1.
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
18,957
Downloads
18,957
2.
Equivalence of the Different Discounted Cash Flow Valuation Methods: Different Alternatives for Determining the Discounted Value of Tax Shields and Their Implications for the Valuation
EFMA 2001 Lugano Meetings
Number of pages: 23
Posted: 09 Jan 2000
Last Revised: 16 Oct 2008
Working Paper Series
University of Navarra - IESE Business School
Downloads
7,658
3.
Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?
EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 39
Posted: 23 May 2001
Working Paper Series
Independent and Albourne Partners
Downloads
4,942
4.
Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation
EFMA 2001 Lugano Meetings
Number of pages: 44
Posted: 12 Jan 2001
Working Paper Series
Ras Asset Management SGR SpA and Ras Asset Management SGR SpA - Risk Management
Downloads
4,661
5.
Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging
EFMA 2001 Lugano Meetings
Number of pages: 22
Posted: 14 May 2001
Working Paper Series
Nordea Bank, Nordea Markets and Swedbank
There are 2 versions of this paper
Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging
EFMA 2001 Lugano Meetings
Number of pages: 22
Posted: 14 May 2001
Downloads
3,994
Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging
Journal of International Financial Management & Accounting, Vol. 15, pp. 1-20, March 2004
Number of pages: 20
Posted: 26 Mar 2004
Downloads
36
Downloads
3,994
6.
Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Number of pages: 38
Posted: 30 Apr 2001
Working Paper Series
Kedge Capital Fund Management
Downloads
3,864
7.
The Exit Structure of Venture Capital
UCLA Law Review, Vol. 53, p. 315, 2005, Univ. of Wisconsin Legal Studies Research Paper No. 1005
Number of pages: 43
Posted: 08 Dec 2005
Accepted Paper Series
Brigham Young University - J. Reuben Clark Law School
Downloads
3,443
8.
Principal Component Analysis of Volatility Smiles and Skews
EFMA 2001 Lugano Meetings; University of Reading Working Paper in Finance 2000-10
Number of pages: 16
Posted: 08 Dec 2000
Working Paper Series
University of Sussex - School of Business, Management and Economics
Downloads
2,683
9.
Asset Securitization and Optimal Asset Structure of the Firm
EFMA 2001 Lugano Meetings
Number of pages: 55
Posted: 13 Mar 2001
Working Paper Series
Independent
Downloads
2,658
10.
Capital Structure in Venture Finance
Journal of Corporate Finance, Vol. 11, pp. 550-585, 2005
Number of pages: 38
Posted: 31 Mar 2000
Accepted Paper Series
Florida Atlantic University
There are 2 versions of this paper
Capital Structure in Venture Finance
Journal of Corporate Finance, Vol. 11, pp. 550-585, 2005
Number of pages: 38
Posted: 31 Mar 2000
Downloads
2,414
Downloads
2,414
11.
Other Evidences of the Predictive Power of Technical Analysis: The Moving Averages Rules on European Indexes
EFMA 2001 Lugano Meetings
Number of pages: 25
Posted: 13 May 2001
Working Paper Series
Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Universite Catholique de Louvain, CeReFiM
Downloads
2,281
12.
Stock Options and Managerial Incentives to Invest
EFMA 2002 London Meetings
Number of pages: 42
Posted: 07 Aug 2001
Working Paper Series
Loyola University of Chicago and Loyola University of Chicago
Downloads
1,933
13.
Debt and Expropriation
EFMA 2001 Lugano Meetings
Number of pages: 35
Posted: 29 Sep 2000
Working Paper Series
Purdue University - Krannert School of Management, The Chinese University of Hong Kong (CUHK) - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads
1,919
14.
Long-Run Performance of Initial Public Offerings (Ipos) in the Spanish Capital Market
EFMA 2001 Lugano Meetings
Number of pages: 42
Posted: 18 Jun 2001
Working Paper Series
Universidad de Oviedo - Business Administration and Universidad de Oviedo - Business Administration
Downloads
1,813
15.
