1.
Mean-Reversion and Optimization
Journal of Asset Management 16(1) (2015) 14-40
Number of pages: 41
Posted: 11 Aug 2014
Last Revised: 15 Feb 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads
13,715
2.
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - The 2010 Edition
Number of pages: 89
Posted: 21 Feb 2010
Last Revised: 23 Aug 2010
Working Paper Series
New York University - Stern School of Business
Downloads
12,842
3.
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Number of pages: 47
Posted: 18 May 2010
Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads
11,375
4.
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Number of pages: 42
Posted: 08 Aug 2012
Last Revised: 27 Aug 2015
Working Paper Series
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
There are 3 versions of this paper
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Number of pages: 42
Posted: 08 Aug 2012
Last Revised: 27 Aug 2015
Downloads
11,091
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Number of pages: 34
Posted: 08 Jun 2013
Downloads
585
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Number of pages: 34
Posted: 16 May 2013
Downloads
294
Downloads
11,091
5.
The Tragedy of the Risk-Perception Commons: Culture Conflict, Rationality Conflict, and Climate Change
Temple University Legal Studies Research Paper No. 2011-26, Cultural Cognition Project Working Paper No. 89, Yale Law & Economics Research Paper No. 435, Yale Law School, Public Law Working Paper No. 230
Number of pages: 31
Posted: 24 Jun 2011
Last Revised: 16 Apr 2013
Working Paper Series
Yale University - Law School, University of Nebraska at Lincoln - College of Law, Ohio State University - Psychology Department, Decision Research, Stanford Law School, George Washington University - Law School and Temple University - James E. Beasley School of Law
Downloads
11,031
6.
Factors on Demand: Building a Platform for Portfolio Managers, Risk Managers and Traders
Risk, Vol. 23, No.7, p. 84-89
Number of pages: 28
Posted: 08 Mar 2010
Last Revised: 11 Oct 2010
Accepted Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
8,590
7.
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
8,337
8.
The Sharpe Ratio Efficient Frontier
Journal of Risk, Vol. 15, No. 2, Winter 2012/13
Number of pages: 36
Posted: 24 Apr 2011
Last Revised: 23 Apr 2014
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
8,308
9.
Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
Number of pages: 8
Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads
8,062
10.
Market Risk Premium Used in 2010 by Analysts and Companies: A Survey with 2,400 Answers
Number of pages: 15
Posted: 19 May 2010
Last Revised: 24 May 2010
Working Paper Series
University of Navarra - IESE Business School and affiliation not provided to SSRN
Downloads
7,570
11.
Statistical Risk Models
The Journal of Investment Strategies 6(2) (2017) 1-40
Number of pages: 44
Posted: 15 Feb 2016
Last Revised: 12 Mar 2017
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads
7,433
12.
A Risk Perception Primer: A Narrative Research Review of the Risk Perception Literature in Behavioral Accounting and Behavioral Finance
Number of pages: 109
Posted: 20 Jul 2004
Working Paper Series
Goucher College - Department of Business Management
Downloads
6,942
13.
A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues
Number of pages: 41
Posted: 25 May 2007
Working Paper Series
Goucher College - Department of Business Management
Downloads
5,893
14.
Network Structure and Systemic Risk in Banking Systems
Number of pages: 41
Posted: 02 Feb 2011
Last Revised: 25 Apr 2012
Working Paper Series
University of Oxford, Columbia University and Central Bank of Brazil
Downloads
5,713
15.
How Biases Affect Investor Behaviour
The European Financial Review, February-March 2014, pp. 7-10
Number of pages: 4
Posted: 23 Jun 2014
Accepted Paper Series
American University - Kogod School of Business and Goucher College - Department of Business Management
Downloads
5,604
16.
Living with Noise: Investing and Valuation in the Face of Uncertainty
Number of pages: 34
Posted: 20 Sep 2013
Working Paper Series
New York University - Stern School of Business
Downloads
5,193
17.
