Search Results
Netspar Research Paper Series

Cover image
50,558 Total downloads | Link to this page
Search Within

Viewing: 1 - 50 of 652 papers

1.

What Segments Equity Markets?

Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,038
2.

Investing for the Long Run

Netspar Discussion Paper No. 11/2011-104
Number of pages: 16 Posted: 24 Dec 2011 Last Revised: 03 Feb 2012
Working Paper Series
BlackRock, Inc and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 1,158
3.

Why Do Options Prices Predict Stock Returns?

Netspar Discussion Paper No. 07/2013-079
Number of pages: 49 Posted: 25 Feb 2014
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 943
4.

Regime Changes and Financial Markets

Netspar Discussion Paper No. 06/2011-068
Number of pages: 34 Posted: 30 Aug 2011
Working Paper Series
BlackRock, Inc and UCSD

Multiple version iconThere are 4 versions of this paper

Downloads 842
5.

Option-Implied Correlations and the Price of Correlation Risk

Netspar Discussion Paper No. 07/2013-061
Number of pages: 48 Posted: 26 Nov 2013
Working Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration, INSEAD - Finance and Frankfurt School of Finance & Management

Multiple version iconThere are 2 versions of this paper

Downloads 789
6.

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055
Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015
Accepted Paper Series
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 732
7.

Estimating Private Equity Returns from Limited Partner Cash Flows

Netspar Discussion Paper No. 06/2014-021, Saïd Business School WP 2014-8
Number of pages: 44 Posted: 02 Jul 2014 Last Revised: 18 Feb 2017
Working Paper Series
BlackRock, Inc, Columbia Business School - Finance and Economics, Yale School of Management - International Center for Finance and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 632
8.

The Public Market Equivalent and Private Equity Performance

Financial Analysts Journal, Vol. 71, No. 4, 2015, Netspar Discussion Paper No. 09/2013-039
Number of pages: 22 Posted: 01 Nov 2013 Last Revised: 13 Jan 2016
Accepted Paper Series
Downloads 622
9.

Are Commodity Futures a Good Hedge Against Inflation?

Netspar Discussion Paper No. 11/2010-078
Number of pages: 38 Posted: 24 Dec 2010 Last Revised: 04 May 2013
Working Paper Series
University of Groningen and Zayed University - College of Business
Downloads 620
10.

Optimal Capital Structure for Insurance Companies

Netspar Discussion Paper No. 11/2010-073
Number of pages: 38 Posted: 24 Dec 2010
Working Paper Series
University of Amsterdam - Department of Quantitative Economics (KE) and University of Amsterdam - Finance Group
Downloads 543
11.

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Netspar Discussion Paper No. 11/2010-093
Number of pages: 76 Posted: 21 Apr 2011 Last Revised: 02 Aug 2013
Working Paper Series
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 477
12.

The Economic Importance of Financial Literacy: Theory and Evidence

GFLEC Working Paper Series No. 2014-001
Number of pages: 70 Posted: 04 May 2013 Last Revised: 10 Jan 2014
Working Paper Series
George Washington University - Department of Accountancy and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 463
13.

Pension Fund Asset Allocation in Low Interest Rate Environment

Netspar Discussion Paper No. 03/2016-017
Number of pages: 40 Posted: 20 Apr 2016
Working Paper Series
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Downloads 462
14.

Nominal Bonds, Real Bonds, and Equity

Netspar Discussion Paper No. 12/2011-103
Number of pages: 56 Posted: 24 Dec 2011 Last Revised: 06 Mar 2012
Working Paper Series
BlackRock, Inc and Karlsruhe Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 438
15.

Private Equity Performance and Liquidity Risk

Netspar Discussion Paper No. 06/2010-024, Journal of Finance, Forthcoming
Number of pages: 65 Posted: 05 Aug 2010 Last Revised: 13 Sep 2012
Accepted Paper Series
USI Lugano, University of Lugano and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 437
16.

Testing Conditional Factor Models

Netspar Discussion Paper No. 01/2011-030
Number of pages: 63 Posted: 19 Apr 2011
Working Paper Series
BlackRock, Inc and University College London

Multiple version iconThere are 3 versions of this paper

Downloads 410
17.

Financial Literacy and Retirement Planning in Sweden

Netspar Discussion Paper No. 01/2011-018
Number of pages: 29 Posted: 15 Apr 2011
Working Paper Series
affiliation not provided to SSRN and Stockholm University - Swedish Institute for Social Research (SOFI)
Downloads 362
18.