Capital Structure and Firm Value: A Study of Split-Capital Closed-End Funds in the UK
EFMA 2001 Lugano Meetings
Number of pages: 25
Posted: 04 May 2001
Working Paper Series
Warwick Business School
Downloads
1,629
16.
Revisiting the Shape of the Yield Curve: The Effect of Interest Rate Volatility
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 30
Posted: 21 Mar 2001
Working Paper Series
Aarhus University - CREATES and affiliation not provided to SSRN
Downloads
1,606
17.
Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies
EFMA 2001 Lugano Meetings
Number of pages: 28
Posted: 23 May 2001
Working Paper Series
University of St. Gallen
There are 2 versions of this paper
Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies
EFMA 2001 Lugano Meetings
Number of pages: 28
Posted: 23 May 2001
Downloads
1,540
Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies
European Financial Management, Vol. 8, pp. 211-228, 2002
Number of pages: 18
Posted: 12 Dec 2002
Downloads
23
Downloads
1,540
18.
Multivariate Option Pricing with Copulas
EFMA 2001 Lugano Meetings
Number of pages: 23
Posted: 14 May 2001
Working Paper Series
Collegio Carlo Alberto and University of Bologna - Department of Economics
Downloads
1,485
19.
Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective
EFMA 2001 Lugano Meetings
Number of pages: 31
Posted: 24 Mar 2001
Working Paper Series
RMF Investment Management, University of Neuchatel - Institute of Financial Analysis and University of Fribourg - Faculty of Economics and Social Science
Downloads
1,460
20.
The Decision to Repurchase Shares: A Cash Flow Story
EFMA 2001 Lugano Meetings
Number of pages: 28
Posted: 12 Mar 2001
Working Paper Series
Curtin University - Centre for Research in Applied Economics, Curtin University - Graduate School of Business and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
1,450
21.
Glamour Acquirers, Method of Payment and Post-Acquisition Performance: The UK Evidence
EFMA 2001 Lugano Meetings
Number of pages: 35
Posted: 21 Jul 2001
Working Paper Series
Cranfield University - School of Management, University of Wollongong - Dubai Campus and London Metropolitan University Business School
Downloads
1,435
22.
Market Reactions to Tangible and Intangible Information
EFMA 2001 Lugano Meetings
Number of pages: 49
Posted: 19 Jun 2001
Working Paper Series
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
There are 2 versions of this paper
Market Reactions to Tangible and Intangible Information
EFMA 2001 Lugano Meetings
Number of pages: 49
Posted: 19 Jun 2001
Downloads
1,434
Market Reactions to Tangible and Intangible Information
NBER Working Paper No. w9743
Number of pages: 58
Posted: 07 Jun 2003
Last Revised: 03 Nov 2010
Downloads
139
Downloads
1,434
23.
Institutional Trading and Stock Returns
EFMA 2001 Lugano Meetings, EFA 2001 Barcelona Meetings
Number of pages: 19
Posted: 15 Jan 2001
Working Paper Series
Federal Reserve Board and University of California, Irvine - Paul Merage School of Business
Downloads
1,423
24.
Explaining the Diversification Discount
AFA 2002 Atlanta Meetings
Number of pages: 51
Posted: 26 Mar 2001
Working Paper Series
University of Navarra - Madrid Campus - IESE Business School and Rutgers Business School
There are 2 versions of this paper
Explaining the Diversification Discount
AFA 2002 Atlanta Meetings
Number of pages: 51
Posted: 26 Mar 2001
Downloads
1,422
Explaining the Diversification Discount
NYU Working Paper No. EC-99-06
Number of pages: 50
Posted: 03 Nov 2008
Downloads
269
Downloads
1,422
25.
Approximated Moment-Matching Dynamics for Basket-Options Simulation
EFMA 2001 Lugano Meetings
Number of pages: 39
Posted: 29 Apr 2001
Working Paper Series
Imperial College London - Department of Mathematics, Bloomberg L.P., Bloomberg L.P. and affiliation not provided to SSRN
Downloads
1,413
26.
Coping with Credit Risk
EFMA 2001 Lugano Meetings
Number of pages: 20
Posted: 13 Jun 2001
Working Paper Series
University of Geneva - Geneva School of Economics and Management and University of Alabama
Downloads
1,404
27.