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
Number of pages: 25
Posted: 31 Dec 2010
Last Revised: 16 Mar 2014
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
There are 2 versions of this paper
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
Number of pages: 25
Posted: 31 Dec 2010
Last Revised: 16 Mar 2014
Downloads
5,076
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper
Number of pages: 25
Posted: 18 Feb 2015
Downloads
132
Downloads
5,076
18.
How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies
Journal of Financial Markets, 19, 62-85
Number of pages: 47
Posted: 13 Sep 2009
Last Revised: 10 Jul 2014
Accepted Paper Series
University of Duisburg-Essen, Campus Essen, German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads
4,975
19.
Warning: Physics Envy May be Hazardous to Your Wealth!
Number of pages: 73
Posted: 05 Mar 2010
Last Revised: 15 Mar 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology, Center for Theoretical Physics
There are 2 versions of this paper
Warning: Physics Envy May be Hazardous to Your Wealth!
Number of pages: 73
Posted: 05 Mar 2010
Last Revised: 15 Mar 2010
Downloads
4,652
Warning: Physics Envy May Be Hazardous to Your Wealth!
Journal of Investment Management (JOIM), Second Quarter 2010
Posted: 13 Jul 2010
Downloads
4,652
20.
What if 8% is Really 0%? Pension Funds Investing with Fingers-Crossed and Eyes Closed
Cambria Quantitative Research Monthly, Issue 2, June 2011
Number of pages: 9
Posted: 13 Jun 2011
Last Revised: 20 Jun 2011
Accepted Paper Series
Cambria Investment Management
Downloads
4,519
21.
Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
NYU Working Paper No. 2451/29593
Number of pages: 26
Posted: 06 Apr 2010
Last Revised: 10 Sep 2013
Working Paper Series
Harvard Business School, Acadian Asset Management Inc., USA and NYU Stern School of Business
There are 3 versions of this paper
Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
NYU Working Paper No. 2451/29593
Number of pages: 26
Posted: 06 Apr 2010
Last Revised: 10 Sep 2013
Downloads
4,079
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
NYU Working Paper No. 2451/29537
Number of pages: 22
Posted: 26 Jun 2013
Downloads
327
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
Financial Analysts Journal, Vol. 67, No. 1, 2011
Posted: 23 Jan 2011
Downloads
4,079
22.
Perception of Risk Posed by Extreme Events
In: Regulation of Toxic Substances and Hazardous Waste (2nd edition) (Applegate, Gabba, Laitos, and Sachs, Editors), Foundation Press, Forthcoming
Number of pages: 21
Posted: 13 Jul 2013
Accepted Paper Series
Decision Research and Columbia Business School - Management & Psychology
Downloads
4,021
23.
Heterotic Risk Models
Wilmott Magazine 2015(80) (2015) 40-55
Number of pages: 41
Posted: 30 Apr 2015
Last Revised: 25 Jan 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads
3,907
24.
Deriving the Pricing Power of Product Features by Mining Consumer Reviews
Management Science, Forthcoming, NET Institute Working Paper No. 07-36
Number of pages: 36
Posted: 27 Oct 2007
Last Revised: 06 May 2011
Accepted Paper Series
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business
Downloads
3,580
25.
Signaling in Equity Crowdfunding
Number of pages: 49
Posted: 15 Oct 2012
Last Revised: 05 Oct 2014
Working Paper Series
A.T. Kearney GmbH, Florida Atlantic University, Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics and Concordia University
There are 3 versions of this paper
Signaling in Equity Crowdfunding
Number of pages: 49
Posted: 15 Oct 2012
Last Revised: 05 Oct 2014
Downloads
3,571
Signaling in Equity Crowdfunding
Entrepreneurship Theory and Practice, Forthcoming
Number of pages: 45
Posted: 14 Feb 2015
Downloads
628
Signaling in Equity Crowdfunding
Entrepreneurship Theory and Practice, Vol. 39, Issue 4, pp. 955-980, 2015
Number of pages: 26
Posted: 06 Jul 2015
Downloads
4
Downloads
3,571
26.
Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Number of pages: 31
Posted: 21 Feb 2011
Working Paper Series
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads
3,469
27.