Investment Beliefs of Endowments

Netspar Discussion Paper No. 06/2014-027
Number of pages: 58 Posted: 09 Jul 2014
Working Paper Series
BlackRock, Inc, Columbia University - Columbia Business School and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 349
19.

The Relation between Demography and Economics with Special Reference to the Role of Mandatory Funded and Unfunded Old-Age Pensions

Netspar Discussion Paper No. 03/2012-005
Number of pages: 37 Posted: 16 Mar 2012
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam
Downloads 340
20.

Private Equity and Industry Performance

Netspar Discussion Paper No. 06/2014-023, Stanford University Graduate School of Business Research Paper No. 14-25
Number of pages: 47 Posted: 02 Jul 2014
Working Paper Series
Stanford Graduate School of Business, Harvard Business School - Finance Unit, Copenhagen Business School and Swedish House of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 328
21.

Ambiguity Attitudes in a Large Representative Sample

Netspar Discussion Paper No. 06/2011-054
Number of pages: 67 Posted: 01 Jul 2011 Last Revised: 04 Feb 2015
Working Paper Series
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 324
22.

Skill and Luck in Private Equity Performance

Netspar Discussion Paper No. 04/2014-026
Number of pages: 59 Posted: 08 Jul 2014
Working Paper Series
University of Southern California - Marshall School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 323
23.

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

Netspar Discussion Paper No. 03/2010-009
Number of pages: 35 Posted: 18 Jun 2010 Last Revised: 17 Jan 2012
Working Paper Series
University of Groningen, De Nederlandsche Bank and Towers Watson

Multiple version iconThere are 2 versions of this paper

Downloads 319
24.

Rational Pensions for Irrational People: Behavioral Science Lessons for the Netherlands

Netspar Discussion Paper No. 09/2011-076
Number of pages: 29 Posted: 26 Sep 2011
Working Paper Series
Boston University - Department of Finance & Economics and Tiburg University
Downloads 310
25.

Assessing Financial Literacy in 12 Countries: An OECD Pilot Exercise

Netspar Discussion Paper No. 01/2011-014
Number of pages: 26 Posted: 19 Apr 2011
Working Paper Series
affiliation not provided to SSRN and OECD/International Network on Financial Education
Downloads 292
26.

Financial Literacy: An International Comparison

Netspar Discussion Paper No. 09/2010-064
Number of pages: 36 Posted: 30 Nov 2010
Working Paper Series
University of Naples Federico II - Department of Economics
Downloads 286
27.

Exchange Rate Volatility & its Impact on Macro Economic Factors with Respect to Indian Economy

International Journal of Social Science & Management, Vol. 4, Issue 6, 2015
Number of pages: 21 Posted: 23 Apr 2016
Accepted Paper Series
University of Naples Federico II, Italy and Independent
Downloads 283
28.

Implications of Long-Run Risk for Asset Allocation Decisions

Netspar Discussion Paper No. 03/2012-011
Number of pages: 36 Posted: 28 Apr 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah and University of Arizona - Department of Finance
Downloads 282
29.

Pension Wealth and Household Saving in Europe: Evidence from SHARELIFE

Netspar Discussion Paper No. 10/2011-088
Number of pages: 30 Posted: 01 Nov 2011
Working Paper Series
University of Groningen, University of Groningen - Faculty of Economics and Business and Sveriges Riksbank
Downloads 275
30.

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Number of pages: 24 Posted: 28 Jun 2014 Last Revised: 06 Jul 2017
Working Paper Series
Tilburg University and Maastricht University

Multiple version iconThere are 2 versions of this paper

Downloads 272
31.

Liability Driven Investment with Downside Risk

Netspar Discussion Paper No. 10/2012-051
Number of pages: 29 Posted: 17 Jan 2013
Working Paper Series
BlackRock, Inc, Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 267
32.

Asset Allocation Dynamics of Pension Funds

Netspar Discussion Paper No. 03/2016-016
Number of pages: 35 Posted: 20 Apr 2016
Working Paper Series
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Downloads 258
33.

Portfolio Choice with Illiquid Assets

Netspar Discussion Paper No. 10/2010-092
Number of pages: 47 Posted: 22 Apr 2011 Last Revised: 19 Sep 2014
Working Paper Series

Multiple version iconThere are 4 versions of this paper

Downloads 251
34.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Netspar Discussion Paper No. 03/2012-017
Number of pages: 66 Posted: 25 May 2012
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Center and Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 247
35.

How does Household Portfolio Diversification Vary with Financial Literacy and Financial Advice?

Journal of Finance, Forthcoming, Netspar Discussion Paper No. 03/2011-026
Number of pages: 82 Posted: 21 Apr 2011 Last Revised: 08 Dec 2013
Accepted Paper Series
University of Bonn - Economic Science Area

Multiple version iconThere are 2 versions of this paper

Downloads 236
36.

