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JEL Code: G2

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1.

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 43,969
2.

We Don't Quite Know What We are Talking About When We Talk About Volatility

Journal of Portfolio Management, Vol. 33, No. 4, 2007
Number of pages: 8 Posted: 14 Mar 2007 Last Revised: 14 Dec 2017
Accepted Paper Series
Daniel G. Goldstein and Nassim Nicholas Taleb
Microsoft Research New York City and New York University (NYU) - NYU Tandon School of Engineering
Downloads 37,033
3.

Is Bitcoin Really Un-Tethered?

Number of pages: 119 Posted: 25 Jun 2018 Last Revised: 05 Nov 2019
Working Paper Series
John M. Griffin and Amin Shams
University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
Downloads 35,845
4.

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
Zura Kakushadze and Juan A. Serur
Quantigic Solutions LLC and University of CEMA
Downloads 28,323
5.

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 27,303
6.

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 26,709
7.

Optimal Capital Allocation Using RAROC and EVA

Journal of Financial Intermediation, Forthcoming
Number of pages: 44 Posted: 11 Sep 1998
Accepted Paper Series
Neal Stoughton and Josef Zechner
Vienna University of Economics and Business and Vienna University of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 23,970
8.

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 23,628
9.

Risk Management Lessons from Long-Term Capital Management

Number of pages: 27 Posted: 02 Aug 1999
Working Paper Series
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Downloads 18,603
10.

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
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 18,514
11.

Efficiency of Financial Institutions: International Survey and Directions for Future Research

Number of pages: 75 Posted: 07 Apr 1997
Working Paper Series
Allen N. Berger and David B. Humphrey
University of South Carolina - Darla Moore School of Business and Florida State University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 18,248
12.

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
Marcos Lopez de Prado
Cornell University - Operations Research & Industrial Engineering
Downloads 17,966
13.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001
Working Paper Series
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 17,698
14.

Valuation Using Multiples: Dispersion. Useful to compare and to negotiate

Number of pages: 13 Posted: 17 Jul 2001 Last Revised: 26 May 2019
Working Paper Series
Pablo Fernandez
University of Navarra - IESE Business School
Downloads 17,688
15.

The Flash Crash: High-Frequency Trading in an Electronic Market

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 27 May 2011 Last Revised: 10 Mar 2018
Accepted Paper Series
Andrei A. Kirilenko, Albert S. Kyle, Mehrdad Samadi and Tugkan Tuzun
University of Cambridge - Finance, University of Maryland, Southern Methodist University (SMU) - Finance Department and Federal Reserve Board
Downloads 17,360
16.

Political Competition, Ideology and Corruption

Number of pages: 43 Posted: 30 Jan 2008
Working Paper Series
Aristotelis Boukouras and Kostas Koufopoulos
University of Leicester and University of Warwick - Finance Group
Downloads 17,189
17.

Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway

Number of pages: 51 Posted: 26 Sep 2005 Last Revised: 05 May 2008
Working Paper Series
Gerald S. Martin and John Puthenpurackal
American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
Downloads 16,316
18.

Problem Loans and Cost Efficiency in Commercial Banks

WFIC 96-01
Number of pages: 30 Posted: 17 Jan 1996
Working Paper Series
Allen N. Berger and Robert DeYoung
University of South Carolina - Darla Moore School of Business and University of Kansas School of Business
Downloads 16,231
19.

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
Ludovic Phalippou and Oliver Gottschalg
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,878
20.

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
Will Gornall and Ilya A. Strebulaev
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 15,737
21.

The Economics of Private Equity Funds

Review of Financial Studies, Vol. 23, pp. 2303-2341, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 57 Posted: 27 Jun 2007 Last Revised: 03 Aug 2010
Accepted Paper Series
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 15,514
22.

What Happened to the Quants in August 2007?

Number of pages: 67 Posted: 21 Sep 2007 Last Revised: 17 Jan 2008
Working Paper Series
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 15,233
23.

Asymmetric Information, Heterogeneity in Risk Perceptions and Insurance: An Explanation to a Puzzle

Number of pages: 27 Posted: 18 Nov 2008
Working Paper Series
Kostas Koufopoulos
University of Warwick - Finance Group
Downloads 15,184
24.

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
Ivo Welch and Jay R. Ritter
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 15,151