and Equity Prices
Quarterly Journal of Economics, Vol. 118, No. 1, February 2003
Posted: 13 Feb 2003
Downloads
26,424
23.
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
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, 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
Downloads
25,822
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
25,822
24.
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
University of Navarra - IESE Business School, IESE Business School and IESE
Downloads
25,440
25.
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
ARPM - Advanced Risk and Portfolio Management
Downloads
25,309
26.
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
Portfolio Management Consultants
Downloads
25,245
27.
Métodos de valoración de empresas (Company Valuation Methods)
Number of pages: 28
Posted: 15 Sep 2008
Last Revised: 16 Jan 2018
Working Paper Series
University of Navarra - IESE Business School
Downloads
25,081
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
Oakland University - School of Business Administration
Downloads
24,251
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
TR and Duke University - Fuqua School of Business
There are 2 versions of this paper
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
Downloads
23,066
Downloads
145
Downloads
23,066
30.
WACC: Definition, Misconceptions and Errors
Number of pages: 8
Posted: 05 Jun 2010
Last Revised: 12 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads
22,764
31.
A Survey of Behavioral Finance
Number of pages: 77
Posted: 04 Oct 2002
Working Paper Series
Yale School of Management and University of Chicago - Booth School of Business
There are 2 versions of this paper
A Survey of Behavioral Finance
NBER Working Paper No. w9222
Number of pages: 78
Posted: 19 Sep 2002
Last Revised: 29 Oct 2010
Downloads
1,045
Downloads
22,630
32.
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
University of Chicago - Booth School of Business and Boston University Questrom School of Business
Downloads
22,447
33.
Índice Libro Valoración de Empresas y Sensatez (Company Valuation and Common Sense)
Number of pages: 16
Posted: 28 Jan 2013
Last Revised: 25 Jan 2018
Working Paper Series
University of Navarra - IESE Business School
Downloads
21,917
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
New York University - Stern School of Business
Downloads
21,837
35.
The Black-Litterman Model in Detail
Number of pages: 65
Posted: 28 Jan 2009
Last Revised: 23 Jun 2014
Working Paper Series
Boston University - Metropolitan College - Department of Computer Science
Downloads
21,698
36.
Understanding Modern Portfolio Construction
Number of pages: 46
Posted: 03 Mar 2016
Last Revised: 22 Sep 2016
Working Paper Series
Orcam Financial Group
Downloads
21,282
37.
The Black-Litterman Approach: Original Model and Extensions
Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Number of pages: 17
Posted: 08 Apr 2008
Last Revised: 13 Oct 2010
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
21,189
38.
A Simplified Approach to Understanding the Kalman Filter Technique
Number of pages: 24
Posted: 07 May 2005
Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads
19,133
39.
Three Residual Income Valuation Methods and Discounted Cash Flow Valuation
Number of pages: 12
Posted: 16 Jan 2002
Last Revised: 19 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads
19,129
40.
The Equity Premium
EFMA 2001 Lugano Meetings; CRSP Working Paper No. 522
Number of pages: 29
Posted: 20 Jul 2000
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
There are 2 versions of this paper
The Equity Premium
EFMA 2001 Lugano Meetings; CRSP Working Paper No. 522
Number of pages: 29
Posted: 20 Jul 2000
Downloads
19,041
Downloads
19,041
41.
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
18,365
42.
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
18,266
43.
Momentum
University Of Illinois Working Paper
Number of pages: 45
Posted: 05 Feb 2002
Working Paper Series
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
There are 3 versions of this paper
Downloads
18,097