Risk Decision Support System for Asset Liability Management

Netspar Discussion Paper No. 10/2010-084
Number of pages: 31 Posted: 04 Feb 2011
Working Paper Series
University of Amsterdam - Department of Quantitative Economics (KE) and affiliation not provided to SSRN
Downloads 225
37.

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Netspar Discussion Paper No. 04/2011-067
Number of pages: 46 Posted: 30 Aug 2011
Working Paper Series
BlackRock, Inc and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 4 versions of this paper

Downloads 215
38.

Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information

Netspar Discussion Paper No. 04/2011-038
Number of pages: 51 Posted: 22 Apr 2011
Working Paper Series
APG Asset Management, Robeco Asset Management, Maastricht University - Limburg Institute of Financial Economics (LIFE) and ABP Investments - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 214
39.

Stock Returns and Inflation Risk: Implications for Portfolio Selection

Netspar Discussion Paper No. 11/2010-051
Number of pages: 43 Posted: 12 Nov 2010 Last Revised: 26 Dec 2010
Working Paper Series
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 208
40.

Financial Literacy Around the World: An Overview

Netspar Discussion Paper No. 02/2011-023
Number of pages: 20 Posted: 19 Apr 2011
Working Paper Series
George Washington University - Department of Accountancy and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 204
41.

Pay Me Now (and Later): Pension Benefit Manipulation before Plan Freezes and Executive Retirement

Best Paper Award - Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference, Journal of Financial Economics (JFE), Forthcoming, Netspar Discussion Paper No. 12/2014-096 - revised version October 2016, Kelley School of Business Research Paper No. 16-24
Number of pages: 52 Posted: 22 Feb 2016 Last Revised: 23 Dec 2016
Working Paper Series
Federal Reserve Board, Washington D.C., Massachusetts Institute of Technology (MIT) - Sloan School of Management, Seton Hall University, Stillman School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 197
42.

A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds

Netspar Discussion Paper No. 02/2011-121
Number of pages: 51 Posted: 25 May 2012
Working Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School

Multiple version iconThere are 3 versions of this paper

Downloads 191
43.

The Joint Cross Section of Stocks and Options

Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69 Posted: 19 Oct 2013
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 189
44.

Effects of the Financial Crisis and Great Recession on American Households

Netspar Discussion Paper No. 09/2010-046
Number of pages: 46 Posted: 14 Nov 2010
Working Paper Series
RAND Corporation and RAND Corporation

Multiple version iconThere are 3 versions of this paper

Downloads 185
45.

On the Asset Allocation of a Default Pension Fund

Netspar Discussion Paper No. 01/2016-001
Number of pages: 53 Posted: 09 Jan 2016 Last Revised: 12 Jan 2016
Working Paper Series
Stockholm School of Economics, Tel Aviv University - Eitan Berglas School of Economics and Stockholm University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 182
46.

Regulating Pensions: Why the European Union Matters

Netspar Discussion Paper
Number of pages: 43 Posted: 29 Oct 2011 Last Revised: 27 Feb 2014
Working Paper Series
Utrecht University - Utrecht Centre for Shared Regulation and Enforcement in Europe – RENFORCE, Utrecht University - Europa Institute and Utrecht University
Downloads 182
47.

Life Insurance Demand: Evidence from Italian Households; A Micro-Economic View and Gender Issue

Netspar Discussion Paper No. 05/2015-010
Number of pages: 29 Posted: 22 May 2015
Working Paper Series
Collegio Carlo Alberto, INSEEC Business School and University of Turin - Department of Economics
Downloads 178
48.

Inflation and Individual Equities

Netspar Discussion Paper No. 04/2011-069
Number of pages: 26 Posted: 30 Aug 2011
Working Paper Series
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers

Multiple version iconThere are 3 versions of this paper

Downloads 177
49.

Predictors and Portfolios Over the Life Cycle

Netspar Discussion Paper No. 01/2016-010
Number of pages: 61 Posted: 09 Mar 2016 Last Revised: 13 Jun 2018
Working Paper Series
Goethe University Frankfurt, Copenhagen Business School and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 177
50.

Housing Preferences of an Ageing Population: Investigation in the Diversity Among Dutch Older Adults

Netspar Discussion Paper No. 07/2012-024
Number of pages: 35 Posted: 31 Jul 2012
Working Paper Series
University of Groningen, VU University Amsterdam - Department of Spatial Economics, Utrecht University and University of Groningen
Downloads 176