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Viewing: 1 - 50 of 503 papers

1.

Life-Cycle Finance in Theory and in Practice

Boston University School of Management Working Paper No. 2002-02
Number of pages: 15 Posted: 13 Jun 2002
Working Paper Series
Boston University - Department of Finance & Economics
Downloads 6,019
2.

Reports of Value’s Death May Be Greatly Exaggerated

Number of pages: 43 Posted: 02 Dec 2019 Last Revised: 03 Jun 2020
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads 5,123
3.

Feverish Stock Price Reactions to COVID-19

Forthcoming, Review of Corporate Finance Studies
Number of pages: 58 Posted: 09 Mar 2020 Last Revised: 30 Jun 2020
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,283
4.

Human Capital, Asset Allocation, and Life Insurance

Yale ICF Working Paper No. 05-11
Number of pages: 21 Posted: 13 May 2005
Working Paper Series
Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates

Multiple version iconThere are 2 versions of this paper

Downloads 3,512
5.

The Value Premium

Fama-Miller Working Paper No. 20-01
Number of pages: 20 Posted: 27 Jan 2020 Last Revised: 30 Jan 2020
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 2,999
6.

Analysis of the Effect of COVID-19 on the Stock Market and Investing Strategies

Number of pages: 17 Posted: 30 Mar 2020 Last Revised: 11 May 2020
Working Paper Series
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, College of Business, Department of Finance, University of Illinois at Urbana-Champaign and University of Illinois Urbana Champaign
Downloads 2,939
7.

When Equity Factors Drop Their Shorts

Financial Analysts Journal, forthcoming
Number of pages: 42 Posted: 26 Nov 2019 Last Revised: 05 Jun 2020
Accepted Paper Series
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 2,742
8.

Machine Learning for Asset Managers (Chapter 1)

Cambridge Elements, 2020
Number of pages: 45 Posted: 27 Apr 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,534
9.

Man versus Machine: A Comparison of Robo-Analyst and Traditional Research Analyst Investment Recommendations

Number of pages: 46 Posted: 21 Jan 2020 Last Revised: 20 Feb 2020
Working Paper Series
Indiana University - Kelley School of Business - Department of Accounting, Indiana University - Kelley School of Business - Department of Accounting and Indiana University - Kelley School of Business - Department of Accounting
Downloads 2,369
10.

Codependence (Presentation Slides)

Number of pages: 34 Posted: 15 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,357
11.

How Behavioural Biases Affect Finance Professionals

The European Financial Review, December-January 2017, pp. 25-29
Number of pages: 5 Posted: 17 Jan 2017
Accepted Paper Series
American University - Kogod School of Business, Pennsylvania State University and Washington and Lee University
Downloads 2,174
12.

Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)

Number of pages: 40 Posted: 25 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,910
13.

Overfitting: Causes and Solutions (Seminar Slides)

Number of pages: 24 Posted: 26 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,551
14.

The Return Expectations of Institutional Investors

Stanford University Graduate School of Business Research Paper No. 18-5
Number of pages: 53 Posted: 06 Nov 2019 Last Revised: 01 Jun 2020
Working Paper Series
University of Amsterdam and Stanford Graduate School of Business
Downloads 1,478
15.

FinTech is Gaining Traction and Young, High-Income Users are the Early Adopters

Journal of Financial Perspectives, Vol. 3, No. 3, 2015
Number of pages: 20 Posted: 08 Dec 2017
Accepted Paper Series
Ernst & Young LLP, Ernst & Young LLP and Ernst & Young LLP
Downloads 1,381
16.

Investment Opportunities and Strategies in an Era of Coronavirus Pandemic

Number of pages: 25 Posted: 03 Apr 2020 Last Revised: 03 Jun 2020
Working Paper Series
University of Illinois at Urbana-Champaign - College of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois Urbana Champaign
Downloads 1,367
17.

New Tech v. New Deal: Fintech As A Systemic Phenomenon

36 Yale Journal on Regulation 735 (2019).
Number of pages: 60 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Accepted Paper Series
Cornell University - Law School
Downloads 1,233
18.

Toward Determining the Optimal Investment Strategy for Retirement

Number of pages: 11 Posted: 03 Jan 2019
Working Paper Series
IESE Business School and Windham Capital Management
Downloads 1,160
19.

Fact and Fiction about Low-Risk Investing

NYU Stern School of Business
Number of pages: 26 Posted: 25 Mar 2020
Working Paper Series
AQR Capital Management LLC, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads 1,154
20.

Required Retirement Savings Rates Today

Number of pages: 22 Posted: 18 Oct 2016
Working Paper Series
Morningstar Investment Management, The American College and The American College for Financial Services
Downloads 1,126
21.

The Effect of Coronavirus Spread on Stock Markets: The Case of the Worst 6 Countries

Number of pages: 11 Posted: 17 Apr 2020
Working Paper Series
Ain Shams University
Downloads 1,119
22.

The Equity Risk Premium: A Novel Perspective on the Past Fifty Years

Number of pages: 4 Posted: 23 Mar 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 1,057
23.

Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI

Number of pages: 19 Posted: 25 Feb 2020
Working Paper Series
Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, Firamis, Firamis and Zurich University of Applied Sciences, Center for Asset Management
Downloads 974
24.

Understanding Mechanisms Underlying Peer Effects: Evidence from a Field Experiment on Financial Decisions

Econometrica, Vol. 82, No. 4
Number of pages: 64 Posted: 05 Jul 2012 Last Revised: 18 Jul 2014
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale School of Management, Sao Paulo School of Economics - FGV and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 938
25.

Financial Inclusion and Inclusive Growth: A Review of Recent Empirical Evidence

World Bank Policy Research Working Paper No. 8040
Number of pages: 27 Posted: 26 Apr 2017
Working Paper Series
World Bank - Development Research Group and World Bank
Downloads 931
26.