Multifactor Model of Growth and Z Score for Projecting Stock Return and Evaluating Risk
Number of pages: 40
Posted: 04 Oct 2001
Working Paper Series
Zhejiang University - School of Business Administration
Downloads
1,402
28.
Emerging Markets: Stock Market Investing with Political Risk
EFMA 2001 Lugano Meetings, Middlesex University Business School Discussion Paper No. 6, Cass Business School Research Paper
Number of pages: 21
Posted: 14 May 2001
Working Paper Series
Middlesex University Business School and University of Kent, Canterbury - Kent Business School
Downloads
1,401
29.
Approximations for the Value-at-Risk Approach to Risk-Return Analysis
EFMA 2001 Lugano Meetings
Number of pages: 22
Posted: 12 May 2001
Working Paper Series
Swiss Financial Market Supervisory Authority (FINMA) and University of Turin - Department of Management
Downloads
1,379
30.
The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry
EFMA 2001 Lugano Meetings
Number of pages: 37
Posted: 19 Apr 2001
Working Paper Series
affiliation not provided to SSRN
Downloads
1,309
31.
The Determinants of Private Equity Fundraising in Western Europe
EFMA 2001 Lugano Meetings
Number of pages: 32
Posted: 13 May 2001
Working Paper Series
University of Alicante - Department of Financial Economics and Universidad Complutense de Madrid - Department of Accounting and Finance
Downloads
1,293
32.
Evaluating Style Analysis
ERIM Report Series Reference No. ERS-2000-11-F&A; EFMA 2001 Lugano Meetings
Number of pages: 35
Posted: 28 Feb 2001
Working Paper Series
Tilburg University - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and TIAS School for Business and Society
There are 2 versions of this paper
Evaluating Style Analysis
ERIM Report Series Reference No. ERS-2000-11-F&A; EFMA 2001 Lugano Meetings
Number of pages: 35
Posted: 28 Feb 2001
Downloads
1,290
Downloads
32
Downloads
1,290
33.
Fast Fourier Transform for Discrete Asian Options
EFMA 2001 Lugano Meetings
Number of pages: 18
Posted: 10 May 2001
Working Paper Series
A.I. Square Connect
Downloads
1,284
34.
Effects of Changes in Index Composition on Stock Market: Evidence from the Istanbul Stock Exchange
EFMA 2001 Lugano Meetings
Number of pages: 65
Posted: 15 Jun 2001
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads
1,266
35.
Evaluating Credit Risk Models: A Critique and a Proposal (New Version)
EFMA 2001 Lugano Meetings
Number of pages: 36
Posted: 10 May 2001
Working Paper Series
affiliation not provided to SSRN and University of Ulm - Department of Mathematics and Economics
Downloads
1,258
36.
The Influence of Non-Executive Director Control and Rewards on CEO Remuneration: Australian Evidence
EFMA 2002 London Meetings
Number of pages: 23
Posted: 12 Mar 2001
Working Paper Series
Curtin University - Graduate School of Business and Curtin University - Centre for Research in Applied Economics
Downloads
1,246
37.
The Diversification Strategy of European Banks: Determinants and Effects on Efficiency and Profitability
EFMA 2001 Lugano Meetings
Number of pages: 30
Posted: 13 May 2001
Working Paper Series
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Center for Research in Banking and Finance (CEFIN) and Università degli studi di Modena e Reggio Emilia (UNIMORE) - Center for Research in Banking and Finance (CEFIN)
Downloads
1,226
38.
Conditional Volatility, Skewness and Kurtosis: Existence and Persistence
EFMA 2001 Lugano Meetings; HEC Department of Finance Working Paper No. 710/2000
Number of pages: 49
Posted: 17 Apr 2001
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)
There are 2 versions of this paper
Conditional Volatility, Skewness and Kurtosis: Existence and Persistence
EFMA 2001 Lugano Meetings; HEC Department of Finance Working Paper No. 710/2000
Number of pages: 49
Posted: 17 Apr 2001
Downloads
1,215
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
Banque de France Working Paper No. 77
Number of pages: 56
Posted: 27 Dec 2010
Downloads
114
Downloads
1,215
39.