Basel III Accord: Where Do We Go From Here?
Number of pages: 12
Posted: 18 Oct 2010
Working Paper Series
CLS Bank International
Downloads
3,429
28.
Managing Risk Exposures Using the Risk Budgeting Approach
Number of pages: 33
Posted: 23 Feb 2012
Last Revised: 10 Apr 2012
Working Paper Series
Lyxor Asset Management and Amundi Asset Management
Downloads
3,403
29.
What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior
Number of pages: 80
Posted: 11 Apr 2014
Last Revised: 01 Oct 2015
Working Paper Series
University of Miami - Department of Finance, George Washington University - Department of Finance and University of Cambridge
There are 2 versions of this paper
What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior
Number of pages: 80
Posted: 11 Apr 2014
Last Revised: 01 Oct 2015
Downloads
3,356
What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior
Journal of Finance, Forthcoming
Number of pages: 80
Posted: 14 Sep 2015
Last Revised: 01 Oct 2015
Downloads
482
Downloads
3,356
30.
Risk Parity Portfolios with Risk Factors
Number of pages: 32
Posted: 03 Oct 2012
Last Revised: 06 Oct 2012
Working Paper Series
Amundi Asset Management and affiliation not provided to SSRN
Downloads
3,235
31.
Shadow Insurance
Econometrica, Vol. 84, No. 3, 2016, Swiss Finance Institute Research Paper No. 14-64
Number of pages: 50
Posted: 06 Sep 2013
Last Revised: 19 May 2016
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
There are 2 versions of this paper
Shadow Insurance
Econometrica, Vol. 84, No. 3, 2016, Swiss Finance Institute Research Paper No. 14-64
Number of pages: 50
Posted: 06 Sep 2013
Last Revised: 19 May 2016
Downloads
3,102
Downloads
3,102
32.
Advantages and Disadvantages of Scenario Approaches for Strategic Foresight
International Journal Technology Intelligence and Planning, Vol. 1, No. 2, pp. 220-239, 2005
Number of pages: 20
Posted: 08 Jan 2011
Accepted Paper Series
Technical University of Applied Sciences Wildau and University of Applied Sciences Brandenburg - Institute for Innovation and Internationalization
Downloads
3,095
33.
The ABCs of Hedge Funds: Alphas, Betas, & Costs
Number of pages: 26
Posted: 01 Apr 2010
Last Revised: 23 Apr 2010
Working Paper Series
Yale School of Management, Ibbotson Associates and Hong Kong Polytechnic University
Downloads
3,020
34.
The Psychology of Risk: The Behavioral Finance Perspective
HANDBOOK OF FINANCE: VOLUME 2: INVESTMENT MANAGEMENT AND FINANCIAL MANAGEMENT, Frank J. Fabozzi, ed., John Wiley & Sons, pp. 85-111, 2008
Number of pages: 28
Posted: 07 Jul 2008
Last Revised: 04 Oct 2013
Accepted Paper Series
Goucher College - Department of Business Management
Downloads
2,818
35.
Risk Management in Islamic and Conventional Banks: A Differential Analysis
Journal of Independent Studies and Research, Vol. 7, No. 2, pp. 67-70, July 2009
Number of pages: 13
Posted: 03 Jan 2010
Accepted Paper Series
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Szabist, Karachi
Downloads
2,773
36.
The Loss of Loss Aversion: Will It Loom Larger Than Its Gain?
Journal of Consumer Psychology, Forthcoming
Number of pages: 59
Posted: 09 Oct 2017
Last Revised: 26 Apr 2018
Accepted Paper Series
University of Illinois at Chicago and Northwestern University - Kellogg School of Management
Downloads
2,700
37.
CEO Gender, Corporate Risk-Taking, and the Efficiency of Capital Allocation
Number of pages: 51
Posted: 14 Mar 2012
Last Revised: 16 Feb 2016
Working Paper Series
Purdue University - Krannert School of Management, University of Manchester - Alliance Manchester Business School and University of Manchester - Manchester Business School
Downloads
2,672
38.