The Historical Record on Active vs. Passive Mutual Fund Performance

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 27 Posted: 13 Sep 2018 Last Revised: 09 Dec 2019
Working Paper Series
California State University, Fullerton - Department of Finance
Downloads 873
27.

The Effect of Humanizing Robo-Advisors on Investor Judgments

Number of pages: 42 Posted: 06 Nov 2019
Working Paper Series
University of Washington - Michael G. Foster School of Business, University of Illinois at Urbana-Champaign - Department of Accountancy and Indiana University - Kelley School of Business - Department of Accounting
Downloads 739
28.

The Overnight Drift

FRB of New York Staff Report No. 917, February 2020
Number of pages: 64 Posted: 02 Mar 2020
Working Paper Series
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 736
29.

Capturing the Illiquidity Premium

Number of pages: 39 Posted: 25 Feb 2020
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 728
30.

A Comparison of Global Factor Models

Number of pages: 53 Posted: 02 Mar 2020 Last Revised: 31 Mar 2020
Working Paper Series
Technische Universität München (TUM)
Downloads 725
31.

Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-Asset Multi-Factor Allocations

Machine Learning and Asset Management, Forthcoming
Number of pages: 33 Posted: 08 Jan 2020 Last Revised: 26 Jan 2020
Working Paper Series
Invesco, Invesco and Metzler Asset Management
Downloads 723
32.

Growth-Trend Timing and 60-40 Variations: Lethargic Asset Allocation (LAA)

Number of pages: 15 Posted: 15 Dec 2019 Last Revised: 22 Jan 2020
Working Paper Series
VU University Amsterdam
Downloads 678
33.

The Relationship between Age and Income with Financial Planning – An Exploratory Study

Pratibimba – The Journal of IMIS, (Indexed in Proquest) pp7 -16. ISSN: 0972-5466. January- June 2017.
Number of pages: 18 Posted: 20 Mar 2017
Accepted Paper Series
Global Business School & Research Centre and Independent
Downloads 658
34.

What Dividend Imputation Means for Retirement Savers

Number of pages: 31 Posted: 05 Sep 2018
Working Paper Series
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 632
35.

To FinTech and Beyond

Number of pages: 21 Posted: 06 Nov 2019
Working Paper Series
University of Pennsylvania - The Wharton School - Finance Department, Columbia Business School - Finance and Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 617
36.

Wealth Creation in the U.S. Public Stock Markets 1926 to 2019

Number of pages: 19 Posted: 25 Feb 2020 Last Revised: 16 Jun 2020
Working Paper Series
Arizona State University
Downloads 612
37.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 599
38.

Tactical Target Date Funds

Number of pages: 64 Posted: 16 Jul 2018 Last Revised: 20 Feb 2020
Working Paper Series
London Business School, Imperial College Business School and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 552
39.

How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior

SAFE Working Paper No. 190
Number of pages: 21 Posted: 06 Nov 2019
Working Paper Series
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 539
40.

Regulating Robo-Advisory

Texas International Law Journal, Volume 55, Issue 1 (Fall 2019), pp. 49-87
Number of pages: 40 Posted: 06 Nov 2019 Last Revised: 24 Jan 2020
Accepted Paper Series
TUM School of Management
Downloads 531
41.

How Crisis Affects Crypto: Coronavirus as a Test Case

Number of pages: 60 Posted: 23 Mar 2020
Working Paper Series
Tel Aviv University - Cegla Center for Interdisciplinary Research of the Law and Institute of Law and Economics, University of Hamburg
Downloads 470
42.

Short Term Trading Models – Mean Reversion Trading Strategies and the Black Swan Events

Number of pages: 32 Posted: 11 Mar 2020
Working Paper Series
WorldQuant University, WorldQuant University, WorldQuant University and WorldQuant University
Downloads 468
43.

Post-Fundamentals Drift in Stock Prices: A Machine-Learning Approach

Number of pages: 71 Posted: 27 Jan 2020 Last Revised: 29 Jun 2020
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 454
44.

Aggregate and Firm-Level Stock Returns During Pandemics, In Real Time

Number of pages: 32 Posted: 27 Mar 2020 Last Revised: 12 May 2020
Working Paper Series
Harvard University, University of North Carolina (UNC) at Chapel Hill - Department of Economics, Elon University - Department of Economics and Yale University

Multiple version iconThere are 2 versions of this paper

Downloads 439
45.

Financial Operating Systems

European Banking Institute (EBI) Working Paper Series No. 58/2020
Number of pages: 64 Posted: 03 Mar 2020 Last Revised: 25 Mar 2020
Working Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, Chicago-Kent College of Law - Illinois Institute of Technology, The University of Hong Kong - Faculty of Law and University of New South Wales (UNSW) - Faculty of Law
Downloads 422
46.

Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis

Number of pages: 58 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 405
47.

The Lost Decade for Hedge Funds: Three Threats

TILEC Discussion Paper No. DP2019-027
Number of pages: 41 Posted: 11 Dec 2019 Last Revised: 18 Dec 2019
Working Paper Series
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads 400
48.

Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk

IMF Working Paper No. 19/109
Number of pages: 35 Posted: 06 Nov 2019
Working Paper Series
IMF
Downloads 393
49.

A Model of Asset Price Spirals and Aggregate Demand Amplification of a 'COVID-19' Shock

Number of pages: 40 Posted: 16 Apr 2020 Last Revised: 26 May 2020
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 387
50.

Stock Picking with Machine Learning

Number of pages: 39 Posted: 23 Jun 2020
Working Paper Series
Darmstadt University of Technology and Deka Investment GmbH
Downloads 385