Universal Banking and Conflicts of Interest: Evidence from German Initial Public Offerings
CORI Working Paper No. 03-06
Number of pages: 27
Posted: 31 Jan 2004
Working Paper Series
Baylor University - Hankamer School of Business and Independent
Downloads
1,215
40.
Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data
EFMA 2001 Lugano Meetings
Number of pages: 65
Posted: 13 Jun 2001
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
1,213
41.
The Effect of VAR Based Risk Management on Asset Prices and the Volatility Smile
EFMA 2001 Lugano Meetings
Number of pages: 27
Posted: 15 Apr 2001
Working Paper Series
World Bank - Quantitative Strategies, Risk & Analytics Department, Chulalongkorn University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
There are 2 versions of this paper
The Effect of VAR Based Risk Management on Asset Prices and the Volatility Smile
EFMA 2001 Lugano Meetings
Number of pages: 27
Posted: 15 Apr 2001
Downloads
1,203
The Effect of VAR Based Risk Management on Asset Prices and the Volatility Smile
European Financial Management, Vol. 8, pp. 139-164, 2002
Number of pages: 26
Posted: 22 May 2002
Downloads
23
Downloads
1,203
42.
Opportunity Cost of Capital for Venture Capitalists and Entrepreneurs
EFMA 2001 Lugano Meetings
Number of pages: 52
Posted: 17 Jun 2001
Working Paper Series
Montana State University - Bozeman - College of Business, Claremont McKenna College - Robert Day School of Economics and Finance and University of California, Riverside - Anderson Graduate School of Management
Downloads
1,182
43.
Statistical Tests for Return-Based Style Analysis
EFMA 2001 Lugano Meetings
Number of pages: 32
Posted: 25 Jul 2001
Working Paper Series
Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads
1,169
44.
Consistent High-Precision Volatility from High-Frequency Data
EFMA 2001 Lugano Meetings; FCO Working Paper No. 2000-09-25
Number of pages: 19
Posted: 23 Feb 2001
Working Paper Series
University of Pisa - Department of Economics, HEG, Olsen & Associates and DEAR-Consulting
Downloads
1,157
45.
Style Consistency and Survival Probability in the Hedge Funds Industry
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
Number of pages: 25
Posted: 15 Jun 2001
Working Paper Series
affiliation not provided to SSRN, University of Geneva - Geneva Finance Research Institute (GFRI) and affiliation not provided to SSRN
Downloads
1,145
46.
On the Determinants and Dynamics of UK Capital Structure
EFMA 2001 Lugano Meetings
Number of pages: 47
Posted: 12 May 2001
Working Paper Series
European Bank for Reconstruction and Development (EBRD) - Office of the Chief Economist and University of Edinburgh Business School
Downloads
1,138
47.
Determinants of International Portfolio Investment Flows to a Small Market: Empirical Evidence
EFMA 2001 Lugano Meetings
Number of pages: 25
Posted: 04 Apr 2001
Working Paper Series
Swedish School of Economics and Business Administration and Swedish School of Economics and Business Administration
Downloads
1,103
48.
The Real Estate Market Risk of Banks - Evidence of its Importance and Consequences for Managing Risk in Real Estate Lending
EFMA 2001 Lugano Meetings, The ICFAI Journal of Financial Economics, Vol. II, No. 2, June 2004
Number of pages: 13
Posted: 29 Apr 2001
Last Revised: 09 Mar 2009
Accepted Paper Series
Nuertingen-Geislingen University
Downloads
1,093
49.
Understanding High-Powered Incentives
Harvard NOM Working Paper No. 01-06; EFMA 2001 Lugano Meetings
Number of pages: 49
Posted: 11 May 2001
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads
1,084
50.
Does Risk Matter? Corporate Insider Transactions in Internet-Based Firms
EFMA 2001 Lugano Meetings; Harvard Business School Working Paper No. 00-062
Number of pages: 45
Posted: 11 Apr 2000
Working Paper Series
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads
1,057
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