Generalized Risk-Based Investing
Number of pages: 43
Posted: 24 Jan 2013
Last Revised: 20 Apr 2013
Working Paper Series
Glion Institute of Higher Education, Lombard Odier & Cie and Unigestion
Downloads
2,657
39.
Managing Risk Management
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 18 Mar 2011
Last Revised: 20 Dec 2013
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Duke University, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads
2,625
40.
Psychology and the Financial Crisis of 2007-2008
Number of pages: 16
Posted: 18 Jan 2011
Last Revised: 03 Sep 2011
Working Paper Series
Yale School of Management
Downloads
2,584
41.
Men, Women and Risk Aversion: Experimental Evidence
HANDBOOK OF EXPERIMENTAL ECONOMICS RESULTS, Vol. 1, Ch.113, pp. 1061-1073, C. Plott, V. Smith, eds., New York, Elsevier, 2008
Number of pages: 16
Posted: 12 Jul 2011
Accepted Paper Series
Texas A&M University and Monash University - Department of Economics
Downloads
2,583
42.
Executive Compensation and Risk Taking
FRB of New York Staff Report No. 456
Number of pages: 44
Posted: 07 Jul 2010
Last Revised: 14 Nov 2011
Working Paper Series
Columbia Business School - Department of Economics, Independent and University of Oxford - Said Business School
Downloads
2,581
43.
Do Dark Pools Harm Price Discovery?
Forthcoming, Review of Financial Studies
Number of pages: 53
Posted: 16 Dec 2010
Last Revised: 16 Nov 2013
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
2,557
44.
Principal Components as a Measure of Systemic Risk
Number of pages: 30
Posted: 05 Apr 2010
Working Paper Series
Windham Capital Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
2,513
45.
From Nobel Prize to Project Management: Getting Risks Right
Project Management Journal, vol. 37, no. 3, pp. 5-15
Number of pages: 32
Posted: 23 Mar 2013
Last Revised: 12 Jun 2013
Accepted Paper Series
University of Oxford - Said Business School
Downloads
2,467
46.
Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information
Number of pages: 13
Posted: 31 Jul 2012
Last Revised: 16 Mar 2014
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads
2,372
47.
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Cartea, ÁLvaro, and Sebastian Jaimungal. "RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES." Mathematical Finance (2013).,
Number of pages: 37
Posted: 26 Feb 2012
Last Revised: 27 Apr 2015
Accepted Paper Series
University of Oxford and University of Toronto - Department of Statistics
There are 2 versions of this paper
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Cartea, ÁLvaro, and Sebastian Jaimungal. "RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES." Mathematical Finance (2013).,
Number of pages: 37
Posted: 26 Feb 2012
Last Revised: 27 Apr 2015
Downloads
2,339
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Mathematical Finance, Vol. 25, Issue 3, pp. 576-611, 2015
Number of pages: 36
Posted: 09 Jun 2015
Downloads
2,339
48.
Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
Accepted Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 4 versions of this paper
Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
Downloads
2,336
Uncertainty About Government Policy and Stock Prices
MFI Working Paper No. 2010-08
Number of pages: 54
Posted: 17 Jun 2010
Downloads
136
Uncertainty About Government Policy and Stock Prices
NBER Working Paper No. w16128
Number of pages: 62
Posted: 29 Jun 2010
Last Revised: 28 Jul 2010
Downloads
28
Uncertainty About Government Policy and Stock Prices
CEPR Discussion Paper No. DP7897
Number of pages: 55
Posted: 19 Jul 2010
Downloads
3
Downloads
2,336
49.
Managing Risks in a Risk-On/Risk-Off Environment
Number of pages: 50
Posted: 23 Sep 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,307
50.
Behavioral Biases of Mutual Fund Investors
Journal of Financial Economics (JFE), Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 69
Posted: 20 Mar 2008
Last Revised: 19 Jul 2010
Accepted Paper Series
Cornell University, University of Miami - School of Business Administration and Johnson College of Business
Downloads
2,270
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